This item is non-discoverable
Anthony Strittmatter
Former Member
Title
Prof. Ph.D.
Last Name
Strittmatter
First name
Anthony
Phone
+41 71 224 23 05
Now showing 1 - 1 of 1
- Some of the metrics are blocked by yourconsent settings
Item type:Publication, Practical Procedures to Deal with Common Support Problems in Matching EstimationThis paper assesses the performance of common estimators adjusting for differences in covariates, like matching and regression, when faced with so-called common support problems. It also shows how different procedures suggested in the literature to tackle common support problems affect the properties of such estimators. Based on an Empirical Monte Carlo simulation design, a lack of common support is found to increase the root mean squared error (RMSE) of all investigated parametric and semiparametric estimators. Dropping observa¬tions that are off support usually improves their performance, although the amount of improvement depends on the particular method used.Type:journal articleJournal:Econometric ReviewsVolume:38Issue:2Scopus© Citations 47