形状限制条件下用于因果推断的无调整参数倾向得分匹配方法

IF 9.9 3区 经济学 Q1 ECONOMICS Journal of Econometrics Pub Date : 2024-08-01 DOI:10.1016/j.jeconom.2024.105829
Yukun Liu , Jing Qin
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引用次数: 0

摘要

倾向得分匹配法(PSM)是一种伪实验方法,它利用统计技术将每个接受治疗的单位与一个或多个特征相似的未接受治疗的单位进行匹配,从而构建一个人工对照组。迄今为止,在 PSM 中起着重要作用的确定每个单位的最佳匹配数问题尚未得到充分解决。我们提出了一种无调整参数的 PSM 因果推断方法,该方法基于单调性约束下倾向得分的非参数最大似然估计。估计的倾向得分是片断常数,因此能自动对数据进行分组。因此,我们的建议不需要调整参数。当协变量是单变量或结果和倾向得分通过相同的指数取决于协变量时,所提出的因果效应估计器在渐近半参数上是有效的。我们的结论是,仅基于倾向得分的匹配方法一般不会有效。
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Tuning-parameter-free propensity score matching approach for causal inference under shape restriction

Propensity score matching (PSM) is a pseudo-experimental method that uses statistical techniques to construct an artificial control group by matching each treated unit with one or more untreated units of similar characteristics. To date, the problem of determining the optimal number of matches per unit, which plays an important role in PSM, has not been adequately addressed. We propose a tuning-parameter-free PSM approach to causal inference based on the nonparametric maximum-likelihood estimation of the propensity score under the monotonicity constraint. The estimated propensity score is piecewise constant, and therefore automatically groups data. Hence, our proposal is free of tuning parameters. The proposed causal effect estimator is asymptotically semiparametric efficient when the covariate is univariate or the outcome and the propensity score depend on the covariate through the same index Xβ. We conclude that matching methods based on the propensity score alone cannot, in general, be efficient.

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来源期刊
Journal of Econometrics
Journal of Econometrics 社会科学-数学跨学科应用
CiteScore
8.60
自引率
1.60%
发文量
220
审稿时长
3-8 weeks
期刊介绍: The Journal of Econometrics serves as an outlet for important, high quality, new research in both theoretical and applied econometrics. The scope of the Journal includes papers dealing with identification, estimation, testing, decision, and prediction issues encountered in economic research. Classical Bayesian statistics, and machine learning methods, are decidedly within the range of the Journal''s interests. The Annals of Econometrics is a supplement to the Journal of Econometrics.
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