TY  - JOUR
AU  - Heckman,James J.
AU  - Todd,Petra E.
TI  - A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples
JF  - National Bureau of Economic Research Working Paper Series
VL  - No. 15179
PY  - 2009
Y2  - July 2009
UR  - http://www.nber.org/papers/w15179
L1  - http://www.nber.org/papers/w15179.pdf
N1  - Author contact info:
James J. Heckman
Department of Economics
The University of Chicago
1126 E. 59th Street
Chicago, IL 60637
Tel: 773/702-0634
Fax: 773/702-8490
E-Mail: jjh@uchicago.edu

Petra E. Todd
Department of Economics
University of Pennsylvania
3718 Locust Walk
Philadelphia, PA  19104
Tel: 215/898-4084
Fax: 215/573-2057
E-Mail: ptodd@econ.upenn.edu
AB  - 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.
ER  -