论文标题

在有限的重叠和模型错误指定下,倾向评分加权

Propensity score weighting under limited overlap and model misspecification

论文作者

Zhou, Yunji, Matsouaka, Roland A., Thomas, Laine

论文摘要

倾向评分(PS)加权方法通常用于非随机研究中,以调整混杂和评估治疗效果。其中最受欢迎的是,逆概率加权(IPW)分配了与特定治疗分配的条件概率成正比的权重,给定观察到的协变量。 IPW估计值的关键要求是阳性假设,即必须将PS从0和1界定。实际上,违反阳性假设的行为通常是由于治疗组之间的PS分布中存在有限的重叠而表现出来的。当发生这些实际违规行为时,少数高度影响力的IPW权重可能导致IPW估计器不稳定,并具有偏见的估计和较大的差异。为了减轻这些问题,已经提出了许多替代方法,包括IPW修剪,重叠权重(OW),匹配权重(MW)和熵权重(EW)。因为OW,MW和EW的目标是对其有平气的人群(并且有足够的重叠)及其估计取决于真正的PS,因此普遍的批评是这些估计量可能对PS模型的错误特异性更敏感。在本文中,我们进行了广泛的仿真研究,以将IPW和IPW修剪的性能与OW,MW和EW的性能进行比较,而在有限的重叠和错误指定的倾向得分模型下。在广泛的方案中,我们考虑的,OW,MW和EW在偏差,均方根误差和覆盖率概率方面始终超过IPW。

Propensity score (PS) weighting methods are often used in non-randomized studies to adjust for confounding and assess treatment effects. The most popular among them, the inverse probability weighting (IPW), assigns weights that are proportional to the inverse of the conditional probability of a specific treatment assignment, given observed covariates. A key requirement for IPW estimation is the positivity assumption, i.e., the PS must be bounded away from 0 and 1. In practice, violations of the positivity assumption often manifest by the presence of limited overlap in the PS distributions between treatment groups. When these practical violations occur, a small number of highly influential IPW weights may lead to unstable IPW estimators, with biased estimates and large variances. To mitigate these issues, a number of alternative methods have been proposed, including IPW trimming, overlap weights (OW), matching weights (MW), and entropy weights (EW). Because OW, MW, and EW target the population for whom there is equipoise (and with adequate overlap) and their estimands depend on the true PS, a common criticism is that these estimators may be more sensitive to misspecifications of the PS model. In this paper, we conduct extensive simulation studies to compare the performances of IPW and IPW trimming against those of OW, MW, and EW under limited overlap and misspecified propensity score models. Across the wide range of scenarios we considered, OW, MW, and EW consistently outperform IPW in terms of bias, root mean squared error, and coverage probability.

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