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Matching and balancing

statspai.matching covers classical matching, balancing weights, diagnostics, and Love plots behind a unified sp.match(...) dispatcher plus standalone estimator functions for power users.

See also the decision guide: Choosing a matching estimator, and the exhaustive auto-generated listing under Full API reference -> matching.

Choosing an entry point

import statspai as sp

# Default nearest-neighbour propensity-score matching.
r = sp.match(
    df,
    y="earnings",
    treat="training",
    covariates=["age", "education", "earnings_pre"],
)

# Balancing-weight estimators are available through method=...
r_ebal = sp.match(df, y="earnings", treat="training",
                  covariates=["age", "education"], method="ebalance")

# ...or as standalone functions with estimator-specific options.
w = sp.overlap_weights(df, treat="training",
                       covariates=["age", "education", "earnings_pre"])
diag = sp.balance_diagnostics(df, treat="training",
                              covariates=["age", "education"],
                              weights=w.weights)

Estimator families

Family Functions Typical use
Classical matching sp.match(method="nearest" | "psm" | "mahalanobis" | "cem" | "stratify") Matched samples or subclassification with transparent design choices.
Entropy / CBPS / SBW sp.ebalance, sp.cbps, sp.sbw Direct covariate balance by reweighting.
Genetic matching sp.genmatch Automated balance search over covariate weights.
Overlap weights sp.overlap_weights ATE-style overlap-population estimands with stable weights.
Diagnostics sp.balance_diagnostics, sp.love_plot Standardised mean differences, variance ratios, and Love plots.

Method-level API

sp.match(...)

match

Matching estimators for observational causal inference.

Unified interface supporting orthogonal design choices:

  • distance: how to measure unit similarity
  • 'propensity' — logit propensity score (Rosenbaum & Rubin 1983)
  • 'mahalanobis' — Mahalanobis distance (Rubin 1980)
  • 'euclidean' — normalized Euclidean distance
  • 'exact' — exact covariate values (no approximation)

  • method: how to use those distances

  • 'nearest' — k-nearest-neighbor matching
  • 'stratify' — subclassification / stratification
  • 'cem' — coarsened exact matching (Iacus, King & Porro 2012)

  • bias_correction: Abadie-Imbens (2011) regression adjustment for matching discrepancies in nearest-neighbor matching.

Backward compatible: method='psm', method='mahalanobis', and method='cem' still work and map to the new parameter space.

References

Rosenbaum, P.R. and Rubin, D.B. (1983). Biometrika, 70(1), 41-55. Abadie, A. and Imbens, G.W. (2006). Econometrica, 74(1), 235-267. Abadie, A. and Imbens, G.W. (2011). JBES, 29(1), 1-11. Iacus, S.M., King, G., and Porro, G. (2012). Political Analysis, 20(1), 1-24. King, G. and Nielsen, R. (2019). Political Analysis, 27(4), 435-454. Cunningham, S. (2021). Causal Inference: The Mixtape. Yale University Press. Ch. 5: Matching and Subclassification. https://mixtape.scunning.com/ [@rosenbaum1983central]

MatchEstimator

Unified matching estimator supporting multiple distance × method combinations.

fit

fit() -> CausalResult

Fit matching estimator and return results.

match

match(data: DataFrame, y: str, treat: str, covariates: List[str], *, distance: Optional[str] = None, method: str = 'nearest', estimand: str = 'ATT', n_matches: int = 1, caliper: Optional[float] = None, replace: bool = True, bias_correction: bool = False, ps_poly: int = 1, n_strata: int = 5, n_bins: Optional[int] = None, alpha: float = 0.05) -> CausalResult

Estimate treatment effect using matching.

Parameters:

Name Type Description Default
data DataFrame

Input data.

required
y str

Outcome variable.

required
treat str

Binary treatment variable (0/1).

required
covariates list of str

Variables to match on.

required
distance str

Distance metric: 'propensity', 'mahalanobis', 'euclidean', 'exact'. Default is 'propensity' for method='nearest'/'stratify'.

None
method str

Matching algorithm: 'nearest', 'stratify', 'cem'. Legacy values 'psm', 'mahalanobis' also accepted.

'nearest'
estimand str

Target estimand: 'ATT' or 'ATE'.

'ATT'
n_matches int

Number of nearest-neighbor matches per unit.

1
caliper float

Maximum distance for a valid match.

None
replace bool

Match with replacement (nearest-neighbor only).

True
bias_correction bool

Apply Abadie-Imbens (2011) bias correction via regression adjustment on the matching discrepancy.

