Journal article

Testing for covariate balance using quantile regression and resampling methods

    2011
Published in:
  • Journal of applied statistics. - 2011, vol. 38, no. 12, p. 2881-2899
English Consistencyofpropensityscorematchingestimatorshingesonthepropensityscore’sabilityt obalancethe distributions of covariates in the pools of treated and non-treated units. Conventional balance tests merely check for differences in covariates’means, but cannot account for differences in higher moments. For this reason,thispaperproposesbalancetestswhichtestfordifferencesintheentiredistributionso fcontinuous covariatesbasedonquantileregression(toderiveKolmogorov– SmirnovandCramer–von-Mises–Smirnovtype test statistics) and resampling methods (for inference). Simulations suggest that these methods are very powerful and capture imbalances related to higher moments when conventional balance tests fail to do so.
Faculty
Faculté des sciences économiques et sociales
Department
Département d'économie politique
Language
  • English
Classification
Economics
License
License undefined
Identifiers
Persistent URL
https://folia.unifr.ch/unifr/documents/307731
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