NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Matching on the Estimated Propensity Score

Alberto Abadie, Guido W. Imbens

NBER Working Paper No. 15301
Issued in August 2009
NBER Program(s):   LS

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.

download in pdf format
   (223 K)

email paper

This paper is available as PDF (223 K) or via email.

This paper was revised on December 5, 2011

Acknowledgments

Machine-readable bibliographic record - MARC, RIS, BibTeX

Document Object Identifier (DOI): 10.3386/w15301

Users who downloaded this paper also downloaded these:
Abadie and Imbens t0325 On the Failure of the Bootstrap for Matching Estimators
Abadie and Imbens w14756 A Martingale Representation for Matching Estimators
Heckman and Todd w15179 A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples
Abadie and Imbens t0283 Simple and Bias-Corrected Matching Estimators for Average Treatment Effects
Dehejia and Wahba w6829 Propensity Score Matching Methods for Non-experimental Causal Studies
 
Publications
Activities
Meetings
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us