A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples
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.
This research was supported by NSF SBR 93-21-048 and NSF 97-09-873 and NICHD 40-4043-000-85-261. The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research.
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. citation courtesy of