Search arXivSearch

arXiv · 2205.08052

An Inverse Probability Weighted Regression Method that Accounts for Right-censoring for Causal Inference with Multiple Treatments and a Binary Outcome

Abstract

Comparative effectiveness research often involves evaluating the differences in the risks of an event of interest between two or more treatments using observational data. Often, the post-treatment outcome of interest is whether the event happens within a pre-specified time window, which leads to a binary outcome. One source of bias for estimating the causal treatment effect is the presence of confounders, which are usually controlled using propensity score-based methods. An additional source of bias is right-censoring, which occurs when the information on the outcome of interest is not completely available due to dropout, study termination, or treatment switch before the event of interest. We propose an inverse probability weighted regression-based estimator that can simultaneously handle both confounding and right-censoring, calling the method CIPWR, with the letter C highlighting the censoring component. CIPWR estimates the average treatment effects by averaging the predicted outcomes obtained from a logistic regression model that is fitted using a weighted score function. The CIPWR estimator has a double robustness property such that estimation consistency can be achieved when either the model for the outcome or the models for both treatment and censoring are correctly specified. We establish the asymptotic properties of the CIPWR estimator for conducting inference, and compare its finite sample performance with that of several alternatives through simulation studies. The methods under comparison are applied to a cohort of prostate cancer patients from an insurance claims database for comparing the adverse effects of four candidate drugs for advanced stage prostate cancer.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Youfei Yu, Min Zhang, Bhramar Mukherjee. 2022-05-17. An Inverse Probability Weighted Regression Method that Accounts for Right-censoring for Causal Inference with Multiple Treatments and a Binary Outcome. https://arxiv.org/abs/2205.08052

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Generalised Covariances and Correlations

The covariance of two random variables measures the average joint deviations from their respective means. We generalise this well-known measure by replacing the means with other statistical functionals such as quantiles, expectiles, or thresholds. Deviations from these functionals are defined via generalised errors, typically induced through identification or moment functions. As a normalised measure of dependence, a generalised correlation is constructed. Replacing the common Cauchy--Schwarz normalisation by a novel Fréchet--Hoeffding normalisation, we obtain attainability of the entire interval $[-1, 1]$ for any given marginal distributions. We uncover favourable properties of these new dependence measures and establish consistent estimators. The families of quantile and threshold correlations make it possible to measure local dependence and give rise to function-valued distributional correlations, exhibiting the entire dependence structure. Quantile correlations also lead to tail correlations, new measures of tail dependence, closely related to and refining classical coefficients of tail dependence. Finally, we construct summary covariances (correlations), a class of regional or global dependence measures, which arise as (normalised) weighted averages of distributional covariances. We retrieve covariance, Pearson and Spearman correlation as special cases. The usefulness of our new dependence measures is illustrated on demographic data from the Panel Study of Income Dynamics.

stat.ME

Compressive Bayesian non-negative matrix factorization for mutational signatures analysis

Non-negative matrix factorization (NMF) is a popular tool for dimensionality reduction, especially for count matrices. However, inferring an appropriate number of factors is challenging. Existing approaches based on information criteria or nonparametric sparsity-inducing priors tend to be computationally burdensome or highly sensitive to prior choices. Moreover, theoretical properties of the posterior distribution of Poisson NMF parameters endowed with shrinkage priors remain under-explored. This paper introduces a novel Bayesian NMF method that automatically infers the number of factors while also incorporating information on the latent factors from previous studies. This is achieved using compressive hyperpriors, which are hierarchical priors that make the sample-specific weights of unneeded factors concentrate near zero in the posterior. We provide novel distribution theory for posterior inference to elucidate this shrinkage mechanism, both in finite samples and asymptotically. We apply our method to mutational signatures analysis in cancer genomics, in simulations and on real data from breast cancer. Compared to state-of-the-art alternatives, our method is more robust to mild overdispersion and improves detection and estimation of signatures aligned with prior information.

stat.ME

On Relative Cumulative Residual Information Measure and Its Applications

We develop a relative cumulative residual information measure (RCRI) that aims to quantify the divergence between two survival functions. The dynamic relative cumulative residual information (DRCRI) measure is also introduced. We establish some characterization results under the assumption of the proportional hazards model. Additionally, we obtained the non-parametric estimators of RCRI and DRCRI measures based on the kernel density type estimator for the survival function. The effectiveness of the estimators are assessed through an extensive Monte Carlo simulation study. We consider data from the third Gaia data release (Gaia DR3) to demonstrate the use of the proposed measure. For this study, we have collected epoch photometry data for the objects Gaia DR3 4111834567779557376 and Gaia DR3 5090605830056251776. RCRI-based image analysis is conducted using Chest X-ray data from the publicly available dataset.

stat.ME