Radius matching on the propensity score with bias adjustment: finite sample behaviour, tuning parameters and software implementation

Item Type Journal paper
Abstract

Using a simulation design that is based on empirical data, a recent study by Huber, Lechner and Wunsch (2012) finds that distance-weighted radius matching with bias adjustment as proposed in Lechner, Miquel and Wunsch (2011) is competitive among a broad range of propensity score-based estimators used to correct for mean differences due to observable covariates. In this paper, we further investigate the finite sample behaviour of radius matching with respect to various tuning parameters. The results are intended to help the practitioner to choose suitable values of these parame¬ters when using this method, which has been implemented as "radiusmatch" command in the software packages GAUSS, STATA and the R package "radiusmatching".

Authors Huber, Martin; Lechner, Michael & Steinmayr, Andreas
Journal or Publication Title Empirical Economics
Language English
Keywords Propensity score matching, radius matching, selection on observ¬ables, empirical Monte Carlo study, finite sample properties.
Subjects economics
HSG Classification contribution to scientific community
HSG Profile Area SEPS - Quantitative Economic Methods
Refereed Yes
Date 2 August 2014
Publisher Springer
Place of Publication Berlin
Number online
Page Range 1-31
Number of Pages 31
ISSN 0377-7332
ISSN-Digital 1435-8921
Publisher DOI 10.1007/s00181-014-0847-1
Depositing User Prof. Ph.D Martin Huber
Date Deposited 20 Dec 2012 13:51
Last Modified 23 Aug 2016 11:15
URI: https://www.alexandria.unisg.ch/publications/218871

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Citation

Huber, Martin; Lechner, Michael & Steinmayr, Andreas (2014) Radius matching on the propensity score with bias adjustment: finite sample behaviour, tuning parameters and software implementation. Empirical Economics, (online). 1-31. ISSN 0377-7332

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https://www.alexandria.unisg.ch/id/eprint/218871
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