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A note on adapting propensity score matching and selection models to choice based samples

Author

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  • James J. Heckman
  • Petra E. Todd

Abstract

The probability of selection into treatment plays an important role in matching and selection models. However, this probability can often not be consistently estimated, because of choice-based sampling designs with unknown sampling weights. This note establishes that the selection and matching procedures can be implemented using propensity scores fit on choice-based samples with misspecified weights, because the odds ratio of the propensity score fit on the choice-based sample is monotonically related to the odds ratio of the true propensity scores. Copyright (C) The Author(s). Journal compilation (C) Royal Economic Society 2009

Suggested Citation

  • James J. Heckman & Petra E. Todd, 2009. "A note on adapting propensity score matching and selection models to choice based samples," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages 230-234, January.
    • Handle: RePEc:ect:emjrnl:v:12:y:2009:i:s1:p:s230-s234
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    JEL classification:

    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection

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