Table 3Summary of Results for Estimation of θ1a

(C1) cor IPS, more cor OR(C2) cor IPS, less cor OR(C3) mis IPS, more cor OR
RCALRMLRML2RCALRMLRML2RCALRMLRML2
(M1) n = 800 and p = 400
Bias−0.146−0.195−0.007−0.054−0.208−0.1180.043−0.0220.119
Var 0.4330.4350.8960.5180.5211.2310.4290.4340.804
EVar 0.4180.4002.5330.5100.48611.4100.4180.4220.957
Cov900.8540.8110.8680.8890.8300.8480.8860.8760.885
Cov950.9080.8890.9300.9350.8970.8980.9320.9330.939
(M2) n = 800 and p = 400
Bias−0.155−0.201−0.026−0.056−0.210−0.1430.025−0.0260.120
Var 0.4320.4380.7520.5220.5211.3010.4270.4330.784
EVar 0.4150.4011.2900.5090.48611.8040.4150.4220.790
Cov900.8480.8030.8720.8840.8320.8510.8840.8770.883
Cov950.9090.8820.9280.9330.8950.8940.9370.9290.941
(M1) n = 800 and p = 1000
Bias−0.198−0.239−0.145−0.087−0.227−0.2040.047−0.0280.092
Var 0.4280.4240.6320.5180.5210.7490.4380.4510.961
EVar 0.4110.3930.6000.4390.4770.7420.4110.4130.816
Cov900.8370.8080.8320.8790.8310.8330.8820.8640.857
Cov950.9000.8690.9010.9330.8880.8990.9450.9240.920
(M2) n = 800 and p = 1000
Bias−0.223−0.242−0.146−0.099−0.227−0.2050.011−0.0300.068
Var 0.4300.4240.6320.5150.5200.7590.4410.4500.714
EVar 0.4070.3930.6050.4910.4760.7440.4070.4120.677
Cov900.8200.8030.8310.8740.8240.8280.8750.8620.858
Cov950.8800.8680.9000.9290.8880.8940.9390.9280.917

Abbreviations: cor, correct; Cov90, coverage proportion of the 90% CI; Cov95, coverage proportion of the 95% CI; EVar, estimated variance; IPS, instrument propensity score model; M, model; mis, misspecified; OR, outcome and treatment regression models; Var, variance.

aRCAL denotes θ^1,RCAL, RM L denotes θ^1,RCAL, and RML2 denotes the variant where the nuisance parameters are estimated by refitting models with only the variables selected from the corresponding Lasso estimation. Bias and Varare the Monte Carlo bias and SD of the point estimates, and EVaris the square root of the mean of the variance estimates. Cov90 and Cov95 are based on 1000 repeated simulations. The true values of θ^1under (C1) to (C3) are calculated using Monte Carlo integration with 100 repeated samples each of size 107.

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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