False
ps_poly int

Polynomial degree for the propensity score logit model. ps_poly=1 uses linear terms only. ps_poly=2 adds all squared terms and pairwise interactions. ps_poly=3 adds cubic terms as well. Higher-order specifications are standard practice; see Cunningham (2021, Ch. 5) for worked examples with age + age^2 + age^3 + educ + educ^2 + educ*re74.

1
n_strata int

Number of strata for method='stratify'.

5
n_bins int

Number of bins per covariate for method='cem'. Default uses Sturges' rule.

None
alpha float

Significance level.

0.05

Returns:

Type Description
CausalResult

Examples:

>>> # Propensity score matching (default)
>>> result = sp.match(df, y='wage', treat='training',
...                   covariates=['age', 'edu', 'exp'])
>>> # Mahalanobis distance + bias correction
>>> result = sp.match(df, y='wage', treat='training',
...                   covariates=['age', 'edu', 'exp'],
...                   distance='mahalanobis', bias_correction=True)
>>> # Exact matching
>>> result = sp.match(df, y='wage', treat='training',
...                   covariates=['age', 'edu'],
...                   distance='exact')
>>> # Propensity score stratification (5 strata)
>>> result = sp.match(df, y='wage', treat='training',
...                   covariates=['age', 'edu', 'exp'],
...                   method='stratify', n_strata=5)
>>> # CEM
>>> result = sp.match(df, y='wage', treat='training',
...                   covariates=['age', 'edu'],
...                   method='cem')
>>> # Quadratic PS model (Cunningham 2021, Ch. 5 style)
>>> result = sp.match(df, y='wage', treat='training',
...                   covariates=['age', 'edu', 'exp'],
...                   ps_poly=2)
>>> # Without-replacement matching
>>> result = sp.match(df, y='wage', treat='training',
...                   covariates=['age', 'edu'],
...                   replace=False)
>>> # Legacy API still works
>>> result = sp.match(df, y='wage', treat='training',
...                   covariates=['age', 'edu'], method='psm')

balanceplot

balanceplot(result: CausalResult, threshold: float = 0.1, ax=None, figsize: tuple = (8, None), title: str = None)

Love plot: covariate balance visualization (SMD dot plot).

Displays standardized mean differences (SMD) for each covariate. The standard threshold for good balance is |SMD| < 0.1.

Parameters:

Name Type Description Default
result CausalResult

Result from match() or ebalance().

required
threshold float

SMD threshold lines.

0.1
ax matplotlib Axes
None
figsize tuple

Height auto-scales with number of covariates if None.

(8, None)
title str
None

Returns:

Type Description
(fig, ax)

psplot

psplot(data: DataFrame, treat: str, covariates: List[str], *, n_bins: int = 40, ax=None, figsize: tuple = (8, 5), title: str = None, labels: tuple = ('Control', 'Treated'), colors: tuple = ('#3498DB', '#E74C3C'), trim: Optional[float] = None)

Propensity score distribution plot (common support diagnostic).

Overlays histograms of the estimated propensity score for treated and control groups, so the user can visually assess whether the common support (overlap) assumption holds.

Parameters:

Name Type Description Default
data DataFrame
required
treat str

Binary treatment column.

required
covariates list of str

Covariates used to estimate the propensity score.

required
n_bins int

Number of histogram bins.

40
ax matplotlib Axes
None
figsize tuple
(8, 5)
title str
None
labels tuple of str

Labels for (control, treated).

('Control', 'Treated')
colors tuple of str

Colors for (control, treated).

('#3498DB', '#E74C3C')
trim float

If set, draw vertical lines at (trim, 1-trim) to show the recommended trimming region.

None

Returns:

Type Description
(fig, ax)

Examples:

>>> fig, ax = sp.psplot(df, treat='D', covariates=['x1', 'x2'])
>>> fig, ax = sp.psplot(df, treat='D', covariates=['x1', 'x2'],
...                      trim=0.1)

sp.ebalance(...)

ebalance

Entropy Balancing (Hainmueller 2012).

Reweights the control group so that weighted covariate moments (mean, variance, skewness) exactly match the treated group, without dropping observations or relying on propensity score models.

More robust than PSM because it directly targets balance rather than modeling the selection process.

References

Hainmueller, J. (2012). "Entropy Balancing for Causal Effects: A Multivariate Reweighting Method to Produce Balanced Samples in Observational Studies." Political Analysis, 20(1), 25-46. [@hainmueller2012entropy]

ebalance

ebalance(data: DataFrame, y: str, treat: str, covariates: List[str], moments: int = 1, alpha: float = 0.05) -> CausalResult

Entropy Balancing treatment effect estimator.

