Help for package hbal

Type:

Package

Title:

Hierarchically Regularized Entropy Balancing

Version:

1.2.12

Date:

2023-12-21

Maintainer:

Yiqing Xu <yiqingxu@stanford.edu>

Description:

Implements hierarchically regularized entropy balancing proposed by Xu and Yang (2022) <doi:10.1017/pan.2022.12>. The method adjusts the covariate distributions of the control group to match those of the treatment group. 'hbal' automatically expands the covariate space to include higher order terms and uses cross-validation to select variable penalties for the balancing conditions.

URL:

https://yiqingxu.org/packages/hbal/

License:

MIT + file LICENSE

Depends:

R (≥ 3.6.0)

Imports:

Rcpp (≥ 1.0.1), estimatr, glmnet, gtable, gridExtra, ggplot2, stringr, nloptr, generics

Suggests:

MASS, knitr, rmarkdown, broom, ebal

LinkingTo:

Rcpp, RcppEigen

Encoding:

UTF-8

LazyData:

true

RoxygenNote:

7.2.3

NeedsCompilation:

yes

Packaged:

2023-12-29 23:51:27 UTC; yiqingxu

Author:

Yiqing Xu

[aut, cre], Eddie Yang [aut]

Repository:

CRAN

Date/Publication:

2024-01-10 18:13:03 UTC

Subsidiary hbal Function

Description

Function to load package description.

Usage

.onAttach(lib, pkg)

Arguments

lib

libname

pkg

package name

References

Xu, Y., & Yang, E. (2022). Hierarchically Regularized Entropy Balancing. Political Analysis, 1-8. doi:10.1017/pan.2022.12

Estimating the ATT from an hbal object

Description

att estimates the average treatment effect on the treated (ATT) from an hbal object returned by hbal.

Usage

att(hbalobject, method="lm_robust", dr=TRUE, displayAll=FALSE, ...)

Arguments

hbalobject

an object of class hbal as returned by hbal.

method

estimation method for the ATT. Default is the Lin (2016) estimator.

dr

doubly robust, whether an outcome model is included in estimating the ATT.

displayAll

only displays treatment effect by default.

...

arguments passed to lm_lin or lm_robust

Details

This is a wrapper for lm_robust and lm_lin from the estimatr package.

Value

A matrix of estimates with their robust standard errors

Author(s)

Yiqing Xu, Eddie Yang

Examples

#EXAMPLE 1
set.seed(1984)
N <- 500
X1 <- rnorm(N)
X2 <- rbinom(N,size=1,prob=.5)
X <- cbind(X1, X2)
treat <- rbinom(N, 1, prob=0.5) # Treatment indicator
y <- 0.5 * treat + X[,1] + X[,2] + rnorm(N) # Outcome
dat <- data.frame(treat=treat, X, Y=y)
out <- hbal(Treat = 'treat', X = c('X1', 'X2'), Y = 'Y', data=dat)
sout <- summary(att(out))

Data from Black and Owens (2016)

Description

Data on the contender judges from Black and Owens (2016): Courting the president: how circuit court judges alter their behavior for promotion to the Supreme Court This dataset includes 10,171 period-judge observations for a total of 68 judges. The treatment variable of interest is treatFinal0, which indicates whether there was a vacancy in the Supreme Court The outcome of interest is ideological alignment of judges' votes with the sitting President (presIdeoVote). The remaining variables are characteristics of the judges and courts, to be used as controls.

Format

A data frame with 10171 rows and 10 columns.

presIdeoVote: ideological alignment of judges' votes with the sitting President (outcome)
treatFinal0: treatment indicator for vacancy period
judgeJCS: judge’s Judicial Common Space (JCS)score
presDist: Ideological distribution of the sitting President
panelDistJCS: ideological composition of the panel with whom the judge sat
circmed: median JCS score of the circuit judges
sctmed: JCS score of the median justice on the Supreme Court
coarevtc: indicator for whether the case decision was reversed by the circuit court
casepub: indicator for the publication status of thecourt’s opinion
judge: name of the judge

References

Black, R. C., and Owens, R. J. (2016). Courting the president: how circuit court judges alter their behavior for promotion to the Supreme Court. American Journal of Political Science, 60(1), 30-43.

