A Note on the Relation of Weighting and Matching Estimators
U of St. Gallen Discussion Paper No. 2007-34
18 Pages Posted: 15 Oct 2007
Date Written: September 2007
This paper compares the inverse-probability-of-selection-weighting estimation principle with the matching principle and derives conditions for weighting and matching to identify the same and the true distribution, respectively. This comparison improves the understanding of the relation of these estimation principles and allows constructing new estimators.
Keywords: matching, inverse-of-selection-probability weighting, treatment evaluation, unconfoundedness
JEL Classification: C21, C13, C14
Suggested Citation: Suggested Citation