Stable Balancing Weights for Causal Inference and Missing Data

Implements the Stable Balancing Weights by Zubizarreta (2015) . These are the weights of minimum variance that approximately balance the empirical distribution of the observed covariates. For an overview, see Chattopadhyay, Hase and Zubizarreta (2020) . To solve the optimization problem in 'sbw', the default solver is 'quadprog', which is readily available through CRAN. The solver 'osqp' is also posted on CRAN. To enhance the performance of 'sbw', users are encouraged to install other solvers such as 'gurobi' and 'Rmosek', which require special installation. For the installation of gurobi and pogs, please follow the instructions at <> and <>.


Reference manual

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1.1.5 by Jose R. Zubizarreta, 4 months ago

Browse source code at

Authors: Jose R. Zubizarreta [aut, cre] , Yige Li [aut] , Kwangho Kim [aut] , Amine Allouah [ctb] , Noah Greifer [ctb]

Documentation:   PDF Manual  

GPL-2 | GPL-3 license

Imports MASS, spatstat.geom

Depends on Matrix, quadprog, slam

Suggests knitr, rmarkdown

Enhances gurobi, Rcplex, Rmosek, pogs, osqp

Suggested by missDiag.

See at CRAN