Robust Propensity Score Matching
Robust Propensity Score Matching (robust PSM) is a quasi-experimental causal inference method that pairs treated and control units on their estimated probability of receiving treatment (the propensity score), then estimates the average treatment effect using variance estimators that account for the uncertainty introduced by estimating the propensity score itself. The correction, developed by Abadie and Imbens (2016), prevents misleading inference that standard bootstrap or analytic formulas produce when applied naively after matching.
Allikakirje
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- Abadie, A., & Imbens, G. W. (2016). Matching on the Estimated Propensity Score. Econometrica, 84(2), 781-807. · DOI 10.3982/ECTA11293
- Rosenbaum, P. R., & Rubin, D. B. (1983). The Central Role of the Propensity Score in Observational Studies for Causal Effects. Biometrika, 70(1), 41-55. · DOI 10.1093/biomet/70.1.41
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