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Multivariate and Propensity Score Matching Software with Automated Balance Optimization: The Matching package for R

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  • Sekhon, Jasjeet S.

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.

Suggested Citation

  • Sekhon, Jasjeet S., 2011. "Multivariate and Propensity Score Matching Software with Automated Balance Optimization: The Matching package for R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 42(i07).
  • Handle: RePEc:jss:jstsof:v:042:i07
    DOI: http://hdl.handle.net/10.18637/jss.v042.i07
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