Generalized Full Matching

Matching methods are used to make units comparable on observed characteristics. Full matching can be used to derive optimal matches. However, the method has only been defined in the case of two treatment categories, it places unnecessary restrictions on the matched groups, and existing implementations are computationally intractable in large samples. As a result, the method has not been feasible in studies with large samples or complex designs. We introduce a generalization of full matching that inherits its optimality properties but allows the investigator to specify any desired structure of the matched groups over any number of treatment conditions. We also describe a new approximation algorithm to derive generalized full matchings. In the worst case, the maximum within-group dissimilarity produced by the algorithm is no worse than four times the optimal solution, but it typically performs close to on par with existing optimal algorithms when they exist. Despite its performance, the algorithm is fast and uses little memory: it terminates, on average, in linearithmic time using linear space. This enables investigators to derive well-performing matchings within minutes even in complex studies with samples of several million units.

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