- Introduction
- Matching
- Matching Methods
- Nearest Neighbor
Matching (
`method = "nearest"`

) - Optimal Pair
Matching (
`method = "optimal"`

) - Optimal Full Matching
(
`method = "full"`

) - Genetic Matching
(
`method = "genetic"`

) - Exact Matching
(
`method = "exact"`

) - Coarsened Exact
Matching (
`method = "cem"`

) - Subclassification
(
`method = "subclass"`

) - Cardinality
and Template Matching (
`method = "cardinality"`

)

- Nearest Neighbor
Matching (
- Customizing the
Matching Specification
- Specifying
the propensity score or other distance measure
(
`distance`

) - Implementing
common support restrictions (
`discard`

) - Caliper matching
(
`caliper`

) - Mahalanobis
distance matching (
`mahvars`

) - Exact matching
(
`exact`

) - Anti-exact matching
(
`antiexact`

) - Matching with
replacement (
`replace`

) - \(k\):1 matching
(
`ratio`

)

- Specifying
the propensity score or other distance measure
(
- Choosing a Matching Method
- Reporting the Matching Specification
- References

`MatchIt`

implements several matching methods with a
variety of options. Though the help pages for the individual methods
describes each method and how they can be used, this vignette provides a
broad overview of the available matching methods and their associated
options. The choice of matching method depends on the goals of the
analysis (e.g., the estimand, whether low bias or high precision is
important) and the unique qualities of each dataset to be analyzed, so
there is no single optimal choice for any given analysis. A benefit of
nonparametric preprocessing through matching is that a number of
matching methods can be tried and their quality assessed without
consulting the outcome, reducing the possibility of capitalizing on
chance while allowing for the benefits of an exploratory analysis in the
design phase (Ho et al. 2007).

This vignette describes each matching method available in
`MatchIt`

and the various options that are allowed with
matching methods and the consequences of their use. For a brief
introduction to the use of `MatchIt`

functions, see
`vignette("MatchIt")`

. For details on how to assess and
report covariate balance, see
`vignette("assessing-balance")`

. For details on how to
estimate treatment effects and standard errors after matching, see
`vignette("estimating-effects")`

.

Matching as implemented in `MatchIt`

is a form of
*subset selection*, that is, the pruning and weighting of units
to arrive at a (weighted) subset of the units from the original dataset.
Ideally, and if done successfully, subset selection produces a new
sample where the treatment is unassociated with the covariates so that a
comparison of the outcomes treatment and control groups is not
confounded by the measured and balanced covariates. Although statistical
estimation methods like regression can also be used to remove
confounding due to measured covariates, Ho et al.
(2007) argue that
fitting regression models in matched samples reduces the dependence of
the validity of the estimated treatment effect on the correct
specification of the model.

Matching is nonparametric in the sense that the estimated weights and pruning of the sample are not direct functions of estimated model parameters but rather depend on the organization of discrete units in the sample; this is in contrast to propensity score weighting (also known as inverse probability weighting), where the weights come more directly from the estimated propensity score model and therefore are more sensitive to its correct specification. These advantages, as well as the intuitive understanding of matching by the public compared to regression or weighting, make it a robust and effective way to estimate treatment effects.

It is important to note that this implementation of matching differs
from the methods described by Abadie and Imbens (2006, 2016) and implemented in the
`Matching`

R package and `teffects`

routine in
Stata. That form of matching is *matching imputation*, where the
missing potential outcomes for each unit are imputed using the observed
outcomes of paired units. This is a critical distinction because
matching imputation is a specific estimation method with its own effect
and standard error estimators, in contrast to subset selection, which is
a preprocessing method that does not require specific estimators and is
broadly compatible with other parametric and nonparametric analyses. The
benefits of matching imputation are that its theoretical properties
(i.e., the rate of convergence and asymptotic variance of the estimator)
are well understood, it can be used in a straightforward way to estimate
not just the average treatment effect in the treated (ATT) but also the
average treatment effect in the population (ATE), and additional
effective matching methods can be used in the imputation (e.g., kernel
matching). The benefits of matching as nonparametric preprocessing are
that it is far more flexible with respect to the types of effects that
can be estimated because it does not involve any specific estimator, its
empirical and finite-sample performance has been examined in depth and
is generally well understood, and it aligns well with the design of
experiments, which are more familiar to non-technical audiences.

In addition to subset selection, matching often (though not always)
involves a form of *stratification*, the assignment of units to
pairs or strata containing multiple units. The distinction between
subset selection and stratification is described by Zubizarreta, Paredes, and Rosenbaum (2014a), who
separate them into two separate steps. In `MatchIt`

, with
almost all matching methods, subset selection is performed by
stratification; for example, treated units are paired with control
units, and unpaired units are then dropped from the matched sample. With
some methods, subclasses are used to assign matching or stratification
weights to individual units, which increase or decrease each unit’s
leverage in a subsequent analysis. There has been some debate about the
importance of stratification after subset selection; while some authors
have argued that, with some forms of matching, pair membership is
incidental (Stuart 2008; Schafer and Kang 2008), others have
argued that correctly incorporating pair membership into effect
estimation can improve the quality of inferences (Austin
and Small 2014; Wan
2019). For methods that allow it, `MatchIt`

includes stratum membership as an additional output of each matching
specification. How these strata can be used is detailed in
`vignette("Estimating Effects")`

.

