I think you can get matchit() to accept propensity scores this way:
m.out <- matchit(D ~ X1 + X2 + X3 + X4 + X5, data=data, method="nearest",
distance=pscore)
That is, instead of setting distance="logit", you can give it a numerical
vector of your own distance measure, that is, the pscore.
Best,
Sana
On 4/16/07, Holger Lutz Kern <hlk23 at cornell.edu> wrote:
Patrick,
you have at least two options: you can either let matchit() estimate the
propensity score itself, or estimate the propensity score separately and
then give it to Match() (part of the Matching library) to match on.
There probably is a way to also get matchit() to accept propensity
scores but I'm not aware of it. If anyone knows how to do this please
let us know. In any case, you can simply use the Match() function instead.
Holger
Patrick Lam wrote:
Hi Holger/Justin,
I had a question that Miya hinted on in her earlier email. So the
question is whether to use the covariates or the pscores in MatchIt.
The response was that we should estimate the pscores first, and then
match on them using MatchIt, and not to enter the covariates in
MatchIt. So I interpreted it as something like this.
matches <- matchit(D~pscores, method="nearest", data=newdata...)
However, it seems like MatchIt does not work that way. In the
documentation for MatchIt, we are supposed to enter a formula, which
MatchIt then takes to estimate distance measures and match on those
distance measures. So the command should look like this.
matches2 <- matchit(D~X1+X2+X3+X4+X5, method="nearest", data=data,
distance="logit")
With this, MatchIt will calculate pscores using the logit link, and then
match on the pscores. In the first way of doing
it, matchit will run a
logit regression of D on our manually calculated pscores, and then match
on the resulting probabilities, which are not pscores.
I've done it both ways, and the matched datasets are identical.
However, this could be due to the fact that there is a direct
relationship between pscores and the subsequent probabilities produced
by a logit of D on pscores. It seems like the first way of doing it is
not actually correct, but the answers just happen to be the same. If
you take the second way of doing it and then call the distance
(matches2$distance), the resulting output is exactly the same as our
manually calculated pscores.
To sum up, it seems as if we should be inputing the actual covariates in
MatchIt in order to match on pscores. Otherwise, we are matching on
some other probabilities which result from a logit of D on pscores. Am
I interpreting everything correctly?
Thanks
Patrick
--
Holger Lutz Kern
Graduate Student
Department of Government
Cornell University
Institute for Quantitative Social Science
Harvard University
1737 Cambridge Street N350
Cambridge, MA 02138
www.people.cornell.edu/pages/hlk23
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