14 Take-aways
14.1 What are the strengths
Comprehensive comparison of various algorithms, going beyond the current literature.
Plasmode simulation includes realistic considerations:
- Complex function
- Many noise variables available
- Based on an open dataset
- Comprehensive list of performance measures considered:
- Coverage
- relative error in model SE
14.2 What could improve
- More proxies!
- Others have used \(k = 10\) in the same context to compare
- Investigate additional double cross-fit versions:
- Only kitchen sink used
14.3 Conclusions
High-dimensional proxy adjustment context
- Employ TMLE whenever possible for more unbiased and accurate results.
- TMLE methods have competitive advantage while adjusting for too many proxies (high-dimensional; beyond low dimensions where it is now popular).
- Exercise caution with Super Learner, considering the trade-offs between smooth and non-smooth learners.