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Estimation of a treatment effect by linear regression, classical stratification and stratification on the propensity score: a comparison in the case of discrete covariates

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  • José A. Ferreira

Abstract

This paper provides a self-contained introduction to the methods of classical stratification and stratification on the propensity score for students of linear regression and more generally for applied statisticians who have not yet made up their minds about the relative worth of these methods. By considering only discrete regressors and by taking into account what is known about the distribution of the data, it is possible to make simple statements about consistency, unbiasedness and efficiency and to provide some perspective on the relative merits of the three methods.

Suggested Citation

  • José A. Ferreira, 2025. "Estimation of a treatment effect by linear regression, classical stratification and stratification on the propensity score: a comparison in the case of discrete covariates," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 54(15), pages 4896-4908, August.
    • Handle: RePEc:taf:lstaxx:v:54:y:2025:i:15:p:4896-4908
    DOI: 10.1080/03610926.2024.2430737
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