CODEWITHSUNDEEP
rmatchingnearest-neighbormahalanobis
dzeltzer
dzeltzer

Reputation: 1000

Nearest-neighbor matching with the Mahalanobis distance in R

I would like to use the MatchIt package in R to perform nearest neighbor matching using the Mahalanobis distance withing some caliper. Which of the following two parameters of the matchit function that are related to the Mahalanobis distance should I use:

  1. the distance="mahalanobis" param, or
  2. the mahvars param (e.g., mahvars = c("X1", "X2")?

What's the difference between the two?

The documentation is terse about this (see pages 16 and 19): https://imai.fas.harvard.edu/research/files/matchit.pdf.

Upvotes: 1

Views: 2416

Answers (2)

hamagust
hamagust

Reputation: 856

From https://cran.r-project.org/web/packages/MatchIt/vignettes/matching-methods.html:

Setting the distance="mahalanobis" and method="nearest" make MatchIt to run Nearest-neighbour matching with the Mahalanobis distance, without the consideration of the propensity score. And the covariates supplied in the main formula are used.

Upvotes: 1

Noah
Noah

Reputation: 4414

You should use the latter. You need the distance argument to identify the propensity score that will be used to form the caliper. Setting mahvars will perform Mahalanobis distance matching on the mahvars variables, and the propensity score will be estimated based on the variables in the main formula. The caliper argument can then be specified, which defines the width of the caliper in units of the standard deviation of the propensity score.

Upvotes: 1

Related Questions