A Stata package for the application of semiparametric estimators of dose-response functions
Michela Bia (),
FLORES Carlos A.,
Alfonso Flores-Lagunes () and
No 2013-07, LISER Working Paper Series from LISER
In many observational studies the treatment may not be binary or categorical, but rather continuous in nature, so focus is on estimating a continuous dose-response function. In this paper we propose a set of Stata programs to semiparametrically estimate the dose-response function of a continuous treatment, under the key assumption that adjusting for pre-treatment variables removes all biases (uncounfoundedness). We focus on kernel methods and penalized spline models, and use generalized propensity score methods under continuous treatment regimes for covariate adjustment. Several alternative parametric assumptions on the functional form of the generalized propensity score are implemented in our Stata programs, which also allow users to impose a common support condition and evaluate the balancing of the covariates using various approaches. We illustrate our routines by estimating the effect of the prize amount on subsequent labor earnings for Massachusetts lottery winners, using a data set collected by Imbens et al. (2001).
Keywords: dose-response function; generalized propensity score; kernel estimator; penalized spline estimator; weak unconfoundedness (search for similar items in EconPapers)
JEL-codes: C13 J31 J70 (search for similar items in EconPapers)
Pages: 28 pages
New Economics Papers: this item is included in nep-dcm
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2) Track citations by RSS feed
Downloads: (external link)
Our link check indicates that this URL is bad, the error code is: 403 Forbidden
Journal Article: A Stata package for the application of semiparametric estimators of dose-response functions (2014)
Journal Article: A Stata package for the application of semiparametric estimators of dose–response functions (2014)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:irs:cepswp:2013-07
Access Statistics for this paper
More papers in LISER Working Paper Series from LISER 11, Porte des Sciences, L-4366 Esch-sur-Alzette, G.-D. Luxembourg. Contact information at EDIRC.
Bibliographic data for series maintained by Library and Documentation ().