weight trimming and propensity score weighting重量削减和倾向评分权重.pdfVIP

Weight Trimming and Propensity Score Weighting 1 2 3,4 Brian K. Lee *, Justin Lessler , Elizabeth A. Stuart 1 Department of Epidemiology and Biostatistics, Drexel University School of Public Health, Philadelphia, Pennsylvania, United States of America, 2 Department of Epidemiology, Johns Hopkins Bloomberg School of Public Health, Baltimore, Maryland, United States of America, 3 Department of Mental Health, Johns Hopkins Bloomberg School of Public Health, Baltimore, Maryland, United States of America, 4 Department of Biostatistics, Johns Hopkins Bloomberg School of Public Health, Baltimore, Maryland, United States of America Abstract Propensity score weighting is sensitive to model misspecification and outlying weights that can unduly influence results. The authors investigated whether trimming large weights downward can improve the performance of propensity score weighting and whether the benefits of trimming differ by propensity score estimation method. In a simulation study, the authors examined the performance of weight trimming following logistic regression, classification and regression trees (CART), boosted CART, and random forests to estimate propensity score weights. Results indicate that although misspecified logistic regression propensity score models yield increased bias and standard errors, weight trimming following logistic regression can improve the accuracy and precision of final parameter estimates. In contrast, weight trimming did not improve the performance of boosted CART and random forests. The performance of boosted CART and random forests without weight trimming was similar to the best performance obtainable by weight trimmed logistic regression estimated propensity scores. Whi