A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples

5 Pages Posted: 4 Jul 2009

See all articles by James J. Heckman

James J. Heckman

University of Chicago - Department of Economics; National Bureau of Economic Research (NBER); American Bar Foundation; Institute for the Study of Labor (IZA); CESifo (Center for Economic Studies and Ifo Institute)

Petra Todd

University of Pennsylvania - Department of Economics; National Bureau of Economic Research (NBER); IZA Institute of Labor Economics

Multiple version iconThere are 3 versions of this paper

Date Written: 2008-10

Abstract

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.

Suggested Citation

Heckman, James J. and Todd, Petra, A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples (2008-10). Econometrics Journal, Vol. 12, Issue s1, pp. S230-S234, January 2009. Available at SSRN: https://ssrn.com/abstract=1429071 or http://dx.doi.org/10.1111/j.1368-423X.2008.00269.x

James J. Heckman (Contact Author)

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Petra Todd

University of Pennsylvania - Department of Economics ( email )

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National Bureau of Economic Research (NBER)

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