Match Column Names to be Excluded

Description

Internal function called by hbal to serially expand covariates.

Usage

covarExclude(colname, exclude)

Arguments

colname

column name.

exclude

list of covariate name pairs or triplets to be excluded.

Value

Logical

Author(s)

Yiqing Xu, Eddie Yang

Serial Expansion of Covariates

Description

Internal function called by hbal to serially expand covariates.

Usage

covarExpand(X, exp.degree = 3, treatment = NULL, exclude = NULL)

Arguments

X

matrix of covariates.

exp.degree

the degree of the polynomial.

treatment

treatment indicator

exclude

list of covariate name pairs or triplets to be excluded.

Value

A matrix of serially expanded covariates

Author(s)

Yiqing Xu, Eddie Yang

Ridge Penalty Selection through Cross Validation

Description

Internal function called by hbal to select ridge penalties through cross-validation.

Usage

crossValidate(
  group.alpha = NULL,
  penalty.pos = NULL,
  penalty.val = NULL,
  group.exact = NULL,
  grouping = NULL,
  folds = NULL,
  treatment = NULL,
  fold.co = NULL,
  fold.tr = NULL,
  coefs = NULL,
  control = NULL,
  constraint.tolerance = NULL,
  print.level = NULL,
  base.weight = NULL,
  full.t = NULL,
  full.c = NULL,
  shuffle.treat = NULL
)

Arguments

group.alpha

group.alpha. Controls degree of regularization.

penalty.pos

positions of user-supplied penalties.

penalty.val

values of user-supplied penalties.

group.exact

binary indicator of whether each covariate group should be penalized.

grouping

different groupings of the covariates.

folds

number of folds to perform cross validation.

treatment

covariate matrix for treatment group.

fold.co

fold assignments for control units.

fold.tr

fold assignments for treated units.

coefs

starting coefficients (lambda).

control

covariate matrix for control group.

constraint.tolerance

tolerance level for imbalance.

print.level

details of printed output.

base.weight

target weight distribution for the control units.

full.t

(unresidualized) ovariate matrix for treatment group.

full.c

(unresidualized) ovariate matrix for control group.

shuffle.treat

whether to create folds for the treated units

Value

group.alpha, lambda

Author(s)

Yiqing Xu, Eddie Yang

Double Selection

Description

Internal function called by hbal to perform double selection.

Usage

doubleSelection(X, W, Y, grouping)

Arguments

X

covaraite matrix

W

treatment indicator

Y

outcome variable

grouping

groupings of covariates

Value

resX, penalty.list, covar.keep

Author(s)

Yiqing Xu, Eddie Yang

Hierarchically Regularized Entropy Balancing

Description

hbal performs hierarchically regularized entropy balancing such that the covariate distributions of the control group match those of the treatment group. hbal automatically expands the covariate space to include higher order terms and uses cross-validation to select variable penalties for the balancing conditions.

hbal performs hierarchically regularized entropy balancing such that the covariate distributions of the control group match those of the treatment group. hbal automatically expands the covariate space to include higher order terms and uses cross-validation to select variable penalties for the balancing conditions.

Usage

hbal(data, Treat, X, Y = NULL, w = NULL, 
     X.expand = NULL, X.keep = NULL, expand.degree = 1,
     coefs = NULL, max.iterations = 200, cv = NULL, folds = 4,
     ds = FALSE, group.exact = NULL, group.alpha = NULL,
     term.alpha = NULL, constraint.tolerance = 1e-3, print.level = 0,
     grouping = NULL, group.labs = NULL, linear.exact = TRUE, shuffle.treat = TRUE,
     exclude = NULL,force = FALSE, seed = 94035)

Arguments

data

a dataframe that contains the treatment, outcome, and covariates.

Treat

a character string of the treatment variable.

X

a character vector of covariate names to balance on.

Y

a character string of the outcome variable.

w

a character string of the weighting variable for base weights

X.expand

a character vector of covariate names for serial expansion.