At the heart of `MatchIt`

are three classes of methods:
distance matching, stratum matching, and pure subset selection.
*Distance matching* involves considering a focal group (usually
the treated group) and selecting members of the non-focal group (i.e.,
the control group) to pair with each member of the focal group based on
the *distance* between units, which can be computed in one of
several ways. Members of either group that are not paired are dropped
from the sample. Nearest neighbor (`method = "nearest"`

),
optimal pair (`method = "optimal"`

), optimal full
(`method = "full"`

), and genetic matching
(`method = "genetic"`

) are the methods of distance matching
implemented in `MatchIt`

. Typically, only the average
treatment in the treated (ATT) or average treatment in the control
(ATC), if the control group is the focal group, can be estimated after
distance matching in `MatchIt`

(full matching is an
exception, described later).

*Stratum matching* involves creating strata based on unique
values of the covariates and assigning units with those covariate values
into those strata. Any units that are in strata that lack either treated
or control units are then dropped from the sample. Strata can be formed
using the raw covariates (`method = "exact"`

), coarsened
versions of the covariates (`method = "cem"`

), or coarsened
versions of the propensity score (`method = "subclass"`

).
When no units are discarded, either the ATT, ATC, or average treatment
effect in the population (ATE) can be estimated after stratum matching,
though often some units are discarded, especially with exact and
coarsened exact matching, making the estimand less clear. For use in
estimating marginal treatment effects after exact matching,
stratification weights are computed for the matched units first by
computing a new “stratum propensity score” for each unit, which is the
proportion of treated units in its stratum. The formulas for computing
inverse probability weights from standard propensity scores are then
applied to the new stratum propensity scores to form the new
weights.

Pure subset selection involves selecting a subset of units form the
original sample without considering the distance between individual
units or strata that units might fall into. Subsets are selected to
optimize a criterion subject to constraint on balance and remaining
sample size. Cardinality and template matching
(`method = "cardinality"`

) are the methods of pure subset
selection implemented in `MatchIt`

. Both methods allow the
user to specify the largest imbalance allowed in the resulting matched
sample, and an optimization routine attempts to find the largest matched
sample that satisfies those balance constraints. While cardinality
matching does not target a specific estimand, template matching can be
used to target the ATT, ATC, or ATE.

Below, we describe each of the matching methods implemented in
`MatchIt`

.

`method = "nearest"`

)Nearest neighbor matching is also known as greedy matching. It
involves running through the list of treated units and selecting the
closest eligible control unit to be paired with each treated unit. It is
greedy in the sense that each pairing occurs without reference to how
other units will be or have been paired, and therefore does not aim to
optimize any criterion. Nearest neighbor matching is the most common
form of matching used (Thoemmes and Kim 2011;
Zakrison, Austin, and
McCredie 2018) and has been extensively studied through
simulations. See `?method_nearest`

for the documentation for
`matchit()`

with `method = "nearest"`

.

Nearest neighbor matching requires the specification of a distance
measure to define which control unit is closest to each treated unit.
The default and most common distance is the *propensity score
difference*, which is the difference between the propensity scores
of each treated and control unit (Stuart 2010).
Another popular distance is the Mahalanobis distance, described in the
section “Mahalanobis distance matching” below. The order in which the
treated units are to be paired must also be specified and has the
potential to change the quality of the matches (Austin
2013; Rubin
1973); this is specified by the `m.order`

argument. With propensity score matching, the default is to go in
descending order from the highest propensity score; doing so allows the
units that would have the hardest time finding close matches to be
matched first (Rubin 1973). Other orderings are
possible, including random ordering, which can be tried multiple times
until an adequate matched sample is found. When matching with
replacement (i.e., where each control unit can be reused to be matched
with any number of treated units), the matching order doesn’t
matter.

When using a matching ratio greater than 1 (i.e., when more than 1 control units are requested to be matched to each treated unit), matching occurs in a cycle, where each treated unit is first paired with one control unit, and then each treated unit is paired with a second control unit, etc. Ties are broken deterministically based on the order of the units in the dataset to ensure that multiple runs of the same specification yield the same result (unless the matching order is requested to be random).

`method = "optimal"`

)Optimal pair matching (often just called optimal matching) is very
similar to nearest neighbor matching in that it attempts to pair each
treated unit with one or more control units. Unlike nearest neighbor
matching, however, it is “optimal” rather than greedy; it is optimal in
the sense that it attempts to choose matches that collectively optimize
an overall criterion (Hansen and Klopfer 2006; Gu and Rosenbaum 1993). The criterion
used is the sum of the absolute pair distances in the matched sample.
See `?method_optimal`

for the documentation for
`matchit()`

with `method = "optimal"`

. Optimal
pair matching in `MatchIt`

depends on the
`fullmatch()`

function in the `optmatch`

package
(Hansen and Klopfer 2006).

