Profile picture
Kristen Olson @olson_km
, 8 tweets, 4 min read Read on Twitter
#JSM2018 Rod Little up next, talking about multiple Imputation for causal inference
#JSM2018 Little Statistics is prediction. Multiple Imputation is an all-purpose tool for prediction.
#JSM2018 Little Using Penalized Spline of Propensity Prediction (PSPP). Estimate propensity to respond to Y model, then include propensity as spline in impute for Y with other covariates. Now, extend this to causal inference
#JSM2018 Little Apply to propensity to be assigned to treatment rather than propensity to respond. Easy in one time treatment, but harder in longitudinal causal inference
#JSM2018 Little Longitudinal causal inference can be done when reframing everything as a major missing data problem, with propensities for each treatment and combination of treatments.
#JSM2018 Little Penalized spline does better than augmented weighting approaches. Why? Weighting can be inefficient when propensities are variable.
#JSM2018 Little Causal effects for propensities close to zero and 1 poorly determined. This is exacerbated in longitudinal treatments. Can be combinations of treatments never observed. So, need to modify estimate to subpopulations where true propensities are not close to 0 or 1
#JSM2018 Little argues that propensity models should omit spurious variables. Rubin apparently disagrees.
Missing some Tweet in this thread?
You can try to force a refresh.

Like this thread? Get email updates or save it to PDF!

Subscribe to Kristen Olson
Profile picture

Get real-time email alerts when new unrolls are available from this author!

This content may be removed anytime!

Twitter may remove this content at anytime, convert it as a PDF, save and print for later use!

Try unrolling a thread yourself!

how to unroll video

1) Follow Thread Reader App on Twitter so you can easily mention us!

2) Go to a Twitter thread (series of Tweets by the same owner) and mention us with a keyword "unroll" @threadreaderapp unroll

You can practice here first or read more on our help page!

Did Thread Reader help you today?

Support us! We are indie developers!


This site is made by just three indie developers on a laptop doing marketing, support and development! Read more about the story.

Become a Premium Member and get exclusive features!

Premium member ($3.00/month or $30.00/year)

Too expensive? Make a small donation by buying us coffee ($5) or help with server cost ($10)

Donate via Paypal Become our Patreon

Thank you for your support!