Reweights control units to exactly match treated covariate moments, then estimates ATT via weighted difference in means.

Parameters:

Name Type Description Default
data DataFrame
required
y str

Outcome variable.

required
treat str

Binary treatment indicator (0/1).

required
covariates list of str

Covariates to balance on.

required
moments int

Number of moments to balance: - 1: means only - 2: means and variances - 3: means, variances, and skewness

1
alpha float
0.05

Returns:

Type Description
CausalResult

ATT estimate with entropy-balanced weights and balance table.

Examples:

>>> result = sp.ebalance(df, y='outcome', treat='treated',
...                       covariates=['age', 'income', 'education'])
>>> print(result.summary())
>>> # Check balance improvement
>>> print(result.model_info['balance'])
Notes

Entropy balancing solves:

.. math:: \min_w \sum_i w_i \log(w_i / q_i)

subject to balance constraints (weighted moments match) and normalization (weights sum to 1).

Unlike PSM, this guarantees exact balance on specified moments without iteration or caliper tuning.

See Hainmueller (2012, Political Analysis).

sp.cbps(...)

cbps

Covariate-Balancing Propensity Score (Imai & Ratkovic 2014).

CBPS estimates the propensity score by solving a moment condition that jointly enforces:

(a) the logit score equation (standard MLE first-order condition);
(b) exact mean-balance of covariates under the implied IPW weights.

The "just-identified" (exact) variant uses K moment conditions where K equals the covariate dimension (drops the score equation). The "over-identified" variant stacks both sets and solves via GMM. This module implements both.

Mathematically, denote π(X; β) = 1 / (1 + exp(-X'β)). The over-identified moment vector for ATE is

g_i(β) = [ (T_i - π_i) * X_i ,                (MLE)
           (T_i - π_i) / (π_i (1 - π_i)) X_i ] (Balance)

CBPS minimises ḡ' W ḡ with W = identity for the exact case (K equations, K unknowns → method of moments) or with the efficient GMM weighting matrix for the over-identified case.

Treatment-effect point estimate uses the resulting weights in the standard (normalised Hajek) IPW formula; SEs come from a paired bootstrap re-estimation by default.

References

Imai, K., Ratkovic, M. (2014). "Covariate Balancing Propensity Score." JRSS-B, 76(1), 243-263. [@imai2014covariate]

Fong, C., Ratkovic, M., Imai, K. (2022). CBPS R package documentation.

cbps

cbps(data: DataFrame, y: str, treat: str, covariates: List[str], estimand: Literal['ATE', 'ATT'] = 'ATE', variant: Literal['exact', 'over'] = 'over', n_bootstrap: int = 500, alpha: float = 0.05, seed: Optional[int] = None, add_intercept: bool = True, trim: float = 0.0) -> CausalResult

Covariate-Balancing Propensity Score estimator (Imai-Ratkovic 2014).

Parameters:

Name Type Description Default
data DataFrame
required
y str

Outcome column.

required
treat str

Binary 0/1 treatment column.

required
covariates list of str

Covariates entering the logit score.

required
estimand ('ATE', 'ATT')
'ATE'
variant ('exact', 'over')

'exact': just-identified CBPS (only balance moments). 'over': over-identified CBPS (MLE + balance, solved via two-step GMM).

'exact'
n_bootstrap int
500
alpha float
0.05
seed int
None
add_intercept bool

Prepend a constant to the covariate matrix.

True
trim float

Optional pscore clip for stability.

0.0

Returns:

Type Description
CausalResult

estimate is the CBPS weighted treatment effect; model_info contains the estimated coefficients, balance diagnostics and effective sample size.

sp.genmatch(...)

genmatch

Genetic Matching (Diamond & Sekhon 2013).

The user-supplied generalised Mahalanobis distance is

.. math::

d_W(x_i, x_j) = (x_i - x_j)^\top S^{-1/2}\, W\, S^{-1/2} (x_i - x_j),

where :math:S is the sample covariance of covariates and :math:W is a diagonal weight matrix found by a genetic (evolutionary) search that maximises the minimum across-covariate balance p-value (Kolmogorov-Smirnov + t-tests, following the Matching R package).

Outputs
  • the optimal weight vector,
  • matched treated-control pair indices,
  • a balance table of standardised mean differences pre/post match,
  • the ATT estimate + bootstrap SE.
References

Diamond, A. & Sekhon, J. S. (2013). "Genetic matching for estimating causal effects." Review of Economics and Statistics, 95(3), 932-945. [@diamond2013genetic]

genmatch

genmatch(data: DataFrame, y: str, treat: str, covariates: Sequence[str], k: int = 1, population_size: int = 40, generations: int = 20, mutation_rate: float = 0.2, alpha: float = 0.05, random_state: int = 42) -> GenMatchResult

Genetic Matching for ATT estimation.

