CBPS: Covariate Balancing Propensity Score

Implements the covariate balancing propensity score (CBPS) proposed by Imai and Ratkovic (2014) <doi:10.1111/rssb.12027>. 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 optimal CBPS from Fan et al. (in-press) <doi:10.1080/07350015.2021.2002159>, several extensions of the CBPS beyond the cross-sectional, binary treatment setting. They include the CBPS for longitudinal settings so that it can be used in conjunction with marginal structural models from Imai and Ratkovic (2015) <doi:10.1080/01621459.2014.956872>, treatments with three- and four-valued treatment variables, continuous-valued treatments from Fong, Hazlett, and Imai (2018) <doi:10.1214/17-AOAS1101>, propensity score estimation with a large number of covariates from Ning, Peng, and Imai (2020) <doi:10.1093/biomet/asaa020>, and the situation with multiple distinct binary treatments administered simultaneously. In the future it will be extended to other settings including the generalization of experimental and instrumental variable estimates.

Version: 0.23
Depends: R (≥ 3.4), MASS, MatchIt, nnet, numDeriv, glmnet
Suggests: testthat
Published: 2022-01-18
DOI: 10.32614/CRAN.package.CBPS
Author: Christian Fong [aut, cre], Marc Ratkovic [aut], Kosuke Imai [aut], Chad Hazlett [ctb], Xiaolin Yang [ctb], Sida Peng [ctb], Inbeom Lee [ctb]
Maintainer: Christian Fong <cjfong at umich.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: ChangeLog
In views: CausalInference
CRAN checks: CBPS results


Reference manual: CBPS.pdf


Package source: CBPS_0.23.tar.gz
Windows binaries: r-devel: CBPS_0.23.zip, r-release: CBPS_0.23.zip, r-oldrel: CBPS_0.23.zip
macOS binaries: r-release (arm64): CBPS_0.23.tgz, r-oldrel (arm64): CBPS_0.23.tgz, r-release (x86_64): CBPS_0.23.tgz, r-oldrel (x86_64): CBPS_0.23.tgz
Old sources: CBPS archive

Reverse dependencies:

Reverse imports: causal.decomp, causalOT, CERFIT, mvGPS, PanelMatch
Reverse suggests: cobalt, MatchIt, WeightIt
Reverse enhances: optmatch


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