Huber, Martin Camponovo, Lorenzo Bodory, Hugo Lechner, Michael 2016-07-01 We introduce a wild bootstrap algorithm for the approximation of the sampling distribution of pair or one-to-many propensity score matching estimators. Unlike the conventional iid bootstrap, the proposed wild bootstrap approach does not construct bootstrap samples by randomly resampling from the observations with uniform weights. Instead, it fixes the covariates and constructs the bootstrap approximation by perturbing the martingale representation for matching estimators. We also conduct a simulation study in which the suggested wild bootstrap performs well even when the sample size is relatively small. Finally, we provide an empirical illustration by analyzing an information intervention in rural development programs. application/pdf https://folia.unifr.ch/global/documents/304923 https://folia.unifr.ch/documents/304923/files/WP_SES_470.pdf eng info:eu-repo/semantics/openAccess License undefined Inference Propensity Score Matching Estimators Wild Bootstrap info:eu-repo/classification/udc/33 A wild bootstrap algorithm for propensity score matching estimators http://purl.org/coar/resource_type/c_18ws