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
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 119.2013, 1, p. 32-34
Publisher:	Elsevier
Subject:	Generalized propensity score estimation \| Multiple treatments \| Continuous endogenous treatments

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Type of publication:	Article
Classification:	C14 - Semiparametric and Nonparametric Methods ; C21 - Cross-Sectional Models; Spatial Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010662378