Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/36288
Authors: 
Heckman, James Joseph
Todd, Petra E.
Year of Publication: 
2009
Series/Report no.: 
IZA Discussion Papers 4304
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.
Subjects: 
Choice-based sampling
matching models
propensity scores
selection models
JEL: 
C52
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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