Dynamic caliper matching

Pawel Strawinski

No 2011-25, Working Papers from Faculty of Economic Sciences, University of Warsaw

Abstract: Matched sampling is a methodology used to estimate treatment effects. A caliper mechanism is used to achieve better similarity among matched pairs. We investigate finite sample properties of matching with calipers and propose a slight modification to the existing mechanism. The simulation study compares the performance of both methods and shows that a standard caliper performs well only in case of constant treatment or uniform propensity score distribution. Secondly, in a case of non-uniform distribution or non-uniform treatment the dynamic caliper method outperforms standard caliper matching.

Keywords: propensity score matching; caliper; efficiency; Monte Carlo study; finite sample properties (search for similar items in EconPapers)
JEL-codes: C14 C21 C52 (search for similar items in EconPapers)
Pages: 13 pages
Date: 2011
New Economics Papers: this item is included in nep-ecm
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http://www.wne.uw.edu.pl/inf/wyd/WP/WNE_WP65.pdf First version, 2011 (application/pdf)

Related works:
Journal Article: Dynamic Caliper Matching (2011)
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Persistent link: https://EconPapers.repec.org/RePEc:war:wpaper:2011-25

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