Description
Propensity Score Matching is a Sample Matching Method, it can effectively eliminate the effecting facotors between different groups and avoid the selecttion bias between two sample groups when we can not conduct random sampling.
Algorithm
Reuce X to one dimension through dimension reduction method, and get the Propensity Socre of every sample through Logistic Regression, then we match the samples, the most used way is Newares Neighbor matching, NNM.