匹配估计量自助法一致性的研究

On the consistency of bootstrap for matching estimators

Biometrika · 2026
被引 0 · 同刊同年前 7%
ABS 4

中文导读

本文证明,当匹配数量M发散时,朴素自助法对原始匹配估计量是一致的,而Abadie和Imbens(2008)发现的不一致仅源于固定M的使用。

Abstract

Summary In a landmark paper, Abadie & Imbens (2008)showed that the naive bootstrap is inconsistent when applied to nearest neighbour matching estimators of the average treatment effect with a fixed number of matches. Since then, this finding has inspired numerous efforts to address the inconsistency issue, typically by employing alternative bootstrap methods. In contrast, in this work we show that the naive bootstrap is provably consistent for the original matching estimator, provided that the number of matches, $ M $, diverges. The bootstrap inconsistency identified by Abadie & Imbens (2008)thus arises solely from the use of a fixed $ M $.

计量经济学因果推断自助法匹配估计