The role of the c-statistic in variable selection for propensity score models.
Journal Article (Journal Article)
The applied literature on propensity scores has often cited the c-statistic as a measure of the ability of the propensity score to control confounding. However, a high c-statistic in the propensity model is neither necessary nor sufficient for control of confounding. Moreover, use of the c-statistic as a guide in constructing propensity scores may result in less overlap in propensity scores between treated and untreated subjects; this may require the analyst to restrict populations for inference. Such restrictions may reduce precision of estimates and change the population to which the estimate applies. Variable selection based on prior subject matter knowledge, empirical observation, and sensitivity analysis is preferable and avoids many of these problems.
Full Text
Duke Authors
Cited Authors
- Westreich, D; Cole, SR; Funk, MJ; Brookhart, MA; Stürmer, T
Published Date
- March 2011
Published In
Volume / Issue
- 20 / 3
Start / End Page
- 317 - 320
PubMed ID
- 21351315
Pubmed Central ID
- PMC3081361
Electronic International Standard Serial Number (EISSN)
- 1099-1557
Digital Object Identifier (DOI)
- 10.1002/pds.2074
Language
- eng
Conference Location
- England