The DOI matches its Crossref record; 4 of the 4 references it cites were found in a registry or an index.
Matching on the Estimated Propensity Score
Abstract
Propensity score matching estimators (Rosenbaum and Rubin, 1983) are widely used in evaluation research to estimate average treatment effects. In this article, we derive the large sample distribution of propensity score matching estimators. Our derivations take into account that the propensity score is itself estimated in a first step, prior to matching. We prove that first step estimation of the propensity score affects the large sample distribution of propensity score matching estimators. Moreover, we derive an adjustment to the large sample variance of propensity score matching estimators that corrects for first step estimation of the propensity score. In spite of the great popularity of propensity score matching estimators, these results were previously unavailable in the literature.
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Citations
Cites
Wage discrimination: Reduced form and structural estimates
Blinder, A. S. (1973) · The Journal of Human Resources · doi:10.2307/144855 · Cited by 6,922
Matching As An Econometric Evaluation Estimator
Heckman, J. J., Ichimura, H., & Todd, P. (1998) · Review of Economic Studies · doi:10.1111/1467-937x.00044 · Cited by 3,807
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
Bias-Corrected Matching Estimators for Average Treatment Effects
Abadie, A., & Imbens, G. W. (2011) · Journal of Business & Economic Statistics · doi:10.1198/jbes.2009.07333 · Cited by 1,416
Self-citation
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
Analysis of Adoption and Impacts of Improved Maize Varieties in Eastern Zambia
Khonje, M., Manda, J., Alene, A. D., & Kassie, M. (2015) · World Development · doi:10.1016/j.worlddev.2014.09.008 · Cited by 414
Gordon, B. R., Zettelmeyer, F., Bhargava, N., & Chapsky, D. (2019) · Marketing Science · doi:10.1287/mksc.2018.1135 · Cited by 287
Causal Inference About the Effects of Interventions From Observational Studies in Medical Journals
Dahabreh, I. J., & Bibbins-Domingo, K. (2024) · JAMA · doi:10.1001/jama.2024.7741 · Cited by 242
Robust post-matching inference
Abadie, A., & Spiess, J. (2022) · Journal of the American Statistical Association · doi:10.1080/01621459.2020.1840383 · Cited by 169
Self-citationThe impact of the Morningstar Sustainability Rating on mutual fund flows
Ammann, M., Bauer, C., Fischer, S., & Müller, P. (2019) · European Financial Management · doi:10.1111/eufm.12181 · Cited by 145
Fitzpatrick, B. R., Berends, M., Ferrare, J. J., & Waddington, R. J. (2020) · Educational Researcher · doi:10.3102/0013189x20909814 · Cited by 77
Yang, S., & Ding, P. (2018) · Biometrika · doi:10.1093/biomet/asy008 · Cited by 75
Machine Learning in Policy Evaluation: New Tools for Causal Inference
Kreif, N., & DiazOrdaz, K. (2019) · Oxford Research Encyclopedia of Economics and Finance · doi:10.1093/acrefore/9780190625979.013.256 · Cited by 57
Madia, J. E., Obsuth, I., Thompson, I., Daniels, H., & Murray, A. L. (2022) · British Journal of Educational Psychology · doi:10.1111/bjep.12487 · Cited by 44
Mahmoudi, E., Sadaghiyani, S., Lin, P., Kamdar, N., Norcott, A., Peterson, M. D., & Meade, M. A. (2022) · Multiple Sclerosis and Related Disorders · doi:10.1016/j.msard.2021.103351 · Cited by 32
Specification tests for the propensity score
Sant’Anna, P. H. C., & Song, X. (2019) · Journal of Econometrics · doi:10.1016/j.jeconom.2019.02.002 · Cited by 31
Improving hospital readmission prediction using individualized utility analysis
Ko, M., Chen, E., Agrawal, A., Rajpurkar, P., Avati, A., Ng, A., Basu, S., & Shah, N. H. (2021) · Journal of Biomedical Informatics · doi:10.1016/j.jbi.2021.103826 · Cited by 15
Trinh, M., Khou, V., Kalloniatis, M., & Nivison-Smith, L. (2021) · Investigative Opthalmology & Visual Science · doi:10.1167/iovs.62.13.13 · Cited by 14
Metadata
- Authors
- Abadie, A., & Imbens, G. W.
- Venue
- Econometrica
- Publisher
- The Econometric Society
- Published
- 2016
- Volume
- 84
- Issue
- 2
- Pages
- 781-807
- ISSN
- 0012-9682 (ISSN-L)
- OpenAlex
- W3023110406
- Cited by
- 875
- References
- 4
- FWCI
- 76.61
- Type
- journal article
- Language
- en
- Open access
- closed
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