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Determination of the optimal number of strata for propensity score subclassification

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  • Orihara, Shunichiro
  • Hamada, Etsuo

Abstract

In observational studies, propensity score methods are useful for estimating causal effects. We propose a new method for selecting the optimal number of strata for subclassification on the propensity score. The proposed method achieves “optimality” in terms of the MSE.

Suggested Citation

  • Orihara, Shunichiro & Hamada, Etsuo, 2021. "Determination of the optimal number of strata for propensity score subclassification," Statistics & Probability Letters, Elsevier, vol. 168(C).
    • Handle: RePEc:eee:stapro:v:168:y:2021:i:c:s0167715220302546
    DOI: 10.1016/j.spl.2020.108951
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    References listed on IDEAS

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    1. Kosuke Imai & Marc Ratkovic, 2014. "Covariate balancing propensity score," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 76(1), pages 243-263, January.
    2. Takamichi Baba & Takayuki Kanemori & Yoshiyuki Ninomiya, 2017. "A $C_p$ criterion for semiparametric causal inference," Biometrika, Biometrika Trust, vol. 104(4), pages 845-861.
    3. Imbens,Guido W. & Rubin,Donald B., 2015. "Causal Inference for Statistics, Social, and Biomedical Sciences," Cambridge Books, Cambridge University Press, number 9780521885881, November.
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