Yiu Sean, Su Li
Medical Research Council Biostatistics Unit, School of Clinical Medicine, University of Cambridge, Robinson Way, Cambridge CB2 0SR, U.K.
Biometrika. 2018 Sep 3;105(3):709-722. doi: 10.1093/biomet/asy015.
Weighting methods offer an approach to estimating causal treatment effects in observational studies. However, if weights are estimated by maximum likelihood, misspecification of the treatment assignment model can lead to weighted estimators with substantial bias and variance. In this paper, we propose a unified framework for constructing weights such that a set of measured pretreatment covariates is unassociated with treatment assignment after weighting. We derive conditions for weight estimation by eliminating the associations between these covariates and treatment assignment characterized in a chosen treatment assignment model after weighting. The moment conditions in covariate balancing weight methods for binary, categorical and continuous treatments in cross-sectional settings are special cases of the conditions in our framework, which extends to longitudinal settings. Simulation shows that our method gives treatment effect estimates with smaller biases and variances than the maximum likelihood approach under treatment assignment model misspecification. We illustrate our method with an application to systemic lupus erythematosus data.
加权方法为在观察性研究中估计因果治疗效果提供了一种途径。然而,如果通过最大似然估计权重,治疗分配模型的错误设定可能会导致加权估计量出现较大偏差和方差。在本文中,我们提出了一个构建权重的统一框架,使得一组测量的预处理协变量在加权后与治疗分配不相关。我们通过消除这些协变量与加权后所选治疗分配模型中表征的治疗分配之间的关联来推导权重估计的条件。横截面设置中二元、分类和连续治疗的协变量平衡权重方法中的矩条件是我们框架中条件的特殊情况,该框架扩展到纵向设置。模拟表明,在治疗分配模型错误设定的情况下,我们的方法给出的治疗效果估计比最大似然方法具有更小的偏差和方差。我们通过应用于系统性红斑狼疮数据来说明我们的方法。