• The Korean Journal of Applied Statistics
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• v.30 no.3
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• pp.453-462
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• 2017

Double propensity score adjustment is an analytic solution to address bias due to incomplete matching. However, it is difficult to estimate the standard error of the estimated treatment effect when using double propensity score adjustment. In this study, we propose two bootstrap methods to estimate the standard error. The first is a simple bootstrap method that involves drawing bootstrap samples from the matched sample using the propensity score as well as estimating the standard error from the bootstrapped samples. The second is a complex bootstrap method that draws bootstrap samples first from the original sample and then applies the propensity score matching to each bootstrapped sample. We examined the performances of the two methods using simulations under various scenarios. The estimates of standard error using the complex bootstrap were closer to the empirical standard error than those using the simple bootstrap. The simple bootstrap methods tended to underestimate. In addition, the coverage rates of a 95% confidence interval using the complex bootstrap were closer to the advertised rate of 0.95. We applied the two methods to a real data example and found also that the estimate of the standard error using the simple bootstrap was smaller than that using the complex bootstrap.

• Survey Research
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• v.10 no.1
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• pp.169-186
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• 2009

The propensity score method is used to minimize the bias level in social survey, which comes from nonresponse. The theoretical concept and the background of the propensity score method is discussed first. The propensity score method was first applied in the epidemiology observational study. I have summarized the process of the three propensity score methods that were used to reduce estimation bias in this study. Matching by propensity score is applied to the relatively large control group. Subclassification has the advantage of using whole control group data and regression adjustment is applied to multiple covariates as well as propensity score of each unit is computable and usable. Lastly, the application procedures of propensity score method to reduce the nonresponse bias is suggested and its applicability to real situation is reviewed with the existing data.

• The Korean Journal of Applied Statistics
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• v.36 no.4
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• pp.323-335
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• 2023

In causal analysis of high dimensional data, it is important to reduce the dimension of covariates and transform them appropriately to control confounders that affect treatment and potential outcomes. The augmented inverse probability weighting (AIPW) method is mainly used for estimation of average treatment effect (ATE). AIPW estimator can be obtained by using estimated propensity score and outcome model. ATE estimator can be inconsistent or have large asymptotic variance when using estimated propensity score and outcome model obtained by parametric methods that includes all covariates, especially for high dimensional data. For this reason, an ATE estimation using an appropriate dimension reduction method and semiparametric model for high dimensional data is attracting attention. Semiparametric method or sparse sufficient dimensionality reduction method can be uesd for dimension reduction for the estimation of propensity score and outcome model. Recently, another method has been proposed that does not use propensity score and outcome regression. After reducing dimension of covariates, ATE estimation can be performed using matching. Among the studies on ATE estimation methods for high dimensional data, four recently proposed studies will be introduced, and how to interpret the estimated ATE will be discussed.

• Survey Research
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• v.10 no.3
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• pp.21-36
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• 2009

This study suggests the applicability of web surveys regarding elections in order to contact a great number of young people. The propensity weighting model was estimated using the demographic variables and the covariate variables collected during the 2007 presidential election surveys. In order to adjust the internet survey to the telephone survey, we used the propensity score method. Propensity score weighting made the internet survey results closer to the telephone survey results. This shows that an internet survey with propensity weighting model is a potential alternative survey method in the prediction of elections.

• The Korean Journal of Applied Statistics
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• v.36 no.6
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• pp.547-559
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• 2023

Proper handling of nonresponse in sample survey improves the accuracy of the parameter estimation. Various studies have been conducted to properly handle MAR (missing at random) nonresponse or MCAR (missing completely at random) nonresponse. When nonresponse occurs, the PSA (propensity score adjusted) estimator is commonly used as a mean estimator. The PSA estimator is known to be unbiased when known sample weights and properly estimated response probabilities are used. However, for MNAR (missing not at random) nonresponse, which is affected by the value of the study variable, since it is very difficult to obtain accurate response probabilities, bias may occur in the PSA estimator. Chung and Shin (2017, 2022) proposed a post-stratification method to improve the accuracy of mean estimation when MNAR nonresponse occurs under a non-informative sample design. In this study, we propose a double post-stratification method to improve the accuracy of the naive PSA estimator for MNAR nonresponse under an informative sample design. In addition, we perform simulation studies to confirm the superiority of the proposed method.

