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help for xbalance
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STANDARDIZED DIFFERENCES FOR STRATIFIED COMPARISONS

        xbalance treatement strata varlist

Description

    Given a treatment variable, a stratifying factor, and covariates,
    xbalance calculates standardized differences (biases) along each
    covariate, with and without the stratification. Also, tests for
    conditional independence of the treatment variable and the covariates
    within strata.  Provides both stratified and unstratified analysis.

    In the unstratified case, the standardized difference of covariate means
    is the mean in the treatment group minus the mean in the control group,
    divided by the sd in the same variable estimated by pooling treatment and
    control group sds on the same variable.  In the stratified case, the
    denominator of the standardized difference remains the same but the
    numerator is a weighted average of within-stratum differences in means on
    the covariate.  By default, each stratum is weighted in proportion to the
    harmonic mean of the number of treated units (a) and control units (b) in
    the stratum; this weighting is optimal under certain modeling assumptions
    (discussed in Kalton 1968, Hansen and Bowers 2008).

Remarks

    To use xBalance, you must install R, available from CRAN:
    {stata:http://cran.r-project.org/} You must also install the RItools
    package prior to using. The source and binary code is available via the
    CRAN repository system for versions of R later than 2.7.0 so installation
    should simply use (from your R prompt):

        install.packages("RItools")

    If you want to install RItools for versions of R more current than 2.2
    but earlier than 2.7, you'll have to use:

        install.packages("Ritools",type="source",dep=TRUE)
 
    If you don't already have the SparseM package installed, you will need
    the tools required to compile fortran libraries installed in order to
    build SparseM, specifically gfortran. You should have all the tools you
    need if you have the full distribution of R (as compared to the "mini"
    distribution).

    After installing RItools, you will need to install the Rsource Stata
    package.  To install Rsource from SSC:

        ssc install rsource

    You must set the global Rterm_path prior to running xbalance. Examples,
    on Windows and Unix (such as Mac OS X) respectively:

        .global Rterm_path `"c:\r\R-2.5.0\bin\Rterm.exe"'
        .global Rterm_path `"/usr/bin/R"'

    You may find it convenient to add this to your profile.do.

Examples

Example using a binary treatment with labels:
        sysuse auto
        gen price10k=0
        replace price10k=1 if price>10000
        xbalance foreign price10k mpg rep78 weight length make

Notice that although foreign has labels "Domestic" and "Foreign" in Stata, it b
> ecomes coded as "Domestic"=FALSE=0 and "Foreign"=TRUE=1 in R because of a req
> uirement that treatment be either logical (aka binary) or numeric.

Example using a binary treatment without labels:
        xbalance price10k foreign mpg

Example using a continuous treatment variable and multiple covariates. Notice t
> hat missing values on rep78 receive their own test.
        xbalance price foreign mpg rep78 weight length make

An example of a test without stratification.
        gen constant=1
        xbalance price10k constant foreign mpg rep78

Author

    Jake Bowers <jwbowers@illinois.edu>, Mark Fredrickson
    <mark.m.fredrickson@gmail.com>, and Ben Hansen <ben.hansen@umich.edu>

Also see

    On-line help from R.