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. 2014 Dec 16;181(2):108–119. doi: 10.1093/aje/kwu253

Table 3.

Performance of the Propensity Score Estimator When Using Super Learner, Neural Networks, and Boosted CART for Propensity Score Estimationa

Method and Scenario ASAM, % Estimate Absolute Bias MSE Empirical SEb Estimated SEc 95% CI Coverage, %d
Matching
Boosted CART
 Scenario A 17.003 −0.521 0.138 0.041 0.092 0.117 81.6
 Scenario B 15.762 −0.510 0.135 0.041 0.091 0.119 84.5
 Scenario C 17.598 −0.520 0.140 0.044 0.094 0.122 84.5
 Scenario D 21.470 −0.523 0.157 0.060 0.113 0.149 86.2
Neural Networks
 Scenario A 13.862 −0.399 0.001 0.036 0.082 0.132 94.3
 Scenario B 14.915 −0.404 0.004 0.040 0.086 0.138 94.1
 Scenario C 14.354 −0.404 0.004 0.038 0.082 0.137 94.5
 Scenario D 20.287 −0.395 0.006 0.069 0.114 0.176 91.0
Super Learner
 Scenario A 6.734 −0.381 0.019 0.002 0.061 0.101 100.0
 Scenario B 4.840 −0.403 0.003 0.001 0.067 0.085 98.5
 Scenario C 7.025 −0.381 0.019 0.002 0.065 0.097 99.4
 Scenario D 10.781 −0.418 0.018 0.003 0.113 0.082 85.6
Inverse Probability of Treatment Weighting
Boosted CART
 Scenario A 13.297 −0.338 0.066 0.011 0.043 0.079 95.8
 Scenario B 12.505 −0.343 0.062 0.011 0.040 0.074 96.7
 Scenario C 14.473 −0.328 0.074 0.013 0.043 0.076 93.5
 Scenario D 14.262 −0.354 0.058 0.011 0.040 0.079 97.3
Neural Networks
 Scenario A 39.586 −0.561 0.257 0.150 0.180 0.226 83.0
 Scenario B 36.317 −0.530 0.241 0.149 0.189 0.231 86.2
 Scenario C 39.695 −0.558 0.256 0.153 0.183 0.230 84.3
 Scenario D 35.386 −0.475 0.256 0.169 0.193 0.249 83.3
Super Learner
 Scenario A 4.660 −0.391 0.009 0.001 0.045 0.031 83.7
 Scenario B 4.470 −0.392 0.008 0.001 0.045 0.033 83.8
 Scenario C 4.996 −0.391 0.009 0.001 0.050 0.032 79.1
 Scenario D 8.472 −0.389 0.011 0.002 0.073 0.043 77.8

Abbreviations: ASAM, average standardized absolute mean difference; CART, classification and regression trees; CI, confidence interval; MSE, mean squared error.

a

All tabulated results represent average values from 1,000 independent replications.

b

Empirical Monte Carlo SE across the 1,000 simulated data sets.

c

Empirical mean of the estimated SEs.

d

Empirical coverage of nominal 95% CIs across the 1,000 simulated data sets.