optweight

Targeted Stable Balancing Weights Using Optimization

CRAN Package

Use optimization to estimate weights that balance covariates for binary, multinomial, and continuous treatments in the spirit of Zubizarreta (2015) doi:10.1080/01621459.2015.1023805. The degree of balance can be specified for each covariate. In addition, sampling weights can be estimated that allow a sample to generalize to a population specified with given target moments of covariates.

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