Matching on the Estimated Propensity Score

Abadie, Alberto; Imbens, Guido W.

doi:10.3982/ecta11293

Cited by 574 publications

(286 citation statements)

References 42 publications

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“…The advantage of this command is that it takes into account the fact that propensity scores are estimated rather than known when calculating standard errors. See Abadie and Imbens (2016) for a formal discussion on the application of estimated propensity scores.…”

Section: Discussionmentioning

confidence: 99%

Subsidies, financial constraints and firm innovative activities in emerging economies

Mateut

2017

Small Bus Econ

108

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This paper investigates the relationship between public subsidies and firm innovation in transition and developing economies, which are likely to have less developed financial markets. Innovation includes the introduction of new products or services and the upgrade of existing ones, which is of particular relevance for these economies. The results obtained using alternative measures of financial constraints and market competition, within a range of econometric techniques, suggesting a positive relation between public subsidies and the innovative activities of 11,998 firms across 30 Eastern Europe and Central Asian countries. This correlation is stronger for firms more likely to be financially constrained.

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Section: Discussionmentioning

confidence: 99%

Subsidies, financial constraints and firm innovative activities in emerging economies

Mateut

2017

Small Bus Econ

108

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“…The differences are statistically significant. Depending on the year and Standard errors in parenthesis according to Abadie and Imbens (2009 control group we analyze, the results indicate a probability of between 29 and 51 percentage points higher for the SEP participants to be in regular employment or education. The greatest effect we can observe is among the unemployed with compulsory schooling as the highest level of education.…”

Section: Impact By Educational Backgroundmentioning

confidence: 99%

Is Starting a Business a Sustainable way out of Unemployment? Treatment Effects of the Swedish Start-up Subsidy

2016

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In this paper, we evaluate the Swedish self-employment start-up program based on a matching approach using data from administrative records. In addition to information of labor market history, traditional human capital and socio-economic variables, the data at hand also include information on the selfemployment history of participants and nonparticipants as well as that of their parents. Our results indicate that the start-up subsidy program for unemployed persons is a successful program regarding the integration of the unemployed into the mainstream of the labor market. We find that, relative to members of control groups, participants, on average, have an increased probability of unsubsidized employment. Our analysis of different educational backgrounds presents the strongest employment effects for the low educated unemployed.

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“…Abadie and Imbens (2012) show that the large sample variance of √ N(τ M,p − τ) using the estimated propensity score is…”

Section: A Regression Estimatormentioning

confidence: 98%

Correlation and efficiency of propensity score-based estimators for average causal effects

Pingel

Waernbaum

2015

Communications in Statistics - Simulation and Computation

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Standard-Nutzungsbedingungen:Die Dokumente auf EconStor dürfen zu eigenen wissenschaftlichen Zwecken und zum Privatgebrauch gespeichert und kopiert werden.Sie dürfen die Dokumente nicht für öffentliche oder kommerzielle Zwecke vervielfältigen, öffentlich ausstellen, öffentlich zugänglich machen, vertreiben oder anderweitig nutzen.Sofern die Verfasser die Dokumente unter Open-Content-Lizenzen (insbesondere CC-Lizenzen) zur Verfügung gestellt haben sollten, gelten abweichend von diesen Nutzungsbedingungen die in der dort genannten Lizenz gewährten Nutzungsrechte. The Institute for Evaluation of Labour Market and Education Policy (IFAU) is a research institute under the Swedish Ministry of Employment, situated in Uppsala. IFAU's objective is to promote, support and carry out scientific evaluations. The assignment includes: the effects of labour market and educational policies, studies of the functioning of the labour market and the labour market effects of social insurance policies. IFAU shall also disseminate its results so that they become accessible to different interested parties in Sweden and abroad. Terms of use: Documents inIFAU also provides funding for research projects within its areas of interest. The deadline for applications is October 1 each year. Since the researchers at IFAU are mainly economists, researchers from other disciplines are encouraged to apply for funding.IFAU is run by a Director-General. The institute has a scientific council, consisting of a chairman, the Director-General and five other members. Among other things, the scientific council proposes a decision for the allocation of research grants. A reference group including representatives for employer organizations and trade unions, as well as the ministries and authorities concerned is also connected to the institute. Papers published in the Working Paper Series should, according to the IFAU policy, have been discussed at seminars held at IFAU and at least one other academic forum, and have been read by one external and one internal referee. They need not, however, have undergone the standard scrutiny for publication in a scientific journal. The purpose of the Working Paper Series is to provide a factual basis for public policy and the public policy discussion. Abstract Propensity score based-estimators are commonly used to estimate causal effects in evaluation research. To reduce bias in observational studies researchers might be tempted to include many, perhaps correlated, covariates when estimating the propensity score model. Taking into account that the propensity score is estimated, this study investigates how the efficiency of matching, inverse probability weighting and doubly robust estimators change under the case of correlated covariates. Propositions regarding the large sample variances under certain assumptions of the data generating process are given. The propositions are supplemented by several numerical large sample and finite sample results from a wide range of models. The results show that the correlation may increase...

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Matching on the Estimated Propensity Score

Cited by 574 publications

References 42 publications

Subsidies, financial constraints and firm innovative activities in emerging economies

Subsidies, financial constraints and firm innovative activities in emerging economies

Is Starting a Business a Sustainable way out of Unemployment? Treatment Effects of the Swedish Start-up Subsidy

Correlation and efficiency of propensity score-based estimators for average causal effects

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