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From   "Steve Stillman" <[email protected]>
To   <[email protected]>
Date   Fri, 29 Jul 2005 15:03:06 +1200

This paper is highly recommended and discusses choosing different matching methods in detail.  Cheers, Steve

IZA Discussion Paper No. 1588 - Some Practical Guidance for the Implementation of Propensity Score Matching (   
Some Practical Guidance for the Implementation of Propensity Score Matching
by Marco Caliendo, Sabine Kopeinig

Propensity Score Matching (PSM) has become a popular approach to estimate causal treatment effects. It is widely applied when evaluating labour market policies, but empirical examples can be found in very diverse fields of study. Once the researcher has decided to use PSM, he is confronted with a lot of questions regarding its implementation. To begin with, a first decision has to be made concerning the estimation of the propensity score. Following that one has to decide which matching algorithm to choose and determine the region of common support. Subsequently, the matching quality has to be assessed and treatment effects and their standard errors have to be estimated. Furthermore, questions like "what to do if there is choice-based sampling?" or "when to measure effects?" can be important in empirical studies. Finally, one might also want to test the sensitivity of estimated treatment effects with respect to unobserved heterogeneity or failure of the common support conditio
 n. Each implementation step involves a lot of decisions and different approaches can be thought of. The aim of this paper is to discuss these implementation issues and give some guidance to researchers who want to use PSM for evaluation purposes. 

-----Original Message-----
From: [email protected]
[mailto:[email protected]]On Behalf Of Manuel Ch�vez
Sent: Wednesday, July 27, 2005 10:07 AM
To: [email protected]

variables) of a cattle genetic improvement program. I used nearest neighbor,
mahalanobis distance and kernel methods to estimate the impacts, and I use a
bootstrapping on the "psmatch" errors to estimate the bias and I chose the
method with the lower bias.

Does anybody know any bibliography on choosing matching methods? Or does
anybody have any advice?


Manuel G. Ch�vez Angeles
Consultor Nacional de Impactos

Providencia No. 334 5� Piso
Col. del Valle
M�xico, D.F. 03100
Tel. 11076425/26/30/31 Ext. 319

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