| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w15301 |
| 来源ID | Working Paper 15301 |
| Matching on the Estimated Propensity Score | |
| Alberto Abadie; Guido W. Imbens | |
| 发表日期 | 2009-08-27 |
| 出版年 | 2009 |
| 语种 | 英语 |
| 摘要 | Propensity score matching estimators (Rosenbaum and Rubin, 1983) are widely used in evaluation research to estimate average treatment effects. In this article, we derive the large sample distribution of propensity score matching estimators. Our derivations take into account that the propensity score is itself estimated in a first step, prior to matching. We prove that first step estimation of the propensity score affects the large sample distribution of propensity score matching estimators. Moreover, we derive an adjustment to the large sample variance of propensity score matching estimators that corrects for first step estimation of the propensity score. In spite of the great popularity of propensity score matching estimators, these results were previously unavailable in the literature. |
| 主题 | Econometrics ; Estimation Methods |
| URL | https://www.nber.org/papers/w15301 |
| 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/572976 |
| 推荐引用方式 GB/T 7714 | Alberto Abadie,Guido W. Imbens. Matching on the Estimated Propensity Score. 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 | ||
| w15301.pdf（222KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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