• The Korean Journal of Applied Statistics
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• v.36 no.5
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• pp.381-397
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• 2023

The most representative design used in clinical trials is randomization, which is used to accurately estimate the treatment effect. However, comparison between the treatment group and the control group in an observational study without randomization is biased due to various unadjusted differences, such as characteristics between patients. Propensity score weighting is a widely used method to address these problems and to minimize bias by adjusting those confounding and assess treatment effects. Inverse probability weighting, the most popular method, assigns weights that are proportional to the inverse of the conditional probability of receiving a specific treatment assignment, given observed covariates. However, this method is often suffered by extreme propensity scores, resulting in biased estimates and excessive variance. Several alternative methods including trimming, overlap weights, and matching weights have been proposed to mitigate these issues. In this paper, we conduct a simulation study to compare performance of various propensity score weighting methods under diverse situation, such as limited overlap, misspecified propensity score, and treatment contrary to prediction. From the simulation results overlap weights and matching weights consistently outperform inverse probability weighting and trimming in terms of bias, root mean squared error and coverage probability.

• The Korean Journal of Applied Statistics
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• v.36 no.5
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• pp.415-445
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• 2023

Oftentimes, the time dependent treatment covariate and the time dependent confounders exist in observation studies. It is an important problem to correctly adjust for the time dependent confounders in the propensity score analysis. Recently, In the survival data, Hade et al. (2020) used a propensity score matching method to correctly estimate the treatment delay effect when the time dependent confounder affects time to the treatment time, where the treatment delay effects is defined to the delay in treatment reception. In this paper, we proposed the Cox model based marginal structural model (Cox-MSM) framework to estimate the treatment delay effect and conducted extensive simulation studies to compare our proposed Cox-MSM with the propensity score matching method proposed by Hade et al. (2020). Our simulation results showed that the Cox-MSM leads to more exact estimate for the treatment delay effect compared with two sequential matching schemes based on propensity scores. Example from study in treatment discontinuation in conjunction with simulated data illustrates the practical advantages of the proposed Cox-MSM.

• KDI Journal of Economic Policy
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• v.32 no.2
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• pp.27-53
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• 2010

This paper examines whether and how much vocational training raises an individual's earnings in Korea, using the Economically Active Population Survey. To overcome endogeneity of training, we apply fixed-effects and propensity-score matching (PSM) methods. Fixed-effects (PSM) results suggest that work-related training received in the previous one year increases a worker's monthly earnings by 2.6 to 4.7 (7.5 to 9.8) percent. Taken altogether, work-related training enhances a worker's earnings by a minimum of 2.6 and a maximum of 9.8 percent in Korea.

• Journal of the Korean Data and Information Science Society
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• v.28 no.1
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• pp.109-117
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• 2017

This study aims to identify the effect for exercise intensity on hypertension using propensity score based on the sixth Korea National Health and Nutrition Examination Survey data and to provide an evidence for the most effective exercise intensity for prevention or treatment of hypertension. Specifically, we select 3,486 subjects who aged between 18 and 65 years after excluding some subjects who are expected to have limited athletic ability. We estimate propensity scores for exercise intensity based on the confounders such as sex, age, smoking, drinking, and natrium intake. Considering the complex survey design, we conduct a descriptive analysis and multiple logistic regression for hypertension with propensity score as a covariate. Although the results of the study did not show statistically significant relationship between exercise intensity and hypertension, we expect that it can be used as a basis evidence that the appropriate exercise of moderate intensity may be more effective for the prevention and treatment of hypertension rather than strong intensity exercise and non-exercise.

• The Korean Journal of Applied Statistics
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• v.30 no.5
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• pp.615-632
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• 2017

Unlike randomized trial, statistical strategies for inferring the unbiased causal relationship are required in the observational studies. The matching with the propensity score is one of the most popular methods to control the confounders in order to evaluate the effect of the treatment on the outcome variable. Recently, new methods for the causal inference in latent class analysis (LCA) have been proposed to estimate the average causal effect (ACE) of the treatment on the latent discrete variable. They have focused on the application study for the real dataset to estimate the ACE in LCA. In practice, however, the true values of the ACE are not known, and it is difficult to evaluate the performance of the estimated the ACE. In this study, we propose a method to generate a synthetic data using the propensity score in the framework of LCA, where treatment and outcome variables are latent. We then propose a new method for estimating the ACE in LCA and evaluate its performance via simulation studies. Furthermore we present an empirical analysis based on data form the 'National Longitudinal Study of Adolescents Health,' where puberty as a latent treatment and substance use as a latent outcome variable.