Overfitting in propensity score model: a commentary on “propensity score model overfitting led to inflated variance of estimated odds ratios” by Schuster et al.
نویسندگان
چکیده
منابع مشابه
Matching on the Estimated Propensity Score
Propensity score matching estimators (Rosenbaum and Rubin, 1983) are widely used in evaluation research to estimate average treatment effects. In this article, we derive the large sample distribution of propensity score matching estimators. Our derivations take into account that the propensity score is itself estimated in a first step, prior to matching. We prove that first step estimation of t...
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We are grateful to Ben Hansen, James Robins, Paul Rosenbaum, Donald Rubin, and participants in seminars at the Banff Center, Brown, Georgetown, Harvard/MIT, Montreal, and UPenn for comments and discussions. Software implementing these methods is available on our websites. The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Eco...
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ژورنال
عنوان ژورنال: Journal of Clinical Epidemiology
سال: 2017
ISSN: 0895-4356
DOI: 10.1016/j.jclinepi.2017.05.011