Page 1 of 1

Entropy balancing

Posted: Wed Jul 03, 2019 11:07 am
by oksanakim
Good day! I wonder whether Eviews 10.5 or later versions would have any options for estimating equations using entropy balancing (weighting) technique? I hear in other packages codes are available for this but cannot find any information regarding Eviews' possibilities. Thank you.

Re: Entropy balancing

Posted: Wed Jul 03, 2019 11:22 am
by EViews Gareth
No idea what that is. We have the ability to weight the observations in a regression, but I couldn't tell you whether that is enough.

Re: Entropy balancing

Posted: Wed Jul 03, 2019 11:32 am
by oksanakim
Here is the link to entropy balancing paper: https://web.stanford.edu/~jhain/Paper/PA2012.pdf.

Additionally, for example in Stata here is what they offer for entropy balancing: https://www.jstatsoft.org/article/view/v054i07.

From there:
"entropy balancing, is a multivariate reweighting method described in Hainmueller (2012 ) that allows users to reweight a dataset such that the covariate distributions in the reweighted data satisfy a set of specified moment conditions. This can be useful to create balanced samples in observational studies with a binary treatment where the control group data can be reweighted to match the covariate moments in the treatment group".

Could you please elaborate on the weighting observations in a regression? Thank you in advance!

Re: Entropy balancing

Posted: Wed Jul 03, 2019 11:39 am
by EViews Gareth

Re: Entropy balancing

Posted: Wed Jul 03, 2019 11:45 am
by oksanakim
I see. Thank you, but I am afraid this is not what is needed. Is propensity score matching somehow used in Eviews? Thanks again.

Re: Entropy balancing

Posted: Wed Jul 03, 2019 11:53 am
by EViews Gareth
No.