IDEAS home Printed from https://ideas.repec.org/a/taf/jnlbes/v29y2011i1p1-11.html
   My bibliography  Save this article

Bias-Corrected Matching Estimators for Average Treatment Effects

Author

Listed:
  • Alberto Abadie
  • Guido W. Imbens

Abstract

In Abadie and Imbens (2006), it was shown that simple nearest-neighbor matching estimators include a conditional bias term that converges to zero at a rate that may be slower than N -super-1/2. As a result, matching estimators are not N -super-1/2-consistent in general. In this article, we propose a bias correction that renders matching estimators N -super-1/2-consistent and asymptotically normal. To demonstrate the methods proposed in this article, we apply them to the National Supported Work (NSW) data, originally analyzed in Lalonde (1986). We also carry out a small simulation study based on the NSW example. In this simulation study, a simple implementation of the bias-corrected matching estimator performs well compared to both simple matching estimators and to regression estimators in terms of bias, root-mean-squared-error, and coverage rates. Software to compute the estimators proposed in this article is available on the authors' web pages (http://www.economics.harvard.edu/faculty/imbens/software.html) and documented in Abadie et al. (2003).

Suggested Citation

  • Alberto Abadie & Guido W. Imbens, 2011. "Bias-Corrected Matching Estimators for Average Treatment Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 1-11, January.
  • Handle: RePEc:taf:jnlbes:v:29:y:2011:i:1:p:1-11
    DOI: 10.1198/jbes.2009.07333
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1198/jbes.2009.07333
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.

    Other versions of this item:

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:jnlbes:v:29:y:2011:i:1:p:1-11. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Chris Longhurst). General contact details of provider: http://www.tandfonline.com/UBES20 .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.