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The performance of inverse probability of treatment weighting and propensity score matching for estimating marginal hazard ratios
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Department of Statistics.
2019 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Abstract [en]

Propensity score methods are increasingly being used to reduce the effect of measured confounders in observational research. In medicine, censored time-to-event data is common. Using Monte Carlo simulations, this thesis evaluates the performance of nearest neighbour matching (NNM) and inverse probability of treatment weighting (IPTW) in combination with Cox proportional hazards models for estimating marginal hazard ratios. Focus is on the performance for different sample sizes and censoring rates, aspects which have not been fully investigated in this context before. The results show that, in the absence of censoring, both methods can reduce bias substantially. IPTW consistently had better performance in terms of bias and MSE compared to NNM. For the smallest examined sample size with 60 subjects, the use of IPTW led to estimates with bias below 15 %. Since the data were generated using a conditional parametrisation, the estimation of univariate models violates the proportional hazards assumption. As a result, censoring the data led to an increase in bias.

Place, publisher, year, edition, pages
2019.
Keywords [en]
Monte Carlo simulations, propensity score, survival analysis, Cox model, censoring rate, sample size
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:uu:diva-385502OAI: oai:DiVA.org:uu-385502DiVA, id: diva2:1324604
Subject / course
Statistics
Educational program
Master Programme in Statistics
Supervisors
Examiners
Available from: 2019-06-18 Created: 2019-06-14 Last updated: 2019-06-18Bibliographically approved

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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf