Comparing different propensity score estimation methods for estimating the marginal causal effect through standardization to propensity scores.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION(2018)

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摘要
Hernan and Robins proposed a method for calculating marginal causal effect of treatment using standardization to propensity scores.Data adaptive methods have been suggested as alternatives to logistic regression for the estimation of propensity scores. We examined the performance of various data mining methods using simulated data. The estimators' performance was evaluated in terms of relative bias, 95% CI coverage rate, and mean squared error.All methods (except CART and GBM) displayed generally acceptable performance. However, under the conditions of moderate non-additivity and moderate nonlinearity, ANN and SL outperformed logistic regression with better bias reduction and more consistent 95% CI coverage.
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关键词
Propensity Scores,Data Mining,Standardization,Simulation,Data Adaptive Methods,Risk Difference
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