Hi Everyone,
Will the pscore be affected by endogeneity problem
like any other regression models? I would like to
include some potential endogenous variables in the
pscore estimation but I am not sure how this will
affect the estimates. The objective of using pscore is
to obtain matched observations (treated and untreated)
using nearest neighbor estimator for further analysis.
I am using the pscore developed by Becker and Ichino.
Kind Regards,
Menale
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