install ebalfit

ssc install ebalfit

Additionally, the latest version of moremata is required. You can update it by running:

ssc install moremata, replace

The moremata package provides Mata functions essential for ebalfit to operate correctly.

Key Features of ebalfit:

• Model Estimation: Estimates an entropy balancing model, similar to a logit model, and displays coefficients with standard errors.​

• Weight Generation: After estimation, use the predict command to generate balancing weights or the implied propensity scores.​

• Variance Estimation: Utilizes influence functions for variance estimation, which can be stored for adjusting standard errors of statistics computed using the balancing weights.