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The central role of the propensity score in observational studies for causal effects
Abstract
The propensity score is the conditional probability of assignment to a particular treatment given a vector of observed covariates. Both large and small sample theory show that adjustment for the scalar propensity score is sufficient to remove bias due to all observed covariates. Applications include: (i) matched sampling on the univariate propensity score, which is a generalization of discriminant matching, (ii) multivariate adjustment by subclassification on the propensity score where the same subclasses are used to estimate treatment effects for all outcome variables and in all subpopulations, and (iii) visual representation of multivariate covariance adjustment by a two- dimensional plot.
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Citations
Cited by
Matching Methods for Causal Inference: A Review and a Look Forward
Stuart, E. A. (2010) · Statistical Science · doi:10.1214/09-sts313 · Cited by 5,478
Does matching overcome lalonde’s critique of nonexperimental estimators?
A. Smith, J., & E. Todd, P. (2005) · Journal of Econometrics · doi:10.1016/j.jeconom.2004.04.011 · Cited by 3,176
Endogeneity in Empirical Corporate Finance1
Roberts, M. R., & Whited, T. M. (2013) · Handbook of the Economics of Finance · doi:10.1016/b978-0-44-453594-8.00007-0 · Cited by 2,459
Causal inference in statistics: An overview
Pearl, J. (2009) · Statistics Surveys · doi:10.1214/09-ss057 · Cited by 2,336
Wang, X., & Cheng, Z. (2020) · CHEST · doi:10.1016/j.chest.2020.03.012 · Cited by 2,214
Metadata
- Authors
- Rosenbaum, P. R., & Rubin, D. B.
- Venue
- Biometrika
- Publisher
- Oxford University Press (OUP)
- Published
- 1983
- Volume
- 70
- Issue
- 1
- Pages
- 41-55
- ISSN
- 0006-3444 (ISSN-L)
- 1464-3510
- OpenAlex
- W4233216783
- Cited by
- 3,261
- References
- 0
- FWCI
- 0.49
- Type
- journal article
- Language
- en
- Open access
- closed
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- Rosenbaum, P. R., & Rubin, D. B. (1983). The central role of the propensity score in observational studies for causal effects. Biometrika. https://doi.org/10.2307/2335942
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