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

See all articles by Michael Lechner

Michael Lechner

University of St. Gallen - Swiss Institute for Empirical Economic Research

Date Written: September 2007

Abstract

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

Lechner, Michael, A Note on the Relation of Weighting and Matching Estimators (September 2007). U of St. Gallen Discussion Paper No. 2007-34, Available at SSRN: https://ssrn.com/abstract=1020892 or http://dx.doi.org/10.2139/ssrn.1020892

Michael Lechner (Contact Author)

University of St. Gallen - Swiss Institute for Empirical Economic Research ( email )

Varnbuelstrasse 14
St. Gallen, 9000
Switzerland
+41 71 224 2320 (Phone)

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