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Statistics and Probability

Harvard University Biostatistics Working Paper Series

Inverse probability weighting

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Full-Text Articles in Physical Sciences and Mathematics

Survival Mediation Analysis With The Death-Truncated Mediator: The Completeness Of The Survival Mediation Parameter, An-Shun Tai, Chun-An Tsai, Sheng-Hsuan Lin Apr 2020

Survival Mediation Analysis With The Death-Truncated Mediator: The Completeness Of The Survival Mediation Parameter, An-Shun Tai, Chun-An Tsai, Sheng-Hsuan Lin

Harvard University Biostatistics Working Paper Series

In medical research, the development of mediation analysis with a survival outcome has facilitated investigation into causal mechanisms. However, studies have not discussed the death-truncation problem for mediators, the problem being that conventional mediation parameters cannot be well-defined in the presence of a truncated mediator. In the present study, we systematically defined the completeness of causal effects to uncover the gap, in conventional causal definitions, between the survival and nonsurvival settings. We proposed three approaches to redefining the natural direct and indirect effects, which are generalized forms of the conventional causal effects for survival outcomes. Furthermore, we developed three statistical …


Estimating Marginal Hazard Ratios By Simultaneously Using A Set Of Propensity Score Models: A Multiply Robust Approach, Di Shu, Peisong Han, Rui Wang, Sengwee Toh Jan 2020

Estimating Marginal Hazard Ratios By Simultaneously Using A Set Of Propensity Score Models: A Multiply Robust Approach, Di Shu, Peisong Han, Rui Wang, Sengwee Toh

Harvard University Biostatistics Working Paper Series

The inverse probability weighted Cox model is frequently used to estimate marginal hazard ratios. Its validity requires a crucial condition that the propensity score model is correctly specified. To provide protection against misspecification of the propensity score model, we propose a weighted estimation method rooted in empirical likelihood theory. The proposed estimator is multiply robust in that it is guaranteed to be consistent when a set of postulated propensity score models contains a correctly specified model. Our simulation studies demonstrate satisfactory finite sample performance of the proposed method in terms of consistency and efficiency. We apply the proposed method to …


Variance Estimation In Inverse Probability Weighted Cox Models, Di Shu, Jessica G. Young, Sengwee Toh, Rui Wang Jan 2019

Variance Estimation In Inverse Probability Weighted Cox Models, Di Shu, Jessica G. Young, Sengwee Toh, Rui Wang

Harvard University Biostatistics Working Paper Series

Inverse probability weighted Cox models can be used to estimate marginal hazard ratios under different treatments interventions in observational studies. To obtain variance estimates, the robust sandwich variance estimator is often recommended to account for the induced correlation among weighted observations. However, this estimator does not incorporate the uncertainty in estimating the weights and tends to overestimate the variance, leading to inefficient inference. Here we propose a new variance estimator that combines the estimation procedures for the hazard ratio and weights using stacked estimating equations, with additional adjustments for the sum of non-independent and identically distributed terms in a Cox …


Constrained Bayesian Estimation Of Inverse Probability Weights For Nonmonotone Missing Data, Baoluo Sun, Eric J. Tchetgen Tchetgen Nov 2014

Constrained Bayesian Estimation Of Inverse Probability Weights For Nonmonotone Missing Data, Baoluo Sun, Eric J. Tchetgen Tchetgen

Harvard University Biostatistics Working Paper Series

No abstract provided.


Control Function Assisted Ipw Estimation With A Secondary Outcome In Case-Control Studies, Tamar Sofer, Marilyn C. Cornelis, Peter Kraft, Eric J. Tchetgen Tchetgen Jul 2014

Control Function Assisted Ipw Estimation With A Secondary Outcome In Case-Control Studies, Tamar Sofer, Marilyn C. Cornelis, Peter Kraft, Eric J. Tchetgen Tchetgen

Harvard University Biostatistics Working Paper Series

No abstract provided.