Like nearest neighbor matching, optimal pair matching requires the specification of a distance measure between units. Optimal pair matching can be thought of simply as an alternative to selecting the order of the matching for nearest neighbor matching. Optimal pair matching and nearest neighbor matching often yield the same or very similar matched samples; indeed, some research has indicated that optimal pair matching is not much better than nearest neighbor matching at yielding balanced matched samples (Austin 2013).

The `tol`

argument in `fullmatch()`

can be
supplied to `matchit()`

with `method = "optimal"`

;
this controls the numerical tolerance used to determine whether the
optimal solution has been found. The default is fairly high and, for
smaller problems, should be set much lower (e.g., by setting
`tol = 1e-7`

).

`method = "full"`

)Optimal full matching (often just called full matching) assigns every
treated and control unit in the sample to one subclass each (Hansen
2004; Stuart and
Green 2008). Each subclass contains one treated unit and one
or more control units or one control units and one or more treated
units. It is optimal in the sense that the chosen number of subclasses
and the assignment of units to subclasses minimize the sum of the
absolute within-subclass distances in the matched sample. Weights are
computed based on subclass membership, and these weights then function
like propensity score weights and can be used to estimate a weighted
treatment effect, ideally free of confounding by the measured
covariates. See `?method_full`

for the documentation for
`matchit()`

with `method = "full"`

. Optimal full
matching in `MatchIt`

depends on the `fullmatch()`

function in the `optmatch`

package (Hansen and Klopfer
2006).

Like the other distance matching methods, optimal full matching requires the specification of a distance measure between units. It can be seen a combination of distance matching and stratum matching: subclasses are formed with varying numbers of treated and control units, as with stratum matching, but the subclasses are formed based on minimizing within-pair distances and do not involve forming strata based on any specific variable, similar to distance matching. Unlike other distance matching methods, full matching can be used to estimate the ATE. Full matching can also be seen as a form of propensity score weighting that is less sensitive to the form of the propensity score model because the original propensity scores are used just to create the subclasses, not to form the weights directly (Austin and Stuart 2015). In addition, full matching does not have to rely on estimated propensity scores to form the subclasses and weights; other distance measures are allowed as well.

Although full matching uses all available units, there is a loss in precision due to the weights. Units may be weighted in such a way that they contribute less to the sample than would unweighted units, so the effective sample size (ESS) of the full matching weighted sample may be lower than even that of 1:1 pair matching. Balance is often far better after full matching than it is with 1:k matching, making full matching a good option to consider especially when 1:k matching is not effective or when the ATE is the target estimand.

The specification of the full matching optimization problem can be
customized by supplying additional arguments that are passed to
`optmatch::fullmatch()`

, such as `min.controls`

,
`max.controls`

, `mean.controls`

, and
`omit.fraction`

. As with optimal pair matching, the numerical
tolerance value can be set much lower than the default with small
problems by setting, e.g., `tol = 1e-7`

.

`method = "genetic"`

)Genetic matching is less a specific form of matching and more a way
of specifying a distance measure for another form of matching. In
practice, though, the form of matching used is nearest neighbor pair
matching. Genetic matching uses a genetic algorithm, which is an
optimization routine used for non-differentiable objective functions, to
find scaling factors for each variable in a generalized Mahalanobis
distance formula (Diamond and Sekhon 2013). The criterion
optimized by the algorithm is one based on covariate balance. Once the
scaling factors have been found, nearest neighbor matching is performed
on the scaled generalized Mahalanobis distance. See
`?method_genetic`

for the documentation for
`matchit()`

with `method = "genetic"`

. Genetic
matching in `MatchIt`

depends on the `GenMatch()`

function in the `Matching`

package (Sekhon 2011) to
perform the genetic search and uses the `Matching`

function
to perform the nearest neighbor match using the scaled generalized
Mahalanobis distance.

Genetic matching considers the generalized Mahalanobis distance between a treated unit \(i\) and a control unit \(j\) as \[\delta_{GMD}(\mathbf{x}_i,\mathbf{x}_j, \mathbf{W})=\sqrt{(\mathbf{x}_i - \mathbf{x}_j)'(\mathbf{S}^{-1/2})'\mathbf{W}(\mathbf{S}^{-1/2})(\mathbf{x}_i - \mathbf{x}_j)}\] where \(\mathbf{x}\) is a \(p \times 1\) vector containing the value of each of the \(p\) included covariates for that unit, \(\mathbf{S}^{-1/2}\) is the Cholesky decomposition of the covariance matrix \(\mathbf{S}\) of the covariates, and \(\mathbf{W}\) is a diagonal matrix with scaling factors \(w\) on the diagonal: \[ \mathbf{W}=\begin{bmatrix} w_1 & & & \\ & w_2 & & \\ & & \ddots &\\ & & & w_p \\ \end{bmatrix} \]

When \(w_k=1\) for all covariates \(k\), the computed distance is the standard Mahalanobis distance between units. Genetic matching estimates the optimal values of the \(w_k\)s, where a user-specified criterion is used to define what is optimal. The default is to maximize the smallest p-value among balance tests for the covariates in the matched sample (both Kolmogorov-Smirnov tests and t-tests for each covariate).

