An introduction to matching methods for causal inference and their implementation in Stata
AbstractMatching, especially in its propensity-score flavors, has become an extremely popular evaluation method. Matching is, in fact, the best-available method for selecting a matched (or reweighted) comparison group that looks like the treatment group of interest. In this talk, I will introduce matching methods within the general problem of causal inference, highlight their strengths and weaknesses, and offer a brief overview of different matching estimators. Using psmatch2, I will then step through a practical example in Stata that is based on real data. I will then show how to implement some of these estimators, as well as highlight a number of implementational issues.
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Bibliographic InfoPaper provided by Stata Users Group in its series United Kingdom Stata Users' Group Meetings 2010 with number 13.
Date of creation: 17 Sep 2010
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Other versions of this item:
- Barbara Sianesi, 2010. "An introduction to matching methods for causal inference and their implementation in Stata," German Stata Users' Group Meetings 2010 02, Stata Users Group.
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- Heckman, James J & Ichimura, Hidehiko & Todd, Petra, 1998. "Matching as an Econometric Evaluation Estimator," Review of Economic Studies, Wiley Blackwell, vol. 65(2), pages 261-94, April.
- Alberto Abadie & Guido W. Imbens, 2006. "Large Sample Properties of Matching Estimators for Average Treatment Effects," Econometrica, Econometric Society, vol. 74(1), pages 235-267, 01.
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- Keisuke Hirano & Guido W. Imbens & Geert Ridder, 2003.
"Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score,"
Econometric Society, vol. 71(4), pages 1161-1189, 07.
- Guido Imbens, 2000. "Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score," Econometric Society World Congress 2000 Contributed Papers 1166, Econometric Society.
- Keisuke Hirano & Guido W. Imbens & Geert Ridder, 2000. "Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score," NBER Technical Working Papers 0251, National Bureau of Economic Research, Inc.
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