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MALTS: Matching After Learning to Stretch

Harsh Parikh, Cynthia Rudin, Alexander Volfovsky

arXiv 18 Nov 2018 · Statistics — Methodology · 5 citations (OpenAlex)

arXiv:1811.07415 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We introduce a flexible framework that produces high-quality almost-exact matches for causal inference. Most prior work in matching uses ad-hoc distance metrics, often leading to poor quality matches, particularly when there are irrelevant covariates. In this work, we learn an interpretable distance metric for matching, which leads to substantially higher quality matches. The learned distance metric stretches the covariate space according to each covariate's contribution to outcome prediction: this stretching means that mismatches on important covariates carry a larger penalty than mismatches on irrelevant covariates. Our ability to learn flexible distance metrics leads to matches that are interpretable and useful for the estimation of conditional average treatment effects.

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1T. Wang, M. Morucci, M. U. Awan, Y. Liu, S. Roy, C. Rudin, and A. Vo… (2021) FLAME: A fast large-scale almost matching exactly approach to causal inference0.92844100%
2A. Dieng, Y. Liu, S. Roy, C. Rudin, and A. Volfovsky (2019) Interpretable almost-exact matching for causal inference0.84333100%
3R. J. LaLonde (1986) Evaluating the Econometric Evaluations of Training Programs with Experimental Data0.81142100%
4B. B. Hansen (2008) The prognostic analogue of the propensity score0.7373367%
5R. H. Dehejia and S. Wahba (1999) Causal effects in nonexperimental studies: Reevaluating the evaluation of training programs0.73732100%
6A. Abadie and G. W. Imbens (2006) Large sample properties of matching estimators for average treatment effects0.64422100%
7J. H. Friedman (1991) Multivariate adaptive regression splines0.58531100%
8P. R. Rosenbaum and D. B. Rubin (1983) The central role of the propensity score in observational studies for causal effects0.5112250%
9A. Bellet and A. Habrard (2015) Robustness and generalization for metric learning0.51121100%
10G. W. Imbens (2004) Nonparametric estimation of average treatment effects under exogeneity: A review0.51121100%

Showing the top 10 of 44 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Variable Importance Matching for Causal Inference1.000117
2A Double Machine Learning Approach for Combining Experimental and Observational Studies0.84353