NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

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

James J. Heckman, Petra E. Todd

NBER Working Paper No. 15179
Issued in July 2009
NBER Program(s):   TWP

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.

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Document Object Identifier (DOI): 10.3386/w15179

Published: James J. Heckman & Petra E. Todd, 2009. "A note on adapting propensity score matching and selection models to choice based samples," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages S230-S234, 01.

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