使用多重填补缺失模式(MIMP)方法对缺失值进行倾向得分估计。

Propensity score estimation with missing values using a multiple imputation missingness pattern (MIMP) approach.

作者信息

Qu Yongming, Lipkovich Ilya

机构信息

Eli Lilly and Company, Indianapolis, IN 46285, U.S.A.

出版信息

Stat Med. 2009 Apr 30;28(9):1402-14. doi: 10.1002/sim.3549.

Abstract

Propensity scores have been used widely as a bias reduction method to estimate the treatment effect in nonrandomized studies. Since many covariates are generally included in the model for estimating the propensity scores, the proportion of subjects with at least one missing covariate could be large. While many methods have been proposed for propensity score-based estimation in the presence of missing covariates, little has been published comparing the performance of these methods. In this article we propose a novel method called multiple imputation missingness pattern (MIMP) and compare it with the naive estimator (ignoring propensity score) and three commonly used methods of handling missing covariates in propensity score-based estimation (separate estimation of propensity scores within each pattern of missing data, multiple imputation and discarding missing data) under different mechanisms of missing data and degree of correlation among covariates. Simulation shows that all adjusted estimators are much less biased than the naive estimator. Under certain conditions MIMP provides benefits (smaller bias and mean-squared error) compared with existing alternatives.

摘要

倾向得分已被广泛用作一种减少偏差的方法,以估计非随机研究中的治疗效果。由于在估计倾向得分的模型中通常会纳入许多协变量,至少有一个协变量缺失的受试者比例可能会很大。虽然已经提出了许多方法用于在存在协变量缺失的情况下基于倾向得分进行估计,但很少有文献比较这些方法的性能。在本文中,我们提出了一种称为多重填补缺失模式(MIMP)的新方法,并将其与朴素估计器(忽略倾向得分)以及在基于倾向得分的估计中处理协变量缺失的三种常用方法(在每种缺失数据模式内单独估计倾向得分、多重填补和丢弃缺失数据)在不同的缺失数据机制和协变量之间的相关程度下进行比较。模拟表明,所有调整后的估计器的偏差都比朴素估计器小得多。在某些条件下,与现有替代方法相比,MIMP具有优势(偏差和均方误差更小)。

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