ran2 wrote:
Frank E Harrell Jr wrote:
That is a high variance procedure as compared with covariate adjustment
using the propensity score, or stratification.
Frank Harrell
Ah, wait what if I got very high dimensional X ? Even with 20 binary
covariates i would end up with more than 1 million possibilities...
That's why you do the propensity score-- to adjust or stratify on only
one dimension.
Frank
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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