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Nonparametric Estimators of Dose-Response Functions

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  • BIA Michela
  • FLORES Carlos A.
  • MATTEI Alessandra

Abstract

We propose two semiparametric estimators of the dose-response function based on spline techniques. Under uncounfoundedness, the generalized propensity score can be used to estimate dose-response functions (DRF) and marginal treatment effect functions. In many observational studies treatment may not be binary or categorical. In such cases, one may be interested in estimating the dose-response function in a setting with a continuous treatment. We evaluate the performance of the proposed estimators using Monte Carlo simulation methods. The simulation results suggested that the estimated DRF is robust to the specific semiparametric estimator used, while the parametric estimates of the DRF were sensitive to model mis-specification. We apply our approach to the problem of evaluating the effect on innovation sales of Research and Development (R&D) financial aids received by Luxembourgish firms in 2004 and 2005.

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Bibliographic Info

Paper provided by CEPS/INSTEAD in its series CEPS/INSTEAD Working Paper Series with number 2011-40.

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Length: 24 pages
Date of creation: Jul 2011
Date of revision:
Handle: RePEc:irs:cepswp:2011-40

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Keywords: Continuous treatment; Dose-response function; Generalized Propensity Score; Non-parametric methods; R&D investment;

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  1. Almus, Matthias & Czarnitzki, Dirk, 2001. "The effects of public R&D subsidies on firms' innovation activities: the case of Eastern Germany," ZEW Discussion Papers, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research 01-10, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  2. Paul A. David, Bronwyn H. Hall and Andrew A. Toole., 1999. "Is Public R&D a Complement or Substitute for Private R&D? A Review of the Econometric Evidence," Economics Working Papers, University of California at Berkeley E99-269, University of California at Berkeley.
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  4. Michela Bia & Alessandra Mattei, 2008. "A Stata package for the estimation of the dose–response function through adjustment for the generalized propensity score," Stata Journal, StataCorp LP, StataCorp LP, vol. 8(3), pages 354-373, September.
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  11. CZARNITZKI Dirk & LOPES BENTO Cindy, 2010. "Evaluation of public R&D policies: A cross-country comparison," CEPS/INSTEAD Working Paper Series, CEPS/INSTEAD 2010-31, CEPS/INSTEAD.
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  13. Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, Cambridge University Press, number 9780521785167.
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