因果推断的匹配方法

Basic steps for matching

The following are the basic steps in performing a causal analysis using data preprocessing (Stuart, 2010)1:

  1. Decide on covariates for which balance must be achieved
  2. Estimate the distance measure (e.g., propensity score)
  3. Condition on the distance measure (e.g., using matching, weighting, or subclassification)
  4. Assess balance on the covariates of interest; if poor, repeat steps 2-4
  5. Estimate the treatment effect in the conditioned sample

一些有用的R包

cobalt R package

cobalt package 是一个集成了诸多匹配方法的R包,由Noah Greifer开发。使用说明


  1. Stuart, E. A. (2010). Matching Methods for Causal Inference: A Review and a Look Forward. Statistical Science, 25(1), 1–21. http://doi.org/10.1214/09-STS313.