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来源类型 | Working Paper |
规范类型 | 报告 |
DOI | 10.3386/w15179 |
来源ID | Working Paper 15179 |
A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples | |
James J. Heckman; Petra E. Todd | |
发表日期 | 2009-07-23 |
出版年 | 2009 |
语种 | 英语 |
摘要 | 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. |
主题 | Econometrics ; Estimation Methods |
URL | https://www.nber.org/papers/w15179 |
来源智库 | National Bureau of Economic Research (United States) |
引用统计 | |
资源类型 | 智库出版物 |
条目标识符 | http://119.78.100.153/handle/2XGU8XDN/572855 |
推荐引用方式 GB/T 7714 | James J. Heckman,Petra E. Todd. A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples. 2009. |
条目包含的文件 | ||||||
文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
w15179.pdf(116KB) | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 |
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