IDEAS home Printed from https://ideas.repec.org/p/yor/hectdg/14-19.html
   My bibliography  Save this paper

Health econometric evaluation of the effects of a continuous treatment: a machine learning approach

Author

Listed:
  • Kreif, N.
  • Grieve, R.
  • Díaz, I.
  • Harrison, D.

Abstract

When the treatment under evaluation is continuous rather than binary, the marginal causal effect can be reported from the estimated dose-response function. Here, regression methods can be employed that specify a model for the endpoint, given the treatment and covariates. An alternative is to estimate the generalised propensity score (GPS), which can adjust by the conditional density of the treatment, given the covariates. Witheither regression or GPS approaches, model misspecification can lead to biased estimates. This paper introduces a machine learning approach, the “Super Learner†, to estimate both the GPS and the dose-response function. The Super Learner selects the convex combination of candidate estimation algorithms, to create new estimators. We take a two stage estimation approach whereby the Super Learner selects a GPS, and then a dose-response function conditional on the GPS. We compare this approach to parametric implementations of the GPS and regression methods. We contrast the methods in the Risk Adjustment In Neurocritical care (RAIN) cohort study, in which we estimate the marginal causal effects of increasing transfer time from emergency departments to specialised neuroscience centres, for patients with traumatic brain injury. With parametric models for the outcome we find that dose-response curves differ according to choice of parametric specification. With the Super Learner approach to both regression and the GPS, we find that transfer time does not have a statistically significant marginal effect on the outcome.

Suggested Citation

  • Kreif, N. & Grieve, R. & Díaz, I. & Harrison, D., 2014. "Health econometric evaluation of the effects of a continuous treatment: a machine learning approach," Health, Econometrics and Data Group (HEDG) Working Papers 14/19, HEDG, c/o Department of Economics, University of York.
  • Handle: RePEc:yor:hectdg:14/19
    as

