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An introduction to matching methods for causal inference and their implementation in Stata

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  • Barbara Sianesi

    (Institute for Fiscal Studies)

Abstract

Matching, especially in its propensity-score flavors, has become an extremely popular evaluation method. Matching is, in fact, the best-available method for selecting a matched (or reweighted) comparison group that looks like the treatment group of interest. In this talk, I will introduce matching methods within the general problem of causal inference, highlight their strengths and weaknesses, and offer a brief overview of different matching estimators. Using psmatch2, I will then step through a practical example in Stata that is based on real data. I will then show how to implement some of these estimators, as well as highlight a number of implementational issues.

Suggested Citation

  • Barbara Sianesi, 2010. "An introduction to matching methods for causal inference and their implementation in Stata," German Stata Users' Group Meetings 2010 02, Stata Users Group.
  • Handle: RePEc:boc:dsug10:02
    as

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    File URL: http://fmwww.bc.edu/repec/dsug2010/sianesi.pdf
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    References listed on IDEAS

    as
    1. James J. Heckman & Hidehiko Ichimura & Petra E. Todd, 1997. "Matching As An Econometric Evaluation Estimator: Evidence from Evaluating a Job Training Programme," Review of Economic Studies, Oxford University Press, vol. 64(4), pages 605-654.
    2. Keisuke Hirano & Guido W. Imbens & Geert Ridder, 2003. "Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score," Econometrica, Econometric Society, vol. 71(4), pages 1161-1189, July.
    3. James J. Heckman & Hidehiko Ichimura & Petra Todd, 1998. "Matching As An Econometric Evaluation Estimator," Review of Economic Studies, Oxford University Press, vol. 65(2), pages 261-294.
    4. Alberto Abadie & Guido W. Imbens, 2006. "Large Sample Properties of Matching Estimators for Average Treatment Effects," Econometrica, Econometric Society, vol. 74(1), pages 235-267, January.
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    Cited by:

    1. Choi, HwaJung & Burgard, Sarah & Elo, Irma T. & Heisler, Michele, 2015. "Are older adults living in more equal counties healthier than older adults living in more unequal counties? A propensity score matching approach," Social Science & Medicine, Elsevier, vol. 141(C), pages 82-90.

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