Parameters:

Name Type Description Default
data DataFrame
required
y str
required
treat str

Binary treatment indicator.

required
covariates sequence of str
required
k int

Number of matches per treated unit.

1
population_size int
40
generations int
20
mutation_rate float
0.2
alpha float
0.05
random_state int
42

Returns:

Type Description
GenMatchResult

sp.sbw(...)

sbw

Stable Balancing Weights (Zubizarreta 2015, JASA).

Finds weights that minimise dispersion (e.g. variance, or KL divergence from the uniform distribution) while imposing user-specified covariate balance tolerances. Unlike entropy balancing, SBW allows approximate balance via per-covariate tolerance δ_j, which is essential when exact balance is infeasible or would blow up variance.

Formulation

For ATT estimation with treated group :math:\mathcal{T} and control group :math:\mathcal{C}, solve

.. math::

\min_{w} \; \frac{1}{|\mathcal{C}|}\sum_{i \in \mathcal{C}} w_i^2

\text{s.t.} \quad
\left| \frac{1}{|\mathcal{T}|}\sum_{i \in \mathcal{T}} X_{ij}
      - \sum_{i \in \mathcal{C}} w_i X_{ij} \right|
      \;\le\; \delta_j \sigma_j  \; \forall j,

\sum_{i \in \mathcal{C}} w_i = 1, \; w_i \ge 0.

The variance-minimising objective is equivalent to maximising effective sample size :math:\mathrm{ESS}(w) = (\sum w_i)^2 / \sum w_i^2.

This complements :func:ebalance (exact balance, KL objective) and :func:cbps (covariate-balancing propensity score) — together forming the 2026 triumvirate of modern weighting estimators.

References

Zubizarreta, J.R. (2015). "Stable Weights that Balance Covariates for Estimation with Incomplete Outcome Data." Journal of the American Statistical Association, 110(511), 910-922. [@zubizarreta2015stable]

Wang, Y. and Zubizarreta, J.R. (2020). "Minimal dispersion approximately balancing weights: asymptotic properties and practical considerations." Biometrika, 107(1), 93-105. [@wang2019minimal]

SBWResult

Bases: CausalResult

Stable balancing weights with a diagnostic panel.

Thin subclass of :class:CausalResult that attaches the weight vector, effective sample size, and covariate balance table.

sbw

sbw(data: DataFrame, treat: str, covariates: List[str], y: Optional[str] = None, *, estimand: str = 'att', delta: Union[float, Sequence[float]] = 0.02, objective: str = 'variance', tolerance_scale: str = 'sd', include_squares: bool = False, alpha: float = 0.05, solver_options: Optional[dict] = None) -> SBWResult

Stable Balancing Weights (Zubizarreta 2015) with optional ATT/ATE treatment-effect estimation.

Parameters:

Name Type Description Default
data DataFrame
required
treat str

Binary 0/1 treatment indicator column.

required
covariates list of str

Columns whose means must be balanced.

required
y str

Outcome column. If provided, a weighted ATT/ATE estimate with HC-robust SE is attached to the returned :class:SBWResult.

None
estimand ('att', 'ate', 'atc')

'att' reweights controls to match treated means (standard); 'atc' reweights treated to match control means; 'ate' reweights each group to match the pooled means.

'att'
delta float or sequence

Balance tolerance. With tolerance_scale='sd' the constraint is |mean_T(X_j) - weighted mean_C(X_j)| ≤ δ_j · sd(X_j).

0.02
objective ('variance', 'entropy')

Dispersion objective. 'variance' minimises Σ w_i²; 'entropy' minimises Σ w_i log(n · w_i) (KL from uniform).

'variance'
tolerance_scale ('sd', 'raw')

Whether delta is in SD units (standard) or raw units.

'sd'
include_squares bool

Also balance second-moments (w_j² columns).

False
alpha float

Significance level for inference on the outcome.

0.05
solver_options dict

Passed to scipy.optimize.minimize.

None

Returns:

Type Description
SBWResult

Examples:

>>> res = sp.sbw(df, treat='D', covariates=['age', 'educ', 'race'],
...              y='wage', delta=0.02)
>>> print(res.summary())
>>> res.balance                        # per-covariate SMD before/after

sp.overlap_weights(...)

overlap_weights

Overlap weights (Li, Morgan, Zaslavsky 2018).

