The Balance Super Learner: A robust adaptation of the Super Learner to improve estimation of the average treatment effect in the treated based on propensity score matching.

Consistency of the propensity score estimators rely on correct specification of the propensity score model. The propensity score is frequently estimated using a main effect logistic regression. It has recently been shown that the use of ensemble machine learning algorithms, such as the Super Learner, could improve covariate balance and reduce bias in a meaningful manner in the case of serious model misspecification for treatment assignment. However, the loss functions normally used by the Super Learner may not be appropriate for propensity score estimation since the goal in this problem is not to optimize propensity score prediction but rather to achieve the best possible balance in the covariate distribution between treatment groups. In a simulation study, we evaluated the benefit of a modification of the Super Learner by propensity score estimation geared toward achieving covariate balance between the treated and untreated after matching on the propensity score. Our simulation study included six different scenarios characterized by various degrees of deviation from the usual main term logistic model for the true propensity score and outcome as well as the presence (or not) of instrumental variables. Our results suggest that the use of this adapted Super Learner to estimate the propensity score can further improve the robustness of propensity score matching estimators.