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Understanding characteristics of patients with propensity scores in the tails of the propensity score (PS) distribution has relevance for inverse-probability-of-treatment–weighted and PS-based estimation in observational studies. Here we outline a method for identifying variables most responsible for extreme propensity scores. The approach is illustrated in 3 scenarios: 1) a plasmode simulation of adult patients in the National Ambulatory Medical Care Survey (2011–2015) and 2) timing of dexamethasone initiation and 3) timing of remdesivir initiation in patients hospitalized for coronavirus disease 2019 from February 2020 through January 2021. PS models were fitted using relevant baseline covariates, and tails of the PS distribution were defined using asymmetric first and 99th percentiles. After fitting of the PS model in each original data set, values of each key covariate were permuted and model-agnostic variable importance measures were examined. Visualization and variable importance techniques were helpful in identifying variables most responsible for extreme propensity scores and may help identify individual characteristics that might make patients inappropriate for inclusion in a study (e.g. off-label use). Subsetting or restricting the study sample based on variables identified using this approach may help investigators avoid the need for trimming or overlap weights in studies. [ABSTRACT FROM AUTHOR]

Variable selection in regression models is a particularly important issue in epidemiology, where one usually encounters observational studies. In contrast to randomized trials or experiments, confounding is often not controlled by the study design, but has to be accounted for by suitable statistical methods. For instance, when risk factors should be identified with unconfounded effect estimates, multivariable regression techniques can help to adjust for confounders. We investigated the current practice of variable selection in 4 major epidemiologic journals in 2019 and found that the majority of articles used subject-matter knowledge to determine a priori the set of included variables. In comparison with previous reviews from 2008 and 2015, fewer articles applied data-driven variable selection. Furthermore, for most articles the main aim of analysis was hypothesis-driven effect estimation in rather low-dimensional data situations (i.e. large sample size compared with the number of variables). Based on our results, we discuss the role of data-driven variable selection in epidemiology. [ABSTRACT FROM AUTHOR]