[R] exclusion rules for propensity score matchng (pattern rec)

adiamond@fas.harvard.edu adiamond at fas.harvard.edu
Tue Apr 5 06:51:03 CEST 2005


Dear R-list,

i have 6 different sets of samples.  Each sample has about 5000 observations,
with each observation comprised of 150 baseline covariates (X), 125 of which
are dichotomous. Roughly 20% of the observations in each sample are "treatment"
and the rest are "control" units.

i am doing propensity score matching, i have already estimated propensity
scores(predicted probabilities) using logistic regression, and in each sample i
am going to have to exclude approximately 100 treated observations for which I
cannot find matching control observations (because the scores for these treated
units are outside the support of the scores for control units).

in each sample, i must identify an exclusion rule that is interpretable on the
scale of the X's that excludes these unmatchable treated observations and
excludes as FEW of the remaining treated observations as possible.
(the reason is that i want to be able to explain, in terms of the Xs, who the
individuals are that I making causal inference about.)

i've tried some simple stuff over the past few days and nothing's worked.
is there an R-package or algorithm, or even estimation strategy that anyone
could recommend?
(i am really hoping so!)

thank you,

alexis diamond




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