Weighting Regressions by Propensity Scores 论文
2008Evaluation Review引用 254
Advanced Causal Inference TechniquesStatistical Methods and InferenceBayesian Modeling and Causal Inference
详细信息
- 发表期刊/会议
- Evaluation Review
- 发表日期
- 2008-06-30
- 发表年份
- 2008
关键词
Advanced Causal Inference TechniquesStatistical Methods and InferenceBayesian Modeling and Causal Inference
摘要
Regressions can be weighted by propensity scores in order to reduce bias. However, weighting is likely to increase random error in the estimates, and to bias the estimated standard errors downward, even when selection mechanisms are well understood. Moreover, in some cases, weighting will increase the bias in estimated causal parameters. If investigators have a good causal model, it seems better just to fit the model without weights. If the causal model is improperly specified, there can be significant problems in retrieving the situation by weighting, although weighting may help under some circumstances.