Dynamic caliper matching
AbstractMatched sampling is a methodology used to estimate treatment effects. A caliper mechanism is used to achieve better similarity among matched pairs. We investigate finite sample properties of matching with calipers and propose a slight modification to the existing mechanism. The simulation study compares the performance of both methods and shows that a standard caliper performs well only in case of constant treatment or uniform propensity score distribution. Secondly, in a case of non-uniform distribution or non-uniform treatment the dynamic caliper method outperforms standard caliper matching.
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Bibliographic InfoPaper provided by Faculty of Economic Sciences, University of Warsaw in its series Working Papers with number 2011-25.
Length: 13 pages
Date of creation: 2011
Date of revision:
propensity score matching; caliper; efficiency; Monte Carlo study; finite sample properties;
Other versions of this item:
- Paweł Strawiński, 2011. "Dynamic Caliper Matching," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 3(2), pages 97-110, June.
- 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
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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