Dear Community,

I aim to apply nearest neighbour matching using the mahalanobis option in the the psmatch2 package and Stata15. Given the syntax of this package, I can use the option 'caliper' to define the maximum distance between controls (I assume by setting it to a certain standard deviation?). My question relates to the situation where the importance of deviations varies across the different covariate-matching variables. In other words, I'd like to assign a smaller tolerance to certain covariates. Is this anyhow possible in the psmatch2 or any comparable environment? From my point of view, it would have to be anyhow combined with the possibility of including a list of variables. I googled it and checked the forum search, but could not find any corresponding information.

To provide a minimum working example, here the stata code I am currently working with:
Code:
psmatch2 var_treatment, mahalanobis (covariat1 covariat2 covariat3) outcome(dep_var) neighbor(5) caliper(0.3) kernel kerneltype(epan)
Any help is highly appreciated!

Best,
Rob