Entropy Balancing for Causal Effects: A Multivariate Reweighting Method to Produce Balanced Samples in Observational Studies
@article{Hainmueller2012EntropyBF,
title={Entropy Balancing for Causal Effects: A Multivariate Reweighting Method to Produce Balanced Samples in Observational Studies},
author={Jens Hainmueller},
journal={Political Analysis},
year={2012},
volume={20},
pages={25-46}
}This paper proposes entropy balancing, a data preprocessing method to achieve covariate balance in observational studies with binary treatments. Entropy balancing relies on a maximum entropy reweighting scheme that calibrates unit weights so that the reweighted treatment and control group satisfy a potentially large set of prespecified balance conditions that incorporate information about known sample moments. Entropy balancing thereby exactly adjusts inequalities in representation with respect… CONTINUE READING
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