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Full-Text Articles in Statistics and Probability

How To Apply Multiple Imputation In Propensity Score Matching With Partially Observed Confounders: A Simulation Study And Practical Recommendations, Albee Ling, Maria Montez-Rath, Maya Mathur, Kris Kapphahn, Manisha Desai Jun 2021

How To Apply Multiple Imputation In Propensity Score Matching With Partially Observed Confounders: A Simulation Study And Practical Recommendations, Albee Ling, Maria Montez-Rath, Maya Mathur, Kris Kapphahn, Manisha Desai

Journal of Modern Applied Statistical Methods

Propensity score matching (PSM) has been widely used to mitigate confounding in observational studies, although complications arise when the covariates used to estimate the PS are only partially observed. Multiple imputation (MI) is a potential solution for handling missing covariates in the estimation of the PS. However, it is not clear how to best apply MI strategies in the context of PSM. We conducted a simulation study to compare the performances of popular non-MI missing data methods and various MI-based strategies under different missing data mechanisms. We found that commonly applied missing data methods resulted in biased and inefficient estimates, …


Contrails: Causal Inference Using Propensity Scores, Dean S. Barron Nov 2015

Contrails: Causal Inference Using Propensity Scores, Dean S. Barron

Journal of Modern Applied Statistical Methods

Contrails are clouds caused by airplane exhausts, which geologists contend decrease daily temperature ranges on Earth. Following the 2001 World Trade Center attack, cancelled domestic flights triggered the first absence of contrails in decades. Resultant exceptional data capacitated causal inference analysis by propensity score matching. Estimated contrail effect was 6.8981°F.


Nonparametric Methods For Doubly Robust Estimation Of Continuous Treatment Effects, Edward Kennedy, Zongming Ma, Matthew Mchugh, Dylan Small Jun 2015

Nonparametric Methods For Doubly Robust Estimation Of Continuous Treatment Effects, Edward Kennedy, Zongming Ma, Matthew Mchugh, Dylan Small

Edward H. Kennedy

Continuous treatments (e.g., doses) arise often in practice, but available causal effect estimators require either parametric models for the effect curve or else consistent estimation of a single nuisance function. We propose a novel doubly robust kernel smoothing approach, which requires only mild smoothness assumptions on the effect curve and allows for misspecification of either the treatment density or outcome regression. We derive asymptotic properties and also discuss an approach for data-driven bandwidth selection. The methods are illustrated via simulation and in a study of the effect of nurse staffing on hospital readmissions penalties.


Balancing Score Adjusted Targeted Minimum Loss-Based Estimation, Samuel D. Lendle, Bruce Fireman, Mark J. Van Der Laan May 2013

Balancing Score Adjusted Targeted Minimum Loss-Based Estimation, Samuel D. Lendle, Bruce Fireman, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

Adjusting for a balancing score is sufficient for bias reduction when estimating causal effects including the average treatment effect and effect among the treated. Estimators that adjust for the propensity score in a nonparametric way, such as matching on an estimate of the propensity score, can be consistent when the estimated propensity score is not consistent for the true propensity score but converges to some other balancing score. We call this property the balancing score property, and discuss a class of estimators that have this property. We introduce a targeted minimum loss-based estimator (TMLE) for a treatment specific mean with …


The Construction And Analysis Of Adaptive Group Sequential Designs, Mark J. Van Der Laan Mar 2008

The Construction And Analysis Of Adaptive Group Sequential Designs, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

In order to answer scientific questions of interest one often carries out an ordered sequence of experiments generating the appropriate data over time. The design of each experiment involves making various decisions such as 1) What variables to measure on the randomly sampled experimental unit?, 2) How regularly to monitor the unit, and for how long?, 3) How to randomly assign a treatment or drug-dose to the unit?, among others. That is, the design of each experiment involves selecting a so called treatment mechanism/monitoring mechanism/ missingness/censoring mechanism, where these mechanisms represent a formally defined conditional distribution of one of these …


