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A Note on the Relation of Weighting and Matching Estimators

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  • Michael Lechner

Abstract

This paper compares the inverse-probability-of-selection-weighting estimation principle with the matching principle and derives conditions for weighting and matching to identify the same and the true distribution, respectively. This comparison improves the understanding of the relation of these estimation principles and allows constructing new estimators.

Suggested Citation

  • Michael Lechner, 2007. "A Note on the Relation of Weighting and Matching Estimators," University of St. Gallen Department of Economics working paper series 2007 2007-34, Department of Economics, University of St. Gallen.
    • Handle: RePEc:usg:dp2007:2007-34
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    File URL: http://ux-tauri.unisg.ch/RePEc/usg/dp2007/DP-34-Le.pdf
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    References listed on IDEAS

    as
    1. Sergio Firpo, 2007. "Efficient Semiparametric Estimation of Quantile Treatment Effects," Econometrica, Econometric Society, vol. 75(1), pages 259-276, January.
    2. Frölich, Markus & Lechner, Michael, 2010. "Exploiting Regional Treatment Intensity for the Evaluation of Labor Market Policies," Journal of the American Statistical Association, American Statistical Association, vol. 105(491), pages 1014-1029.
    3. Markus Frlich, 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.
    4. Heckman, James J. & Lalonde, Robert J. & Smith, Jeffrey A., 1999. "The economics and econometrics of active labor market programs," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 3, chapter 31, pages 1865-2097, Elsevier.
    5. 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.
    6. Christopher Taber & Hidehiko Ichimura, 2001. "Propensity-Score Matching with Instrumental Variables," American Economic Review, American Economic Association, vol. 91(2), pages 119-124, May.
    7. 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.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Martin Huber, 2014. "Treatment Evaluation in the Presence of Sample Selection," Econometric Reviews, Taylor & Francis Journals, vol. 33(8), pages 869-905, November.

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    More about this item

    Keywords

    Matching; inverse-of-selection-probability weighting; treatment evaluation; unconfoundedness;
    All these keywords.

    JEL classification:

    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General

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