论文标题

等渗倾向得分匹配

Isotonic propensity score matching

论文作者

Xu, Mengshan, Otsu, Taisuke

论文摘要

我们根据等渗回归估计的倾向得分,提出了平均治疗效应的一对多匹配估计值。这种方法是基于倾向得分函数中单调性的假设,这种情况在许多经济应用中可以证明是合理的。我们表明,等渗估计器的性质可以帮助我们解决现有匹配方法的许多问题,包括效率,匹配数量的选择,调谐参数的选择,稳健性对倾向得分错误指定和自举效度。作为副产品,为我们提出的匹配方法开发了均匀一致的等渗估计量。

We propose a one-to-many matching estimator of the average treatment effect based on propensity scores estimated by isotonic regression. This approach is predicated on the assumption of monotonicity in the propensity score function, a condition that can be justified in many economic applications. We show that the nature of the isotonic estimator can help us to fix many problems of existing matching methods, including efficiency, choice of the number of matches, choice of tuning parameters, robustness to propensity score misspecification, and bootstrap validity. As a by-product, a uniformly consistent isotonic estimator is developed for our proposed matching method.

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