jointVIP - Prioritize Variables with Joint Variable Importance Plot in
Observational Study Design
In the observational study design stage,
matching/weighting methods are conducted. However, when many
background variables are present, the decision as to which
variables to prioritize for matching/weighting is not trivial.
Thus, the joint treatment-outcome variable importance plots are
created to guide variable selection. The joint variable
importance plots enhance variable comparisons via unadjusted
bias curves derived under the omitted variable bias framework.
The plots translate variable importance into recommended values
for tuning parameters in existing methods. Post-matching and/or
weighting plots can also be used to visualize and assess the
quality of the observational study design. The method
motivation and derivation is presented in "Prioritizing
Variables for Observational Study Design using the Joint
Variable Importance Plot" by Liao et al. (2024)
<doi:10.1080/00031305.2024.2303419>. See the package paper by
Liao and Pimentel (2023) <arxiv:2302.10367> for a beginner
friendly user introduction.