Multivariate and Propensity Score Matching Software with Automated Balance Optimization: The Matching Package for R
Journal of Statistical Software, Forthcoming
47 Pages Posted: 29 May 2008
Matching is an R package which provides functions for multivariate and propensity score matching and for finding optimal covariate balance based on a genetic search algorithm. A variety of univariate and multivariate metrics to determine if balance actually has been obtained are provided. The underlying matching algorithm is written in C++, makes extensive use of system BLAS and scales efficiently with dataset size. The genetic algorithm which finds optimal balance is parallelized and can make use of multiple CPUs or a cluster of computers. A large number of options are provided which control exactly how the matching is conducted and how balance is evaluated.
Keywords: propensity score matching, causal inference, genetic optimization, multivariate matching
JEL Classification: C13, C14 , C63
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