R Package for Covariate Balancing Propensity Score
Description
CBPS is an R package that implements the covariate
balancing propensity score proposed by Imai and Ratkovic
(2012). 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.
Currently, the package can only deal with binary treatment in
the cross section setting but in the future it will be extended
to other settings including non-binary treatments and causal
inference with longitudinal data.