[R] propensity score adjustment using R

Frank E Harrell Jr f.harrell at vanderbilt.edu
Thu Sep 18 20:27:41 CEST 2008


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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