propensity score matching

propensity score matching

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时间:2018-02-23

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1、4.PropensityScoreMatchingSummaryPropensityscorematching(PSM)constructsastatisticalcomparisongroupthatisbasedonamodeloftheprobabilityofparticipatinginthetreatment,usingobservedcharacteristics.Participantsarethenmatchedonthebasisofthisprobability,orpro-pensityscore

2、,tononparticipants.Theaveragetreatmenteffectoftheprogramisthencalculatedasthemeandifferenceinoutcomesacrossthesetwogroups.ThevalidityofPSMdependsontwoconditions:(a)conditionalindependence(namely,thatunob-servedfactorsdonotaffectparticipation)and(b)sizablecommonsu

3、pportoroverlapinpropensityscoresacrosstheparticipantandnonparticipantsamples.Differentapproachesareusedtomatchparticipantsandnonparticipantsonthebasisofthepropensityscore.Theyincludenearest-neighbor(NN)matching,caliperandradiusmatching,stratificationandintervalmat

4、ching,andkernelmatchingandlocallin-earmatching(LLM).Regression-basedmethodsonthesampleofparticipantsandnon-participants,usingthepropensityscoreasweights,canleadtomoreefficientestimates.Onitsown,PSMisausefulapproachwhenonlyobservedcharacteristicsarebelievedtoaffect

5、programparticipation.Whetherthisbeliefisactuallythecasedependsontheuniquefeaturesoftheprogramitself,intermsoftargetingaswellasindividualtakeupoftheprogram.Assumingselectiononobservedcharacteristicsissufficientlystrongtodetermineprogramparticipation,baselinedataona

6、widerangeofpreprogramcharacteristicswillallowtheprobabilityofparticipationbasedonobservedcharacteristicstobespecifiedmoreprecisely.Sometestscanbeconductedtoassessthedegreeofselectionbiasorparticipationonunobservedcharacteristics.LearningObjectivesAftercompletingth

7、ischapter,thereaderwillbeabletodiscuss■CalculationofthepropensityscoreandunderlyingassumptionsneededtoapplyPSM■Differentmethodsformatchingparticipantsandnonparticipantsintheareaofcommonsupport■DrawbacksofPSMandmethodstoassessthedegreeofselectionbiasonunob-servedc

8、haracteristics■UseofPSMinregression-basedmethods53HandbookonImpactEvaluationPSMandItsPracticalUsesGivenconcernswiththeimplementationofrandomizedevaluations,the

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