entBWOptions {causalOT}

Options for the Entropy Balancing Weights

Description

Options for the Entropy Balancing Weights

Usage

entBWOptions(delta = NULL, grid.length = 20L, nboot = 1000L, ...)

Arguments

delta

A number or vector of tolerances for the balancing functions. Default is NULL which will use a grid search

grid.length

The number of values to try in the grid search

nboot

The number of bootstrap samples to run during the grid search.

...

Arguments passed on to lbfgsb3c()

Value

A list of class entBWOptions with slots

• delta Delta values to try

• grid.length The number of parameters to try

• nboot Number of bootstrap samples

• solver.options A list of options passed to 'lbfgsb3c()

Function balancing

This method will balance functions of the covariates within some tolerance, \delta. For these functions B, we will desire

\frac{\sum_{i: Z_i = 0} w_i B(x_i) - \sum_{j: Z_j = 1} B(x_j)/n_1}{\sigma} \leq \delta

, where in this case we are targeting balance with the treatment group for the ATT. \sigma is the pooled standard deviation prior to balancing.

Examples

opts <- entBWOptions(delta = 0.1)