Li and Greene (A weighting analogue to pair matching in propensity score analysis. Int J Biostat 2013;9:215-34) propose that estimates derived by the matching weight (MW) estimator are similar to those derived by the one-to-one propensity score matching estimator. The MW estimator has some useful properties, however, some regularity conditions need to be confirmed to derive an asymptotic distribution since the MW has a non-differentiable point. In this letter, we confirm the asymptotic distribution of the MW estimator and the sufficient conditions to achieve it.
Keywords: asymptotic normality; causal inference; matching weight.
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