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 (2013;
JRSSB). 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 the generalization of CBPS to the
longitudinal settings so that it can be used in conjunction
with marginal structural models (Imai and Ratkovic, 2013a). In
the future it will be extended to other settings including
non-binary treatments and the generalization of experimental
and instrumental variable estimates.