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I'm using the package CBPS in R. How might I get clustered standard errors (SEs) for the propensity score coefficients? This question asks about robust SEs for treatment effects using CBPS, and not for the propensity score coefficients. Any help would be greatly appreciated!

Smriti Ganapathi
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  • Why do you need standard errors for the propensity score coefficients? They have no valid interpretation. You included `matching` as a tag, but are you doing matching or just estimating propensity scores? Where does the clustering come from if not matching? – Noah Oct 06 '22 at 19:23

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