Multivariate and Propensity Score Matching Software with Automated Balance Optimization: TheMatchingPackage forR
Author(s) -
Jasjeet S. Sekhon
Publication year - 2011
Publication title -
journal of statistical software
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 7.636
H-Index - 145
ISSN - 1548-7660
DOI - 10.18637/jss.v042.i07
Subject(s) - univariate , multivariate statistics , matching (statistics) , covariate , propensity score matching , computer science , balance (ability) , genetic algorithm , r package , optimal matching , multivariate analysis , data mining , statistics , mathematics , machine learning , programming language , biology , neuroscience
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.
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