New answers tagged weights
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Can't replicate $R^2$ from a weighted regression in R
Theory
The best definition of $R^2$ is $R^2 = 1 - \sum{w \cdot \hat\epsilon^2_\text{full}} / \sum{w \cdot \hat\epsilon^2_\text{null}}$ where $\hat\epsilon = y - \hat{y}$ and $w$ are known weights (...
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Primer on Entropy Balancing
I think part of the difficulty is that entropy balancing isn't a specific statistical method; it is a "flavor" of a well-understood method known as propensity score weighting (PSW) or ...
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