Testing for covariate balance using quantile regression and resampling methods
- Huber, Martin University of St. Gallen
-
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 et du management
- Department
- Département d'économie politique
- Language
-
- English
- Classification
- Economics
- License
- License undefined
- Identifiers
-
- RERO DOC 324493
- DOI 10.1080/02664763.2011.570323
- Persistent URL
- https://folia.unifr.ch/unifr/documents/307731
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