Introduction to Propensity Score Weighting. Weimiao Fan 10/10/2009. Background. Propensity Score Analysis (PSA) is used to adjust the confounding effect when studying the treatment effect in observational studies.
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Introduction to Propensity Score Weighting
Propensity Score Analysis (PSA) is used to adjust the confounding effect when studying the treatment effect in observational studies.
Propensity score is the conditional probability of being in the treatment group given a set of covariates.
There are four primary usages/methods of propensity scores (Posner& Ash ):
We are focusing on the weighting methods for this study.
Wt=1/ps for treatment group
Wc=1/(1-ps) for control group
There are different methods to estimate the average causal effects (E(Yt)-E(Yc)) in the literature.
2. Another estimator with ‘double robustness’ is created by Robins, Rotnitzky, and Zhao (1994).
While loess-based estimate using loess.psa gives an estimate of -0.5434