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KMATCH: Stata module module for multivariate-distance and propensity-score matching, including entropy balancing, inverse probability weighting, (coarsened) exact matching, and regression adjustment

Author

Listed:
  • Ben Jann

    (University of Bern)

Programming Language

Stata

Abstract

kmatch matches treated and untreated observations with respect to covariates and, if outcome variables are provided, estimates treatment effects based on the matched observations, optionally including regression adjustment bias-correction. Multivariate (Mahalanobis) distance matching as well as propensity score matching is supported, either using kernel matching, ridge matching, or nearest-neighbor matching. For kernel and ridge matching, several methods for data-driven bandwidth selection such as cross-validation are offered. In addition, several alternative matching and reweighting methods are supported (coarsened exact matching, inverse probability weighting, entropy balancing). The package also includes various commands for evaluating balancing and common-support violations.

Suggested Citation

  • Ben Jann, 2017. "KMATCH: Stata module module for multivariate-distance and propensity-score matching, including entropy balancing, inverse probability weighting, (coarsened) exact matching, and regression adjustment," Statistical Software Components S458346, Boston College Department of Economics, revised 19 Sep 2020.
    • Handle: RePEc:boc:bocode:s458346
    Note: This module should be installed from within Stata by typing "ssc install kmatch". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/k/kmatch.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/k/kmatch_svyr.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/k/kmatch.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/k/kmatch.zip
    File Function: zip file of package
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