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On the consistency of bootstrap for matching estimators

Ziming Lin, Fang Han

arXiv 31 Oct 2024 · Mathematics — Statistics Theory

arXiv:2410.23525 · PDF · DOI · OpenAlex · Extracted main text

Abstract

In a landmark paper, Abadie and Imbens (2008) showed that the naive bootstrap is inconsistent when applied to nearest neighbor 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, this paper shows 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 and Imbens (2008) thus arises solely from the use of a fixed $M$.

Citation extraction

32
references
74
in-text mentions
32
distinct cited
5
self-citations
8,523
main-text words

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Lin, Z., Ding, P., and Han, F (2023) Estimation based on nearest neighbor matching: from density ratio to average treatment effect self1.000224100%
2Abadie, A. and Imbens, G. W (2008) On the failure of the bootstrap for matching estimators1.00073100%
3Abadie, A. and Imbens, G. W (2006) Large sample properties of matching estimators for average treatment effects1.00063100%
4Abadie, A. and Imbens, G. W (2011) Bias-corrected matching estimators for average treatment effects0.92843100%
5Lin, Z. and Han, F (2024) On the failure of the bootstrap for Chatterjee's rank correlation self0.64422100%
6Otsu, T. and Rai, Y (2017) Bootstrap inference of matching estimators for average treatment effects0.64422100%
7Durrett, R (2019) Probability: Theory and Examples (5th Edition)0.5112250%
8Imbens, G. W (2024) Causal inference in the social sciences0.51121100%
9Abadie, A. and Spiess, J (2022) Robust post-matching inference0.40511100%
10Adusumilli, K (2018) Bootstrap inference for propensity score matching0.40511100%

Showing the top 10 of 32 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1On the limiting variance of matching estimators0.40511
2A sliced Wasserstein and diffusion approach to random coefficient models0.40511
3Generative modeling for the bootstrap0.40511
4Bootstrap consistency for general double/debiased machine learning estimators0.40511