GPSCORE2: Stata module to estimate the parameters of the conditional distribution of the treatment via GLM

Marco Ventura and Barbara Guardabascio

Statistical Software Components from Boston College Department of Economics

Abstract: gpscore2 estimates the parameters of the conditional distribution of the treatment given the control variables in varlist by GLM, allowing six different distribution functions: binomial, gamma, inverse gaussian, negative binomial, normal, poisson coupled with admissible links; for the normal case assesses the validity of the assumed normal distribution model by a user-specified goodness-of-fit test; and estimates the generalized propensity score (GPS). The estimated GPS is defined as R=r(T,X), where r(.,.) is the conditional density of the treatment given the covariates, T is the observed treatment, and X is the vector of the observed covariates. Then gpscore tests the balancing property by using the algorithm suggested by Hirano and Imbens (2004), and informs the user whether and at what extent the balancing property is supported by the data.

Language: Stata
Requires: Stata version 10
Keywords: conditional distribution; treatment; generalized linear models; generalized propensity score (search for similar items in EconPapers)
Date: 2013-07-03
Note: This module should be installed from within Stata by typing "ssc install gpscore2". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/g/gpscore2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gpscore2.sthlp help file (text/plain)

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