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GPSCORE2: Stata module to estimate the parameters of the conditional distribution of the treatment via GLM

Author

Listed:
  • Marco Ventura

    (ISTAT, Italy)

  • Barbara Guardabascio

    (ISTAT, Italy)

Programming Language

Stata

Abstract

gpscore2 estimates the parameters of the conditional distribution of the treatment given the control variables in varlist by GLM, allowing six different distribution functions: binomial, gamma, inverse gaussian, negative binomial, normal, poisson coupled with admissible links; for the normal case assesses the validity of the assumed normal distribution model by a user-specified goodness-of-fit test; and estimates the generalized propensity score (GPS). The estimated GPS is defined as R=r(T,X), where r(.,.) is the conditional density of the treatment given the covariates, T is the observed treatment, and X is the vector of the observed covariates. Then gpscore tests the balancing property by using the algorithm suggested by Hirano and Imbens (2004), and informs the user whether and at what extent the balancing property is supported by the data.

Suggested Citation

  • Marco Ventura & Barbara Guardabascio, 2013. "GPSCORE2: Stata module to estimate the parameters of the conditional distribution of the treatment via GLM," Statistical Software Components S457665, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s457665
    Note: This module should be installed from within Stata by typing "ssc install gpscore2". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/g/gpscore2.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/g/gpscore2.sthlp
    File Function: help file
    Download Restriction: no
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