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Sensitivity of propensity score methods to the specifications

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  • Zhao, Zhong

Abstract

In this paper, we study sensitive of propensity score methods to the specifications through Monte Carlo experiments. We find that the estimated treatment effects on the treated are not sensitive to the specifications if the unconfoundedness assumption holds. When the unconfoundedness assumption fails, the matching results can be sensitive.

Suggested Citation

  • Zhao, Zhong, 2008. "Sensitivity of propensity score methods to the specifications," Economics Letters, Elsevier, vol. 98(3), pages 309-319, March.
    • Handle: RePEc:eee:ecolet:v:98:y:2008:i:3:p:309-319
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    More about this item

    JEL classification:

    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection

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