Generalized Propensity Scores for Multiple Continuous Treatment Variables

Peter Egger and Maximilian von Ehrlich

No 4074, CESifo Working Paper Series from CESifo

Abstract: 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.

Keywords: generalized propensity score estimation; multiple treatments; continuous endogenous treatments (search for similar items in EconPapers)
JEL-codes: C14 C21 (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (11)

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Persistent link: https://EconPapers.repec.org/RePEc:ces:ceswps:_4074

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