How to match 2 sets of observations with observations having attibutes which have correlation between them?

Question

I actually have two sets of observations, one is a test group and the other is a control group. The observations in both the groups have three attributes to measure. the attributes are not independent, as they have correlation between them(hence euclidean distance will not work). I need to find the best possible match for each observation in the test group with an observation in the control group. Is there a way to find the distance between any two observations in a non-euclidean way(as there is correlation between attributes)?

Answer 1

good question ☮