Abstract

http://ssrn.com/abstract=1463894
 
 

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Matching on the Estimated Propensity Score


Alberto Abadie


Harvard University - Harvard Kennedy School (HKS); National Bureau of Economic Research (NBER)

Guido W. Imbens


Stanford Graduate School of Business

August 2009

NBER Working Paper No. w15301

Abstract:     
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.

Number of Pages in PDF File: 22

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Date posted: August 31, 2009  

Suggested Citation

Abadie, Alberto and Imbens, Guido W., Matching on the Estimated Propensity Score (August 2009). NBER Working Paper No. w15301. Available at SSRN: http://ssrn.com/abstract=1463894

Contact Information

Alberto Abadie (Contact Author)
Harvard University - Harvard Kennedy School (HKS) ( email )
79 John F. Kennedy Street
Cambridge, MA 02138
United States
617-496-4547 (Phone)
617-495-2575 (Fax)
National Bureau of Economic Research (NBER)
1050 Massachusetts Avenue
Cambridge, MA 02138
United States
Guido W. Imbens
Stanford Graduate School of Business ( email )
518 Memorial Way
Stanford, CA 94305-5015
United States

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References:  20
Citations:  1
Footnotes:  3

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