熵平衡

熵平衡（ Entropy balancing，EB） is a data preprocessing procedure that allows users to reweight a dataset. The preprocessing is based on a maximum entropy reweighting scheme that assigns weights to each data unit such that the covariate distributions in the reweighted data satisfy a set of moment conditions set by the researcher. This can be useful to balance covariate distributions in observational studies with a binary treatment where the control group data can be reweighted to match the covariate moments in the treatment group. Entropy balancing can also be used to reweight a survey sample to known characteristics from a target population. The weights that result from entropy balancing can be passed to any standard model to subsequently analyse the reweighted data. 

ebal is currently available for R and Stata as an alpha version.