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The probability of selection into treatment plays an important role in matching and selection models. However, this probability can often not be consistently estimated, because of choice‐based sampling designs with unknown sampling weights. This note establishes that the selection and matching procedures can be implemented using propensity scores fit on choice‐based samples with misspecified weights, because the odds ratio of the propensity score fit on the choice‐based sample is monotonically related to the odds ratio of the true propensity scores.
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Heckman et al. (2009) studied this question.
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