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Université de Fribourg

The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators

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

In: Journal of Business and Economic Statistics, 2020, vol. 38, no. 1, p. 183-200

This article 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 analyze both asymptotic approximations and bootstrap methods for computing variances and confidence intervals in our simulation designs, which are based on German...