Natural strata can be used in observational studies to balance the distributions of many covariates across any number of treatment groups and any number of comparisons. These strata have proportional amounts of units within each stratum across the treatments, allowing for simple interpretation and aggregation across strata. Within each stratum, the units are chosen using randomized rounding of a linear program that balances many covariates. To solve the linear program, the 'Gurobi' commercial optimization software is recommended, but not required. The 'gurobi' R package can be installed following the instructions at < https://www.gurobi.com/documentation/9.1/refman/ins_the_r_package.html>.