The paper proposes an alternative approach to studying the effect of premarital cohabitation on subsequent duration of marriage on the basis of a "strong ignorability assumption". The approach is called propensity score matching and consists of computing survival functions conditional on a function of observed variables (the propensity score), thus eliminating any selection that is derived from these variables. In this way, it is possible to identify a time varying effect of cohabitation without making any assumption either regarding its shape or the functional form of covariate effects. The output of the matching method is the difference between the survival functions of treated and untreated individuals at each time point. Results show that the cohabitation effect on duration of marriage is indeed time varying, being close to zero for the first 2-3 years and rising considerably in the following years. Copyright (c) 2009 Royal Statistical Society.