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- Title
A note on adapting propensity score matching and selection models to choice based samples.
- Authors
HECKMAN, JAMES J.; TODD, PETRA E.
- 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.
- Subjects
STATISTICAL sampling; PROBABILITY theory; PROPENSITY to consume; PROPENSITY to save; STATISTICS
- Publication
Econometrics Journal, 2009, Vol 12, pS230
- ISSN
1368-4221
- Publication type
Article
- DOI
10.1111/j.1368-423X.2008.00269.x