The performance of different propensity-score methods for estimating differences in proportions (risk differences or absolute risk reductions) in observational studies

Propensity score methods are increasingly being used to estimate the effects of treatments on health outcomes using observational data. There are four methods for using the propensity score to estimate treatment effects: covariate adjustment using the propensity score, stratification on the propensi...

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Published inStatistics in medicine Vol. 29; no. 20; pp. 2137 - 2148
Main Author Austin, Peter C.
Format Journal Article
LanguageEnglish
Published Chichester, UK John Wiley & Sons, Ltd 10.09.2010
Wiley Subscription Services, Inc
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Abstract Propensity score methods are increasingly being used to estimate the effects of treatments on health outcomes using observational data. There are four methods for using the propensity score to estimate treatment effects: covariate adjustment using the propensity score, stratification on the propensity score, propensity‐score matching, and inverse probability of treatment weighting (IPTW) using the propensity score. When outcomes are binary, the effect of treatment on the outcome can be described using odds ratios, relative risks, risk differences, or the number needed to treat. Several clinical commentators suggested that risk differences and numbers needed to treat are more meaningful for clinical decision making than are odds ratios or relative risks. However, there is a paucity of information about the relative performance of the different propensity‐score methods for estimating risk differences. We conducted a series of Monte Carlo simulations to examine this issue. We examined bias, variance estimation, coverage of confidence intervals, mean‐squared error (MSE), and type I error rates. A doubly robust version of IPTW had superior performance compared with the other propensity‐score methods. It resulted in unbiased estimation of risk differences, treatment effects with the lowest standard errors, confidence intervals with the correct coverage rates, and correct type I error rates. Stratification, matching on the propensity score, and covariate adjustment using the propensity score resulted in minor to modest bias in estimating risk differences. Estimators based on IPTW had lower MSE compared with other propensity‐score methods. Differences between IPTW and propensity‐score matching may reflect that these two methods estimate the average treatment effect and the average treatment effect for the treated, respectively. Copyright © 2010 John Wiley & Sons, Ltd.
AbstractList Propensity score methods are increasingly being used to estimate the effects of treatments on health outcomes using observational data. There are four methods for using the propensity score to estimate treatment effects: covariate adjustment using the propensity score, stratification on the propensity score, propensity-score matching, and inverse probability of treatment weighting (IPTW) using the propensity score. When outcomes are binary, the effect of treatment on the outcome can be described using odds ratios, relative risks, risk differences, or the number needed to treat. Several clinical commentators suggested that risk differences and numbers needed to treat are more meaningful for clinical decision making than are odds ratios or relative risks. However, there is a paucity of information about the relative performance of the different propensity-score methods for estimating risk differences. We conducted a series of Monte Carlo simulations to examine this issue. We examined bias, variance estimation, coverage of confidence intervals, mean-squared error (MSE), and type I error rates. A doubly robust version of IPTW had superior performance compared with the other propensity-score methods. It resulted in unbiased estimation of risk differences, treatment effects with the lowest standard errors, confidence intervals with the correct coverage rates, and correct type I error rates. Stratification, matching on the propensity score, and covariate adjustment using the propensity score resulted in minor to modest bias in estimating risk differences. Estimators based on IPTW had lower MSE compared with other propensity-score methods. Differences between IPTW and propensity-score matching may reflect that these two methods estimate the average treatment effect and the average treatment effect for the treated, respectively.
Propensity score methods are increasingly being used to estimate the effects of treatments on health outcomes using observational data. There are four methods for using the propensity score to estimate treatment effects: covariate adjustment using the propensity score, stratification on the propensity score, propensity-score matching, and inverse probability of treatment weighting (IPTW) using the propensity score. When outcomes are binary, the effect of treatment on the outcome can be described using odds ratios, relative risks, risk differences, or the number needed to treat. Several clinical commentators suggested that risk differences and numbers needed to treat are more meaningful for clinical decision making than are odds ratios or relative risks. However, there is a paucity of information about the relative performance of the different propensity-score methods for estimating risk differences. We conducted a series of Monte Carlo simulations to examine this issue. We examined bias, variance estimation, coverage of confidence intervals, mean-squared error (MSE), and type I error rates. A doubly robust version of IPTW had superior performance compared with the other propensity-score methods. It resulted in unbiased estimation of risk differences, treatment effects with the lowest standard errors, confidence intervals with the correct coverage rates, and correct type I error rates. Stratification, matching on the propensity score, and covariate adjustment using the propensity score resulted in minor to modest bias in estimating risk differences. Estimators based on IPTW had lower MSE compared with other propensity-score methods. Differences between IPTW and propensity-score matching may reflect that these two methods estimate the average treatment effect and the average treatment effect for the treated, respectively. Copyright © 2010 John Wiley & Sons, Ltd.
