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ULTIMATCH: Stata module to implement Nearest Neighbor, Radius, Coarsened Exact, Percentile Rank and Mahalanobis Distance Matching

Author

Listed:
  • Thorsten Doherr

    (ZEW Mannheim)

Programming Language

Stata

Abstract

ultimatch implements various score and distance based matching methods, i.e. Nearest Neighbor, Radius, Coarsened Exact, Percentile Rank and Mahalanobis Distance Matching. It implements an efficient method for distance based matching like Mahalanobis matching preventing the quadratic increment of the runtime. Matched observations are marked individually allowing interactions between treated and counterfactuals. Different methods can be combined to improve the results and/or to impose external requirements on the matched. Among other control variables, it creates mandatory weights to provide balanced matching results, preventing distortions caused by skewed counterfactual candidate distributions, e.g. overabundance of candidates with the same score or within the same coarsened group.

Suggested Citation

  • Thorsten Doherr, 2019. "ULTIMATCH: Stata module to implement Nearest Neighbor, Radius, Coarsened Exact, Percentile Rank and Mahalanobis Distance Matching," Statistical Software Components S458632, Boston College Department of Economics, revised 23 Jun 2021.
  • Handle: RePEc:boc:bocode:s458632
    Note: This module should be installed from within Stata by typing "ssc install ultimatch". 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/u/ultimatch.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/u/ultimatch.sthlp
    File Function: help file
    Download Restriction: no
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