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Matching Methods
Matching Methods
Matching Methods
Motivation
1 Introduction
Motivation
Matching Methods
Finding a match
Propensity Score Matching
2 Estimation
Estimation
Matching Methods
Syntax
Introduction Estimation
Motivation
Motivation
Motivation
Motivation
Motivation
Motivation
Motivation
Motivation
Motivation
Motivation
Matching Methods
1 Introduction
Motivation
Matching Methods
Finding a match
Propensity Score Matching
2 Estimation
Estimation
Matching Methods
Syntax
Introduction Estimation
Matching Methods
Matching Methods
Selection on Observables
(Y (0) , Y (1)) ⊥ D | X
Pr (D = 1 | Y (0) , Y (1) , X ) = Pr (D = 1 | X )
E (D = 1 | Y (0) , Y (1) , X ) = E (D = 1 | X )
Introduction Estimation
Matching Methods
Matching Methods
Selection on Observables
(Y (0) , Y (1)) ⊥ D | X
Pr (D = 1 | Y (0) , Y (1) , X ) = Pr (D = 1 | X )
E (D = 1 | Y (0) , Y (1) , X ) = E (D = 1 | X )
Introduction Estimation
Matching Methods
Matching Methods
Selection on Observables
Matching Methods
Matching Methods
Selection on Observables
Matching Methods
Matching Methods
Selection on Observables
Matching Methods
Matching Methods
Selection on Observables
Matching Methods
Matching Methods
Selection on Observables
Matching Methods
Matching Methods
Selection on Observables
Matching Methods
Matching Methods
Selection on Observables
Matching Methods
Matching Methods
Common Support
Matching Methods
Matching Methods
Common Support
Matching Methods
Matching Methods
Common Support
Matching Methods
Matching Methods
Common Support
Matching Methods
Matching Methods
Common Support
Matching Methods
Matching Methods
Common Support
Matching Methods
Matching Methods
Common Support
Matching Methods
Matching Methods
Common Support
Matching Methods
Matching Methods
Selection on Observables & Common Support
Finding a match
1 Introduction
Motivation
Matching Methods
Finding a match
Propensity Score Matching
2 Estimation
Estimation
Matching Methods
Syntax
Introduction Estimation
Finding a match
Finding a match
Finding a match
Finding a match
Finding a match
Finding a match
Treated Untreated
Months unemployed Poor Months unemployed Poor
5 1 2 1
10 0 12 1
3 0 8 1
20 0 14 0
2 1 4 0
8 1 6 1
6 1 1 1
Introduction Estimation
Finding a match
Finding a match
Treated Untreated
Months unemployed Poor Months unemployed Poor
5 1 2 1
10 0 12 1
3 0 8 1
20 0 14 0
2 1 4 0
8 1 6 1
6 1 1 1
Introduction Estimation
Finding a match
Finding a match
Treated Untreated
Months unemployed Poor Months unemployed Poor
5 1 2 1
10 0 12 1
3 0 8 1
20 0 14 0
2 1 4 0
8 1 6 1
6 1 1 1
Introduction Estimation
Finding a match
Finding a match
Treated Untreated
Months unemployed Poor Months unemployed Poor
5 1 2 1
10 0 12 1
3 0 8 1
20 0 14 0
2 1 4 0
8 1 6 1
6 1 1 1
Introduction Estimation
Finding a match
Finding a match
Finding a match
Finding a match
Finding a match
Finding a match
Finding a match
1 Introduction
Motivation
Matching Methods
Finding a match
Propensity Score Matching
2 Estimation
Estimation
Matching Methods
Syntax
Introduction Estimation
Idea
Idea
Idea
Idea
Idea
Idea
e (x) = P (D = 1 | X = x)
X ⊥ D | e (X )
Combining:
(Y1 , Y0 ) ⊥ D | e (X )
Introduction Estimation
Idea
e (x) = P (D = 1 | X = x)
X ⊥ D | e (X )
Combining:
(Y1 , Y0 ) ⊥ D | e (X )
Introduction Estimation
Idea
e (x) = P (D = 1 | X = x)
X ⊥ D | e (X )
Combining:
(Y1 , Y0 ) ⊥ D | e (X )
Introduction Estimation
Idea
Idea
Idea
Idea
Idea
Steps to PSM
Steps to PSM
Steps to PSM
Steps to PSM
Steps to PSM
Steps to PSM
Steps to PSM
Steps to PSM
Steps to PSM
Steps to PSM
Steps to PSM
Steps to PSM
Steps to PSM
Estimation
1 Introduction
Motivation
Matching Methods
Finding a match
Propensity Score Matching
2 Estimation
Estimation
Matching Methods
Syntax
Introduction Estimation
Estimation
wij Yjobs
X
Ŷi (0) =
j∈C (i)
Estimation
wij Yjobs
X
Ŷi (0) =
j∈C (i)
Estimation
wij Yjobs
X
Ŷi (0) =
j∈C (i)
Estimation
wij Yjobs
X
Ŷi (0) =
j∈C (i)
Estimation
wij Yjobs
X
Ŷi (0) =
j∈C (i)
Estimation
The ATT:
E [Yi (1) − Yi (0) | Di = 1]
is estimated as:
ˆ = 1
X h i
ATT T
Yiobs − Ŷi (0)
N i:D =1
i
Estimation
The ATT:
E [Yi (1) − Yi (0) | Di = 1]
is estimated as:
ˆ = 1
X h i
ATT T
Yiobs − Ŷi (0)
N i:D =1
i
Matching Methods
1 Introduction
Motivation
Matching Methods
Finding a match
Propensity Score Matching
2 Estimation
Estimation
Matching Methods
Syntax
Introduction Estimation
Matching Methods
Matching Methods
Matching Methods
Matching Methods
Matching Methods
Matching Methods
Matching Methods
Matching Methods
where:
Pi is the estimated propensity score for treated individuals i
Pj is the estimated propensity score for the control individuals j
Introduction Estimation
Matching Methods
where:
Pi is the estimated propensity score for treated individuals i
Pj is the estimated propensity score for the control individuals j
Introduction Estimation
Matching Methods
where:
Pi is the estimated propensity score for treated individuals i
Pj is the estimated propensity score for the control individuals j
Introduction Estimation
Matching Methods
where:
Pi is the estimated propensity score for treated individuals i
Pj is the estimated propensity score for the control individuals j
Introduction Estimation
Matching Methods
Matching Methods
Syntax
1 Introduction
Motivation
Matching Methods
Finding a match
Propensity Score Matching
2 Estimation
Estimation
Matching Methods
Syntax
Introduction Estimation
Syntax
PSCORE
Syntax
PSCORE
Syntax
PSCORE
Syntax
PSCORE
Syntax
PSCORE
Syntax
PSCORE
Syntax
PSCORE
Syntax
Estimation