Dynamic caliper matching
Matched sampling is a methodology used to estimate treatment effects. A caliper mechanism is used to achieve better similarity among matched pairs. We investigate finite sample properties of matching with calipers and propose a slight modification to the existing mechanism. The simulation study compares the performance of both methods and shows that a standard caliper performs well only in case of constant treatment or uniform propensity score distribution. Secondly, in a case of non-uniform distribution or non-uniform treatment the dynamic caliper method outperforms standard caliper matching.
|Date of creation:||2011|
|Contact details of provider:|| Postal: ul. Dluga 44/50, 00-241 Warszawa|
Phone: (+48 22) 55 49 144
Fax: (+48 22) 831 28 46
Web page: http://www.wne.uw.edu.pl/
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Richard Blundell & Mónica Costa Dias, 2008.
"Alternative Approaches to Evaluation in Empirical Microeconomics,"
CEF.UP Working Papers
0805, Universidade do Porto, Faculdade de Economia do Porto.
- Richard Blundell & Monica Costa Dias, 2009. "Alternative Approaches to Evaluation in Empirical Microeconomics," Journal of Human Resources, University of Wisconsin Press, vol. 44(3).
- Richard Blundell & Monica Costa Dias, 2002. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers CWP10/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Richard Blundell & Monica Costa Dias, 2008. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers CWP26/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Blundell, Richard & Costa Dias, Monica, 8/10. "Alternative Approaches to Evaluation in Empirical Microeconomics," IZA Discussion Papers 3800, Institute for the Study of Labor (IZA).
- Guido W. Imbens, 2004.
"Nonparametric Estimation of Average Treatment Effects Under Exogeneity: A Review,"
The Review of Economics and Statistics,
MIT Press, vol. 86(1), pages 4-29, February.
- Guido W. Imbens, 2003. "Nonparametric Estimation of Average Treatment Effects under Exogeneity: A Review," NBER Technical Working Papers 0294, National Bureau of Economic Research, Inc.
- 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.
- Lee, Myoung-jae, 2005. "Micro-Econometrics for Policy, Program and Treatment Effects," OUP Catalogue, Oxford University Press, number 9780199267699, December.
- A. Smith, Jeffrey & E. Todd, Petra, 2005.
"Does matching overcome LaLonde's critique of nonexperimental estimators?,"
Journal of Econometrics,
Elsevier, vol. 125(1-2), pages 305-353.
- Jeffrey Smith & Petra Todd, 2003. "Does Matching Overcome Lalonde's Critique of Nonexperimental Estimators?," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20035, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
- Markus Frölich, 2004. "Finite-Sample Properties of Propensity-Score Matching and Weighting Estimators," The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 77-90, February.
When requesting a correction, please mention this item's handle: RePEc:war:wpaper:2011-25. 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: (Marcin Bąba)
If references are entirely missing, you can add them using this form.