My feeling is that if you apply Entropy Balancing on CEM matched observations you should
combine CEM and Entropy balancing weights. -your solution ( A)-.
At least I did so in the case of CEM and complex survey weights in Beyond the question
“Does it pay to be green?”: How much green? and when? - ScienceDirect
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Beyond the question “Does it pay to be green?”: How much green? and when...
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please note that there is a typo in page 631, ( the formula for weighted controls after
CEM is not reporting "*swi".
But I am also really interested to the topic and would appreciate some more formal
reference.
In any case, if Entropy Balancing balances covariates with respect to the first, second
moment and possibly higher moments while BEM bounds all centered absolute moments. In
this sense, I expect that applying the two methods separately will provide consistent
results.
Hope it can help
Cesare
On Friday, 9 February 2018, 18:00:07 CET, cem-request(a)lists.gking.harvard.edu
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Today's Topics:
1. Combining matching procedures (Haakon Gjerl?w)
----------------------------------------------------------------------
Message: 1
Date: Thu, 8 Feb 2018 21:46:55 +0000
From: Haakon Gjerl?w <haakon.gjerlow(a)stv.uio.no>
To: "cem(a)lists.gking.harvard.edu" <cem(a)lists.gking.harvard.edu>
Subject: [cem] Combining matching procedures
Message-ID: <26d789a592874d86a9c300711e316aa4(a)mail-ex02.exprod.uio.no>
Content-Type: text/plain; charset="iso-8859-1"
Dear all,
I have a question concerning the correct way to combine CEM with other matching
procedures. Specifically, I am trying to match a data set with CEM, and then apply Entropy
balancing to the remaining sample
(
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1904869). It seems such two-step
balancing is hinted at in both Iacus, King, Porro (2011) and Hainmuller (2012)
My questions concerns the correct way to us the weights in regressions after both
procedures are done.
My intuition says that this is basically a two-step sampling procedure, and that the
correct way to use the weights is to multiply the weights from CEM with the weights from
Entropy (Solution A).
However, it might also be that the Entropy Balancing is overriding the weights from CEM,
and the observations should only be weighted by the weights from Entropy (Solution B)
Have any of you investigated this in a more systematic/formal fashion?
All the best,
Haakon Gjerl?w | Phd fellow
Department of Political Science | University of Oslo