2016
DOI: 10.1002/sim.6943
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On variance estimate for covariate adjustment by propensity score analysis

Abstract: Propensity score (PS) methods have been used extensively to adjust for confounding factors in the statistical analysis of observational data in comparative effectiveness research. There are four major PS-based adjustment approaches: PS matching, PS stratification, covariate adjustment by PS, and PS-based inverse probability weighting (IPW). Though covariate adjustment by PS is one of the most frequently used PS-based methods in clinical research, the conventional variance estimation of the treatment effects es… Show more

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Cited by 19 publications
(18 citation statements)
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“…This method does not account for the fact that PPS is estimated from the data, which may lead to too‐conservative confidence intervals . This limitation also applies to PPS‐adjustment , PPS‐stratification and PPS‐matching methods for which variance formulae have been recently developed. Bootstrap estimation of the variance has also been proposed .…”
Section: Discussionmentioning
confidence: 99%
“…This method does not account for the fact that PPS is estimated from the data, which may lead to too‐conservative confidence intervals . This limitation also applies to PPS‐adjustment , PPS‐stratification and PPS‐matching methods for which variance formulae have been recently developed. Bootstrap estimation of the variance has also been proposed .…”
Section: Discussionmentioning
confidence: 99%
“…However, Fig 2C and 2D show a slight under-coverage of the CI for TSC when the confounders are non-Gaussian (86.6% and 87.4% instead of 95%). This is explained by the slight underestimation of the standard error (ASE compared to ESE in case 1.b in S1 Table) because the variance of estimated parameters from the propensity score model is neglected [29]. By using the true parameter value for the propensity score model instead of the estimates obtained on the validation sample, this underestimation disappears (results not shown).…”
Section: Resultsmentioning
confidence: 99%
“…The field is still wrestling with issues of covariate and model selection, as well as variance estimation, and machine-learning algorithms are being re-tuned away from minimizing prediction error towards improving the quality of the treatment effect estimate. [111, 112] Many of these new and exciting developments will need to be explored through further simulation and empirical examples, but together they represent a bright path ahead in overcoming many of the design and analytic challenges in the study of therapeutic effects and harms.…”
Section: Discussionmentioning
confidence: 99%