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Handout
Regression and Matching (3).pdf
Econometrics, Statistics, Financial Data Modeling (2017)
  • Matt Bogard
Description
In Mostly Harmless Econometrics Angrist and Pischke discuss regression in the context of matching. Specifically they show that regression provides variance based weighted average of covariate specific differences in outcomes between treatment and control groups. Matching gives us a weighted average difference in treatment and control outcomes weighted by the empirical distribution of covariates. These notes sketch out the argument using potential outcomes and expectations notation.
Keywords
  • econometrics,
  • causal inference
Disciplines
Publication Date
July, 2017
Citation Information
Matt Bogard. "Regression and Matching (3).pdf" Econometrics, Statistics, Financial Data Modeling (2017)
Available at: http://works.bepress.com/matt_bogard/37/