In `MatchIt`

, if a propensity score is specified, the
default is to include the propensity score and the covariates in \(\mathbf{x}\) and to optimize balance on the
covariates. When `distance = "mahalanobis"`

or the
`mahvars`

argument is specified, the propensity score is left
out of \(\mathbf{x}\).

In all other respects, genetic matching functions just like nearest
neighbor matching except that the matching itself is carried out by
`Matching::Match()`

instead of by `MatchIt`

. When
using `method = "genetic"`

in `MatchIt`

,
additional arguments passed to `Matching::GenMatch()`

to
control the genetic search process should be specified; in particular,
the `pop.size`

argument should be increased from its default
of 100 to a much higher value. Doing so will make the algorithm take
more time to finish but will generally improve the quality of the
resulting matches. Different functions can be supplied to be used as the
objective in the optimization using the `fit.func`

argument.

`method = "exact"`

)Exact matching is a form of stratum matching that involves creating
subclasses based on unique combinations of covariate values and
assigning each unit into their corresponding subclass so that only units
with identical covariate values are placed into the same subclass. Any
units that are in subclasses lacking either treated or control units
will be dropped. Exact matching is the most powerful matching method in
that no functional form assumptions are required on either the treatment
or outcome model for the method to remove confounding due to the
measured covariates; the covariate distributions are exactly balanced.
The problem with exact matching is that in general, few if any units
will remain after matching, so the estimated effect will only generalize
to a very limited population and can lack precision. Exact matching is
particularly ineffective with continuous covariates, for which it might
be that no two units have the same value, and with many covariates, for
which it might be the case that no two units have the same combination
of all covariates; this latter problem is known as the “curse of
dimensionality”. See `?method_exact`

for the documentation
for `matchit()`

with `method = "exact"`

.

It is possible to use exact matching on some covariates and another
form of matching on the rest. This makes it possible to have exact
balance on some covariates (typically categorical) and approximate
balance on others, thereby gaining the benefits of both exact matching
and the other matching method used. To do so, the other matching method
should be specified in the `method`

argument to
`matchit()`

and the `exact`

argument should be
specified to contain the variables on which exact matching is to be
done.

`method = "cem"`

)Coarsened exact matching (CEM) is a form of stratum matching that
involves first coarsening the covariates by creating bins and then
performing exact matching on the new coarsened versions of the
covariates (Iacus, King, and Porro 2012). The degree
and method of coarsening can be controlled by the user to manage the
trade-off between exact and approximate balancing. For example,
coarsening a covariate to two bins will mean that units that differ
greatly on the covariate might be placed into the same subclass, while
coarsening a variable to five bins may require units to be dropped due
to not finding matches. Like exact matching, CEM is susceptible to the
curse of dimensionality, making it a less viable solution with many
covariates, especially with few units. Dropping units can also change
the target population of the estimated effect. See
`?method_cem`

for the documentation for
`matchit()`

with `method = "cem"`

. CEM in
`MatchIt`

does not depend on any other package to perform the
coarsening and matching, though it used to rely on the `cem`

package.

`method = "subclass"`

)Propensity score subclassification can be thought of as a form of
coarsened exact matching with the propensity score as the sole covariate
to be coarsened and matched on. The bins are usually based on specified
quantiles of the propensity score distribution either in the treated
group, control group, or overall, depending on the desired estimand.
Propensity score subclassification is an old and well-studied method,
though it can perform poorly compared to other, more modern propensity
score methods such as full matching and weighting (Austin
2010a). See `?method_subclass`

for the
documentation for `matchit()`

with
`method = "subclass"`

.

The binning of the propensity scores is typically based on dividing
the distribution of covariates into approximately equally sized bins.
The user specifies the number of subclasses using the
`subclass`

argument and which group should be used to compute
the boundaries of the bins using the `estimand`

argument.
Sometimes, subclasses can end up with no units from one of the treatment
groups; by default, `matchit()`

moves a unit from an adjacent
subclass into the lacking one to ensure that each subclass has at least
one unit from each treatment group. The minimum number of units required
in each subclass can be chosen by the `min.n`

argument to
`matchit()`

. If set to 0, an error will be thrown if any
subclass lacks units from one of the treatment groups. Moving units from
one subclass to another generally worsens the balance in the subclasses
but can increase precision.

