mlsanityData to 7 Oct 2026

Entropy balancing is doubly robust

arXiv 1501.03571 ↗First posted 15 Jan 2015stat.ME stat.APcited by 13

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Abstract (arXiv)

Covariate balance is a conventional key diagnostic for methods used estimating causal effects from observational studies. Recently, there is an emerging interest in directly incorporating covariate balance in the estimation. We study a recently proposed entropy maximization method called Entropy Balancing (EB), which exactly matches the covariate moments for the different experimental groups in its optimization problem. We show EB is doubly robust with respect to linear outcome regression and logistic propensity score regression, and it reaches the asymptotic semiparametric variance bound when both regressions are correctly specified. This is surprising to us because there is no attempt to model the outcome or the treatment assignment in the original proposal of EB. Our theoretical results and simulations suggest that EB is a very appealing alternative to the conventional weighting estimators that estimate the propensity score by maximum likelihood.

Key facts. Cited by 13 papers in the map (data through 7 Oct 2026). First posted on arXiv 15 Jan 2015.

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Citing papers per year: 2021: 2; 2022: 3; 2023: 3; 2024: 4; 2025: 0; 2026: 1.

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