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Matching using semiparametric propensity scores

  • Steven Lehrer

    ()

  • Gregory Kordas

This paper considers the application of semiparametric methods to estimate propensity scores or probabilities of program participation, which are central to certain program evaluation methods. To evaluate the practical benefits, we first conduct a Monte Carlo study. Second, we use data from the NSW experiment, CPS, and PSID. We compare treatment effect and evaluation bias estimates using propensity scores estimated from parametric logit, semiparametric single index, and semiparametric binary quantile regression models. Our results suggest that it is important to account for very general forms of heterogeneity in (semiparametric) estimation of the propensity score, particularly when the treatment effects vary in an unsystematic manner with the true propensity score. Copyright Springer-Verlag 2013

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File URL: http://hdl.handle.net/10.1007/s00181-012-0591-3
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Article provided by Springer in its journal Empirical Economics.

Volume (Year): 44 (2013)
Issue (Month): 1 (February)
Pages: 13-45

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Handle: RePEc:spr:empeco:v:44:y:2013:i:1:p:13-45
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  24. Busso, Matias & DiNardo, John & McCrary, Justin, 2009. "New Evidence on the Finite Sample Properties of Propensity Score Matching and Reweighting Estimators," IZA Discussion Papers 3998, Institute for the Study of Labor (IZA).
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  26. Powell, James L., 1986. "Censored regression quantiles," Journal of Econometrics, Elsevier, vol. 32(1), pages 143-155, June.
  27. 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 20035, University of Western Ontario, CIBC Centre for Human Capital and Productivity.
  28. Abadie, Alberto & Imbens, Guido W., 2011. "Bias-Corrected Matching Estimators for Average Treatment Effects," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 1-11.
  29. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
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