http://www.mostlyharmlesseconometrics.com/2010/03/p-score-in-the-reg/ Sun, 29 Jan 2012 23:59:44 +0000 hourly 1 http://www.mostlyharmlesseconometrics.com/2010/03/p-score-in-the-reg/comment-page-1/#comment-128 George Thu, 01 Apr 2010 20:56:47 +0000 http://www.mostlyharmlesseconometrics.com/?p=653#comment-128 The reason for my question is that in my data I have many observable high dimensional covariates. I mean in the hundreds. I don't think throwing them all into the regression function is really feasible. It will be nice to find out more about the theoretical justification of using propensity scores. I am in the computer science field (phd student) and new to the work in econometrics but your book has been extremely helpful. Thank you very much. The reason for my question is that in my data I have many observable high dimensional covariates. I mean in the hundreds. I don’t think throwing them all into the regression function is really feasible. It will be nice to find out more about the theoretical justification of using propensity scores. I am in the computer science field (phd student) and new to the work in econometrics but your book has been extremely helpful. Thank you very much.

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