As I’ve been studying M-estimation and the covariate balancing propensity score (CBPS) (Imai and Ratkovic 2014), I’ve been noticing some interesting connections between these methods and want to share them with you. Logistic Regression and M-estimation First, what is logistic regression? I’ll discuss that in more detail in another post, but briefly it’s a way of modeling the relationship between \(K\) predictors \(\mathbf{X}\) (which include an intercept) and an outcome \(A\) (yes, I...
