Generalized propensity scores for multiple continuous treatment variables

被引：16

作者：

Egger, Peter H. ^{[1
,2
,3
,4
,5
]}

von Ehrlich, Maximilian ^{[1
,3
]}

机构：

[1] Swiss Fed Inst Technol, Zurich, Switzerland

[2] CEPR, Washington, DC USA

[3] CESifo, Munich, Germany

[4] Ifo, Munich, Germany

[5] WIFO, Vienna, Austria

来源：

ECONOMICS LETTERS | 2013年 / 119卷 / 01期

关键词：

Generalized propensity score estimation; Multiple treatments; Continuous endogenous treatments;

D O I：

10.1016/j.econlet.2013.01.006

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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. (C) 2013 Published by Elsevier B.V.

引用

页码：32 / 34

页数：3

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