Working Paper
Generalized Propensity Scores for Multiple Continuous Treatment Variables
Peter Egger, Maximilian Von Ehrlich
CESifo, Munich, 2013
CESifo Working Paper No. 4074
CESifo, Munich, 2013
CESifo Working Paper No. 4074
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.
CESifo Category
Empirical and Theoretical Methods
Empirical and Theoretical Methods
Keywords: generalized propensity score estimation, multiple treatments, continuous endogenous treatments
JEL Classification: C140, C210