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Power of difference tests in weighted... |
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Dear Linda, Bengt, I am comparing the impact of weighting on Chi-square difference tests of some nested models (using DIFFTEST). I was wondering if anything is known about the reduction in power of the chi-square difference test by propensity weighting, e.g. due to reduced effective sample size. Moreover, I am wondering, if there is a way to adjust the 'unweighted tests' to the weighted tests in terms of power, e.g. by randomly selecting a subset of observations which equals the effective sample size of the weighted test. Thanks a lot, Thomas |
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This has not been studied as far as I know. It is a research question. |
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