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A SAS macro to estimate Average Treatment Effects with Propensity Score Matching

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  • Nicolas Moreau

    (CEMOI - Centre d'Économie et de Management de l'Océan Indien - UR - Université de La Réunion)

Abstract

This paper presents a SAS macro to estimate the Average Treatment Effect (ATE) and the Average Treatment Effect for the Treated (ATET) based on propensity score with nearest neighbor matching. The robust standard errors derived in Abadie and Imbens (2016) are computed.

Suggested Citation

  • Nicolas Moreau, 2018. "A SAS macro to estimate Average Treatment Effects with Propensity Score Matching," Working Papers hal-01691528, HAL.
    • Handle: RePEc:hal:wpaper:hal-01691528
    Note: View the original document on HAL open archive server: https://hal.science/hal-01691528
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    References listed on IDEAS

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    1. Cattaneo, Matias D., 2010. "Efficient semiparametric estimation of multi-valued treatment effects under ignorability," Journal of Econometrics, Elsevier, vol. 155(2), pages 138-154, April.
    2. Alberto Abadie & Guido W. Imbens, 2016. "Matching on the Estimated Propensity Score," Econometrica, Econometric Society, vol. 84, pages 781-807, March.
    3. Matias D. Cattaneo, 2010. "multi-valued treatment effects," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
    4. Alberto Abadie & David Drukker & Jane Leber Herr & Guido W. Imbens, 2004. "Implementing matching estimators for average treatment effects in Stata," Stata Journal, StataCorp LP, vol. 4(3), pages 290-311, September.
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