X.keep

a character vector of covariate names to keep regardless of whether they are selected in double selection.

expand.degree

degree of series expansion. 1 means no expansion. Default is 1.

coefs

initial coefficients for the reweighting algorithm (lambdas).

max.iterations

maximum number of iterations. Default is 200.

cv

whether to use cross validation. Default is TRUE.

folds

number of folds for cross validation. Only used when cv is TRUE.

ds

whether to perform double selection prior to balancing. Default is FALSE.

group.exact

binary indicator of whether each covariate group should be exact balanced.

group.alpha

penalty for each covariate group

term.alpha

named vector of ridge penalties, only takes 0 or 1.

constraint.tolerance

tolerance level for overall imbalance. Default is 1e-3.

print.level

details of printed output.

grouping

different groupings of the covariates. Must be specified if expand is FALSE.

group.labs

labels for user-supplied groups

linear.exact

seek exact balance on the level terms

shuffle.treat

whether to use cross-validation on the treated units. Default is TRUE.

exclude

list of covariate name pairs or triplets to be excluded.

force

binary indicator of whether to expand covariates when there are too many

seed

random seed to be set. Set random seed when cv=TRUE for reproducibility.

Details

In the simplest set-up, user can just pass in {Treatment, X, Y}. The default settings will serially expand X to include higher order terms, hierarchically residualize these terms, perform double selection to only keep the relevant variables and use cross-validation to select penalities for different groupings of the covariates.

Value

An list object of class hbal with the following elements:

coefs

vector that contains coefficients from the reweighting algorithm.

mat

matrix of serially expanded covariates if expand=TRUE. Otherwise, the original covariate matrix is returned.

penalty

vector of ridge penalties used for each covariate

weights

vector that contains the control group weights assigned by hbal.

W

vector of treatment status

Y

vector of outcome

Author(s)

Yiqing Xu, Eddie Yang

Yiqing Xu <yiqingxu@stanford.edu>, Eddie Yang <z5yang@ucsd.edu>

References

Xu, Y., & Yang, E. (2022). Hierarchically Regularized Entropy Balancing. Political Analysis, 1-8. doi:10.1017/pan.2022.12

Examples

# Example 1
set.seed(1984)
N <- 500
X1 <- rnorm(N)
X2 <- rbinom(N,size=1,prob=.5)
X <- cbind(X1, X2)
treat <- rbinom(N, 1, prob=0.5) # Treatment indicator
y <- 0.5 * treat + X[,1] + X[,2] + rnorm(N) # Outcome
dat <- data.frame(treat=treat, X, Y=y)
out <- hbal(Treat = 'treat', X = c('X1', 'X2'), Y = 'Y', data=dat)
summary(hbal::att(out))

# Example 2
## Simulation from Kang and Shafer (2007).
library(MASS)
set.seed(1984)
n <- 500
X <- mvrnorm(n, mu = rep(0, 4), Sigma = diag(4))
prop <- 1 / (1 + exp(X[,1] - 0.5 * X[,2] + 0.25*X[,3] + 0.1 * X[,4]))
# Treatment indicator
treat <- rbinom(n, 1, prop)
# Outcome
y <- 210 + 27.4*X[,1] + 13.7*X[,2] + 13.7*X[,3] + 13.7*X[,4] + rnorm(n)
# Observed covariates
X.mis <- cbind(exp(X[,1]/2), X[,2]*(1+exp(X[,1]))^(-1)+10, 
    (X[,1]*X[,3]/25+.6)^3, (X[,2]+X[,4]+20)^2)
dat <- data.frame(treat=treat, X.mis, Y=y)
out <- hbal(Treat = 'treat', X = c('X1', 'X2', 'X3', 'X4'), Y='Y', data=dat)
summary(att(out))

Data from Black and Owens (2016) and Hazlett (2020)

Description

The contenderJudges dataset is from Black and Owens (2016): Courting the president: how circuit court judges alter their behavior for promotion to the Supreme Court This dataset includes 10,171 period-judge observations for a total of 68 judges. The treatment variable of interest is treatFinal0, which indicates whether there was a vacancy in the Supreme Court The outcome of interest is ideological alignment of judges' votes with the sitting President (presIdeoVote). The remaining variables are characteristics of the judges and courts, to be used as controls.

