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

Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.

Objekttyp

  • Arbeitspapier

Beteiligte

  • Heckman, James Joseph
  • Todd, Petra E.
  • Institute for the Study of Labor (IZA)

Entstanden

  • 2009

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