Assessing Balance of Categorical Covariates and Measuring Local Effects in Observational Studies.

This paper presents a data driven approach that enables one to obtain a global measure of imbalance and to test it in a multivariate way. The main idea is based on the general framework of Partial Dependence Analysis (Daudin, 1981 J. J.) and thus of Conditional Multiple Correspondences Analysis (Escofier, B. (1988). Analyse des correpondances multiples conditionelle. La Revue de Modulad) as tools for investigating the dependence relationship between a set of observed categorical covariates (X) and an assignment-to-treatment indicator variable (T), in order to obtain a global imbalance measure (GI) according to their dependence structure.We propose the use of suchmeasure within a strategy whose aimis to compute treatment effects by subgroups. A toy example is presented for illustrate the performance of this promising approach.