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Université de Fribourg

A wild bootstrap algorithm for propensity score matching estimators

Huber, Martin ; Camponovo, Lorenzo ; Bodory, Hugo ; Lechner, Michael

(Working Papers SES ; 470)

We introduce a wild bootstrap algorithm for the approximation of the sampling distribution of pair or one-to-many propensity score matching estimators. Unlike the conventional iid bootstrap, the proposed wild bootstrap approach does not construct bootstrap samples by randomly resampling from the observations with uniform weights. Instead, it fixes the covariates and constructs the bootstrap...