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PSWEIGHT: Stata module to perform IPW- and CBPS-type propensity score reweighting, with various extensions
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PSWEIGHT: Stata module to perform IPW- and CBPS-type propensity score reweighting, with various extensions

Author

Listed:
  • Keith Kranker

    (Mathematica Policy Research)

Programming Language

Stata

Abstract

psweight is a Stata command that offers Stata users easy access to the psweight Mata class. psweight subcmd computes inverse-probability weighting (IPW) weights for average treatment effect, average treatment effect on the treated, and average treatment effect on the untreated estimators for observational data. IPW estimators use estimated probability weights to correct for the missing data on the potential outcomes. Probabilities of treatment--propensity scores--are computed for each observation with one of a variety of methods, including logistic regression (traditional IPW), covariate-balancing propensity scores (CBPS), penalized covariate-balancing propensity scores (PCBPS), prognostic score-balancing propensity scores, and other methods. psweight balance constructs a balance table without computing IPW weights. The most common use case is when you wish to construct a balance table for the unweighted sample. However, you can also construct a balance table with user-supplied weights.

Suggested Citation

  • Keith Kranker, 2019. "PSWEIGHT: Stata module to perform IPW- and CBPS-type propensity score reweighting, with various extensions," Statistical Software Components S458657, Boston College Department of Economics, revised 12 Aug 2019.
    • Handle: RePEc:boc:bocode:s458657
    Note: This module should be installed from within Stata by typing "ssc install psweight". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/p/psweight.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/psweight.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/psweight.mata
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/psweight_class.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lpsweight.mlib
    File Function: Mata object library
    Download Restriction: no
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    Citations

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    Cited by:

    1. Sourafel Girma & Holger Görg, 2022. "Productivity effects of processing and ordinary export market entry: A time‐varying treatments approach," Review of International Economics, Wiley Blackwell, vol. 30(3), pages 836-853, August.

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