STATISTIK-FORUM.de

[daniel]

Ich würde in der Richtung Rubin/Rosenbaum anfangen, die haben haben da ja mehr oder weniger die Grundlagen zusammengebastelt.

Das help file von -psmatch2- gibt folgende Literaturtips:

Abadie A. and Imbens, G. (2006), "Large sample properties of matching estimators
for average treatment effects", Econometrica 74(1), 235-267.

Cochran, W. and Rubin, D.B. (1973), "Controlling Bias in Observational Studies",
Sankyha 35, 417-446.

Dehejia, R.H and Wahba, S. (1999), "Causal Effects in Non-Experimental Studies:
Re-Evaluating the Evaluation of Training Programmes", Journal of the American
Statistical Association 94, 1053-1062.

Heckman, J.J., Ichimura, H. and Todd, P.E. (1997), "Matching As An Econometric
Evaluation Estimator: Evidence from Evaluating a Job Training Programme", Review
of Economic Studies 64, 605-654.

Heckman, J.J., Ichimura, H. and Todd, P.E. (1998), "Matching as an Econometric
Evaluation Estimator", Review of Economic Studies 65, 261-294.

Heckman, J.J., Ichimura, H., Smith, J.A. and Todd, P. (1998), "Characterising
Selection Bias Using Experimental Data", Econometrica 66, 5.

Heckman, J.J., LaLonde, R.J., Smith, J.A. (1998), "The Economics and Econometrics
of Active Labour Market Programmes", in Ashenfelter, O. and Card, D. (eds.), The
Handbook of Labour Economics Vol. 3A.

Imbens, G. (2000), "The Role of Propensity Score in Estimating Dose-Response
Functions", Biometrika 87(3), 706-710.

Lechner, M. (2001), Identification and Estimation of Causal Effects of Multiple
Treatments under the Conditional Independence Assumption, in: Lechner, M.,
Pfeiffer, F. (eds), Econometric Evaluation of Labour Market Policies, Heidelber
ca/Springer, p. 43-58.

Rosenbaum, P.R. and Rubin, D.B. (1983), "The Central Role of the Propensity Score
in Observational Studies for Causal Effects", Biometrika 70, 1, 41-55.

Rosenbaum, P.R. and Rubin, D.B. (1985), "Constructing a Control Group Using
Multivariate Matched Sampling Methods that Incorporate the Propensity Score", The
American Statistician 39(1), 33-38.

Rubin, D.B. (1974), "Estimating Causal Effects of Treatments in Randomised and
Non-Randomised Studies", Journal of Educational Psychology 66, 688-701.

Rubin, D.B. (1980), "Bias Reduction Using Mahalanobis-Metric Matching", Biometrics
36, 293-298.

[Jonny05]

Holger und Daniel,

vielen Dank schonmal. Jetzt habe ich ja einen Berg Literatur zur Orientierung.

Gruß und schönes WE
J.