The LaLonde dataset has treated units from Dehejia and Wahba (1999), containing 185 individuals; data on the control units is from Panel Study of Income Dynamics (PSID-1), containing 2,490 individuals.

Usage

data(hbal)

Source

Black, R. C., and Owens, R. J. (2016). Courting the president: how circuit court judges alter their behavior for promotion to the Supreme Court. American Journal of Political Science, 60(1), 30-43.
Dehejia, R. H., and Wahba, S. (1999). Causal effects in nonexperimental studies: Reevaluating the evaluation of training programs. Journal of the American statistical Association, 94(448), 1053-1062.
Hazlett, C. (2020). KERNEL BALANCING. Statistica Sinica, 30(3), 1155-1189.

Data from Hazlett (2020)

Description

Data on the treated units is from Dehejia and Wahba (1999), containing 185 individuals; data on the control units is from Panel Study of Income Dynamics (PSID-1), containing 2,490 individuals.

Format

A data frame with 2675 rows and 13 columns.

nsw: treatment indicator of whether an individual participated in the National Supported Work (NSW) program
age
educ: years of education
black: demographic indicator variables for Black
hisp: idemographic indicator variables for Hispanic
married: demographic indicator variables for married
re74: real earnings in 1974
re75: real earnings in 1975
re78: real earnings in 1978, outcome
u74: unemployment indicator for 1974
u75: unemployment indicator for 1975
u78: unemployment indicator for 1978
nodegr: indicator for no high school degree

References

Dehejia, R. H., and Wahba, S. (1999). Causal effects in nonexperimental studies: Reevaluating the evaluation of training programs. Journal of the American statistical Association, 94(448), 1053-1062.
Hazlett, C. (2020). KERNEL BALANCING. Statistica Sinica, 30(3), 1155-1189.

Plotting Covariate Balance from an `hbal` Object

Description

This function plots the covariate difference between the control and treatment groups in standardized means before and after weighting.

Usage

## S3 method for class 'hbal'
plot(x, type = 'balance', log = TRUE, base_size = 10, ...)

Arguments

x

an object of class hbalobject as returned by hbal.

type

type of graph to plot.

log

log scale for the weight plot

base_size

base font size

...

Further arguments to be passed to plot.hbal().

Value

A matrix of ggplots of covariate balance by group

Author(s)

Yiqing Xu, Eddie Yang

Summarizing from an `hbal` Object

Description

This function prints a summary from an hbal Object.

Usage

## S3 method for class 'hbal'
summary(object, print.level = 0, ...)

Arguments

object

an object of class hbalobject as returned by hbal.

print.level

level of details to be printed

...

Further arguments to be passed to summary.hbal().

Value

a summary table

Author(s)

Yiqing Xu, Eddie Yang

Update lambda

Description

Internal function called by hbal to residualize covariates.

Usage

updateCoef(old.coef, new.coef, counter)

Arguments

old.coef

previous coefficients

new.coef

new coefficients

counter

which fold in CV

Value

updated coefficients

Author(s)

Yiqing Xu, Eddie Yang

Subsidiary hbal Function

Description

Usage

Arguments

References

Estimating the ATT from an hbal object

Description

Usage

Arguments

Details

Value

Author(s)

Examples

Data from Black and Owens (2016)

Description

Format

References

Match Column Names to be Excluded

Description

Usage

Arguments

Value

Author(s)

Serial Expansion of Covariates

Description

Usage

Arguments

Value

Author(s)

Ridge Penalty Selection through Cross Validation

Description

Usage

Arguments

Value

Author(s)

Double Selection

Description

Usage

Arguments

Value

Author(s)

Hierarchically Regularized Entropy Balancing

Description

Usage

Arguments

Details

Value

Author(s)

References

Examples

Data from Black and Owens (2016) and Hazlett (2020)

Description

Usage

Source

Data from Hazlett (2020)

Description

Format

References

Plotting Covariate Balance from an hbal Object

Description

Usage

Arguments

Value

Author(s)

Summarizing from an hbal Object

Description

Usage

Arguments

Value

Author(s)

Update lambda

Description

Usage

Arguments

Value

Author(s)

Plotting Covariate Balance from an `hbal` Object

Summarizing from an `hbal` Object