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A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples / James J. Heckman, Petra E. Todd.
- Format:
- Book
- Author/Creator:
- Heckman, James J.
- Series:
- Working Paper Series (National Bureau of Economic Research) no. w15179.
- NBER working paper series no. w15179
- Language:
- English
- Physical Description:
- 1 online resource: illustrations (black and white);
- Place of Publication:
- Cambridge, Mass. National Bureau of Economic Research 2009.
- Summary:
- 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.
- Notes:
- Print version record
- July 2009.
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