The prevalence of obesity among US citizens has grown rapidly over the last few decades, especially among low-income individuals. This has led to questions about the effectiveness of nutritional assistance programs such as the Supplemental Nutrition Assistance Program (SNAP). Previous results on the effect of SNAP participation on obesity are mixed. These findings are however based on the assumption that participation status can be accurately observed, despite significant misclassification errors reported in the literature. Using propensity score matching, we conclude that there seems to be a positive effect of SNAP participation on obesity rates for female participants and no such effect for males, a result that is consistent with several previous studies. However, an extensive sensitivity analysis reveals that the positive effect for females is sensitive to misclassification errors and to the conditional independence assumption. Thus analogous findings should also be used with caution unless examined under the prism of classification errors and of other assumptions used for the identification of causal parameters.