The default number of subclasses is 6, which is arbitrary and should
not be taken as a recommended value. Although early theory has
recommended the use of 5 subclasses, in general there is an optimal
number of subclasses that is typically much larger than 5 but that
varies among datasets (Orihara and Hamada 2021). Rather than
trying to figure this out for oneself, one can use optimal full matching
(i.e., with `method = "full"`

) to optimally create subclasses
with one treated or one control unit that optimize a within-subclass
distance criterion.

The output of propensity score subclassification includes the
assigned subclasses and the subclassification weights. Effects can be
estimated either within each subclass and then averaged across them, or
a single marginal effect can be estimated using the subclassification
weights. This latter method has been called marginal mean weighting
through subclassification [MMWS; Hong (2010)] and fine
stratification weighting (Desai et al.
2017). It is also implemented in the `WeightIt`

package.

`method = "cardinality"`

)Cardinality and template matching are pure subset selection methods
that involve selecting a subset of the original sample without
considering the distance between individual units or assigning units to
pairs or subclasses. They can be thought of as a weighting method where
the weights are restricted to be zero or one. Cardinality matching
involves finding the largest sample that satisfies user-supplied balance
constraints and constraints on the ratio of matched treated to matched
control units (Zubizarreta, Paredes, and Rosenbaum
2014b). It does not consider a specific estimand and can be a
useful alternative to matching with a caliper for handling data with
little overlap (Visconti and Zubizarreta 2018). Template
matching involves identifying a target distribution (e.g., the full
sample for the ATE or the treated units for the ATT) and finding the
largest subset of the treated and control groups that satisfy
user-supplied balance constraints with respect to that target (Bennett, Vielma, and Zubizarreta 2020).
See `?method_cardinality`

for the documentation for using
`matchit()`

with `method = "cardinality"`

,
including which inputs are required to request either cardinality
matching or template matching.

Subset selection is performed by solving a mixed integer programming
optimization problem with linear constraints. The problem involves
maximizing the size of the matched sample subject to constraints on
balance and sample size. For cardinality matching, the balance
constraints refer to the mean difference for each covariate between the
matched treated and control groups, and the sample size constraints
require the matched treated and control groups to be the same size (or
differ by a user-supplied factor). For template matching, the balance
constraints refer to the mean difference for each covariate between each
treatment group and the target distribution; for the ATE, this requires
the mean of each covariate in each treatment group to be within a given
tolerance of the mean of the covariate in the full sample, and for the
ATT, this requires the mean of each covariate in the control group to be
within a given tolerance of the mean of the covariate in the treated
group, which is left intact. The balance tolerances are controlled by
the `tols`

and `std.tols`

arguments.

The optimization problem requires a special solver to solve.
Currently, the available options in `MatchIt`

are the GLPK
solver (through the `Rglpk`

package), the SYMPHONY solver
(through the `Rsymphony`

package), and the Gurobi solver
(through the `gurobi`

package). The differences among the
solvers are in performance; Gurobi is by far the best (fastest, least
likely to fail to find a solution), but it is proprietary (though has a
free trial and academic license) and is a bit more complicated to
install. The `designmatch`

package also provides an
implementation of cardinality matching with more options than
`MatchIt`

offers.

In addition to the specific matching method, other options are available for many of the matching methods to further customize the matching specification. These include different specifications of the distance measure, methods to perform alternate forms of matching in addition to the main method, prune units far from other units prior to matching, restrict possible matches, etc. Not all options are compatible with all matching methods.

`distance`

)The distance measure is used to define how close two units are. In
nearest neighbor matching, this is used to choose the nearest control
unit to each treated unit. In optimal matching, this is used in the
criterion that is optimized. By default, the distance measure is the
propensity score difference, and the argument supplied to
`distance`

corresponds to the method of estimating the
propensity score. In `MatchIt`

, propensity scores are often
labeled as “distance” values, even though the propensity score itself is
not a distance measure. This is to reflect that the propensity score is
used in creating the distance value, but other scores could be used,
such as prognostic scores for prognostic score matching (Hansen
2008). The propensity score is more like a “position” value,
in that it reflects the position of each unit in the matching space, and
the difference between positions is the distance between them. If the
the argument to `distance`

is one of the allowed values (see
`?distance`

for these values) other than
`"mahalanobis"`

or is a numeric vector with one value per
unit, the distance between units will be computed as the pairwise
difference between propensity scores or the supplied values. Propensity
scores are also used in propensity score subclassification and can
optionally be used in genetic matching as a component of the generalized
Mahalanobis distance. For exact, coarsened exact, and cardinality
matching, the `distance`

argument is ignored.

The default `distance`

argument is `"glm"`

,
which estimates propensity scores using logistic regression or another
generalized linear model. The `link`

and
`distance.options`

arguments can be supplied to further
specify the options for the propensity score models, including whether
to use the raw propensity score or a linearized version of it (e.g., the
logit of a logistic regression propensity score, which has been commonly
referred to and recommended in the propensity score literature (Austin
2011; Stuart
2010)). Allowable options for the propensity score model
include parametric and machine learning-based models, each of which have
their strengths and limitations and may perform differently depending on
the unique qualities of each dataset. We recommend multiple types of
models be tried to find one that yields the best balance, as there is no
way to make a single recommendation that will work for all cases.

