Censored quantile regression based on multiply robust propensity scores

2021 ◽  
pp. 096228022110605
Author(s):  
Xiaorui Wang ◽  
Guoyou Qin ◽  
Xinyuan Song ◽  
Yanlin Tang
Keyword(s):  
Propensity Score ◽  
Quantile Regression ◽  
Propensity Scores ◽  
Estimation Method ◽  
Parametric Models ◽  
Simulation Studies ◽  
Extensive Simulation ◽  
Censored Quantile Regression ◽  
Human Immunodeficiency Viruses ◽  
Consistency And Asymptotic Normality

Censored quantile regression has elicited extensive research interest in recent years. One class of methods is based on an informative subset of a sample, selected via the propensity score. Propensity score can either be estimated using parametric methods, which poses the risk of misspecification or obtained using nonparametric approaches, which suffer from “curse of dimensionality.” In this study, we propose a new estimation method based on multiply robust propensity score for censored quantile regression. This method only requires one of the multiple candidate models for propensity score to be correctly specified, and thus, it provides a certain level of resistance to the misspecification of parametric models. Large sample properties, such as the consistency and asymptotic normality of the proposed estimator, are thoroughly investigated. Extensive simulation studies are conducted to assess the performance of the proposed estimator. The proposed method is also applied to a study on human immunodeficiency viruses.

scholarly journals DGQR estimation for interval censored quantile regression with varying-coefficient models

PLoS ONE ◽  
2020 ◽  
Vol 15 (11) ◽  
pp. e0240046
Author(s):  
ChunJing Li ◽  
Yun Li ◽  
Xue Ding ◽  
XiaoGang Dong
Keyword(s):  
Quantile Regression ◽  
Estimation Method ◽  
Real Data ◽  
Regression Estimation ◽  
Varying Coefficient Models ◽  
Simulation Studies ◽  
Varying Coefficient ◽  
Censored Quantile Regression ◽  
Direct Generalization ◽  
Interval Censored

This paper propose a direct generalization quantile regression estimation method (DGQR estimation) for quantile regression with varying-coefficient models with interval censored data, which is a direct generalization for complete observed data. The consistency and asymptotic normality properties of the estimators are obtained. The proposed method has the advantage that does not require the censoring vectors to be identically distributed. The effectiveness of the method is verified by some simulation studies and a real data example.

A nonparametric method for assessment of interactions in a median regression model for analyzing right censored data

2018 ◽  
Vol 28 (4) ◽  
pp. 1170-1187
Author(s):  
MinJae Lee ◽  
Mohammad H Rahbar ◽  
Hooshang Talebi
Keyword(s):  
Quantile Regression ◽  
Regression Model ◽  
Survival Data ◽  
Real Life ◽  
Simulation Studies ◽  
Median Regression ◽  
Right Censored Data ◽  
Censored Quantile Regression ◽  
Quantile Regression Model ◽  
The Impact

We propose a nonparametric test for interactions when we are concerned with investigation of the simultaneous effects of two or more factors in a median regression model with right censored survival data. Our approach is developed to detect interaction in special situations, when the covariates have a finite number of levels with a limited number of observations in each level, and it allows varying levels of variance and censorship at different levels of the covariates. Through simulation studies, we compare the power of detecting an interaction between the study group variable and a covariate using our proposed procedure with that of the Cox Proportional Hazard (PH) model and censored quantile regression model. We also assess the impact of censoring rate and type on the standard error of the estimators of parameters. Finally, we illustrate application of our proposed method to real life data from Prospective Observational Multicenter Major Trauma Transfusion (PROMMTT) study to test an interaction effect between type of injury and study sites using median time for a trauma patient to receive three units of red blood cells. The results from simulation studies indicate that our procedure performs better than both Cox PH model and censored quantile regression model based on statistical power for detecting the interaction, especially when the number of observations is small. It is also relatively less sensitive to censoring rates or even the presence of conditionally independent censoring that is conditional on the levels of covariates.

Neural Networks to Estimate Generalized Propensity Scores for Continuous Treatment Doses

2021 ◽  
pp. 0193841X2199219
Author(s):  
Zachary K. Collier ◽  
Walter L. Leite ◽  
Allison Karpyn
Keyword(s):  
Neural Networks ◽  
Propensity Score ◽  
Selection Bias ◽  
Propensity Scores ◽  
Propensity Score Analysis ◽  
Parametric Models ◽  
Continuous Treatment ◽  
Sample Sizes ◽  
Treatment Variable ◽  
Monte Carlo Simulation Study

Background: The generalized propensity score (GPS) addresses selection bias due to observed confounding variables and provides a means to demonstrate causality of continuous treatment doses with propensity score analyses. Estimating the GPS with parametric models obliges researchers to meet improbable conditions such as correct model specification, normal distribution of variables, and large sample sizes. Objectives: The purpose of this Monte Carlo simulation study is to examine the performance of neural networks as compared to full factorial regression models to estimate GPS in the presence of Gaussian and skewed treatment doses and small to moderate sample sizes. Research design: A detailed conceptual introduction of neural networks is provided, as well as an illustration of selection of hyperparameters to estimate GPS. An example from public health and nutrition literature uses residential distance as a treatment variable to illustrate how neural networks can be used in a propensity score analysis to estimate a dose–response function of grocery spending behaviors. Results: We found substantially higher correlations and lower mean squared error values after comparing true GPS with the scores estimated by neural networks. The implication is that more selection bias was removed using GPS estimated with neural networks than using GPS estimated with classical regression. Conclusions: This study proposes a new methodological procedure, neural networks, to estimate GPS. Neural networks are not sensitive to the assumptions of linear regression and other parametric models and have been shown to be a contender against parametric approaches to estimate propensity scores for continuous treatments.

