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

James Heckman and Petra Todd

No 4304, IZA Discussion Papers from Institute of Labor Economics (IZA)

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.

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)
Pages: 12 pages
Date: 2009-07
New Economics Papers: this item is included in nep-ecm and nep-gth
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (55)

Published - published in: Econometric Journal, 2009, 12 (Supplement), S230-S234

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Related works:
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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