gvegayon/blopmatch: Matching Estimator based on a Bilevel Optimization Problem

An implementation of Díaz, Rau and Rivera (2015) matching estimator for causal inference. The authors propose a matching estimator based on a Bilevel Optimization Problem. In raw terms, the two problems are (1) finding a convex combination that (2) using the closets neighbors possible. The solution to this problem allows computing Treatment Effect estimators that significantly improve balance in case-control studies, and furthermore, can be used for data imputation.

install.packages("remotes")
remotes::install_github("gvegayon/blopmatch")