Overlap weights target the "average treatment effect among the overlap population" (ATO) — those observations with genuine equipoise. The weight function is

w_i = 1 - e(X_i)    for treated  i   (T_i=1)
w_i =     e(X_i)    for control  i   (T_i=0)

which is proportional to the "tilting" that minimises the variance of the resulting weighted treatment-effect estimator subject to exact covariate balance on the moments used to fit e(·) (Li et al. 2018, Theorem 1 & 3). Overlap weights:

  • are bounded in [0, 1] — no extreme weights from small propensity scores, so results are stable even with poor overlap;
  • exactly balance the log-odds covariates when e(X) is a logit fit;
  • target ATO, not ATE, and should be interpreted accordingly.
References

Li, F., Morgan, K.L., Zaslavsky, A.M. (2018). "Balancing Covariates via Propensity Score Weighting." JASA, 113(521), 390-400.

Li, F., Thomas, L.E., Li, F. (2019). "Addressing Extreme Propensity Scores via the Overlap Weights." American Journal of Epidemiology, 188(1), 250-257.

overlap_weights

overlap_weights(data: DataFrame, y: str, treat: str, covariates: List[str], estimand: str = 'ATO', n_bootstrap: int = 500, alpha: float = 0.05, seed: Optional[int] = None, trim: float = 0.0) -> CausalResult

Overlap-weight (ATO) treatment effect estimator.

Parameters:

Name Type Description Default
data DataFrame
required
y str

Outcome column.

required
treat str

Binary 0/1 treatment column.

required
covariates list of str

Covariates for the logistic propensity-score model.

required
estimand ('ATO', 'ATE', 'ATT', 'ATC', 'matching', 'entropy')

Which generalized-weight scheme to use. All follow Li-Li-Li (2019) Table 1; 'ATO' uses the overlap weights; 'matching' uses the min(e, 1-e) weight; 'entropy' uses -e·log(e) - (1-e)·log(1-e); 'ATE/ATT/ATC' reduce to standard IPW for comparison.

'ATO'
n_bootstrap int

Paired-sample bootstrap replications for SE.

500
alpha float
0.05
seed int
None
trim float

Optional clip of pscore to [trim, 1-trim]. For overlap weights this is rarely needed — set to 0 by default.

0.0

Returns:

Type Description
CausalResult

.estimate targets the named estimand; .model_info stores the weight summary, effective sample size, and pscore diagnostics.

sp.balance_diagnostics(...)

balance_diagnostics

balance_diagnostics(data: DataFrame, treatment: str, covariates: List[str], weights: Optional[Union[ndarray, Series, str]] = None, ps: Optional[Union[ndarray, Series, str]] = None, method: str = 'logit', threshold: float = 0.1) -> BalanceDiagnosticsResult

Unified balance diagnostics for matching and weighting estimators.

Parameters:

Name Type Description Default
data DataFrame

Analysis frame.

required
treatment str

Binary treatment indicator.

required
covariates list of str

Covariates to audit.

required
weights array - like or str

Observation weights after matching/weighting. If omitted, ATE inverse-propensity weights are computed from ps.

None
ps array - like or str

Propensity scores. If omitted, estimated with method.

None
method (logit, probit, gbm)

Propensity-score model when ps is not supplied.

'logit'
threshold float

Balance threshold for absolute standardized mean differences.

0.1

Returns:

Type Description
BalanceDiagnosticsResult

.table has one row per covariate; .summary_stats records max/mean SMDs, imbalance counts, effective sample size, and propensity-score overlap.

sp.love_plot(...)

love_plot

love_plot(data: DataFrame, treatment: str, covariates: List[str], weights: Optional[Union[ndarray, Series]] = None, threshold: float = 0.1, ps_method: str = 'logit', ax=None, figsize: Tuple[float, float] = (7, None), title: str = 'Covariate Balance (Love Plot)') -> Tuple

Love plot: dot plot of standardized mean differences before/after.

Parameters:

Name Type Description Default
data DataFrame

Input data.

required
treatment str

Binary treatment column.

required
covariates list of str

Covariate columns.

required
weights array - like

IPW or matching weights. If None, inverse-PS weights are computed.

None
threshold float

SMD threshold for the vertical dashed line (default 0.1).

0.1
ps_method str

PS estimation method for balance computation.

'logit'
ax matplotlib Axes
None
figsize tuple

(width, height). Height defaults to 0.4 * n_covariates + 1.

(7, None)
title str

Plot title.

'Covariate Balance (Love Plot)'

Returns:

Type Description
(fig, ax) : tuple