Hi Scott, if the coarsening is reasonable then large weights just indicate lots of matches. It may be however that this is an opportunity to use more fine grained coarsening since the larger of the two treatment regimes isn't helping you that much.  The reason is that the variance of a difference in means is mostly a function of the smaller of the two means.

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GaryKing.org
617-500-7570

On Dec 29, 2017 9:16 AM, "Scott Smith" <scott.al.smith@gmail.com> wrote:
In n:n coarsened exact matching, is there ever a situation where it makes more sense to exclude study members and their respective control members that have extremely large weights? For example, 500 study members match to just 25 control members. Might it be better to exclude both study and control members rather than introduce such large weights and variance to the rest of the study population?  

Thanks, 
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Scott Smith