EBALFIT: Stata module to perform entropy balancing

Ben Jann

Statistical Software Components from Boston College Department of Economics

Abstract: -ebalfit- is an estimation command to perform entropy balancing. Entropy balancing can be expressed as a regression-like model with one coefficient for each balancing constraint. -ebalfit- estimates such a model including the variance-covariance matrix of the estimated parameters. The balancing weights are then obtained as predictions from this model. The variance-covariance matrix computed by -ebalfit- is based on influence functions. The influence functions can be stored for further use, for example, to correct the standard errors of statistics computed from the reweighted data.

Language: Stata
Requires: Stata version 14 and moremata from SSC (q.v.)
Keywords: entropy balancing; reweighting; influence function (search for similar items in EconPapers)
Date: 2021-07-28, Revised 2022-02-19
Note: This module should be installed from within Stata by typing "ssc install ebalfit". 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/e/ebalfit.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/e/ebalfit_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/e/ebalfit.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/e/ebalfit.zip zip archive (application/zip)

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