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两阶段工具变量法估计因果比值:偏倚分析。

Two-stage instrumental variable methods for estimating the causal odds ratio: analysis of bias.

机构信息

Merck Research Laboratories, North Wales, PA 19454-1099, U.S.A.

出版信息

Stat Med. 2011 Jul 10;30(15):1809-24. doi: 10.1002/sim.4241. Epub 2011 Apr 15.


DOI:10.1002/sim.4241
PMID:21495062
Abstract

We present closed-form expressions of asymptotic bias for the causal odds ratio from two estimation approaches of instrumental variable logistic regression: (i) the two-stage predictor substitution (2SPS) method and (ii) the two-stage residual inclusion (2SRI) approach. Under the 2SPS approach, the first stage model yields the predicted value of treatment as a function of an instrument and covariates, and in the second stage model for the outcome, this predicted value replaces the observed value of treatment as a covariate. Under the 2SRI approach, the first stage is the same, but the residual term of the first stage regression is included in the second stage regression, retaining the observed treatment as a covariate. Our bias assessment is for a different context from that of Terza (J. Health Econ. 2008; 27(3):531-543), who focused on the causal odds ratio conditional on the unmeasured confounder, whereas we focus on the causal odds ratio among compliers under the principal stratification framework. Our closed-form bias results show that the 2SPS logistic regression generates asymptotically biased estimates of this causal odds ratio when there is no unmeasured confounding and that this bias increases with increasing unmeasured confounding. The 2SRI logistic regression is asymptotically unbiased when there is no unmeasured confounding, but when there is unmeasured confounding, there is bias and it increases with increasing unmeasured confounding. The closed-form bias results provide guidance for using these IV logistic regression methods. Our simulation results are consistent with our closed-form analytic results under different combinations of parameter settings.

摘要

我们提出了工具变量逻辑回归两种估计方法(即两阶段预测变量替代法(2SPS)和两阶段残差纳入法(2SRI))对因果比值比的渐近偏差的闭式表达式。在 2SPS 方法中,第一阶段模型将治疗的预测值表示为工具和协变量的函数,在第二阶段的结果模型中,该预测值替代治疗的观测值作为协变量。在 2SRI 方法中,第一阶段相同,但第一阶段回归的残差项被纳入第二阶段回归,保留治疗的观测值作为协变量。我们的偏差评估与特扎(J. Health Econ. 2008; 27(3):531-543)的不同,他关注的是在未测量混杂因素条件下的因果比值比,而我们关注的是在主要分层框架下的依从者中的因果比值比。我们的闭式偏差结果表明,当不存在未测量的混杂时,2SPS 逻辑回归会产生该因果比值比的渐近偏差估计,并且这种偏差随着未测量的混杂的增加而增加。当不存在未测量的混杂时,2SRI 逻辑回归是渐近无偏的,但当存在未测量的混杂时,就会出现偏差,并且随着未测量的混杂的增加而增加。闭式偏差结果为使用这些 IV 逻辑回归方法提供了指导。我们的模拟结果与不同参数设置组合下的闭式分析结果一致。

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