Analyzing Direct Effects In Randomized Trials With Secondary Interventions , Michael Rosenblum, Nicholas P. Jewell, Mark J. Van Der Laan, Stephen Shiboski, Ariane Van Der Straten, Nancy Padian Sep 2007

Analyzing Direct Effects In Randomized Trials With Secondary Interventions , Michael Rosenblum, Nicholas P. Jewell, Mark J. Van Der Laan, Stephen Shiboski, Ariane Van Der Straten, Nancy Padian

U.C. Berkeley Division of Biostatistics Working Paper Series

The Methods for Improving Reproductive Health in Africa (MIRA) trial is a recently completed randomized trial that investigated the effect of diaphragm and lubricant gel use in reducing HIV infection among susceptible women. 5,045 women were randomly assigned to either the active treatment arm or not. Additionally, all subjects in both arms received intensive condom counselling and provision, the "gold standard" HIV prevention barrier method. There was much lower reported condom use in the intervention arm than in the control arm, making it difficult to answer important public health questions based solely on the intention-to-treat analysis. We adapt an analysis …


Causal Inference In Longitudinal Studies With History-Restricted Marginal Structural Models, Romain Neugebauer, Mark J. Van Der Laan, Ira B. Tager Apr 2005

Causal Inference In Longitudinal Studies With History-Restricted Marginal Structural Models, Romain Neugebauer, Mark J. Van Der Laan, Ira B. Tager

U.C. Berkeley Division of Biostatistics Working Paper Series

Causal Inference based on Marginal Structural Models (MSMs) is particularly attractive to subject-matter investigators because MSM parameters provide explicit representations of causal effects. We introduce History-Restricted Marginal Structural Models (HRMSMs) for longitudinal data for the purpose of defining causal parameters which may often be better suited for Public Health research. This new class of MSMs allows investigators to analyze the causal effect of a treatment on an outcome based on a fixed, shorter and user-specified history of exposure compared to MSMs. By default, the latter represents the treatment causal effect of interest based on a treatment history defined by the …


Data Adaptive Estimation Of The Treatment Specific Mean, Yue Wang, Oliver Bembom, Mark J. Van Der Laan Oct 2004

Data Adaptive Estimation Of The Treatment Specific Mean, Yue Wang, Oliver Bembom, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

An important problem in epidemiology and medical research is the estimation of the causal effect of a treatment action at a single point in time on the mean of an outcome, possibly within strata of the target population defined by a subset of the baseline covariates. Current approaches to this problem are based on marginal structural models, i.e., parametric models for the marginal distribution of counterfactural outcomes as a function of treatment and effect modifiers. The various estimators developed in this context furthermore each depend on a high-dimensional nuisance parameter whose estimation currently also relies on parametric models. Since misspecification …


History-Adjusted Marginal Structural Models And Statically-Optimal Dynamic Treatment Regimes, Mark J. Van Der Laan, Maya L. Petersen Sep 2004

History-Adjusted Marginal Structural Models And Statically-Optimal Dynamic Treatment Regimes, Mark J. Van Der Laan, Maya L. Petersen

U.C. Berkeley Division of Biostatistics Working Paper Series

Marginal structural models (MSM) provide a powerful tool for estimating the causal effect of a treatment. These models, introduced by Robins, model the marginal distributions of treatment-specific counterfactual outcomes, possibly conditional on a subset of the baseline covariates. Marginal structural models are particularly useful in the context of longitudinal data structures, in which each subject's treatment and covariate history are measured over time, and an outcome is recorded at a final time point. However, the utility of these models for some applications has been limited by their inability to incorporate modification of the causal effect of treatment by time-varying covariates. …


Estimation Of Direct And Indirect Causal Effects In Longitudinal Studies, Mark J. Van Der Laan, Maya L. Petersen Aug 2004

Estimation Of Direct And Indirect Causal Effects In Longitudinal Studies, Mark J. Van Der Laan, Maya L. Petersen

