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A Note on the Relation of Weighting and Matching Estimators

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Author Info
Michael Lechner ()

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Abstract

This paper compares the inverse-probability-of-selection-weighting estimation principle with the matching principle and derives conditions for weighting and matching to identify the same and the true distribution, respectively. This comparison improves the understanding of the relation of these estimation principles and allows constructing new estimators.

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File URL: http://www.vwa.unisg.ch/RePEc/usg/dp2007/DP-34-Le.pdf
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Publisher Info
Paper provided by Department of Economics, University of St. Gallen in its series University of St. Gallen Department of Economics working paper series 2007 with number 2007-34.

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Length: 18 pages
Date of creation: Sep 2007
Date of revision:
Handle: RePEc:usg:dp2007:2007-34

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Related research
Keywords: Matching; inverse-of-selection-probability weighting; treatment evaluation; unconfoundedness;

Find related papers by JEL classification:
C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Estimation
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods

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Cited by:
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  1. Martin Huber, 2009. "Treatment evaluation in the presence of sample selection," University of St. Gallen Department of Economics working paper series 2009 2009-07, Department of Economics, University of St. Gallen. [Downloadable!]
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