This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Activity Number: 296
Type: Contributed
Date/Time: Tuesday, August 3, 2010 : 8:30 AM to 10:20 AM
Sponsor: Biometrics Section
Abstract - #309335
Title: A Random Bandwidth of Caliper Matching in Propensity Score Analysis
Author(s): Wei Pan*+ and Haiyan Bai
Companies: University of Cincinnati and University of Central Florida
Address: PO Box 210049, Cincinnati, OH, 45221-0049,
Keywords: propensity score ; propensity score analysis ; propensity score matching ; caliper matching ; bootstrap ; bootstrap confidence interval

Caliper matching is one of the most efficient matching techniques in propensity score (PS) analysis. Researchers have been using the fixed caliper bandwidth c = .2 or .25 of the pooled standard deviation of PS, suggested by Cochran and Rubin (1973) and Rosenbaum and Rubin (1985), to address the variation of PS. Unfortunately, the fixed caliper bandwidth can only capture the between-subjects not the within-subjects variation of PS; and on the latter, it is exactly what PS matching operates. The present study proposes a random caliper bandwidth utilizing bootstrap confidence intervals of PS to capture the both between-subjects and within-subjects variations of PS. For Subject i, the random caliper bandwidth c_i is determined by the width of the confidence interval of the bootstrap PS for that subject. The random caliper bandwidth is illustrated and discussed with an empirical example.

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