How does MatchIt handles multicoliniarity? - Matchit

21 Nov 2016

Hi,

Suppose my data looks something like this:

library(tidyverse)
set.seed(112116)
df <- data.frame(treatment=sample(x = c(0,1), size = 100, replace = T),
                 x1 = rnorm(n = 100, mean = 0, sd = 1),
                 x2 = runif(n = 100, -10, 10)) %>%
  mutate(x3 = x1+x2,
         y = 0.5*treatment + 2*x1 + 3*x2 + rnorm(100,0,1))

If I  run:

lm(y~treatment+x1+x2+x3, data=df)

`lm` will automatically drop `x3` because of multicoliniarity. I assume
matchit is doing something similar. Is there a way of seeing which variable
is drooped?

m1 <- MatchIt::matchit(formula = treatment~x1+x2+x3, data = df, method =
"nearest")

summary(m1)

Thanks,

Ignacio