I would like to use the MatchIt package in R to perform nearest neighbor matching using the Mahalanobis distance withing some caliper. Which of the following two parameters of the matchit
function that are related to the Mahalanobis distance should I use:
- the
distance="mahalanobis"
param, or - the
mahvars
param (e.g.,mahvars = c("X1", "X2")
?
What's the difference between the two?
The documentation is terse about this (see pages 16 and 19): https://imai.fas.harvard.edu/research/files/matchit.pdf.
From https://cran.r-project.org/web/packages/MatchIt/vignettes/matching-methods.html:
Setting the
distance="mahalanobis"
andmethod="nearest"
makeMatchIt
to run Nearest-neighbour matching with the Mahalanobis distance, without the consideration of the propensity score. And the covariates supplied in the main formula are used.