Outcome-adaptive lasso: Variable selection for causal inference.
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ABSTRACT: Methodological advancements, including propensity score methods, have resulted in improved unbiased estimation of treatment effects from observational data. Traditionally, a "throw in the kitchen sink" approach has been used to select covariates for inclusion into the propensity score, but recent work shows including unnecessary covariates can impact both the bias and statistical efficiency of propensity score estimators. In particular, the inclusion of covariates that impact exposure but not the outcome, can inflate standard errors without improving bias, while the inclusion of covariates associated with the outcome but unrelated to exposure can improve precision. We propose the outcome-adaptive lasso for selecting appropriate covariates for inclusion in propensity score models to account
SUBMITTER: Shortreed SM
PROVIDER: S-EPMC5591052 | biostudies-literature | 2017 Dec
REPOSITORIES: biostudies-literature
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