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

James J. Heckman and Petra Todd

No 15179, NBER Working Papers from National Bureau of Economic Research, Inc

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.

JEL-codes: C13 C51 (search for similar items in EconPapers)
Date: 2009-07
New Economics Papers: this item is included in nep-ecm
Note: TWP
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Citations: View citations in EconPapers (55)

Published as James J. Heckman & Petra E. Todd, 2009. "A note on adapting propensity score matching and selection models to choice based samples," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages S230-S234, 01.

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Journal Article: A note on adapting propensity score matching and selection models to choice based samples (2009)
Working Paper: A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples (2009)
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