CBPS via empirical loss minimization

Solves ATT analogue of the covariate-balancing propensity scores problem

R implementation lightly edited version of implementation here (courtesy Wager/Svedrup)

Uses exponential tilting for exact balance. Approximate balance tuning forthcoming.

Refs:

• Imai and Ratkovic
• Zhao
• Wang and Zubizarreta
• Hainmueller