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Estimation avec le score de propension sous R Abstract : Ce document présente les principales méthodes économétriques utilisant le score de propension pour comparer deux groupes en ajustant des effets de compositions observables. Plus précisément, il se veut un complément pratique au document méthodologique de Givord (2010) sur les méthodes d’appariement, de stratification et de pondération par l’inverse de la probabilité de traitement. Après avoir rappelé comment estimer le score de propension, et les indicateurs statistiques classiquement utilisés pour vérifier sa propriété équilibrante, un chapitre dédié à chaque méthode rappelle la démarche correspondante, les principales recommandations pratiques formulées par les nombreux travaux académiques, et expose leur implémentation avec le logiciel R

Author

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  • S. QUANTIN

    (Insee)

Abstract

No abstract is available for this item.

Suggested Citation

  • S. Quantin, 2018. "Estimation avec le score de propension sous R Abstract : Ce document présente les principales méthodes économétriques utilisant le score de propension pour comparer deux groupes en ajustant des effets," Documents de Travail de l'Insee - INSEE Working Papers m2018-01, Institut National de la Statistique et des Etudes Economiques.
    • Handle: RePEc:nse:doctra:m2018-01
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    File URL: https://www.insee.fr/fr/statistiques/fichier/3546202/M2018-01.pdf
    File Function: document de travail "Méthodologie Statistique" de la DMCSI numéro M2018/01
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    Cited by:

    1. Simon Bunel & Benjamin Hadjibeyli, 2021. "An Evaluation of the Innovation Tax Credit," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 526-527, pages 113-135.

    More about this item

    Keywords

    Évaluation des politiques publiques; score de propension; appariement; stratification; pondération;
    All these keywords.

    JEL classification:

    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection

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