``CBPS: R Package for Covariate Balancing Propensity Score''

 

  Abstract

CBPS is an R package that implements the covariate balancing propensity score proposed by Imai and Ratkovic (2013; JRSSB). 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 the generalization of CBPS to the longitudinal settings so that it can be used in conjunction with marginal structural models (Imai and Ratkovic, 2013a). In the future it will be extended to other settings including non-binary treatments and the generalization of experimental and instrumental variable estimates.

  Current Version

The current version is 0.4 (built on 03/02/13). The source code and the documentation are available for download from The Comprehensive R Archive Network (CRAN).

  Installation

Regardless of one's operating system, the software can be installed by typing the following command at R prompt:

> install.packages("CBPS")

This will install the latest version from CRAN.

© Kosuke Imai
Last modified: Tue Mar 26 22:04:35 EDT 2013