    Download full text from publisher

    File URL: https://www.york.ac.uk/media/economics/documents/hedg/workingpapers/1419.pdf
    File Function: Main text
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Porter Kristin E. & Gruber Susan & van der Laan Mark J. & Sekhon Jasjeet S., 2011. "The Relative Performance of Targeted Maximum Likelihood Estimators," The International Journal of Biostatistics, De Gruyter, vol. 7(1), pages 1-34, August.
    2. Vaart,A. W. van der, 2000. "Asymptotic Statistics," Cambridge Books, Cambridge University Press, number 9780521784504, November.
    3. BIA Michela & FLORES Carlos A. & MATTEI Alessandra, 2011. "Nonparametric Estimators of Dose-Response Functions," LISER Working Paper Series 2011-40, Luxembourg Institute of Socio-Economic Research (LISER).
    4. Kluve, Jochen & Schneider, Hilmar & Uhlendorff, Arne & Zhao, Zhong, 2007. "Evaluating Continuous Training Programs Using the Generalized Propensity Score," Ruhr Economic Papers 35, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    5. Patrick Royston & Douglas G. Altman, 1994. "Regression Using Fractional Polynomials of Continuous Covariates: Parsimonious Parametric Modelling," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 43(3), pages 429-453, September.
    6. Jochen Kluve & Hilmar Schneider & Arne Uhlendorff & Zhong Zhao, 2012. "Evaluating continuous training programmes by using the generalized propensity score," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 175(2), pages 587-617, April.
    7. Gruber Susan & van der Laan Mark J., 2010. "An Application of Collaborative Targeted Maximum Likelihood Estimation in Causal Inference and Genomics," The International Journal of Biostatistics, De Gruyter, vol. 6(1), pages 1-31, May.
    8. Carlos A. Flores & Alfonso Flores-Lagunes & Arturo Gonzalez & Todd C. Neumann, 2012. "Estimating the Effects of Length of Exposure to Instruction in a Training Program: The Case of Job Corps," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 153-171, February.
    9. Donald B. Rubin, 2005. "Causal Inference Using Potential Outcomes: Design, Modeling, Decisions," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 322-331, March.
    10. Michela Bia & Alessandra Mattei, 2008. "A Stata package for the estimation of the dose–response function through adjustment for the generalized propensity score," Stata Journal, StataCorp LP, vol. 8(3), pages 354-373, September.
    11. Kosuke Imai & David A. van Dyk, 2004. "Causal Inference With General Treatment Regimes: Generalizing the Propensity Score," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 854-866, January.
    12. Jochen Kluve & Hilmar Schneider & Arne Uhlendorff & Zhong Zhao, 2012. "Evaluating continuous training programmes by using the generalized propensity score," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 175(2), pages 587-617, April.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Liu, Meijun & Hu, Xiao, 2021. "Will collaborators make scientists move? A Generalized Propensity Score analysis," Journal of Informetrics, Elsevier, vol. 15(1).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Noémi Kreif & Richard Grieve & Iván Díaz & David Harrison, 2015. "Evaluation of the Effect of a Continuous Treatment: A Machine Learning Approach with an Application to Treatment for Traumatic Brain Injury," Health Economics, John Wiley & Sons, Ltd., vol. 24(9), pages 1213-1228, September.
    2. Ida D'Attoma & Silvia Pacei, 2018. "Evaluating the Effects of Product Innovation on the Performance of European Firms by Using the Generalised Propensity Score," German Economic Review, Verein für Socialpolitik, vol. 19(1), pages 94-112, February.
    3. Tübbicke Stefan, 2022. "Entropy Balancing for Continuous Treatments," Journal of Econometric Methods, De Gruyter, vol. 11(1), pages 71-89, January.
    4. Serrano-Domingo, Guadalupe & Requena-Silvente, Francisco, 2013. "Re-examining the migration–trade link using province data: An application of the generalized propensity score," Economic Modelling, Elsevier, vol. 32(C), pages 247-261.
    5. Zachary K. Collier & Walter L. Leite & Allison Karpyn, 2021. "Neural Networks to Estimate Generalized Propensity Scores for Continuous Treatment Doses," Evaluation Review, , vol. 45(1-2), pages 3-33, February.
    6. Ruth T. Chepchirchir & Ibrahim Macharia & Alice W. Murage & Charles A. O. Midega & Zeyaur R. Khan, 2017. "Impact assessment of push-pull pest management on incomes, productivity and poverty among smallholder households in Eastern Uganda," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 9(6), pages 1359-1372, December.
    7. Ferrara, Antonella Rita & Dijkstra, Lewis & McCann, Philip & Nisticó, Rosanna, 2022. "The response of regional well-being to place-based policy interventions," Regional Science and Urban Economics, Elsevier, vol. 97(C).
    8. Hilal Atasoy & Rajiv D. Banker & Paul A. Pavlou, 2016. "On the Longitudinal Effects of IT Use on Firm-Level Employment," Information Systems Research, INFORMS, vol. 27(1), pages 6-26, March.
    9. Steckenleiter, Carina & Lechner, Michael & Pawlowski, Tim & Schüttoff, Ute, 2019. "Do local public expenditures on sports facilities affect sports participation in Germany?," Economics Working Paper Series 1905, University of St. Gallen, School of Economics and Political Science.
    10. Magrini, Emiliano & Montalbano, Pierluigi & Nenci, Silvia & Salvatici, Luca, 2014. "Agricultural trade distortions during recent international price spikes: what implications for food security?," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182726, European Association of Agricultural Economists.
    11. Juan M. Villa, 2014. "The length of exposure to antipoverty transfer programmes: what is the relevance for children's human capital formation?," Global Development Institute Working Paper Series 20614, GDI, The University of Manchester.
    12. Chepchirchir, R. & Macharia, I. & Murage, A.W. & Midega, C.A.O. & Khan, Z.R., 2016. "Impact assessment of push-pull technology on incomes, productivity and poverty among smallholder households in Eastern Uganda," 2016 Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia 246316, African Association of Agricultural Economists (AAAE).
    13. Michela Bia & Alessandra Mattei, 2012. "Assessing the effect of the amount of financial aids to Piedmont firms using the generalized propensity score," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(4), pages 485-516, November.
    14. Swen Kuh & Grace S. Chiu & Anton H. Westveld, 2020. "Latent Causal Socioeconomic Health Index," Papers 2009.12217, arXiv.org, revised Oct 2023.
    15. Finn McGuire & Noemi Kreif & Peter C. Smith, 2021. "The effect of distance on maternal institutional delivery choice: Evidence from Malawi," Health Economics, John Wiley & Sons, Ltd., vol. 30(9), pages 2144-2167, September.
    16. Flores-Lagunes, Alfonso & Gonzalez, Arturo & Neumann, Todd C., 2007. "Estimating the Effects of Length of Exposure to a Training Program: The Case of Job Corps," IZA Discussion Papers 2846, Institute of Labor Economics (IZA).
    17. Emiliano Magrini & Pierluigi Montalbano & Silvia Nenci & Luca Salvatici, 2017. "Agricultural (Dis)Incentives and Food Security: Is There a Link?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 99(4), pages 847-871.
    18. Egger, Peter H. & Ehrlich, Maximilian v. & Nelson, Douglas R., 2020. "The trade effects of skilled versus unskilled migration," Journal of Comparative Economics, Elsevier, vol. 48(2), pages 448-464.
    19. Chung Choe & Alfonso Flores-Lagunes & Sang-Jun Lee, 2015. "Do dropouts with longer training exposure benefit from training programs? Korean evidence employing methods for continuous treatments," Empirical Economics, Springer, vol. 48(2), pages 849-881, March.
    20. Martin Huber & Yu‐Chin Hsu & Ying‐Ying Lee & Layal Lettry, 2020. "Direct and indirect effects of continuous treatments based on generalized propensity score weighting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 814-840, November.

    More about this item

    Keywords

    program evaluation; generalised propensity score; machine learning;
    All these keywords.

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • C5 - Mathematical and Quantitative Methods - - Econometric Modeling

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:yor:hectdg:14/19. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Jane Rawlings (email available below). General contact details of provider: https://edirc.repec.org/data/deyoruk.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.