29.8 Entropy Balancing
Entropy balancing is a method for achieving covariate balance in observational studies with binary treatments.
It uses a maximum entropy reweighting scheme to ensure that treatment and control groups are balanced based on sample moments.
This method adjusts for inequalities in the covariate distributions, reducing dependence on the model used for estimating treatment effects.
Entropy balancing improves balance across all included covariate moments and removes the need for repetitive balance checking and iterative model searching.
References
Hainmueller, Jens. 2012. “Entropy Balancing for Causal Effects: A Multivariate Reweighting Method to Produce Balanced Samples in Observational Studies.” Political Analysis 20 (1): 25–46.