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We used Monte Carlo simulations to compare the performance of asymptotic variance estimators to that of the bootstrap when estimating standard errors of differences in means, risk differences, and relative risks using propensity score weighting. We considered four different sets of weights: conventional inverse probability of treatment weights with the average treatment effect (ATE) as the target...
Propensity‐score matching is frequently used to estimate the effect of treatments, exposures, and interventions when using observational data. An important issue when using propensity‐score matching is how to estimate the standard error of the estimated treatment effect. Accurate variance estimation permits construction of confidence intervals that have the advertised coverage rates and tests of statistical...
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