A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples
James Heckman and
No 4304, IZA Discussion Papers from Institute of Labor Economics (IZA)
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.
Keywords: propensity scores; matching models; choice-based sampling; selection models (search for similar items in EconPapers)
JEL-codes: C52 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm and nep-gth
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Published in: Econometric Journal, 2009, 12 (Supplement), S230-S234
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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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