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psweight.pkg
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psweight.pkg
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v 3
d psweight: IPW- and CBPS-type propensity score reweighting,
d with various extensions
d
d psweight computes inverse-probability weighting (IPW) weights for
d average treatment effect, average treatment effect on the treated,
d and average treatment effect on the untreated estimators for
d observational data. IPW estimators use estimated probability weights
d to correct for the missing data on the potential outcomes. Probabilities
d of treatment--propensity scores--are computed for each observation
d with one of a variety of methods, including logistic regression
d (traditional IPW), covariate-balancing propensity scores (CBPS),
d penalized covariate-balancing propensity scores (PCBPS), prognostic
d score-balancing propensity scores, and other methods.
d
d psweight.ado is a Stata command that offers Stata users
d easy access to the psweight() Mata class.
d
d See psweight.sthlp and psweight_class.sthlp for
d documentation and examples.
d
d Package by Keith Kranker, Mathematica Policy Research
d
f psweight.ado
f psweight.sthlp
f psweight.mata
f psweight_class.sthlp
f lpsweight.mlib