[gov3009-l] Abadie on ``A General Theory of Matching Estimation"

Justin Grimmer jgrimmer at fas.harvard.edu
Sun Apr 12 19:38:37 EDT 2009


Dear Applied Statistics Community,

Please join us this Wednesday when Alberto Abadie, Professor of Public
Policy, will present ``A General Theory of Matching Estimation", joint work
with Guido Imbens.  Alberto provided the following abstract for his talk:

Matching methods provide simple and intuitive tools for adjusting the
distribution of covariates among samples from different populations.
Probably because of their transparency and intuitive appeal, matching
methods are widely used in evaluation research to estimate treatment effects
when all treatment confounders are observed (Rubin, 1973, 1977; Rosenbaum,
2002). In spite of their popularity, the problem of establishing the large
sample distribution of matching estimators remains largely unsolved, with
the exception of some special cases (see Abadie and Imbens, 2006). The
reason is that matching estimators are non-smooth functionals of the data,
which makes their large sample theory particularly challenging. This talk
will describe a new general method to establish the large sample
distribution of matching estimators. As an example of the applicability of
the method, we will describe how to derive the distribution of matching
estimators when matching is carried out without replacement, a result
previously unavailable in the literature. We will also discuss how to adjust
the standard errors for propensity score matching estimators to take into
account first step estimation of the propensity score, a result also
previously unavailable.

The Applied Statistics Workshop meets each Wednesday at 12 noon in K-354
CGIS-Knafel (1737 Cambridge St).  The workshop begins with a light lunch and
presentations usually start around 1215 and last until about 130 pm.

Justin Grimmer
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