Modeling the Propensity Score with Statistical Learning

摘要

The progress of the ICT technology has produced data-sources that continuously generate datasets with different features and possibly with partial missing values. Such heterogeneity can be mended by integrating several processing blocks, but a unified method to extract conclusions from such heterogeneous datasets would bring consistent results with lower complexity. This paper proposes a flexible propensity score estimation method based on statistical learning for classification, and compared its performance against classical generalized linear methods.