The `distance`

argument can also be specified as
`"mahalanobis"`

. For nearest neighbor and optimal (full or
pair) matching, this triggers `matchit()`

not to estimate
propensity scores but rather to use just the Mahalanobis distance, which
is defined for a treated unit \(i\) and
a control unit \(j\) as \[\delta_{MD}(\mathbf{x}_i,\mathbf{x}_j)=\sqrt{(\mathbf{x}_i
- \mathbf{x}_j)'S^{-1}(\mathbf{x}_i - \mathbf{x}_j)}\]

where \(\mathbf{x}\) is a \(p \times 1\) vector containing the value of
each of the \(p\) included covariates
for that unit, \(S\) is the covariance
matrix among all the covariates, and \(S^{-1}\) is the (generalized) inverse of
\(S\). The R function
`mahalanobis()`

is used to compute this. Mahalanobis distance
matching tends to work better with continuous covariates than with
categorical covariates. For creating close pairs, Mahalanobis distance
matching tends work better than propensity score matching because
Mahalanobis distance-paired units will have close values on all of the
covariates, whereas propensity score-paired units may be close on the
propensity score but not on any of the covariates themselves. This
feature was the basis of King and Nielsen’s (2019) warning
against using propensity scores for matching.

`distance`

can also be supplied as a matrix of distance
values between units. This makes it possible to use handcrafted distance
matrices or distances created outside `MatchIt`

, e.g., using
`optmatch::match_on()`

. Only nearest neighbor, optimal pair,
and optimal full matching allow this specification.

The propensity score can have uses other than as the basis for
matching. It can be used to define a region of common support, outside
which units are dropped prior to matching; this is implemented by the
`discard`

option. It can also be used to define a caliper,
the maximum distance two units can be before they are prohibited from
being paired with each other; this is implemented by the
`caliper`

argument. To estimate or supply a propensity score
for one of these purposes but not use it as the distance measure for
matching (e.g., to perform Mahalanobis distance matching instead), the
`mahvars`

argument can be specified. These options are
described below.

`discard`

)The region of *common support* is the region of overlap
between treatment groups. A common support restriction discards units
that fall outside of the region of common support, preventing them from
being matched to other units and included in the matched sample. This
can reduce the potential for extrapolation and help the matching
algorithms to avoid overly distant matches from occurring. In
`MatchIt`

, the `discard`

option implements a
common support restriction based on the propensity score. The argument
can be supplied as `"treated"`

, `"control"`

, or
`"both"`

, which discards units in the corresponding group
that fall outside the region of common support for the propensity score.
The `reestimate`

argument can be supplied to choose whether
to re-estimate the propensity score in the remaining units. **If
units from the treated group are discarded based on a common support
restriction, the estimand no longer corresponds to the ATT.**

`caliper`

)A *caliper* can be though of as a ring around each unit that
limits to which other units that unit can be paired. Calipers are based
on the propensity score or other covariates. Two units whose distance on
a calipered covariate is larger than the caliper width for that
covariate are not allowed to be matched to each other. Any units for
which there are no available matches within the caliper are dropped from
the matched sample. Calipers ensure paired units are close to each other
on the calipered covariates, which can ensure good balance in the
matched sample. Multiple variables can be supplied to
`caliper`

to enforce calipers on all of them simultaneously.
Using calipers can be a good alternative to exact or coarsened exact
matching to ensure only similar units are paired with each other. The
`std.caliper`

argument controls whether the provided calipers
are in raw units or standard deviation units. **If units from the
treated group are left unmatched due to a caliper, the estimand no
longer corresponds to the ATT.**

`mahvars`

)To perform Mahalanobis distance matching without the need to estimate
or use a propensity score, the `distance`

argument can be set
to `"mahalanobis"`

. If a propensity score is to be estimated
or used for a different purpose, such as in a common support restriction
or a caliper, but you still want to perform Mahalanobis distance
matching, variables should be supplied to the `mahvars`

argument. The propensity scores will be generated using the
`distance`

specification, and matching will occur not on the
covariates supplied to the main formula of `matchit()`

but
rather on the covariates supplied to `mahvars`

. To perform
Mahalanobis distance matching within a propensity score caliper, for
example, the `distance`

argument should be set to the method
of estimating the propensity score (e.g., `"glm"`

for
logistic regression), the `caliper`

argument should be
specified to the desired caliper width, and `mahvars`

should
be specified to perform Mahalanobis distance matching on the desired
covariates within the caliper.

