|
Math @ Duke
|
Publications [#346813] of Cynthia D. Rudin
Papers Published
- Liu, Y; Dieng, A; Roy, S; Rudin, C; Volfovsky, A, Interpretable Almost Matching Exactly for Causal Inference, vol. abs/1806.06802
(June, 2018)
(last updated on 2026/01/16)
Abstract: We aim to create the highest possible quality of treatment-control matches
for categorical data in the potential outcomes framework. Matching methods are
heavily used in the social sciences due to their interpretability, but most
matching methods do not pass basic sanity checks: they fail when irrelevant
variables are introduced, and tend to be either computationally slow or produce
low-quality matches. The method proposed in this work aims to match units on a
weighted Hamming distance, taking into account the relative importance of the
covariates; the algorithm aims to match units on as many relevant variables as
possible. To do this, the algorithm creates a hierarchy of covariate
combinations on which to match (similar to downward closure), in the process
solving an optimization problem for each unit in order to construct the optimal
matches. The algorithm uses a single dynamic program to solve all of the
optimization problems simultaneously. Notable advantages of our method over
existing matching procedures are its high-quality matches, versatility in
handling different data distributions that may have irrelevant variables, and
ability to handle missing data by matching on as many available covariates as
possible.
|
|
|
|
dept@math.duke.edu
ph: 919.660.2800
fax: 919.660.2821
| |
Mathematics Department
Duke University, Box 90320
Durham, NC 27708-0320
|
|