Evaluation of propensity score methods for causal inference with high-dimensional covariates. Issue 4 (7th June 2022)

• Record Type: Journal Article
• Authors: Gao, Qian; Zhang, Yu; Sun, Hongwei; Wang, Tong
• Is Part Of: Briefings in bioinformatics. Volume 23:Issue 4(2022)
• Publication Date: 2022-06-07
• Subjects: causal inference -- high-dimensional data -- covariate balance -- variable selection -- propensity score; Genetics -- Data processing -- Periodicals; Molecular biology -- Data processing -- Periodicals; Genomes -- Data processing -- Periodicals; 572.80285
• DOI: 10.1093/bib/bbac227
• Languages: English
• ISSNs: 1467-5463

Abstract

Abstract: In recent work, researchers have paid considerable attention to the estimation of causal effects in observational studies with a large number of covariates, which makes the unconfoundedness assumption plausible. In this paper, we review propensity score (PS) methods developed in high-dimensional settings and broadly group them into model-based methods that extend models for prediction to causal inference and balance-based methods that combine covariate balancing constraints. We conducted systematic simulation experiments to evaluate these two types of methods, and studied whether the use of balancing constraints further improved estimation performance. Our comparison methods were post-double-selection (PDS), double-index PS (DiPS), outcome-adaptive LASSO (OAL), group LASSO and doubly robust estimation (GLiDeR), high-dimensional covariate balancing PS (hdCBPS), regularized calibrated estimators (RCAL) and approximate residual balancing method (balanceHD). For the four model-based methods, simulation studies showed that GLiDeR was the most stable approach, with high estimation accuracy and precision, followed by PDS, OAL and DiPS. For balance-based methods, hdCBPS performed similarly to GLiDeR in terms of accuracy, and outperformed balanceHD and RCAL. These findings imply that PS methods do not benefit appreciably from covariate balancing constraints in high-dimensional settings. In conclusion, we recommend the preferential use of GLiDeR and hdCBPS approaches for estimating causal effects in high-dimensional settings; however, further studies on the construction of valid confidence intervals are required.