Targeted learning with an undersmoothed LASSO propensity score model for large-scale covariate adjustment in...

Least absolute shrinkage and selection operator (LASSO) regression is widely used for large-scale propensity score (PS) estimation in health-care database studies. In these settings, previous work has shown that undersmoothing (overfitting) LASSO PS models can improve confounding control, but it can also cause problems of nonoverlap in covariate distributions. It remains unclear how to select the degree of undersmoothing when fitting large-scale LASSO PS models to improve confounding control while avoiding issues that can result from reduced covariate overlap. Here, we used simulations to evaluate the performance of using collaborative-controlled targeted learning to data-adaptively select the degree of undersmoothing when fitting large-scale PS models within both singly and doubly robust frameworks to reduce bias in causal estimators. Simulations showed that collaborative learning can data-adaptively select the degree of undersmoothing to reduce bias in estimated treatment effects. Results further showed that when fitting undersmoothed LASSO PS models, the use of cross-fitting was important for avoiding nonoverlap in covariate distributions and reducing bias in causal estimates.