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Generalized propensity score (GPS) was used to remove selection bias when there is no random selection with continuous treatment to estimate treatment effects. This method based on weak unconfoundedness assumption and using normal linear regression to estimate the conditional Gaussian density as GPS for each value of treatment given the covariates to remove selection bias. However, in some situation, the continuous treatment variable was highly skewed from normal distribution. Therefore, using skew t distribution could be an alternate way to achieve more accurate estimations.
Zeyuan Jing, University of Florida
Walter L. Leite, University of Florida
Huan Kuang, University of Florida