Entropy Balancing for Causal Effects

A Multivariate Reweighting Method to Produce Balanced Samples in Observational Studies

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Jens Hainmueller: Entropy Balancing for Causal Effects (Political Analysis)

Published by Political Analysis.

Maximum Entropy Principle Applied

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The author applies the maximum entropy principle to calculate weights for survey responses given the first moments of population characteristics.

It is an example where as normalizing constraint in the maximum entropy problem formulation it is not required to that the weights sum to one. Instead, the sum is required to be the sample size.

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