optweight: Optimization-Based Stable Balancing Weights
Noah Greifer · 2018
Use optimization to estimate weights that balance covariates for binary, multi-category, continuous, and multivariate treatments in the spirit of Zubizarreta (2015) . The degree of balance can be specified for each covariate. In addition, sampling weights can be estimated that allow a sample to generalize to a population specified with given target moments of covariates.