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On the inefficiency of propensity score matching

Frölich, Markus

In: AStA Advances in Statistical Analysis, 2007, vol. 91, no. 3, p. 279-290

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    Titre
    • On the inefficiency of propensity score matching
    Auteur
    • Frölich, Markus. SIAW, Universität St. Gallen, Bodanstr. 8, 9000, St. Gallen, Switzerland
    Type de document
    • Postprint
    Langue
    • Anglais
    Publié dans
    • AStA Advances in Statistical Analysis, 2007, vol. 91, no. 3, p. 279-290. Springer-Verlag
    Autre version électronique
    Identifiant OAI-PMH
    • oai:doc.rero.ch:317832
    Summary
    Propensity score matching is now widely used in empirical applications for estimating treatment effects. Propensity score matching (PSM) is preferred to matching on X because of the lower dimension of the estimation problem. In this note, however, it is shown that PSM is inefficient compared to matching on X. Hence, matching on X should be considered as aserious alternative