S3E27: Propensity Scores -- I Meant To Do That!
Quantitude
00:00
How to Predict the Propensity Score
Propensi scores are amenable to machine learning, which means you can use a complicated model to pre the treatment selection and generate the predicted values from that. The way the propensity score model is evaluated is on how well it achieves balance when adjusting for it. It's not about parsimony at all. And really you need a rich model that adjusts for the covert in a complete way.
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