Performance of prior event rate ratio method in the presence of differential mortality or dropout
差异性死亡或退出下既往事件率比方法的表现AI 解读 ↓
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差异性死亡或退出下既往事件率比方法的表现AI 解读 ↓
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Purpose: Prior event rate ratio (PERR) method was proposed to control for measured or unmeasured confounders in real-world evaluation of effectiveness and safety of medical treatments using electronic medical records data. A widely cited simulation study showed that PERR estimate of treatment effect was biased in the presence of differential morality/dropout. However, the study only considered one specific PERR estimator of treatment effect and one specific scenario of differential mortality/dropout. To enhance understanding of the method, we replicated and extended the simulation to consider an alternative PERR estimator and multiple scenarios. Methods: Simulation studies were performed with varying rate of mortality/dropout, including the scenario in the previous study in which mortality/dropout was simultaneously influenced by treatment, confounder and prior event and scenarios that differed in the determinants of mortality/dropout. In addition to the PERR estimator used in the previous study (PERR_Prev) that involved data form both completers and non-completers, we also evaluated an alternative PERR estimator (PERR_Comp) that used data only from completers. Results: The bias of PERR_Prev in the previously considered mortality/dropout scenario was replicated. Bias of PERR_Comp was only about one-third in magnitude as compared to that of PERR_Prev in this scenario. Furthermore, PERR_Prev did but PERR_Comp did not give biased estimates of treatment effect in scenarios that mortality/dropout was influenced by treatment or confounder but not prior event. Conclusion: The PERR is better seen as a methodological framework within which there is more than one way to operationalize the estimation. Its performance depends on the specific operationalization. PERR_Comp provides unbiased estimates unless mortality/dropout is affected by prior event.
Two frequent approaches for identifying structural VARs are external instruments, which carry economic content but are often weak, and non-Gaussianity of the shocks, which provides statistical identification but carries no economic meaning. We combine the two strategies in a single generalized method of moments framework. This hybrid approach point-identifies the target shocks while also identifying the non-target shocks up to sign and ordering. Under suitable rank…
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Bayesian additive regression trees (BART) is a popular Bayesian ensemble model used in regression and classification analysis. Under this modeling framework, the regression function is approximated by an ensemble of decision trees, interpreted as weak learners. In this work, we propose a generalization of the BART model that has two main features: first, it automatically selects the number of decision trees using the given data; second, the model allows clusters of…
估计纵向因果剂量反应关系的贝叶斯框架
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A standard assumption in the Bayesian estimation of linear regression models is that the regressors are exogenous in the sense that they are uncorrelated with the model error term. In practice, however, this assumption can be invalid. In this article, using the exponentially tilted empirical likelihood (ETEL) framework, we develop a Bayes factor test for endogeneity that compares a base model that is correctly specified under exogeneity but misspecified under endogeneity…