Variable Selection for Propensity Score Models

Despite the growing popularity of propensity score (PS) methods in epidemiology, relatively little has been written in the epidemiologic literature about the problem of variable selection for PS models. The authors present the results of two simulation studies designed to help epidemiologists gain insight into the variable selection problem in a PS analysis. The simulation studies illustrate how the choice of variables that are included in a PS model can affect the bias, variance, and mean squared error of an estimated exposure effect. The results suggest that variables that are unrelated to the exposure but related to the outcome should always be included in a PS model. The inclusion of these variables will…

• NI
  National Institute on Aging

  Awards: R01 AG023178, AG023178