Hi everyone,

for all that are interessted in matching (especially by Mahalanobis Distance)...

ultimatch - Nearest Neighbor, Radius, Coarsened Exact, Percentile Rank and Mahalanobis Distance Matching in one Package

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.

Installation:

ssc install ultimatch

Cheers,

Thorsten