Small Sample Properties of Matching with Calliper
Small Sample Properties of Matching with Calliper
Author(s): Paweł StrawińskiSubject(s): Economy
Published by: Główny Urząd Statystyczny
Keywords: propensity score matching; caliper; Monte Carlo experiment; finite sample properties
Summary/Abstract: A caliper mechanism is a common tool used to prevent from inexact matches. The existing literature discusses asymptotic properties of matching with caliper. In this simulation study we investigate properties in small and medium sized samples. We show that caliper causes a significant bias of the ATT estimator and raises its variance in comparison to one-to-one matching.
Journal: Przegląd Statystyczny
- Issue Year: 60/2013
- Issue No: 3
- Page Range: 325-340
- Page Count: 16
- Language: English