scholarly journals The Role of Distributional Overlap on the Precision Gain of Bounds for Generalization

2022 ◽  
pp. 109821402094330
Author(s):  
Wendy Chan
Keyword(s):  
Propensity Score ◽  
Recent Work ◽  
Propensity Scores ◽  
Simulation Studies ◽  
Propensity Score Methods ◽  
The Past ◽  
Observable Data ◽  
Propensity Score Stratification ◽  
The Relationship

Over the past ten years, propensity score methods have made an important contribution to improving generalizations from studies that do not select samples randomly from a population of inference. However, these methods require assumptions and recent work has considered the role of bounding approaches that provide a range of treatment impact estimates that are consistent with the observable data. An important limitation to bound estimates is that they can be uninformatively wide. This has motivated research on the use of propensity score stratification to narrow bounds. This article assesses the role of distributional overlap in propensity scores on the effectiveness of stratification to tighten bounds. Using the results of two simulation studies and two case studies, I evaluate the relationship between distributional overlap and precision gain and discuss the implications when propensity score stratification is used as a method to improve precision in the bounding framework.

Validating Four Standard Scales in Spiritually Practicing and Nonpracticing Samples Using Propensity Score Matching

2008 ◽  
Vol 24 (3) ◽  
pp. 165-173 ◽  
Author(s):  
Niko Kohls ◽  
Harald Walach
Keyword(s):  
Propensity Score ◽  
Propensity Score Matching ◽  
Repeated Measures ◽  
Propensity Scores ◽  
Total Sample ◽  
Experimental Manipulation ◽  
Brief Symptom Inventory ◽  
Time Interaction ◽  
Social Support Scale ◽  
Lower Test

Validation studies of standard scales in the particular sample that one is studying are essential for accurate conclusions. We investigated the differences in answering patterns of the Brief-Symptom-Inventory (BSI), Transpersonal Trust Scale (TPV), Sense of Coherence Questionnaire (SOC), and a Social Support Scale (F-SoZu) for a matched sample of spiritually practicing (SP) and nonpracticing (NSP) individuals at two measurement points (t1, t2). Applying a sample matching procedure based on propensity scores, we selected two sociodemographically balanced subsamples of N = 120 out of a total sample of N = 431. Employing repeated measures ANOVAs, we found an intersample difference in means only for TPV and an intrasample difference for F-SoZu. Additionally, a group × time interaction effect was found for TPV. While Cronbach’s α was acceptable and comparable for both samples, a significantly lower test-rest-reliability for the BSI was found in the SP sample (rSP = .62; rNSP = .78). Thus, when researching the effects of spiritual practice, one should not only look at differences in means but also consider time stability. We recommend propensity score matching as an alternative for randomization in variables that defy experimental manipulation such as spirituality.

scholarly journals The Effects of Employment on Depression and Life Satisfaction Among Old-Aged Using the DD Method Combined With PSM

2020 ◽  
Vol 4 (Supplement_1) ◽  
pp. 408-408
Author(s):  
Si Young Song ◽  
Hey Jung Jun ◽  
Sun Ah Lee
Keyword(s):  
Life Satisfaction ◽  
Propensity Score ◽  
Propensity Score Matching ◽  
Multiple Regression ◽  
Propensity Scores ◽  
Panel Study ◽  
Double Difference ◽  
Combined Model ◽  
Comparative Group ◽  
Experimental Group

Abstract The purpose of this study is to explore the effect of employment on depression and life satisfaction among old-aged. Using 12th (2017) wave and 13th (2018) wave of Korean Welfare Panel Study (KoWePS), three stages of analyses were conducted. First, through propensity score matching (PSM) method, sample with similar propensity scores was matched between the group that did not work in 12th wave but worked in 13th wave (experimental group, N=180), and the group that did not work in 12th and 13th wave (comparative group, N=180). Second, the matched sample was used to conduct multiple regression analysis with the group dummy variable (experimental group, comparative group) as an independent variable, and depression and life satisfaction as the dependent variables. Third, combined model of propensity score matching (PSM) and double difference (DD) method was conducted to more appropriately derive the net effect of employment. The results of multiple regression after propensity matching showed that employment had a positive effect on reducing depression (B= -1.70, p< .01) and increasing life satisfaction (B= .12, p< .01) in old-aged. Furthermore, in combined model of PSM and DD, life satisfaction was improved when employed compared to non-employed (B= .15, p< .05). The results of this study are meaningful in that the meaning of employment in old-aged is more clearly derived by solving selection bias and endogenous problems. Also, this study may provide reference for establishing welfare policies related to employment among old-aged.

scholarly journals An Alternative Promotion Time Cure Model with Overdispersed Number of Competing Causes: An Application to Melanoma Data

Mathematics ◽  
2021 ◽  
Vol 9 (15) ◽  
pp. 1815
Author(s):  
Diego I. Gallardo ◽  
Mário de Castro ◽  
Héctor W. Gómez
Keyword(s):  
Estimation Method ◽  
Selection Criterion ◽  
Likelihood Method ◽  
Simulation Studies ◽  
Cure Rate ◽  
Nested Models ◽  
Proposed Model ◽  
The Em Algorithm ◽  
Competing Causes ◽  
The One

A cure rate model under the competing risks setup is proposed. For the number of competing causes related to the occurrence of the event of interest, we posit the one-parameter Bell distribution, which accommodates overdispersed counts. The model is parameterized in the cure rate, which is linked to covariates. Parameter estimation is based on the maximum likelihood method. Estimates are computed via the EM algorithm. In order to compare different models, a selection criterion for non-nested models is implemented. Results from simulation studies indicate that the estimation method and the model selection criterion have a good performance. A dataset on melanoma is analyzed using the proposed model as well as some models from the literature.

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