2015
Saarela, Olli; Stephens, David A.; Moodie, Erica E. M.; Klein, Marina B.
On Bayesian estimation of marginal structural models Journal Article
In: Biometrics, 2015.
Abstract | Links | BibTeX | Tags: Bayesian inference, Causal inference, Inverse probability weighting, Longitudinal data, Marginal structural models, Posterior predictive inference, Variance estimation
@article{Saarela2015,
title = {On Bayesian estimation of marginal structural models},
author = {Olli Saarela and David A. Stephens and Erica E. M. Moodie and Marina B. Klein},
url = {https://www.ncbi.nlm.nih.gov/pubmed/25677103},
doi = {10.1111/biom.12269},
year = {2015},
date = {2015-06-15},
journal = {Biometrics},
abstract = {The purpose of inverse probability of treatment (IPT) weighting in estimation of marginal treatment effects is to construct a pseudo-population without imbalances in measured covariates, thus removing the effects of confounding and informative censoring when performing inference. In this article, we formalize the notion of such a pseudo-population as a data generating mechanism with particular characteristics, and show that this leads to a natural Bayesian interpretation of IPT weighted estimation. Using this interpretation, we are able to propose the first fully Bayesian procedure for estimating parameters of marginal structural models using an IPT weighting. Our approach suggests that the weights should be derived from the posterior predictive treatment assignment and censoring probabilities, answering the question of whether and how the uncertainty in the estimation of the weights should be incorporated in Bayesian inference of marginal treatment effects. The proposed approach is compared to existing methods in simulated data, and applied to an analysis of the Canadian Co-infection Cohort.
© 2015, The International Biometric Society.},
keywords = {Bayesian inference, Causal inference, Inverse probability weighting, Longitudinal data, Marginal structural models, Posterior predictive inference, Variance estimation},
pubstate = {published},
tppubtype = {article}
}
The purpose of inverse probability of treatment (IPT) weighting in estimation of marginal treatment effects is to construct a pseudo-population without imbalances in measured covariates, thus removing the effects of confounding and informative censoring when performing inference. In this article, we formalize the notion of such a pseudo-population as a data generating mechanism with particular characteristics, and show that this leads to a natural Bayesian interpretation of IPT weighted estimation. Using this interpretation, we are able to propose the first fully Bayesian procedure for estimating parameters of marginal structural models using an IPT weighting. Our approach suggests that the weights should be derived from the posterior predictive treatment assignment and censoring probabilities, answering the question of whether and how the uncertainty in the estimation of the weights should be incorporated in Bayesian inference of marginal treatment effects. The proposed approach is compared to existing methods in simulated data, and applied to an analysis of the Canadian Co-infection Cohort.
© 2015, The International Biometric Society.
© 2015, The International Biometric Society.
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