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

Abstract

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

Suggested Citation

Sekhon, Jasjeet S., Multivariate and Propensity Score Matching Software with Automated Balance Optimization: The Matching Package for R. Journal of Statistical Software, Forthcoming, Available at SSRN: https://ssrn.com/abstract=1009044

Jasjeet S. Sekhon (Contact Author)

UC Berkeley ( email )

310 Barrows Hall
Berkeley, CA 94720
United States

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