Dynamic Caliper Matching
AbstractMatched sampling is a methodology used to estimate treatment effects. A caliper mechanism is used to achieve better similarity among matched pairs. We investigate finite sample properties of matching with caliper and propose a slight modification to the existing mechanism. The simulation study compare performance of both methods and show that standard caliper perform well only in case of constant treatment or uniform propensity score distribution. Secondly, in a case of non-uniform distribution and non-uniform treatment the dynamic caliper method outperform standard caliper matching.
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Bibliographic InfoArticle provided by CEJEME in its journal Central European Journal of Economic Modelling and Econometrics.
Volume (Year): 3 (2011)
Issue (Month): 2 (June)
Contact details of provider:
Web page: http://cejeme.org/
propensity score matching; caliper; efficiency; Monte Carlo study; finite sample properties;
Other versions of this item:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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NBER Technical Working Papers
0294, National Bureau of Economic Research, Inc.
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