CBPS: Covariate Balancing Propensity Score

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Implements the covariate balancing propensity score (CBPS) proposed by Imai and Ratkovic (2014) <DOI:10.1111/rssb.12027>. The propensity score is estimated such that it maximizes the resulting covariate balance as well as the prediction of treatment assignment. The method, therefore, avoids an iteration between model fitting and balance checking. The package also implements several extensions of the CBPS beyond the cross-sectional, binary treatment setting. The current version implements the CBPS for longitudinal settings so that it can be used in conjunction with marginal structural models from Imai and Ratkovic (2015) <DOI:10.1080/01621459.2014.956872>, treatments with three- and four-valued treatment variables, continuous-valued treatments from Fong, Hazlett, and Imai (2015) <http://imai.princeton.edu/research/files/CBGPS.pdf>, and the situation with multiple distinct binary treatments administered simultaneously. In the future it will be extended to other settings including the generalization of experimental and instrumental variable estimates. Recently add the optimal CBPS which chooses the optimal balancing function and results in doubly robust and efficient estimator for the treatment effect.

Author
Christian Fong <christianfong@stanford.edu>, Marc Ratkovic <ratkovic@princeton.edu>, Chad Hazlett <chazlett@ucla.edu>, Xiaolin Yang <xiaoliny@princeton.edu>, Kosuke Imai <kimai@princeton.edu>
Date of publication
2016-11-01 23:26:06
Maintainer
Christian Fong <christianfong@stanford.edu>
License
GPL (>= 2)
Version
0.12

View on CRAN

Man pages

balance
Optimal Covariate Balance
Blackwell
Blackwell Data for Covariate Balancing Propensity Score
CBMSM
Covariate Balancing Propensity Score (CBPS) for Marginal...
CBPS
Covariate Balancing Propensity Score (CBPS) Estimation
LaLonde
LaLonde Data for Covariate Balancing Propensity Score
npCBPS
Non-Parametric Covariate Balancing Propensity Score (npCBPS)...
plot.CBMSM
Plotting CBPS Estimation for Marginal Structural Models
plot.CBPS
Plotting Covariate Balancing Propensity Score Estimation
summary.CBPS
Summarizing Covariate Balancing Propensity Score Estimation
vcov.CBPS
Calculate Variance-Covariance Matrix for a Fitted CBPS Object

Files in this package

CBPS
CBPS/NAMESPACE
CBPS/data
CBPS/data/LaLonde.tab.gz
CBPS/data/Blackwell.tab.gz
CBPS/R
CBPS/R/CBPSMain.R
CBPS/R/CBPSContinuous.r
CBPS/R/CBMSM.R
CBPS/R/onAttach.R
CBPS/R/BlackwellHelpCode.R
CBPS/R/CBPSMultiTreat.r
CBPS/R/npCBPS.R
CBPS/R/CBIV.R
CBPS/R/CBPSBinary.R
CBPS/R/CBPSOptimalBinary.R
CBPS/README.md
CBPS/MD5
CBPS/DESCRIPTION
CBPS/ChangeLog
CBPS/man
CBPS/man/Blackwell.Rd
CBPS/man/CBPS.Rd
CBPS/man/CBMSM.Rd
CBPS/man/vcov.CBPS.Rd
CBPS/man/npCBPS.Rd
CBPS/man/LaLonde.Rd
CBPS/man/plot.CBPS.Rd
CBPS/man/plot.CBMSM.Rd
CBPS/man/summary.CBPS.Rd
CBPS/man/balance.Rd