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Updated: Dec 17, 2025

Inverse Probability of Treatment Weighting Propensity Score using the Military Health System Data Repository and National Death Index
Published on: January 8, 2020
Comparison of methods for handling covariate missingness in propensity score estimation with a binary exposure
Donna L Coffman1, Jiangxiu Zhou2, Xizhen Cai3
1Temple University, 1301 Cecil B. Moore Ave. Ritter Annex, 9th floor, Philadelphia, PA, 19122, USA. dcoffman@temple.edu.
Handling missing covariate data in propensity score estimation is crucial for causal inference. Multiple imputation methods (MI, MIMP) and single imputation with prediction error (SI+PE, SI+PE+PU) perform well, outperforming Generalized Boosted Modeling (GBM) without imputation.
Area of Science:
- Epidemiology
- Biostatistics
- Causal Inference
Background:
- Observational data analysis for causal effects is prone to confounding bias.
- Propensity scores are commonly used to control for confounding.
- Handling missing covariate data in propensity score estimation remains a challenge.
Purpose of the Study:
- To evaluate the performance of various methods for handling missing covariate data in propensity score estimation.
- To compare established methods like multiple imputation (MI, MIMP) and treatment mean imputation with less-evaluated approaches including single imputation (SI) variants and Generalized Boosted Modeling (GBM).
Main Methods:
- A simulation study was conducted to assess different missing data handling techniques.
- Methods evaluated included multiple imputation (MI, MIMP), treatment mean imputation, single imputation with prediction error (SI+PE), single imputation with prediction error and parameter uncertainty (SI+PE+PU), and Generalized Boosted Modeling (GBM).
Main Results:
- SI+PE, SI+PE+PU, MI, and MIMP demonstrated comparable performance and superiority over treatment mean imputation and GBM regarding bias.
- MI and MIMP additionally accounted for the uncertainty introduced by imputing missing values.
- Direct application of GBM to incomplete data using surrogate splits resulted in significant bias.
Conclusions:
- Imputation of missing covariates prior to applying Generalized Boosted Modeling (GBM) is recommended.
- Multiple imputation methods (MI, MIMP) and single imputation variants (SI+PE, SI+PE+PU) are effective strategies for handling missing covariate data in propensity score estimation.
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