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

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  • Markus Frölich

    (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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File URL: http://www.mitpressjournals.org/doi/pdf/10.1162/003465304323023697
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Bibliographic Info

Article provided by MIT Press in its journal Review of Economics and Statistics.

Volume (Year): 86 (2004)
Issue (Month): 1 (February)
Pages: 77-90

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Handle: RePEc:tpr:restat:v:86:y:2004:i:1:p:77-90

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Web page: http://mitpress.mit.edu/journals/

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Cited by:
  1. Carlos A. Flores & Oscar A. Mitnik, 2009. "Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data," Working Papers 2010-9, University of Miami, Department of Economics.
  2. Dehejia, Rajeev, 2013. "The porous dialectic: Experimental and non-experimental methods in development economics," Working Papers UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
  3. Peter R. Mueser & Kenneth R. Troske & Alexey Gorislavsky, 2007. "Using State Administrative Data to Measure Program Performance," The Review of Economics and Statistics, MIT Press, vol. 89(4), pages 761-783, November.
  4. Fortin, Nicole & Lemieux, Thomas & Firpo, Sergio, 2011. "Decomposition Methods in Economics," Handbook of Labor Economics, Elsevier.
  5. Huber, Martin & Lechner, Michael & Steinmayr, Andreas, 2012. "Radius matching on the propensity score with bias adjustment: finite sample behaviour, tuning parameters and software implementation," Economics Working Paper Series 1226, University of St. Gallen, School of Economics and Political Science.
  6. Frölich, Markus & Michaelowa, Katharina, 2005. "Peer Effects and Textbooks in Primary Education: Evidence from Francophone Sub-Saharan Africa," IZA Discussion Papers 1519, Institute for the Study of Labor (IZA).
  7. Zhao, Zhong, 2005. "Sensitivity of Propensity Score Methods to the Specifications," IZA Discussion Papers 1873, Institute for the Study of Labor (IZA).
  8. James A. Levinsohn & Zoë McLaren & Olive Shisana & Khangelani Zuma, 2011. "HIV Status and Labor Market Participation in South Africa," NBER Working Papers 16901, National Bureau of Economic Research, Inc.
  9. Chabé-Ferret, Sylvain, 2012. "Matching vs Differencing when Estimating Treatment Effects with Panel Data: the Example of the Effect of Job Training Programs on Earnings," TSE Working Papers 12-356, Toulouse School of Economics (TSE).
  10. Jose Rosero, 2012. "On the Effectiveness of Child Care Centers in Promoting Child Development in Ecuador," Tinbergen Institute Discussion Papers 12-075/3, Tinbergen Institute.

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