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A model averaging approach for estimating propensity scores by optimizing balance.

Yuying Xie1, Yeying Zhu1, Cecilia A Cotton1

  • 11 Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Canada.

Statistical Methods in Medical Research
|July 18, 2017
PubMed
Summary

This study introduces a novel model averaging method for estimating propensity scores, improving covariate balance. The new approach reduces bias and standard errors in causal inference, particularly in feeding studies.

Keywords:
Average causal effectcausal inferencecovariate balancemodel averagingpropensity scores

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Area of Science:

  • Epidemiology
  • Biostatistics
  • Causal Inference

Background:

  • Propensity score estimation is crucial for causal inference in observational studies.
  • Existing methods like parametric modeling and machine learning have limitations in achieving covariate balance.

Purpose of the Study:

  • To propose a new model averaging approach for propensity score estimation.
  • To improve covariate balance and enhance the performance of inverse probability weighting (IPW) estimators.
  • To evaluate the causal effect of infant feeding practices on childhood obesity.

Main Methods:

  • Developed a model averaging technique combining parametric and nonparametric propensity score estimates.
  • Conducted simulation studies across scenarios with varying interactions and nonlinearities.
  • Applied the approach to real-world data on infant feeding and BMI Z-scores at age 4.

Main Results:

  • The proposed propensity score estimator demonstrated reduced bias and smaller standard errors compared to existing methods under IPW.
  • Model averaging focused on minimizing the Kolmogorov-Smirnov statistic yielded the best IPW estimator performance.
  • Analysis indicated that formula or mixed feeding is associated with a higher likelihood of childhood obesity at age 4.

Conclusions:

  • The novel model averaging approach offers a superior method for propensity score estimation, enhancing causal inference.
  • Minimizing the Kolmogorov-Smirnov statistic is an effective objective for model averaging in IPW.
  • Formula or mixed feeding may increase the risk of obesity in children by age 4.