Ebalance: A Stata Package for Entropy Balancing

Journal of Statistical Software Vol. 54, Issue 7, September 2013

18 Pages Posted: 13 Oct 2011 Last revised: 17 Jan 2014

See all articles by Jens Hainmueller

Jens Hainmueller

Stanford University - Department of Political Science; Stanford Graduate School of Business; Stanford Immigration Policy Lab

Yiqing Xu

Stanford University

Date Written: September 1, 2013

Abstract

The Stata package ebalance implements entropy balancing, a multivariate reweighting method described in Hainmueller (2011) that allows users to reweight a dataset such that the covariate distributions in the reweighted data satisfy a set of speci ed moment conditions. This can be useful to create balanced samples in observational studies with a binary treatment where the control group data can be reweighted to match the covariate moments in the treatment group. Entropy balancing can also be used to reweight a survey sample to known characteristics from a target population.

Keywords: causal inference, reweighting, matching, Stata

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JEL Classification: C21

Suggested Citation

Hainmueller, Jens and Xu, Yiqing, Ebalance: A Stata Package for Entropy Balancing (September 1, 2013). Journal of Statistical Software Vol. 54, Issue 7, September 2013, Available at SSRN: https://ssrn.com/abstract=1943090 or http://dx.doi.org/10.2139/ssrn.1943090

Jens Hainmueller (Contact Author)

Stanford University - Department of Political Science ( email )

Stanford, CA 94305
United States

HOME PAGE: http://www.stanford.edu/~jhain/

Stanford Graduate School of Business ( email )

655 Knight Way
Stanford, CA 94305-5015
United States

Stanford Immigration Policy Lab

30 Alta Road
Stanford, CA 94305
United States

Yiqing Xu

Stanford University ( email )

Stanford, CA 94305
United States

HOME PAGE: http://yiqingxu.org

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