Cited by 316Advanced Causal Inference TechniquesStatistical Methods and InferenceStatistical Methods and Bayesian Inference

Covariate balancing propensity score for a continuous treatment: Application to the efficacy of political advertisements

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Fong, Christian, Hazlett, Chad, Imai, Kosuke·2018·The Annals of Applied Statistics

Abstract

Propensity score matching and weighting are popular methods when estimating causal effects in observational studies. Beyond the assumption of unconfoundedness, however, these methods also require the model for the propensity score to be correctly specified. The recently proposed covariate balancing propensity score (CBPS) methodology increases the robustness to model misspecification by directly optimizing sample covariate balance between the treatment and control groups. In this paper, we extend the CBPS to a continuous treatment. We propose the covariate balancing generalized propensity score (CBGPS) methodology, which minimizes the association between covariates and the treatment. We develop both parametric and nonparametric approaches and show their superior performance over the standard maximum likelihood estimation in a simulation study. The CBGPS methodology is applied to an observational study, whose goal is to estimate the causal effects of political advertisements on campaign contributions. We also provide open-source software that implements the proposed methods.

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Authors
Fong, C., Hazlett, C., & Imai, K.
Affiliations
University of California, Los Angeles (US)
Venue
The Annals of Applied Statistics
Published
2018-03-01
Volume
12
Issue
1
Pages
156-177
ISSN
  • 1932-6157 (ISSN-L)
  • 1941-7330
OpenAlex
W2585690194
Cited by
315
References
39
Citations by year
2026: 24 · 2025: 45 · 2024: 47 · 2023: 41 · 2022: 43 · 2021: 42 · 2020: 42 · 2019: 14 · 2018: 11 · 2017: 4 · 2016: 2
FWCI
22.61
Type
journal article
Language
en
Open access
Locations
  • The Annals of Applied Statistics (publishedVersion)
  • Project Euclid (Cornell University) (submittedVersion)
  • eScholarship (California Digital Library) (submittedVersion)
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Advanced Causal Inference Techniques
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Inference
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
Keywords
covariate balancing propensity score, continuous treatment, generalized propensity score, model misspecification, causal effect estimation, campaign contributions, observational studies, nonparametric estimation, parameter estimation

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