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Random RecursivePartitioning: amatching method forthe estimation of theaverage treatmenteffect Giuseppe PorroStefano M. Iacus2008 год

Random Recursive Partitioning: a matching method for the estimation of the average treatment effect
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Аннотация: Abstract In this paper we introduce the Random Recursive Partitioning (RRP) matching method. RRP generates a proximity matrix which might be useful in econometric applications like average treatment effect estimation. RRP is a Monte Carlo method that randomly generates non‐empty recursive partitions of the data and evaluates the proximity between two observations as the empirical frequency they fall in a same cell of these random partitions over all Monte Carlo replications. From the proximity matrix it is possible to derive both graphical and analytical tools to evaluate the extent of the common support between data sets. The RRP method is “honest” in that it does not match observations “at any cost”: if data sets are separated, the method clearly states it. The match obtained with RRP is invariant under monotonic transformation of the data. Average treatment effect estimators derived from the proximity matrix seem to be competitive compared to more commonly used estimators. RRP method does not require a particular structure of the data and for this reason it can be applied when distances like Mahalanobis or Euclidean are not suitable, in the presence of missing data or when the estimated propensity score is too sensitive to model specifications. Copyright © 2008 John Wiley & Sons, Ltd.
Год издания: 2008
Авторы: Giuseppe Porro, Stefano M. Iacus
Издательство: Wiley
Источник: Journal of Applied Econometrics
Ключевые слова: Advanced Causal Inference Techniques, Statistical Methods and Inference, Statistical Methods and Bayesian Inference
Другие ссылки: Journal of Applied Econometrics (HTML)
Archivio Istituzionale della Ricerca (Universita Degli Studi Di Milano) (PDF)
Archivio Istituzionale della Ricerca (Universita Degli Studi Di Milano) (HTML)