IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/s458657.html?ref=https://coder.social
 

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
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    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.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s458657. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/debocus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.