Model Selection for Causal Modeling in Missing Exposure Problems

Abstract: In causal inference, properly selecting the propensity score (PS) model is an important topic and has been widely investigated in observational studies. There is also a large literature focusing on the missing data problem. However, there are very few studies investigating the model selection issue for causal inference when the exposure is missing at random (MAR). In this paper, we discuss how to select both imputation and PS models, which can result in the smallest root mean squared error (RMSE) of the estimated causal effect in our simulation study. Then, we propose a new criterion, called ``rank score'' for evaluating the overall performance of both models. The simulation studies show that the full imputation plus the outcome-related PS models lead to the smallest RMSE and the rank score can help select the best models. An application study is conducted to quantify the causal effect of cardiovascular disease (CVD) on the mortality of COVID-19 patients.