Evaluating the Use of Ridge Regression and Principal Components in Propensity Score Estimators under Multicollinearity
Multicollinearity can be present in the propensity score model when estimating average treatment effects (ATEs). In this thesis, logistic ridge regression (LRR) and principal components logistic regression (PCLR) are evaluated as an alternative to ML estimation of the propensity score model. ATE est...
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| Format: | Others |
| Language: | English |
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Uppsala universitet, Statistiska institutionen
2014
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-226924 |