xuyiqing/tjbal: Trajectory Balancing

Provides a general reweighting approach to causal inference with time-series cross-sectional (TSCS) data. It includes two estimators, mean balancing and kernel balancing. The former reweights control units such that the averages of the pre-treatment outcomes and covariates are approximately equal between the treatment and (reweighted) control groups. The latter relaxes the linearity assumption and seeks approximate balance on a kernel-based feature expansion of the pre-treatment outcomes and covariates. The resulting approach inherits the ability of synthetic control and latent factor models to tolerate time-varying confounders, but (1) improves feasibility and stability with reduced user discretion; (2) accommodates both short and long pre-treatment time periods with many or few treated units; and (3) balances on the high-order "trajectory" of pre-treatment outcomes rather than their period-wise average.

install.packages("remotes")
remotes::install_github("xuyiqing/tjbal")