Matching Estimators and the Data from the National Supported Work Demonstration Again
AbstractWe use the data from the National Supported Work Demonstration to study performance of non-propensity-score-matching estimators, and to compare them with propensity score matching. We find that all matching estimators we studied here are sensitive to the choice of data set. Propensity score methods are sensitive to smoothing parameters, and they usually have larger standard error. Difference-in-differences and bias-corrected matching improve the performance of the matching estimators considered here. Our results suggest that the 1974 earnings are important for Dehejia and Wahba’s PSID data but not for their CPS data in replicating experiment results. After decomposing the selection bias, we find that a sizable selection bias on unobservables is present in all data sets.
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Bibliographic InfoPaper provided by Institute for the Study of Labor (IZA) in its series IZA Discussion Papers with number 2375.
Length: 48 pages
Date of creation: Oct 2006
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Find related papers by JEL classification:
- 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
- I38 - Health, Education, and Welfare - - Welfare, Well-Being, and Poverty - - - Government Programs; Provision and Effects of Welfare Programs
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- Jeffrey Smith & Petra Todd, 2003.
"Does Matching Overcome Lalonde's Critique of Nonexperimental Estimators?,"
University of Western Ontario, CIBC Centre for Human Capital and Productivity Working Papers
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- Islam, Asadul, 2010.
"Medium and Long-Term Participation in Microcredit: An Evaluation Using a New Panel Dataset from Bangladesh,"
24950, University Library of Munich, Germany.
- Asadul Islam, 2011. "Medium- and Long-Term Participation in Microcredit: An Evaluation Using a New Panel Dataset from Bangladesh," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 93(3), pages 843-862.
- Huber, Martin & Lechner, Michael & Wunsch, Conny, 2013. "The performance of estimators based on the propensity score," Journal of Econometrics, Elsevier, vol. 175(1), pages 1-21.
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