No Arabic abstract
Most epidemiologic cohorts are composed of volunteers who do not represent the general population. To enable population inference from cohorts, we and others have proposed utilizing probability survey samples as external references to develop a propensity score (PS) for membership in the cohort versus survey. Herein we develop a unified framework for PS-based weighting (such as inverse PS weighting (IPSW)) and matching methods (such as kernel-weighting (KW) method). We identify a fundamental Strong Exchangeability Assumption (SEA) underlying existing PS-based matching methods whose failure invalidates inference even if the PS-model is correctly specified. We relax the SEA to a Weak Exchangeability Assumption (WEA) for the matching method. Also, we propose IPSW.S and KW.S methods that reduce the variance of PS-based estimators by scaling the survey weights used in the PS estimation. We prove consistency of the IPSW.S and KW.S estimators of population means and prevalences under WEA, and provide asymptotic variances and consistent variance estimators. In simulations, the KW.S and IPSW.S estimators had smallest MSE. In our data example, the original KW estimates had large bias, whereas the KW.S estimates had the smallest MSE.
Selective inference (post-selection inference) is a methodology that has attracted much attention in recent years in the fields of statistics and machine learning. Naive inference based on data that are also used for model selection tends to show an overestimation, and so the selective inference conditions the event that the model was selected. In this paper, we develop selective inference in propensity score analysis with a semiparametric approach, which has become a standard tool in causal inference. Specifically, for the most basic causal inference model in which the causal effect can be written as a linear sum of confounding variables, we conduct Lasso-type variable selection by adding an $ell_1$ penalty term to the loss function that gives a semiparametric estimator. Confidence intervals are then given for the coefficients of the selected confounding variables, conditional on the event of variable selection, with asymptotic guarantees. An important property of this method is that it does not require modeling of nonparametric regression functions for the outcome variables, as is usually the case with semiparametric propensity score analysis.
In this paper, we propose a propensity score adapted variable selection procedure to select covariates for inclusion in propensity score models, in order to eliminate confounding bias and improve statistical efficiency in observational studies. Our variable selection approach is specially designed for causal inference, it only requires the propensity scores to be $sqrt{n}$-consistently estimated through a parametric model and need not correct specification of potential outcome models. By using estimated propensity scores as inverse probability treatment weights in performing an adaptive lasso on the outcome, it successfully excludes instrumental variables, and includes confounders and outcome predictors. We show its oracle properties under the linear association conditions. We also perform some numerical simulations to illustrate our propensity score adapted covariate selection procedure and evaluate its performance under model misspecification. Comparison to other covariate selection methods is made using artificial data as well, through which we find that it is more powerful in excluding instrumental variables and spurious covariates.
Understanding how treatment effects vary on individual characteristics is critical in the contexts of personalized medicine, personalized advertising and policy design. When the characteristics are of practical interest are only a subset of full covariate, non-parametric estimation is often desirable; but few methods are available due to the computational difficult. Existing non-parametric methods such as the inverse probability weighting methods have limitations that hinder their use in many practical settings where the values of propensity scores are close to 0 or 1. We propose the propensity score regression (PSR) that allows the non-parametric estimation of the heterogeneous treatment effects in a wide context. PSR includes two non-parametric regressions in turn, where it first regresses on the propensity scores together with the characteristics of interest, to obtain an intermediate estimate; and then, regress the intermediate estimates on the characteristics of interest only. By including propensity scores as regressors in the non-parametric manner, PSR is capable of substantially easing the computational difficulty while remain (locally) insensitive to any value of propensity scores. We present several appealing properties of PSR, including the consistency and asymptotical normality, and in particular the existence of an explicit variance estimator, from which the analytical behaviour of PSR and its precision can be assessed. Simulation studies indicate that PSR outperform existing methods in varying settings with extreme values of propensity scores. We apply our method to the national 2009 flu survey (NHFS) data to investigate the effects of seasonal influenza vaccination and having paid sick leave across different age groups.
Propensity score (PS) based estimators are increasingly used for causal inference in observational studies. However, model selection for PS estimation in high-dimensional data has received little attention. In these settings, PS models have traditionally been selected based on the goodness-of-fit for the treatment mechanism itself, without consideration of the causal parameter of interest. Collaborative minimum loss-based estimation (C-TMLE) is a novel methodology for causal inference that takes into account information on the causal parameter of interest when selecting a PS model. This collaborative learning considers variable associations with both treatment and outcome when selecting a PS model in order to minimize a bias-variance trade off in the estimated treatment effect. In this study, we introduce a novel approach for collaborative model selection when using the LASSO estimator for PS estimation in high-dimensional covariate settings. To demonstrate the importance of selecting the PS model collaboratively, we designed quasi-experiments based on a real electronic healthcare database, where only the potential outcomes were manually generated, and the treatment and baseline covariates remained unchanged. Results showed that the C-TMLE algorithm outperformed other competing estimators for both point estimation and confidence interval coverage. In addition, the PS model selected by C-TMLE could be applied to other PS-based estimators, which also resulted in substantive improvement for both point estimation and confidence interval coverage. We illustrate the discussed concepts through an empirical example comparing the effects of non-selective nonsteroidal anti-inflammatory drugs with selective COX-2 inhibitors on gastrointestinal complications in a population of Medicare beneficiaries.
Recently, due to the booming influence of online social networks, detecting fake news is drawing significant attention from both academic communities and general public. In this paper, we consider the existence of confounding variables in the features of fake news and use Propensity Score Matching (PSM) to select generalizable features in order to reduce the effects of the confounding variables. Experimental results show that the generalizability of fake news method is significantly better by using PSM than using raw frequency to select features. We investigate multiple types of fake news methods (classifiers) such as logistic regression, random forests, and support vector machines. We have consistent observations of performance improvement.