Entropy, Vol. 22, Pages 218: An Information-Theoretic Measure for Balance Assessment in Comparative Clinical Studies (Entropy)

Limitations of statistics currently used to assess balance in observation samples include their insensitivity to shape discrepancies and their dependence upon sample size. The Jensen–Shannon divergence (JSD) is an alternative approach to quantifying the lack of balance among treatment groups that does not have these limitations. The JSD is an information-theoretic statistic derived from relative entropy, with three specific advantages relative to using standardized difference scores. First, it is applicable to cases in which the covariate is categorical or continuous. Second, it generalizes to studies in which there are more than two exposure or treatment groups. Third, it is decomposable, allowing for the identification of specific covariate values, treatment groups or combinations thereof that are responsible for any observed imbalance.