Generalized Propensity Scores for Multiple Continuous Treatment Variables
AbstractThis paper illustrates that the generalized propensity score method can easily be applied with multiple continuous endogenous treatment variables. Consistency proofs carry over straightforwardly to this general case, and the approach is shown to work well in finite samples with various data-generating processes and up to five continuous endogenous treatment variables.
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Bibliographic InfoPaper provided by CESifo Group Munich in its series CESifo Working Paper Series with number 4074.
Date of creation: 2013
Date of revision:
generalized propensity score estimation; multiple treatments; continuous endogenous treatments;
Other versions of this item:
- Egger, Peter H. & von Ehrlich, Maximilian, 2013. "Generalized propensity scores for multiple continuous treatment variables," Economics Letters, Elsevier, vol. 119(1), pages 32-34.
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
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- Kosuke Imai & David A. van Dyk, 2004. "Causal Inference With General Treatment Regimes: Generalizing the Propensity Score," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 854-866, January.
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