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Large Sample Properties of Matching Estimators for Average Treatment Effects

Abadie, Alberto ; Imbens, Guido W.

Econometrica, 2006-01, Vol.74 (1), p.235-267 [Periódico revisado por pares]

Oxford, UK and Boston, USA: Blackwell Publishing Ltd

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Título:
Large Sample Properties of Matching Estimators for Average Treatment Effects
Autor: Abadie, Alberto ; Imbens, Guido W.
Assuntos: Applications ; Approximation ; average treatment effects ; Conditional probabilities ; Consistent estimators ; Data analysis ; Econometrics ; Estimating techniques ; Estimation ; Estimation bias ; Estimation methods ; Estimators ; Evaluation ; Exact sciences and technology ; Insurance, economics, finance ; Matching estimators ; Mathematical moments ; Mathematics ; Measurement ; Methodology ; Nonparametric inference ; Notes and Comments ; Parameter estimation ; potential outcomes ; Pretreatment ; Probability and statistics ; Sample properties ; Sample variance ; Sampling ; Sampling bias ; Sampling techniques ; Sciences and techniques of general use ; selection on observables ; Social economics ; Social services ; Statistics ; Studies ; unconfoundedness
É parte de: Econometrica, 2006-01, Vol.74 (1), p.235-267
Notas: istex:D45F64ECD069CA71544C04F59F9D3D51D86E1F68
ark:/67375/WNG-0PPHR9D7-4
ArticleID:ECTA655
We wish to thank Donald Andrews, Joshua Angrist, Gary Chamberlain, Geert Dhaene, Jinyong Hahn, James Heckman, Keisuke Hirano, Hidehiko Ichimura, Whitney Newey, Jack Porter, James Powell, Geert Ridder, Paul Rosenbaum, Edward Vytlacil, a co‐editor and two anonymous referees, and seminar participants at various universities for comments, and Don Rubin for many discussions on the topic of this article. Financial support for this research was generously provided through National Science Foundation Grants SES‐0350645 (Abadie), SBR‐9818644, and SES‐0136789 (Imbens). Imbens also acknowledges financial support from the Giannini Foundation and the Agricultural Experimental Station at UC Berkeley.
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Descrição: Matching estimators for average treatment effects are widely used in evaluation research despite the fact that their large sample properties have not been established in many cases. The absence of formal results in this area may be partly due to the fact that standard asymptotic expansions do not apply to matching estimators with a fixed number of matches because such estimators are highly nonsmooth functionals of the data. In this article we develop new methods for analyzing the large sample properties of matching estimators and establish a number of new results. We focus on matching with replacement with a fixed number of matches. First, we show that matching estimators are not N1/2-consistent in general and describe conditions under which matching estimators do attain N1/2-consistency. Second, we show that even in settings where matching estimators are N1/2-consistent, simple matching estimators with a fixed number of matches do not attain the semiparametric efficiency bound. Third, we provide a consistent estimator for the large sample variance that does not require consistent nonparametric estimation of unknown functions. Software for implementing these methods is available in Matlab, Stata, and R.
Editor: Oxford, UK and Boston, USA: Blackwell Publishing Ltd
Idioma: Inglês

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Large Sample Properties of Matching Estimators for Average Treatment Effects

Abadie, Alberto ; Imbens, Guido W.

Oxford, UK and Boston, USA: Blackwell Publishing Ltd

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