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

Huber, Martin ; Lechner, Michael ; Steinmayr, Andreas

In: Empirical Economics, 2015, vol. 49, no. 1, p. 1-31

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    Titre
    • Radius matching on the propensity score with bias adjustment: tuning parameters and finite sample behaviour
    Auteur
    • Huber, Martin. Swiss Institute for Empirical Economic Research (SEW), University of St. Gallen, Varnbüelstrasse 14, 9000, St. Gallen, Switzerland
    • Lechner, Michael. Swiss Institute for Empirical Economic Research (SEW), University of St. Gallen, Varnbüelstrasse 14, 9000, St. Gallen, Switzerland
    • Steinmayr, Andreas. Swiss Institute for Empirical Economic Research (SEW), University of St. Gallen, Varnbüelstrasse 14, 9000, St. Gallen, Switzerland
    Type de document
    • Postprint
    Langue
    • Anglais
    Publié dans
    • Empirical Economics, 2015, vol. 49, no. 1, p. 1-31. Springer Berlin Heidelberg
    Autre version électronique
    Identifiant OAI-PMH
    • oai:doc.rero.ch:331626
    Summary
    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.