Finite-Sample Properties of Propensity-Score Matching and Weighting Estimators

A-Tier
Journal: Review of Economics and Statistics
Year: 2004
Volume: 86
Issue: 1
Pages: 77-90

Authors (1)

Markus Frlich (not in RePEc)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The finite-sample properties of matching and weighting estimators, often used for estimating average treatment effects, are analyzed. Potential and feasible precision gains relative to pair matching are examined. Local linear matching (with and without trimming), k-nearest-neighbor matching, and particularly the weighting estimators performed worst. Ridge matching, on the other hand, leads to an approximately 25% smaller MSE than does pair matching. In addition, ridge matching is least sensitive to the design choice. 2004 President and Fellows of Harvard College and the Massachusetts Institute of Technology.

Technical Details

RePEc Handle
repec:tpr:restat:v:86:y:2004:i:1:p:77-90
Journal Field
General
Author Count
1
Added to Database
2026-01-25