A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples
11 Pages Posted: 28 Jul 2009 Last revised: 24 Jun 2010
Date Written: 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.
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