A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples /
Heckman, James J.
A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples / James J. Heckman, Petra E. Todd. - Cambridge, Mass. National Bureau of Economic Research 2009. - 1 online resource: illustrations (black and white); - NBER working paper series no. w15179 . - Working Paper Series (National Bureau of Economic Research) no. w15179. .
July 2009.
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.
System requirements: Adobe [Acrobat] Reader required for PDF files.
Mode of access: World Wide Web.
A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples / James J. Heckman, Petra E. Todd. - Cambridge, Mass. National Bureau of Economic Research 2009. - 1 online resource: illustrations (black and white); - NBER working paper series no. w15179 . - Working Paper Series (National Bureau of Economic Research) no. w15179. .
July 2009.
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.
System requirements: Adobe [Acrobat] Reader required for PDF files.
Mode of access: World Wide Web.