CBPS: Covariate Balancing Propensity Score
Version 0.15

Implements the covariate balancing propensity score (CBPS) proposed by Imai and Ratkovic (2014) . 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) , treatments with three- and four- valued treatment variables, continuous-valued treatments from Fong, Hazlett, and Imai (2015) , 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 we have added the optimal CBPS which chooses the optimal balancing function and results in doubly robust and efficient estimator for the treatment effect as well as high dimensional CBPS when a large number of covariates exist.

Getting started

Package details

AuthorChristian Fong [aut, cre], Marc Ratkovic [aut], Kosuke Imai [aut], Chad Hazlett [ctb], Xiaolin Yang [ctb], Sida Peng [ctb]
Date of publication2017-11-26 22:16:15 UTC
MaintainerChristian Fong <[email protected]>
LicenseGPL (>= 2)
Version0.15
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("CBPS")

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CBPS documentation built on Nov. 27, 2017, 1:03 a.m.