Why Propensity Scores Should Not Be Used for Matching

We show that propensity score matching (PSM), an enormously popular method of preprocessing data for causal inference, often accomplishes the opposite of its intended goal - thus increasing imbalance, inefficiency, model dependence, and bias. The weakness of PSM comes from its attempts to approximat...

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Main Authors: King, Gary, Nielsen, Richard Alexander
Other Authors: Massachusetts Institute of Technology. Department of Political Science
Format: Article
Language:English
Published: Cambridge University Press (CUP) 2020
Online Access:https://hdl.handle.net/1721.1/128459
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author King, Gary
Nielsen, Richard Alexander
author2 Massachusetts Institute of Technology. Department of Political Science
author_facet Massachusetts Institute of Technology. Department of Political Science
King, Gary
Nielsen, Richard Alexander
author_sort King, Gary
collection MIT
description We show that propensity score matching (PSM), an enormously popular method of preprocessing data for causal inference, often accomplishes the opposite of its intended goal - thus increasing imbalance, inefficiency, model dependence, and bias. The weakness of PSM comes from its attempts to approximate a completely randomized experiment, rather than, as with other matching methods, a more efficient fully blocked randomized experiment. PSM is thus uniquely blind to the often large portion of imbalance that can be eliminated by approximating full blocking with other matching methods. Moreover, in data balanced enough to approximate complete randomization, either to begin with or after pruning some observations, PSM approximates random matching which, we show, increases imbalance even relative to the original data. Although these results suggest researchers replace PSM with one of the other available matching methods, propensity scores have other productive uses.
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spelling mit-1721.1/1284592022-10-01T00:53:51Z Why Propensity Scores Should Not Be Used for Matching King, Gary Nielsen, Richard Alexander Massachusetts Institute of Technology. Department of Political Science We show that propensity score matching (PSM), an enormously popular method of preprocessing data for causal inference, often accomplishes the opposite of its intended goal - thus increasing imbalance, inefficiency, model dependence, and bias. The weakness of PSM comes from its attempts to approximate a completely randomized experiment, rather than, as with other matching methods, a more efficient fully blocked randomized experiment. PSM is thus uniquely blind to the often large portion of imbalance that can be eliminated by approximating full blocking with other matching methods. Moreover, in data balanced enough to approximate complete randomization, either to begin with or after pruning some observations, PSM approximates random matching which, we show, increases imbalance even relative to the original data. Although these results suggest researchers replace PSM with one of the other available matching methods, propensity scores have other productive uses. 2020-11-12T19:18:52Z 2020-11-12T19:18:52Z 2019-05 2020-06-12T15:21:06Z Article http://purl.org/eprint/type/JournalArticle 1047-1987 1476-4989 https://hdl.handle.net/1721.1/128459 King, Gary and Richard Nielsen. "Why Propensity Scores Should Not Be Used for Matching." Political Analysis 27, 4 (May 2019): 435-454. © 2019 The Author(s) en http://dx.doi.org/10.1017/pan.2019.11 Political Analysis Creative Commons Attribution-Noncommercial-Share Alike http://creativecommons.org/licenses/by-nc-sa/4.0/ application/pdf Cambridge University Press (CUP) Other repository
spellingShingle King, Gary
Nielsen, Richard Alexander
Why Propensity Scores Should Not Be Used for Matching
title Why Propensity Scores Should Not Be Used for Matching
title_full Why Propensity Scores Should Not Be Used for Matching
title_fullStr Why Propensity Scores Should Not Be Used for Matching
title_full_unstemmed Why Propensity Scores Should Not Be Used for Matching
title_short Why Propensity Scores Should Not Be Used for Matching
title_sort why propensity scores should not be used for matching
url https://hdl.handle.net/1721.1/128459
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