[gov3009-l] An on "Bayesian Propensity Score Estimation"

Matt Blackwell mblackwell at iq.harvard.edu
Tue Oct 13 00:56:59 EDT 2009

Hello all,

We hope you can join us at the Applied Statistics workshop this
Wednesday, October 14th at 12 noon, when we will be happy to have
Weihua An, a graduate student in the Sociology Department here at
Harvard. Weihua will be presenting "Bayesian Propensity Score
Estimators: Simulations and Applications." He has provided the
following abstract:

Despite their popularity, conventional propensity score estimators
(PSEs) do not take into account the estimation uncertainties in the
propensity score into causal inference. This paper develops Bayesian
propensity score estimators (BPSEs) to model the joint likelihood of
both the outcome and the propensity score in one step, which naturally
incorporate such uncertainties into causal inference. Simulations show
that PSEs treating estimated propensity scores as if they were known
will overestimate the variation in treatment e_ects and result in
overly conservative inference, whereas BPSEs will provide corrected
variance estimation and valid inference. Compared to other direct
adjustment methods (E.g., Abadie and Imbens 2009), BPSEs are
guaranteed to provide positive variance estimation, more reliable in
small samples, and more flexible to contain complex propensity score
models. To illustrate the proposed methods, BPSEs are applied to
evaluating a job training program.

The workshop will be in room K354 of CGIS, 1737 Cambridge St. The
workshop starts at noon and usually wraps up around 1:30. There will
be a light lunch.

We hope you can make it.


Matthew Blackwell
PhD Candidate
Institute for Quantitative Social Science
Department of Government
Harvard University
email: mblackwell at iq.harvard.edu
url: http://people.fas.harvard.edu/~blackwel/

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