Mahalanobis balancing: a multivariate perspective on approximate covariate balancing
马氏平衡:近似协变量平衡的多变量视角
In the past decade, various exact balancing-based weighting methods were introduced to the causal inference literature. Exact balancing alleviates the extreme weight and model misspecification issues that may incur when one implements inverse probability weighting. It eliminates covariate imbalance by imposing balancing constraints in an optimization problem. The optimization problem can nevertheless be infeasible when there is bad overlap between the covariate distributions…