Arbeitspapier
A note on adapting propensity score matching and selection models to choice based samples
The probability of selection into treatment plays an important role in matching and selection models. However, this probability can often not be consistently estimated, because of choice-based sampling designs with unknown sampling weights. This note establishes that the selection and matching procedures can be implemented using propensity scores fit on choice-based samples with misspecified weights, because the odds ratio of the propensity score fit on the choice-based sample is monotonically related to the odds ratio of the true propensity scores.
- Sprache
-
Englisch
- Erschienen in
-
Series: IZA Discussion Papers ; No. 4304
- Klassifikation
-
Wirtschaft
Model Evaluation, Validation, and Selection
- Thema
-
Choice-based sampling
matching models
propensity scores
selection models
Matching
Statistisches Auswahlverfahren
Schätztheorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Heckman, James Joseph
Todd, Petra E.
- Ereignis
-
Veröffentlichung
- (wer)
-
Institute for the Study of Labor (IZA)
- (wo)
-
Bonn
- (wann)
-
2009
- Handle
- URN
-
urn:nbn:de:101:1-20090825439
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
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Objekttyp
- Arbeitspapier
Beteiligte
- Heckman, James Joseph
- Todd, Petra E.
- Institute for the Study of Labor (IZA)
Entstanden
- 2009