In a previously published article in this journal, Vansteeland et al. [Stat Methods Med Res. Epub ahead of print 12 November 2010. DOI: 10.1177/0962280210387717] address confounder selection in the context of causal effect estimation in observational studies. They discuss several selection strategies and propose a procedure whose performance is guided by the quality of the exposure effect estimator. The authors note that when a particular linearity condition is met, consistent estimation of the target parameter can be achieved even under dual misspecification of models for the association of confounders with exposure and outcome and demonstrate the performance of their procedure relative to other estimators when this condition holds. Our earlier published work on collaborative targeted minimum loss based learning provides a general theoretical framework for effective confounder selection that explains the findings of Vansteelandt et al. and underscores the appropriateness of their suggestions that a confounder selection procedure should be concerned with directly targeting the quality of the estimate and that desirable estimators produce valid confidence intervals and are robust to dual misspecification.
Available at: http://works.bepress.com/sgruber/23/