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

Thorsten Doherr ()
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Thorsten Doherr: ZEW Mannheim

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 9
Keywords: matching; nearest neighbor; radius; coarsened exact; mahalanobis; distance matching (search for similar items in EconPapers)
Date: 2019-04-09, Revised 2024-02-21
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.
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http://fmwww.bc.edu/repec/bocode/u/ultimatch.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/u/ultimatch.sthlp help file (text/plain)

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