mdist | R Documentation |
match_on
) Create
matching distancesDeprecated in favor of match_on
mdist(x, structure.fmla = NULL, ...) ## S3 method for class 'optmatch.dlist' mdist(x, structure.fmla = NULL, ...) ## S3 method for class ''function'' mdist(x, structure.fmla = NULL, data = NULL, ...) ## S3 method for class 'formula' mdist(x, structure.fmla = NULL, data = NULL, subset = NULL, ...) ## S3 method for class 'glm' mdist(x, structure.fmla = NULL, standardization.scale = mad, ...) ## S3 method for class 'bigglm' mdist(x, structure.fmla = NULL, data = NULL, standardization.scale = mad, ...) ## S3 method for class 'numeric' mdist(x, structure.fmla = NULL, trtgrp = NULL, ...)
x |
The object to use as the basis for forming the mdist. Methods exist for formulas, functions, and generalized linear models. |
structure.fmla |
A formula denoting the treatment variable on
the left hand side and an optional grouping expression on the
right hand side. For example, |
... |
Additional method arguments. Most methods require a 'data' argument. |
data |
Data where the variables references in 'x' live. |
subset |
If non-NULL, the subset of 'data' to be used. |
standardization.scale |
A function to scale the distances; by default uses 'mad'. |
trtgrp |
Dummy variable for treatment group membership. |
The mdist
method provides three ways to construct a
matching distance (i.e., a distance matrix or suitably organized
list of such matrices): guided by a function, by a fitted model,
or by a formula. The class of the first argument given to
mdist
determines which of these methods is invoked.
The mdist.function
method takes a function of two
arguments. When called, this function will receive the treatment
observations as the first argument and the control observations as
the second argument. As an example, the following computes the raw
differences between values of t1
for treatment units (here,
nuclear plants with pr==1
) and controls (here, plants with
pr==0
), returning the result as a distance matrix:
sdiffs <- function(treatments, controls) {
abs(outer(treatments$t1, controls$t1, `-`))
}
The mdist.function
method does similar things as the
earlier optmatch function makedist
, although the interface
is a bit different.
The mdist.formula
method computes the squared Mahalanobis
distance between observations, with the right-hand side of the
formula determining which variables contribute to the Mahalanobis
distance. If matching is to be done within strata, the
stratification can be communicated using either the
structure.fmla
argument (e.g. ~ grp
) or as part of
the main formula (e.g. z ~ x1 + x2 | grp
).
An mdist.glm
method takes an argument of class glm
as first argument. It assumes that this object is a fitted
propensity model, extracting distances on the linear propensity
score (logits of the estimated conditional probabilities) and, by
default, rescaling the distances by the reciprocal of the pooled
s.d. of treatment- and control-group propensity scores. (The
scaling uses mad
, for resistance to outliers, by default;
this can be changed to the actual s.d., or rescaling can be
skipped entirely, by setting argument
standardization.scale
to sd
or NULL
,
respectively.) A mdist.bigglm
method works analogously
with bigglm
objects, created by the bigglm
function
from package ‘biglm’, which can handle bigger data sets
than the ordinary glm function can. In contrast with
mdist.glm
it requires additional data
and
structure.fmla
arguments. (If you have enough data to
have to use bigglm
, then you'll probably have to subgroup
before matching to avoid memory problems. So you'll have to use
the structure.fmla
argument anyway.)
Object of class optmatch.dlist
, which is suitable
to be given as distance
argument to
fullmatch
or pairmatch
.
Mark M. Fredrickson
P.~R. Rosenbaum and D.~B. Rubin (1985), ‘Constructing a control group using multivariate matched sampling methods that incorporate the propensity score’, The American Statistician, 39 33–38.
fullmatch
, pairmatch
,
match_on
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