Tran Linh, Yiannoutsos Constantin, Wools-Kaloustian Kara, Siika Abraham, van der Laan Mark, Petersen Maya
Department of Biostatistics, University of California Berkeley, Berkeley, CA, USA.
Department of Biostatistics, Indiana University Richard M Fairbanks School of Public Health, Indianapolis, IN, USA.
Int J Biostat. 2019 Feb 26;15(2):/j/ijb.2019.15.issue-2/ijb-2017-0054/ijb-2017-0054.xml. doi: 10.1515/ijb-2017-0054.
A number of sophisticated estimators of longitudinal effects have been proposed for estimating the intervention-specific mean outcome. However, there is a relative paucity of research comparing these methods directly to one another. In this study, we compare various approaches to estimating a causal effect in a longitudinal treatment setting using both simulated data and data measured from a human immunodeficiency virus cohort. Six distinct estimators are considered: (i) an iterated conditional expectation representation, (ii) an inverse propensity weighted method, (iii) an augmented inverse propensity weighted method, (iv) a double robust iterated conditional expectation estimator, (v) a modified version of the double robust iterated conditional expectation estimator, and (vi) a targeted minimum loss-based estimator. The details of each estimator and its implementation are presented along with nuisance parameter estimation details, which include potentially pooling the observed data across all subjects regardless of treatment history and using data adaptive machine learning algorithms. Simulations are constructed over six time points, with each time point steadily increasing in positivity violations. Estimation is carried out for both the simulations and applied example using each of the six estimators under both stratified and pooled approaches of nuisance parameter estimation. Simulation results show that double robust estimators remained without meaningful bias as long as at least one of the two nuisance parameters were estimated with a correctly specified model. Under full misspecification, the bias of the double robust estimators remained better than that of the inverse propensity estimator under misspecification, but worse than the iterated conditional expectation estimator. Weighted estimators tended to show better performance than the covariate estimators. As positivity violations increased, the mean squared error and bias of all estimators considered became worse, with covariate-based double robust estimators especially susceptible. Applied analyses showed similar estimates at most time points, with the important exception of the inverse propensity estimator which deviated markedly as positivity violations increased. Given its efficiency, ability to respect the parameter space, and observed performance, we recommend the pooled and weighted targeted minimum loss-based estimator.
已经提出了许多复杂的纵向效应估计器来估计特定干预的平均结果。然而,将这些方法相互直接比较的研究相对较少。在本研究中,我们使用模拟数据和从人类免疫缺陷病毒队列测量的数据,比较了在纵向治疗环境中估计因果效应的各种方法。考虑了六种不同的估计器:(i)迭代条件期望表示法,(ii)逆倾向加权法,(iii)增强逆倾向加权法,(iv)双稳健迭代条件期望估计器,(v)双稳健迭代条件期望估计器的修改版本,以及(vi)基于目标最小损失的估计器。介绍了每个估计器及其实现的详细信息,以及干扰参数估计的详细信息,其中包括可能将所有受试者的观察数据汇集在一起,而不管治疗史如何,并使用数据自适应机器学习算法。模拟是在六个时间点构建的,每个时间点的阳性违反情况稳步增加。在干扰参数估计的分层和汇集方法下,使用六种估计器中的每一种对模拟和应用示例进行估计。模拟结果表明,只要两个干扰参数中的至少一个使用正确指定的模型进行估计,双稳健估计器就不会有有意义的偏差。在完全错误指定的情况下,双稳健估计器的偏差仍然比错误指定下的逆倾向估计器好,但比迭代条件期望估计器差。加权估计器往往比协变量估计器表现更好。随着阳性违反情况的增加,所有考虑的估计器的均方误差和偏差都变得更差,基于协变量的双稳健估计器尤其敏感。应用分析表明,在大多数时间点的估计相似,但逆倾向估计器是一个重要的例外,随着阳性违反情况的增加,它明显偏离。鉴于其效率、尊重参数空间的能力和观察到的性能,我们推荐汇集和加权的基于目标最小损失的估计器。