*WeightIt* is a one-stop package to generate balancing weights
for point and longitudinal treatments in observational studies. Support
is included for binary, multi-category, and continuous treatments, a
variety of estimands including the ATE, ATT, ATC, ATO, and others, and
support for a wide variety of weighting methods, including those that
rely on parametric modeling, machine learning, or optimization.
*WeightIt* also provides functionality for fitting regression
models in weighted samples that account for estimation of the weights in
quantifying uncertainty. *WeightIt* uses a familiar formula
interface and is meant to complement `MatchIt`

as a package
that provides a unified interface to basic and advanced weighting
methods.

For a complete vignette, see the website
for *WeightIt* or `vignette("WeightIt")`

.

To install and load *WeightIt* , use the code below:

```
#CRAN version
::pkg_install("WeightIt")
pak
#Development version
::pkg_install("ngreifer/WeightIt")
pak
library("WeightIt")
```

The workhorse function of *WeightIt* is
`weightit()`

, which generates weights from a given formula
and data input according to methods and other parameters specified by
the user. Below is an example of the use of `weightit()`

to
generate propensity score weights for estimating the ATT:

```
data("lalonde", package = "cobalt")
<- weightit(treat ~ age + educ + nodegree +
W + race + re74 + re75,
married data = lalonde, method = "glm",
estimand = "ATT")
W
```

```
#> A weightit object
#> - method: "glm" (propensity score weighting with GLM)
#> - number of obs.: 614
#> - sampling weights: none
#> - treatment: 2-category
#> - estimand: ATT (focal: 1)
#> - covariates: age, educ, nodegree, married, race, re74, re75
```

Evaluating weights has two components: evaluating the covariate
balance produced by the weights, and evaluating whether the weights will
allow for sufficient precision in the eventual effect estimate. For the
first goal, functions in the `cobalt`

package, which are
fully compatible with *WeightIt*, can be used, as demonstrated
below:

```
library("cobalt")
bal.tab(W, un = TRUE)
```

```
#> Balance Measures
#> Type Diff.Un Diff.Adj
#> prop.score Distance 1.7941 -0.0205
#> age Contin. -0.3094 0.1188
#> educ Contin. 0.0550 -0.0284
#> nodegree Binary 0.1114 0.0184
#> married Binary -0.3236 0.0186
#> race_black Binary 0.6404 -0.0022
#> race_hispan Binary -0.0827 0.0002
#> race_white Binary -0.5577 0.0021
#> re74 Contin. -0.7211 -0.0021
#> re75 Contin. -0.2903 0.0110
#>
#> Effective sample sizes
#> Control Treated
#> Unadjusted 429. 185
#> Adjusted 99.82 185
```

For the second goal, qualities of the distributions of weights can be
assessed using `summary()`

, as demonstrated below.

`summary(W)`

```
#> Summary of weights
#>
#> - Weight ranges:
#>
#> Min Max
#> treated 1.0000 || 1.0000
#> control 0.0092 |---------------------------| 3.7432
#>
#> - Units with the 5 most extreme weights by group:
#>
#> 5 4 3 2 1
#> treated 1 1 1 1 1
#> 597 573 381 411 303
#> control 3.0301 3.0592 3.2397 3.5231 3.7432
#>
#> - Weight statistics:
#>
#> Coef of Var MAD Entropy # Zeros
#> treated 0.000 0.000 0.000 0
#> control 1.818 1.289 1.098 0
#>
#> - Effective Sample Sizes:
#>
#> Control Treated
#> Unweighted 429. 185
#> Weighted 99.82 185
```

Desirable qualities include small coefficients of variation close to 0 and large effective sample sizes.

Finally, we can estimate the effect of the treatment using a weighted outcome model, accounting for estimation of the weights in the standard error of the effect estimate:

```
<- lm_weightit(re78 ~ treat, data = lalonde,
fit weightit = W)
summary(fit, ci = TRUE)
```

```
#>
#> Call:
#> lm_weightit(formula = re78 ~ treat, data = lalonde, weightit = W)
#>
#> Coefficients:
#> Estimate Std. Error z value Pr(>|z|) 2.5 % 97.5 %
#> (Intercept) 5135.1 583.8 8.797 <1e-06 3990.9 6279.2 ***
#> treat 1214.1 798.2 1.521 0.128 -350.3 2778.4
#> Standard error: HC0 robust (adjusted for estimation of weights)
```

The tables below contains the available methods in *WeightIt*
for estimating weights for binary, multi-category, and continuous
treatments. Many of these methods do not require any other package to
use; see `vignette("installing-packages")`

for information on
how to install packages that are used.

Method | `method` |
---|---|

Binary regression PS | `"glm"` |

Generalized boosted modeling PS | `"gbm"` |

Covariate balancing PS | `"cbps"` |

Non-Parametric covariate balancing PS | `"npcbps"` |

Entropy balancing | `"ebal"` |

Inverse probability tilting | `"ipt"` |

Stable balancing weights | `"optweight"` |

SuperLearner PS | `"super"` |

Bayesian additive regression trees PS | `"bart"` |

Energy balancing | `"energy"` |

Method | `method` |
---|---|

Multinomial regression PS | `"glm"` |

Generalized boosted modeling PS | `"gbm"` |

Covariate balancing PS | `"cbps"` |

Non-Parametric covariate balancing PS | `"npcbps"` |

Entropy balancing | `"ebal"` |

Inverse probability tilting | `"ipt"` |

Stable balancing weights | `"optweight"` |

SuperLearner PS | `"super"` |

Bayesian additive regression trees PS | `"bart"` |

Energy balancing | `"energy"` |

Method | `method` |
---|---|

Generalized linear model GPS | `"glm"` |

Generalized boosted modeling GPS | `"gbm"` |

Covariate balancing GPS | `"cbps"` |

Non-Parametric covariate balancing GPS | `"npcbps"` |

Entropy balancing | `"ebal"` |

Stable balancing weights | `"optweight"` |

SuperLearner GPS | `"super"` |

Bayesian additive regression trees GPS | `"bart"` |

Distance covariance optimal weighting | `"energy"` |

In addition, *WeightIt* implements the subgroup balancing
propensity score using the function `sbps()`

. Several other
tools and utilities are available, including `trim()`

to trim
or truncate weights, `calibrate()`

to calibrate propensity
scores, `get_w_from_ps()`

to compute weights from propensity
scores.

*WeightIt* provides functions to fit weighted models that
account for the uncertainty in estimating the weights. These include
`glm_weightit()`

for fitting generalized linear models,
`ordinal_weightit()`

for ordinal regression models,
`multinom_weightit()`

for multinomial regression models, and
`coxph_weightit()`

for Cox proportional hazards models.
Several methods are available for computing the parameter variances,
including asymptotically correct M-estimation-base variances, robust
variances that treat the weights as fixed, and traditional and
fractional weighted bootstrap variances. Clustered variances are
supported. See `vignette("estimating-effects")`

for
information on how to use these after weighting to estimate treatment
effects.

Please submit bug reports, questions, comments, or other issues to https://github.com/ngreifer/WeightIt/issues. If you
would like to see your package or method integrated into
*WeightIt*, please contact the author. Fan mail is greatly
appreciated.