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Université de Fribourg

The finite sample performance of inference methods for propensity score matching and weighting estimators

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

(Working Papers SES ; 466)

This paper investigates the finite sample properties of a range of inference methods for propensity score-based matching and weighting estimators frequently applied to evaluate the average treatment effect on the treated. We analyse both asymptotic approximations and bootstrap methods for computing variances and confidence intervals in our simulation design, which is based on large scale labor...