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Statistical Models Commons

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Longitudinal Data Analysis and Time Series

2003

Causal inference

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Full-Text Articles in Statistical Models

Comparison Of The Inverse Probability Of Treatment Weighted (Iptw) Estimator With A Naïve Estimator In The Analysis Of Longitudinal Data With Time-Dependent Confounding: A Simulation Study, Thaddeus Haight, Romain Neugebauer, Ira B. Tager, Mark J. Van Der Laan Dec 2003

Comparison Of The Inverse Probability Of Treatment Weighted (Iptw) Estimator With A Naïve Estimator In The Analysis Of Longitudinal Data With Time-Dependent Confounding: A Simulation Study, Thaddeus Haight, Romain Neugebauer, Ira B. Tager, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

A simulation study was conducted to compare estimates from a naïve estimator, using standard conditional regression, and an IPTW (Inverse Probability of Treatment Weighted) estimator, to true causal parameters for a given MSM (Marginal Structural Model). The study was extracted from a larger epidemiological study (Longitudinal Study of Effects of Physical Activity and Body Composition on Functional Limitation in the Elderly, by Tager et. al [accepted, Epidemiology, September 2003]), which examined the causal effects of physical activity and body composition on functional limitation. The simulation emulated the larger study in terms of the exposure and outcome variables of interest-- physical …