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Journal article

Radius matching on the propensity score with bias adjustment : tuning parameters and finite sample behaviour

    2015
Published in:
  • Empirical economics. - 2015, vol. 49, no. 1, p. 1-31
Propensity score matching
Radius matching
Selection on observables
Empirical Monte Carlo study
Finite sample properties
English Using a simulation design that is based on empirical data, a recent study by Huber et al. (J Econom 175:1–21, 2013) finds that distance-weighted radius matching with bias adjustment as proposed in Lechneret et al. (J Eur Econ Assoc 9:742–784, 2011) is competitive among a broad range of propensity score-based estimators used to correct for mean differences due to observable covariates. In this companion paper, we further investigate the finite sample behaviour of radius matching with respect to various tuning parameters. The results are intended to help the practitioner to choose suitable values of these parameters when using this method, which has been implemented in the software packages GAUSS, STATA and R.
Faculty
Faculté des sciences économiques et sociales et du management
Department
Département d'économie politique
Language
  • English
Classification
Economics
License
License undefined
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Persistent URL
https://folia.unifr.ch/unifr/documents/307638
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