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Group balancing generalized propensity score matching with continuous treatments

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  • Sun, Kuan
  • Xiao, Zhiguo

Abstract

We propose a new method for estimating the effect of a continuous treatment when data contains unobserved group-level differences. Our approach uses group-level averages of treatments and covariates as “group balancing statistics” to eliminate differences between groups. We introduce the Group Balancing Generalized Propensity Score Matching (GBGPSM) estimator, establish its asymptotic properties, and evaluate its performance through simulations.

Suggested Citation

  • Sun, Kuan & Xiao, Zhiguo, 2026. "Group balancing generalized propensity score matching with continuous treatments," Statistics & Probability Letters, Elsevier, vol. 233(C).
    • Handle: RePEc:eee:stapro:v:233:y:2026:i:c:s0167715226000301
    DOI: 10.1016/j.spl.2026.110666
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