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Finite-Sample Properties of Propensity-Score Matching and Weighting Estimators

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  • Markus Frlich

    (University of St. Gallen)

Abstract

The finite-sample properties of matching and weighting estimators, often used for estimating average treatment effects, are analyzed. Potential and feasible precision gains relative to pair matching are examined. Local linear matching (with and without trimming), k-nearest-neighbor matching, and particularly the weighting estimators performed worst. Ridge matching, on the other hand, leads to an approximately 25% smaller MSE than does pair matching. In addition, ridge matching is least sensitive to the design choice. 2004 President and Fellows of Harvard College and the Massachusetts Institute of Technology.

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  • Markus Frlich, 2004. "Finite-Sample Properties of Propensity-Score Matching and Weighting Estimators," The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 77-90, February.
    • Handle: RePEc:tpr:restat:v:86:y:2004:i:1:p:77-90
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