Heuristic search of the best propensity score model specification
Heuristic search of the best propensity score model specification
pscoreSelect(formula, data, C.L=2*(pnorm(-1,0,1)), C.Q=0.1,verbose=1)
data |
the original data. |
formula |
formula type specification. |
C.L |
if at leat one likelihood ration test statistic is greater
than |
C.Q |
if the highest likelihood ratio statistic is greater than |
verbose |
integer, prints more info on screen. |
This is a tool to help the user to the search for the best
propensity score model specification along the lines
suggested by Imbens and Rubin (forthcoming). The output of the function is
a model formula to be passed to glm or such, in order
to estimate the propensity score model and then perform
propensity score matching.
This tool is useful in combination with imbspace.plot.
val |
an invisible object of class |
Richard Nielsen
Iacus, King, Porro (2011) https://doi.org/10.1198/jasa.2011.tm09599
Iacus, King, Porro (2012) https://doi.org/10.1093/pan/mpr013
Iacus, King, Porro (2019) https://doi.org/10.1017/pan.2018.29
Imbens, Rubin (2015) https://doi.org/10.1017/CBO9781139025751
set.seed(123) data(LL) mod <- pscoreSelect( treated ~ age + education + black+ married + nodegree + re74 + re75 + hispanic + u74 + u75, data=LL) print(mod)
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