`exact`

)To perform exact matching on all supplied covariates, the
`method`

argument can be set to `"exact"`

. To
perform exact matching only on some covariates and some other form of
matching within exact matching strata on other covariates, the
`exact`

argument can be used. Covariates supplied to the
`exact`

argument will be matched exactly, and the form of
matching specified by `method`

(e.g., `"nearest"`

for nearest neighbor matching) will take place within each exact
matching stratum. This can be a good way to gain some of the benefits of
exact matching without completely succumbing to the curse of
dimensionality. As with exact matching performed with
`method = "exact"`

, any units in strata lacking members of
one of the treatment groups will be left unmatched. Note that although
matching occurs within each exact matching stratum, propensity score
estimation and computation of the Mahalanobis distance occur in the full
sample. **If units from the treated group are unmatched due to an
exact matching restriction, the estimand no longer corresponds to the
ATT.**

`antiexact`

)Anti-exact matching adds a restriction such that a treated and control unit with same values of any of the specified anti-exact matching variables cannot be paired. This can be useful when finding comparison units outside of a unit’s group, such as when matching units in one group to units in another when units within the same group might otherwise be close matches. See examples here and here.

`replace`

)Nearest neighbor matching and genetic matching have the option of
matching with or without replacement, and this is controlled by the
`replace`

argument. Matching without replacement means that
each control unit is matched to only one treated unit, while matching
with replacement means that control units can be reused and matched to
multiple treated units. Matching without replacement carries certain
statistical benefits in that weights for each unit can be omitted or are
more straightforward to include and dependence between units depends
only on pair membership. Special standard error estimators are sometimes
required for estimating effects after matching with replacement (Austin
and Cafri 2020), and methods for accounting for uncertainty
are not well understood for non-continuous outcomes. Matching with
replacement will tend to yield better balance though, because the
problem of “running out” of close control units to match to treated
units is avoided, though the reuse of control units will decrease the
effect sample size, thereby worsening precision. (This problem occurs in
the Lalonde dataset used in `vignette("MatchIt")`

, which is
why nearest neighbor matching without replacement is not very effective
there.) After matching with replacement, control units are assigned to
more than one subclass, so the `get_matches()`

function
should be used instead of `match.data()`

after matching with
replacement if subclasses are to be used in follow-up analyses; see
`vignette("Estimating Effects")`

for details.

The `reuse.max`

argument can also be used with
`method = "nearest"`

to control how many times each control
unit can be reused as a match. Setting `reuse.max = 1`

is
equivalent to requiring matching without replacement (i.e., because each
control can be used only once). Other values allow control units to be
matched more than once, though only up to the specified number of times.
Higher values will tend to improve balance at the cost of precision.

`ratio`

)The most common form of matching, 1:1 matching, involves pairing one
control unit with each treated unit. To perform \(k\):1 matching (e.g., 2:1 or 3:1), which
pairs (up to) \(k\) control units with
each treated unit, the `ratio`

argument can be specified.
Performing \(k\):1 matching can
preserve precision by preventing too many control units from being
unmatched and dropped from the matched sample, though the gain in
precision by increasing \(k\)
diminishes rapidly after 4 (Rosenbaum
2020). Importantly, for \(k>1\), the matches after the first match
will generally be worse than the first match in terms of closeness to
the treated unit, so increasing \(k\)
can also worsen balance. Austin (2010b) found
that 1:1 or 1:2 matching generally performed best in terms of mean
squared error. In general, it makes sense to use higher values of \(k\) while ensuring that balance is
satisfactory. With nearest neighbor and optimal pair matching, variable
\(k\):1 matching, in which the number
of controls matched to each treated unit varies, can also be used; this
can have improved performance over “fixed” \(k\):1 matching (Ming and Rosenbaum
2000). See `?method_nearest`

and
`?method_optimal`

for information on implementing variable
\(k\):1 matching.

Choosing the best matching method for one’s data depends on the unique characteristics of the dataset as well as the goals of the analysis. For example, because different matching methods can target different estimands, when certain estimands are desired, specific methods must be used. On the other hand, some methods may be more effective than others when retaining the target estimand is less important. Below we provide some guidance on choosing a matching method. Remember that multiple methods can (and should) be tried as long as the treatment effect is not estimated until a method has been settled on.

The criteria on which a matching specification should be judged are
balance and remaining (effective) sample size after matching. Assessing
balance is described in `vignette("assessing-balance")`

. A
typical workflow is similar to that demonstrated in
`vignette("MatchIt")`

: try a matching method, and if it
yields poor balance or an unacceptably low remaining sample size, try
another, until a satisfactory specification has been found. It is
important to assess balance broadly (i.e., beyond comparing the means of
the covariates in the treated and control groups), and the search for a
matching specification should not stop when a threshold is reached, but
should attempt to come as close as possible to perfect balance (Ho et al.
2007). Even if the first matching specification appears
successful at reducing imbalance, there may be another specification
that could reduce it even further, thereby increasing the robustness of
the inference and the plausibility of an unbiased effect estimate.

If the target of inference is the ATE, full matching, subclassification, and template matching can be used. If the target of inference is the ATT or ATC, any matching method may be used. When retaining the target estimand is not so important, additional options become available that involve discarding units in such a way that the original estimand is distorted. These include matching with a caliper, matching within a region of common support, cardinality matching, or exact or coarsened exact matching, perhaps on a subset of the covariates.