U.C. Berkeley Division of Biostatistics Working Paper Series

The causal effect of a treatment on an outcome is generally mediated by several intermediate variables. Estimation of the component of the causal effect of a treatment that is mediated by a given intermediate variable (the indirect effect of the treatment), and the component that is not mediated by that intermediate variable (the direct effect of the treatment) is often relevant to mechanistic understanding and to the design of clinical and public health interventions. Under the assumption of no-unmeasured confounders, Robins & Greenland (1992) and Pearl (2000), develop two identifiability results for direct and indirect causal effects. They define an …


Locally Efficient Estimation Of Nonparametric Causal Effects On Mean Outcomes In Longitudinal Studies, Romain Neugebauer, Mark J. Van Der Laan Jul 2003

Locally Efficient Estimation Of Nonparametric Causal Effects On Mean Outcomes In Longitudinal Studies, Romain Neugebauer, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

Marginal Structural Models (MSM) have been introduced by Robins (1998a) as a powerful tool for causal inference as they directly model causal curves of interest, i.e. mean treatment-specific outcomes possibly adjusted for baseline covariates. Two estimators of the corresponding MSM parameters of interest have been proposed, see van der Laan and Robins (2002): the Inverse Probability of Treatment Weighted (IPTW) and the Double Robust (DR) estimators. A parametric MSM approach to causal inference has been favored since the introduction of MSM. It relies on correct specification of a parametric MSM to consistently estimate the parameter of interest using the IPTW …


A Bootstrap Confidence Interval Procedure For The Treatment Effect Using Propensity Score Subclassification, Wanzhu Tu, Xiao-Hua Zhou May 2003

A Bootstrap Confidence Interval Procedure For The Treatment Effect Using Propensity Score Subclassification, Wanzhu Tu, Xiao-Hua Zhou

UW Biostatistics Working Paper Series

In the analysis of observational studies, propensity score subclassification has been shown to be a powerful method for adjusting unbalanced covariates for the purpose of causal inferences. One practical difficulty in carrying out such an analysis is to obtain a correct variance estimate for such inferences, while reducing bias in the estimate of the treatment effect due to an imbalance in the measured covariates. In this paper, we propose a bootstrap procedure for the inferences concerning the average treatment effect; our bootstrap method is based on an extension of Efron’s bias-corrected accelerated (BCa) bootstrap confidence interval to a two-sample problem. …


A Semiparametric Model Selection Criterion With Applications To The Marginal Structural Model, M. Alan Brookhart, Mark J. Van Der Laan Mar 2003

A Semiparametric Model Selection Criterion With Applications To The Marginal Structural Model, M. Alan Brookhart, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

Estimators for the parameter of interest in semiparametric models often depend on a guessed model for the nuisance parameter. The choice of the model for the nuisance parameter can affect both the finite sample bias and efficiency of the resulting estimator of the parameter of interest. In this paper we propose a finite sample criterion based on cross validation that can be used to select a nuisance parameter model from a list of candidate models. We show that expected value of this criterion is minimized by the nuisance parameter model that yields the estimator of the parameter of interest with …


Why Prefer Double Robust Estimates? Illustration With Causal Point Treatment Studies, Romain Neugebauer, Mark J. Van Der Laan Sep 2002

Why Prefer Double Robust Estimates? Illustration With Causal Point Treatment Studies, Romain Neugebauer, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

In point treatment marginal structural models with treatment A, outcome Y and covariates W, causal parameters can be estimated under the assumption of no unobserved confounders. Three estimates can be used: the G-computation, Inverse Probability of Treatment Weighted (IPTW) or Double Robust (DR) estimates. The properties of the IPTW and DR estimates are known under an assumption on the treatment mechanism that we name "Experimental Treatment Assignment" (ETA) assumption. We show that the DR estimating function is unbiased when the ETA assumption is violated if the model used to regress Y on A and W is correctly specified. The practical …