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A Fast Algorithm for Maximal Propensity Score Matching. / Ruzankin, Pavel S.
в: Methodology and Computing in Applied Probability, Том 22, № 2, 01.06.2020, стр. 477-495.Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
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TY - JOUR
T1 - A Fast Algorithm for Maximal Propensity Score Matching
AU - Ruzankin, Pavel S.
PY - 2020/6/1
Y1 - 2020/6/1
N2 - We present a new algorithm which detects the maximal possible number of matched disjoint pairs satisfying a given caliper when a bipartite matching is done with respect to a scalar index (e.g., propensity score), and constructs a corresponding matching. Variable width calipers are compatible with the technique, provided that the width of the caliper is a Lipschitz function of the index. If the observations are ordered with respect to the index then the matching needs O(N) operations, where N is the total number of subjects to be matched. The case of 1-to-n matching is also considered. We offer also a new fast algorithm for optimal complete one-to-one matching on a scalar index when the treatment and control groups are of the same size. This allows us to improve greedy nearest neighbor matching on a scalar index.
AB - We present a new algorithm which detects the maximal possible number of matched disjoint pairs satisfying a given caliper when a bipartite matching is done with respect to a scalar index (e.g., propensity score), and constructs a corresponding matching. Variable width calipers are compatible with the technique, provided that the width of the caliper is a Lipschitz function of the index. If the observations are ordered with respect to the index then the matching needs O(N) operations, where N is the total number of subjects to be matched. The case of 1-to-n matching is also considered. We offer also a new fast algorithm for optimal complete one-to-one matching on a scalar index when the treatment and control groups are of the same size. This allows us to improve greedy nearest neighbor matching on a scalar index.
KW - Matching with caliper
KW - Nearest neighbor matching
KW - Propensity score matching
KW - Variable width caliper
UR - http://www.scopus.com/inward/record.url?scp=85065409001&partnerID=8YFLogxK
U2 - 10.1007/s11009-019-09718-4
DO - 10.1007/s11009-019-09718-4
M3 - Article
AN - SCOPUS:85065409001
VL - 22
SP - 477
EP - 495
JO - Methodology and Computing in Applied Probability
JF - Methodology and Computing in Applied Probability
SN - 1387-5841
IS - 2
ER -
ID: 20047094