Because exact and coarsened exact matching aim to balance the entire
joint distribution of covariates, they are the most powerful methods. If
it is possible to perform exact matching, this method should be used. If
continuous covariates are present, coarsened exact matching can be
tried. Care should be taken with retaining the target population and
ensuring enough matched units remain; unless the control pool is much
larger than the treated pool, it is likely some (or many) treated units
will be discarded, thereby changing the estimand and possibly
dramatically reducing precision. These methods are typically only
available in the most optimistic of circumstances, but they should be
used first when those circumstances arise. It may also be useful to
combine exact or coarsened exact matching on some covariates with
another form of matching on the others (i.e., by using the
`exact`

argument).

When estimating the ATE, either subclassification, full matching, or template matching can be used. Full matching can be effective because it optimizes a balance criterion, often leading to better balance. With full matching, it’s also possible to exact match on some variables and match using the Mahalanobis distance, eliminating the need to estimate propensity scores. Template matching also ensures good balance, but because units are only given weights of zero or one, a solution may not be feasible and many units may have to be discarded. For large datasets, neither full matching nor template matching may be possible, in which case subclassification is a faster solution. When using subclassification, the number of subclasses should be varied. With large samples, higher numbers of subclasses tend to yield better performance; one should not immediately settle for the default (6) or the often-cited recommendation of 5 without trying several other numbers.

When estimating the ATT, a variety of methods can be tried. Genetic matching can perform well at achieving good balance because it directly optimizes covariate balance. With larger datasets, it may take a long time to reach a good solution (though that solution will tend to be good as well). Template matching also will achieve good balance if a solution is feasible because balance is controlled by the user. Optimal pair matching and nearest neighbor matching without replacement tend to perform similarly to each other; nearest neighbor matching may be preferable for large datasets that cannot be handled by optimal matching. Nearest neighbor, optimal, and genetic matching allow some customizations like including covariates on which to exactly match, using the Mahalanobis distance instead of a propensity score difference, and performing \(k\):1 matching with \(k>1\). Nearest neighbor matching with replacement, full matching, and subclassification all involve weighting the control units with nonuniform weights, which often allows for improved balancing capabilities but can be accompanied by a loss in effective sample size, even when all units are retained. There is no reason not to try many of these methods, varying parameters here and there, in search of good balance and high remaining sample size. As previously mentioned, no single method can be recommended above all others because the optimal specification depends on the unique qualities of each dataset.

When the target population is less important, for example, when engaging in treatment effect discovery or when when the sampled population is not of particular interest (e.g., it corresponds to an arbitrarily chosen hospital or school; see Mao, Li, and Greene (2018) for these and other reasons why retaining the target population may not be important), other methods that do not retain the characteristics of the original sample become available. These include matching with a caliper (on the propensity score or on the covariates themselves), cardinality matching, and more restrictive forms of matching like exact and coarsened exact matching, either on all covariates or just a subset, that are prone to discard units from the sample in such a way that the target population is changed. Austin (2013) and Austin and Stuart (2015, 2015) have found that caliper matching can be a particularly effective modification to nearest neighbor matching for eliminating imbalance and reducing bias when the target population is less relevant, but when inference to a specific target population is desired, using calipers can induce bias due to incomplete matching (Rosenbaum and Rubin 1985a; Wang 2020). Cardinality matching can be particularly effective in data with little overlap between the treatment groups (Visconti and Zubizarreta 2018) and can perform better than caliper matching (de los Angeles Resa and Zubizarreta 2020).

It is important not to rely excessively on theoretical or simulation-based findings or specific recommendations when making choices about the best matching method to use. For example, although nearest neighbor matching without replacement balance covariates better than did subclassification with five or ten subclasses in Austin’s (2009) simulation, this does not imply it will be superior in all datasets. Likewise, though Rosenbaum and Rubin (1985b) and Austin (2011) both recommend using a caliper of .2 standard deviations of the logit of the propensity score, this does not imply that caliper will be optimal in all scenarios, and other widths should be tried, though it should be noted that tightening the caliper on the propensity score can sometimes degrade performance (King and Nielsen 2019).

When reporting the results of a matching analysis, it is important to
include the relevant details of the final matching specification and the
process of arriving at it. Using `print()`

on the
`matchit`

object synthesizes information on how the above
arguments were used to provide a description of the matching
specification. It is best to be as specific as possible to ensure the
analysis is replicable and to allow audiences to assess its validity.
Although citations recommending specific matching methods can be used to
help justify a choice, the only sufficient justification is adequate
balance and remaining sample size, regardless of published
recommendations for specific methods. See
`vignette("assessing-balance")`

for instructions on how to
assess and report the quality of a matching specification. After
matching and estimating an effect, details of the effect estimation must
be included as well; see `vignette("estimating-effects")`

for
instructions on how to perform and report on the analysis of a matched
dataset.

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