Table 1Summary of Results With Linear Outcome Modelsa

(C1) cor PS, cor OR(C2) cor PS, mis OR(C3) mis PS, cor OR
RMLRML2RCALRMLRML2RCALRMLRML2RCAL
n = 800 and p = 200
Bias0.0190.0020.026−0.038−0.0090.0120.0100.0020.016
Var 0.0700.0790.0700.0720.0920.0710.0700.0760.070
EVar 0.0680.0760.0680.0720.0940.0690.0690.0750.068
Cov900.8640.8800.8540.8590.9060.8890.8750.8860.871
Cov950.9220.9470.9140.9140.9500.9380.9410.9500.942
n = 800 and p = 1000
Bias0.031−0.0020.033−0.038−0.0010.0150.0260.0090.028
Var 0.0680.1090.0700.0700.3940.0710.0690.0920.070
EVar 0.0670.1120.0670.0700.3880.0680.0680.0890.068
Cov900.8510.9110.8360.8420.8960.8770.8670.8920.854
Cov950.9220.9490.9150.9120.9440.9290.9240.9330.923

Abbreviations: cor, correct; Cov90, coverage proportion of the 90% CI; Cov95, coverage proportion of the 95% CI; mis, misspecified; OR, outcome regression; PS, propensity score; Var, variance.

Reproduced from Tan Z. Ann Statist. 2020;48:811-837.

Reprinted with permission from Annals of Statistics (Copyright ©2020). Institute of Mathematical Statistics. All Rights Reserved.

aRML denotes μ^1(m^RWL1,π^RML1), and RML2 denotes the variant with m^RWL1and π^RML1replaced by the fitted values obtained by refitting OR and PS models only including the variables selected from the corresponding Lasso estimation. RCAL denotes μ^1(m^RWL1,π^RCAL1). Bias and Var are the Monte Carlo bias and variance of the points estimates. EVar is the mean of the variance estimates, and hence EVaralso measures the L2-average of lengths of CIs.

From: Developing and Testing New Methods for Estimating Treatment Effectiveness in Observational Studies Using High-Dimension Data

Cover of Developing and Testing New Methods for Estimating Treatment Effectiveness in Observational Studies Using High-Dimension Data
Developing and Testing New Methods for Estimating Treatment Effectiveness in Observational Studies Using High-Dimension Data [Internet].
Tan Z, Gerhard T, Sun B.
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