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A Stata package for the estimation of the dose–response function through adjustment for the generalized propensity score

Author

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  • Michela Bia

    (Laboratorio Riccardo Revelli, Collegio Carlo Alberto)

  • Alessandra Mattei

    (Department of Statistics, University of Florence)

Abstract

In this article, we briefly review the role of the propensity score in estimating dose-response functions as described in Hirano and Imbens (2004, Applied Bayesian Modeling and Causal Inference from Incomplete-Data Perspectives, 73-84). Then we present a set of Stata programs that estimate the propensity score in a setting with a continuous treatment, test the balancing property of the generalized propensity score, and estimate the dose-response function. We illustrate these programs by using a dataset collected by Imbens, Rubin, and Sacerdote (2001, American Economic Review 91: 778-794). Copyright 2008 by StataCorp LP.

Suggested Citation

  • 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 LLC, vol. 8(3), pages 354-373, September.
    • Handle: RePEc:tsj:stataj:v:8:y:2008:i:3:p:354-373
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    References listed on IDEAS

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    1. Guido W. Imbens & Donald B. Rubin & Bruce I. Sacerdote, 2001. "Estimating the Effect of Unearned Income on Labor Earnings, Savings, and Consumption: Evidence from a Survey of Lottery Players," American Economic Review, American Economic Association, vol. 91(4), pages 778-794, September.
    2. Bia, Michela & Mattei, Alessandra, 2007. "Application of the Generalized Propensity Score. Evaluation of public contributions to Piedmont enterprises," POLIS Working Papers 80, Institute of Public Policy and Public Choice - POLIS.
    3. Sascha O. Becker & Andrea Ichino, 2002. "Estimation of average treatment effects based on propensity scores," Stata Journal, StataCorp LLC, vol. 2(4), pages 358-377, November.
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