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A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples

Author

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  • Heckman, James J.

    () (University of Chicago)

  • Todd, Petra E.

    () (University of Pennsylvania)

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.

Suggested Citation

  • Heckman, James J. & Todd, Petra E., 2009. "A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples," IZA Discussion Papers 4304, Institute for the Study of Labor (IZA).
  • Handle: RePEc:iza:izadps:dp4304
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    References listed on IDEAS

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    1. LaLonde, Robert J, 1986. "Evaluating the Econometric Evaluations of Training Programs with Experimental Data," American Economic Review, American Economic Association, vol. 76(4), pages 604-620, September.
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    10. Ahn, Hyungtaik & Powell, James L., 1993. "Semiparametric estimation of censored selection models with a nonparametric selection mechanism," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 3-29, July.
    11. James Heckman & Hidehiko Ichimura & Jeffrey Smith & Petra Todd, 1998. "Characterizing Selection Bias Using Experimental Data," Econometrica, Econometric Society, vol. 66(5), pages 1017-1098, September.
    12. Manski, Charles F & Lerman, Steven R, 1977. "The Estimation of Choice Probabilities from Choice Based Samples," Econometrica, Econometric Society, vol. 45(8), pages 1977-1988, November.
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    9. Steven Lehrer & Gregory Kordas, 2013. "Matching using semiparametric propensity scores," Empirical Economics, Springer, vol. 44(1), pages 13-45, February.
    10. Fortson, Kenneth & Gleason, Philip & Kopa, Emma & Verbitsky-Savitz, Natalya, 2015. "Horseshoes, hand grenades, and treatment effects? Reassessing whether nonexperimental estimators are biased," Economics of Education Review, Elsevier, vol. 44(C), pages 100-113.
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    More about this item

    Keywords

    propensity scores; matching models; choice-based sampling; selection models;

    JEL classification:

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

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