Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Estimating causal effect of multi-valued treatment from observational survival data

  • Kim, Bongseong (Department of Statistics and Actuarial Science, Soongsil University) ;
  • Kim, Ji-Hyun (Department of Statistics and Actuarial Science, Soongsil University)
  • Received : 2020.08.11
  • Accepted : 2020.11.10
  • Published : 2020.11.30
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Abstract

In survival analysis of observational data, the inverse probability weighting method and the Cox proportional hazards model are widely used when estimating the causal effects of multiple-valued treatment. In this paper, the two kinds of weights have been examined in the inverse probability weighting method. We explain the reason why the stabilized weight is more appropriate when an inverse probability weighting method using the generalized propensity score is applied. We also emphasize that a marginal hazard ratio and the conditional hazard ratio should be distinguished when defining the hazard ratio as a treatment effect under the Cox proportional hazards model. A simulation study based on real data is conducted to provide concrete numerical evidence.

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References

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