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| Propensity Scores and GMM |
 
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| Ben Porter posted on Monday, November 21, 2016 - 3:45 pm
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I ran a GMM on a large dataset with four time points. A reviewer has requested that we propensity adjust or match upon propensity of response. My understanding was that non-response would be taken into account through the ML estimation and each observation's propensity score would be equal to 1. Is my thinking incorrect about this matter?
Thank you for you help in advance! |
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| I assume that you have a treatment variable and that you have a non-experimental study. The propensity score is the probability of being in the treatment group as a function of covariates that make the treatment and control groups different. Regressing on the propensity score allows a meaningful comparison on the outcome of the two groups. |
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