Causal Inference using Multivariate Generalized Propensity Score
Methods for estimating and utilizing the multivariate generalized
propensity score (mvGPS) for multiple continuous exposures described in
Williams, J.R, and Crespi, C.M. (2020) . The methods allow
estimation of a dose-response surface relating the joint distribution of multiple
continuous exposure variables to an outcome. Weights are constructed assuming a
multivariate normal density for the marginal and conditional distribution of
exposures given a set of confounders. Confounders can be different for different
exposure variables. The weights are designed to achieve balance across all
exposure dimensions and can be used to estimate dose-response surfaces.