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A note on adapting propensity score matching and selection models to choice based samples

James Heckman and Petra Todd

Econometrics Journal, 2009, vol. 12, issue s1, pages S230-S234

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. Copyright (C) The Author(s). Journal compilation (C) Royal Economic Society 2009

Date: 2009
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Working Paper: A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples (2009) Downloads
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