Entropy Reweighting to Create Balanced Samples
Collect Covariate Balance Statistics
Function for Entropy Balancing
Entropy balancing
Trimming of Weights for Entropy Balancing
Generate Matrix of Squared Terms
Optimal step length search for entropy balancing algorithm
Generate Matrix of One-way Interactions and Squared Terms
Package implements entropy balancing, a data preprocessing procedure described in Hainmueller (2008, <doi:10.1093/pan/mpr025>) that allows users to reweight a dataset such that the covariate distributions in the reweighted data satisfy a set of user specified moment conditions. This can be useful to create balanced samples in observational studies with a binary treatment where the control group data can be reweighted to match the covariate moments in the treatment group. Entropy balancing can also be used to reweight a survey sample to known characteristics from a target population.