Abstract:
:Generalized linear models are often assumed to fit propensity scores, which are used to compute inverse probability weighted (IPW) estimators. To derive the asymptotic properties of IPW estimators, the propensity score is supposed to be bounded away from zero. This condition is known in the literature as strict positivity (or positivity assumption), and, in practice, when it does not hold, IPW estimators are very unstable and have a large variability. Although strict positivity is often assumed, it is not upheld when some of the covariates are unbounded. In real data sets, a data-generating process that violates the positivity assumption may lead to wrong inference because of the inaccuracy in the estimations. In this work, we attempt to conciliate between the strict positivity condition and the theory of generalized linear models by incorporating an extra parameter, which results in an explicit lower bound for the propensity score. An additional parameter is added to fulfil the overlap assumption in the causal framework.
journal_name
Stat Medjournal_title
Statistics in medicineauthors
Molina J,Sued M,Valdora Mdoi
10.1002/sim.7827subject
Has Abstractpub_date
2018-10-30 00:00:00pages
3503-3518issue
24eissn
0277-6715issn
1097-0258journal_volume
37pub_type
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