Balancing Score Adjusted Targeted Minimum Loss-based Estimation
Adjusting for a balancing score is sufficient for bias reduction when estimating causal effects including the average treatment effect and effect among the treated. Estimators that adjust for the propensity score in a nonparametric way, such as matching on an estimate of the propensity score, can be...
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De Gruyter
2015-09-01
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Series: | Journal of Causal Inference |
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Online Access: | https://doi.org/10.1515/jci-2012-0012 |
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doaj-6a1ff16f7c8742a991aa68570199fe482021-09-06T19:40:27ZengDe GruyterJournal of Causal Inference2193-36772193-36852015-09-013213915510.1515/jci-2012-0012Balancing Score Adjusted Targeted Minimum Loss-based EstimationLendle Samuel David0Fireman Bruce1van der Laan Mark J.2Group in Biostatistics, University of California, Berkeley, Berkeley, CA, USADivision of Research, Kaiser Permanente, Oakland, CA, USAGroup in Biostatistics, University of California, Berkeley, Berkeley, CA, USAAdjusting for a balancing score is sufficient for bias reduction when estimating causal effects including the average treatment effect and effect among the treated. Estimators that adjust for the propensity score in a nonparametric way, such as matching on an estimate of the propensity score, can be consistent when the estimated propensity score is not consistent for the true propensity score but converges to some other balancing score. We call this property the balancing score property, and discuss a class of estimators that have this property. We introduce a targeted minimum loss-based estimator (TMLE) for a treatment-specific mean with the balancing score property that is additionally locally efficient and doubly robust. We investigate the new estimator’s performance relative to other estimators, including another TMLE, a propensity score matching estimator, an inverse probability of treatment weighted estimator, and a regression-based estimator in simulation studies.https://doi.org/10.1515/jci-2012-0012balancing scorepropensity scorecausal inferencematchingtmle |
collection |
DOAJ |
language |
English |
format |
Article |
sources |
DOAJ |
author |
Lendle Samuel David Fireman Bruce van der Laan Mark J. |
spellingShingle |
Lendle Samuel David Fireman Bruce van der Laan Mark J. Balancing Score Adjusted Targeted Minimum Loss-based Estimation Journal of Causal Inference balancing score propensity score causal inference matching tmle |
author_facet |
Lendle Samuel David Fireman Bruce van der Laan Mark J. |
author_sort |
Lendle Samuel David |
title |
Balancing Score Adjusted Targeted Minimum Loss-based Estimation |
title_short |
Balancing Score Adjusted Targeted Minimum Loss-based Estimation |
title_full |
Balancing Score Adjusted Targeted Minimum Loss-based Estimation |
title_fullStr |
Balancing Score Adjusted Targeted Minimum Loss-based Estimation |
title_full_unstemmed |
Balancing Score Adjusted Targeted Minimum Loss-based Estimation |
title_sort |
balancing score adjusted targeted minimum loss-based estimation |
publisher |
De Gruyter |
series |
Journal of Causal Inference |
issn |
2193-3677 2193-3685 |
publishDate |
2015-09-01 |
description |
Adjusting for a balancing score is sufficient for bias reduction when estimating causal effects including the average treatment effect and effect among the treated. Estimators that adjust for the propensity score in a nonparametric way, such as matching on an estimate of the propensity score, can be consistent when the estimated propensity score is not consistent for the true propensity score but converges to some other balancing score. We call this property the balancing score property, and discuss a class of estimators that have this property. We introduce a targeted minimum loss-based estimator (TMLE) for a treatment-specific mean with the balancing score property that is additionally locally efficient and doubly robust. We investigate the new estimator’s performance relative to other estimators, including another TMLE, a propensity score matching estimator, an inverse probability of treatment weighted estimator, and a regression-based estimator in simulation studies. |
topic |
balancing score propensity score causal inference matching tmle |
url |
https://doi.org/10.1515/jci-2012-0012 |
work_keys_str_mv |
AT lendlesamueldavid balancingscoreadjustedtargetedminimumlossbasedestimation AT firemanbruce balancingscoreadjustedtargetedminimumlossbasedestimation AT vanderlaanmarkj balancingscoreadjustedtargetedminimumlossbasedestimation |
_version_ |
1717768485891735552 |