Generalized propensity scores for multiple continuous treatment variables

This 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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Year of publication:	2013
Authors:	Egger, Peter H. ; von Ehrlich, Maximilian
Publisher:	Munich : Center for Economic Studies and ifo Institute (CESifo)
Subject:	Schätztheorie \| Nichtparametrisches Verfahren \| Theorie \| generalized propensity score estimation \| multiple treatments \| continuous endogenous treatments

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Series:	CESifo Working Paper ; 4074
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	735083347 [GVK] hdl:10419/69571 [Handle]
Classification:	C14 - Semiparametric and Nonparametric Methods ; C21 - Cross-Sectional Models; Spatial Models
Source:	EconStor

Persistent link: https://www.econbiz.de/10010291531