Variance estimation for stratified propensity score estimators

Statistics in Medicine
Elizabeth J WilliamsonJ R Carpenter

Abstract

Propensity score methods are increasingly used to estimate the effect of a treatment or exposure on an outcome in non-randomised studies. We focus on one such method, stratification on the propensity score, comparing it with the method of inverse-probability weighting by the propensity score. The propensity score--the conditional probability of receiving the treatment given observed covariates--is usually an unknown probability estimated from the data. Estimators for the variance of treatment effect estimates typically used in practice, however, do not take into account that the propensity score itself has been estimated from the data. By deriving the asymptotic marginal variance of the stratified estimate of treatment effect, correctly taking into account the estimation of the propensity score, we show that routinely used variance estimators are likely to produce confidence intervals that are too conservative when the propensity score model includes variables that predict (cause) the outcome, but only weakly predict the treatment. In contrast, a comparison with the analogous marginal variance for the inverse probability weighted (IPW) estimator shows that routinely used variance estimators for the IPW estimator are likely to p...Continue Reading

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Citations

Jun 14, 2013·Statistics in Medicine·Arvid Sjölander, Sander Greenland
Mar 28, 2013·Statistics in Medicine·Russell T ShinoharaConstantine E Frangakis
Oct 12, 2013·Statistics in Medicine·Elizabeth J WilliamsonIan R White
Mar 7, 2014·Head & Neck·Eric W SchaeferChristopher S Hollenbeak
Aug 2, 2017·The British Journal of General Practice : the Journal of the Royal College of General Practitioners·Beth L StuartPaul Little
Aug 3, 2018·Statistics in Medicine·Joan Heck Wortman, Jerome P Reiter
Sep 27, 2018·Biometrical Journal. Biometrische Zeitschrift·David HajageYann De Rycke
Jun 21, 2018·Statistical Methods in Medical Research·Huzhang MaoTom Greene
Sep 21, 2013·Nature·Philippe L BedardLillian L Siu
Feb 28, 2014·Biometrics·Satoshi Hattori, Masayuki Henmi
Nov 20, 2016·Statistics in Medicine·David HajageFlorence Tubach
Dec 31, 2020·Statistics in Medicine·Michael Webster-ClarkRobert J Glynn
Jul 31, 2021·Biometrical Journal. Biometrische Zeitschrift·Valérie GarèsDavid Hajage

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