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ERIC Number: EJ800113
Record Type: Journal
Publication Date: 2008
Pages: 18
Abstractor: As Provided
Reference Count: 30
ISSN: ISSN-0193-841X
Weighting Regressions by Propensity Scores
Freedman, David A.; Berk, Richard A.
Evaluation Review, v32 n4 p392-409 2008
Regressions can be weighted by propensity scores in order to reduce bias. However, weighting is likely to increase random error in the estimates, and to bias the estimated standard errors downward, even when selection mechanisms are well understood. Moreover, in some cases, weighting will increase the bias in estimated causal parameters. If investigators have a good causal model, it seems better just to fit the model without weights. If the causal model is improperly specified, there can be significant problems in retrieving the situation by weighting, although weighting may help under some circumstances. (Contains 2 tables and 1 figure.)
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Publication Type: Journal Articles; Reports - Research
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A