A comparison of two methods of estimating propensity scores after multiple imputation

Mitra, Robin and Reiter, Jerome P. (2011) A comparison of two methods of estimating propensity scores after multiple imputation. Southampton, GB, University of Southampton, 21pp. (S3RI Methodology Working Papers, M11/05).


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In many observational studies, analysts estimate treatment effects using propensity scores, e.g., by matching or sub classifying on the scores. When some values of the covariates are missing, analysts can use multiple imputation to fill in the missing data, estimate propensity scores based on the m completed datasets, and use the propensity scores to estimate treatment effects. We compare two approaches to implementing this process. In the first, the analyst estimates the treatment effect using propensity score matching within each completed data set, and averages the m treatment effect estimates. In the second approach, the analyst averages the m propensity scores for each record across the completed datasets, and performs propensity score matching with these averaged scores to estimate the treatment effect. We compare properties of both methods via simulation studies using artifical and real data. The simulations suggest that the second method has greater potential to produce substantial bias reductions than the first.

Item Type: Monograph (Working Paper)
Keywords: missing data, multiple imputation, observational studies, propensity score
Subjects: H Social Sciences > HA Statistics
Q Science > QA Mathematics
Divisions : University Structure - Pre August 2011 > Southampton Statistical Sciences Research Institute
Faculty of Social and Human Sciences > Southampton Statistical Sciences Research Institute
ePrint ID: 181545
Accepted Date and Publication Date:
14 April 2011Published
Date Deposited: 14 Apr 2011 10:34
Last Modified: 31 Mar 2016 13:36
URI: http://eprints.soton.ac.uk/id/eprint/181545

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