PSWEIGHT: Stata module to perform IPW- and CBPS-type propensity score reweighting, with various extensions

Keith Kranker

Statistical Software Components from Boston College Department of Economics

Abstract: psweight is a Stata command that offers Stata users easy access to the psweight Mata class. psweight subcmd computes inverse-probability weighting (IPW) weights for average treatment effect, average treatment effect on the treated, and average treatment effect on the untreated estimators for observational data. IPW estimators use estimated probability weights to correct for the missing data on the potential outcomes. Probabilities of treatment--propensity scores--are computed for each observation with one of a variety of methods, including logistic regression (traditional IPW), covariate-balancing propensity scores (CBPS), penalized covariate-balancing propensity scores (PCBPS), prognostic score-balancing propensity scores, and other methods. psweight balance constructs a balance table without computing IPW weights. The most common use case is when you wish to construct a balance table for the unweighted sample. However, you can also construct a balance table with user-supplied weights.

Language: Stata
Requires: Stata version 15.1
Keywords: propensity score weighting; treatment; IPW; ATE; covariate balancing (search for similar items in EconPapers)
Date: 2019-06-13, Revised 2019-08-12
Note: This module should be installed from within Stata by typing "ssc install psweight". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/p/psweight.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/psweight.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/psweight.mata program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/psweightFile-UR ... bocode/_/class.sthlp help file (text/plain)
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http://fmwww.bc.edu/repec/bocode/l/lpsweight.mlib Mata object library (application/x-stata)

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