The
ebal package
implements entropy balancing (EB) as described
in Hainmueller (2012).
EB is a data preprocessing procedure that
allows users to reweight a dataset. The
preprocessing is based on a maximum entropy
reweighting scheme that assigns weights to
each data unit such that the covariate
distributions in the reweighted data satisfy a
set of moment conditions set by the
researcher. This can be useful to balance
covariate distributions 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. The weights that result
from entropy balancing can be passed to any
standard model to subsequently analyse the
reweighted data.
ebal is
currently available for R and Stata as an
alpha version. Feedback from users is
appreciated.
Hainmueller
and Yu (2013) is a paper that
describes the Stata package.
ebal for R
You can obtain the ebal
package for R from CRAN by typing:
install.packages("ebal")
Source:
http://cran.rproject.org/web/packages/ebal/
ebalance for
Stata
This
package is written jointly with Yiqing
Xu. Before installing the ebalance
package for Stata, please make sure that
your Stata is up to date (i.e.
type update
all on the Stata command
prompt).
To
install the ebal package for Stata type:
ssc install ebalance , replace
all
