In this article, we briefly review the role of the propensity score in estimating dose–response functions as described in Hirano and Imbens (2004, Applied Bayesian Modeling and Causal Inference from Incomplete-Data Perspectives, 73–84). Then we present a set of Stata programs that estimate the propensity score in a setting with a continuous treatment, test the balancing property of the generalized propensity score, and estimate the dose–response function. We illustrate these programs by using a dataset collected by Imbens, Rubin, and Sacerdote (2001, American Economic Review 91: 778–794).