Propensity score methods are increasingly being used to estimate the effects of treatments on health outcomes using observational data. There are four methods for using the propensity score to estimate treatment effects: covariate adjustment using the propensity score, stratification on the propensity score, propensity-score matching, and inverse probability of treatment weighting (IPTW) using the propensity score. When outcomes are binary, the effect of treatment on the outcome can be described using odds ratios, relative risks, risk differences, or the number needed to treat. Several clinical commentators suggested that risk differences and numbers needed to treat are more meaningful for clinical decision making than are odds ratios or relative risks. However, there is a paucity of information about the relative performance of the different propensity-score methods for estimating risk differences. We conducted a series of Monte Carlo simulations to examine this issue. We examined bias, variance estimation, coverage of confidence intervals, mean-squared error (MSE), and type I error rates. A doubly robust version of IPTW had superior performance compared with the other propensity-score methods. It resulted in unbiased estimation of risk differences, treatment effects with the lowest standard errors, confidence intervals with the correct coverage rates, and correct type I error rates. Stratification, matching on the propensity score, and covariate adjustment using the propensity score resulted in minor to modest bias in estimating risk differences. Estimators based on IPTW had lower MSE compared with other propensity-score methods. Differences between IPTW and propensity-score matching may reflect that these two methods estimate the average treatment effect and the average treatment effect for the treated, respectively. [PUBLICATION ABSTRACT]
Propensity score methods are increasingly being used to estimate the effects of treatments on health outcomes using observational data. There are four methods for using the propensity score to estimate treatment effects: covariate adjustment using the propensity score, stratification on the propensity score, propensity-score matching, and inverse probability of treatment weighting (IPTW) using the propensity score. When outcomes are binary, the effect of treatment on the outcome can be described using odds ratios, relative risks, risk differences, or the number needed to treat. Several clinical commentators suggested that risk differences and numbers needed to treat are more meaningful for clinical decision making than are odds ratios or relative risks. However, there is a paucity of information about the relative performance of the different propensity-score methods for estimating risk differences. We conducted a series of Monte Carlo simulations to examine this issue. We examined bias, variance estimation, coverage of confidence intervals, mean-squared error (MSE), and type I error rates. A doubly robust version of IPTW had superior performance compared with the other propensity-score methods. It resulted in unbiased estimation of risk differences, treatment effects with the lowest standard errors, confidence intervals with the correct coverage rates, and correct type I error rates. Stratification, matching on the propensity score, and covariate adjustment using the propensity score resulted in minor to modest bias in estimating risk differences. Estimators based on IPTW had lower MSE compared with other propensity-score methods. Differences between IPTW and propensity-score matching may reflect that these two methods estimate the average treatment effect and the average treatment effect for the treated, respectively.Propensity score methods are increasingly being used to estimate the effects of treatments on health outcomes using observational data. There are four methods for using the propensity score to estimate treatment effects: covariate adjustment using the propensity score, stratification on the propensity score, propensity-score matching, and inverse probability of treatment weighting (IPTW) using the propensity score. When outcomes are binary, the effect of treatment on the outcome can be described using odds ratios, relative risks, risk differences, or the number needed to treat. Several clinical commentators suggested that risk differences and numbers needed to treat are more meaningful for clinical decision making than are odds ratios or relative risks. However, there is a paucity of information about the relative performance of the different propensity-score methods for estimating risk differences. We conducted a series of Monte Carlo simulations to examine this issue. We examined bias, variance estimation, coverage of confidence intervals, mean-squared error (MSE), and type I error rates. A doubly robust version of IPTW had superior performance compared with the other propensity-score methods. It resulted in unbiased estimation of risk differences, treatment effects with the lowest standard errors, confidence intervals with the correct coverage rates, and correct type I error rates. Stratification, matching on the propensity score, and covariate adjustment using the propensity score resulted in minor to modest bias in estimating risk differences. Estimators based on IPTW had lower MSE compared with other propensity-score methods. Differences between IPTW and propensity-score matching may reflect that these two methods estimate the average treatment effect and the average treatment effect for the treated, respectively.
Author Austin, Peter C.
AuthorAffiliation a Institute for Clinical Evaluative Sciences Toronto, ON, Canada
b Department of Health Management, Policy and Evaluation, University of Toronto ON, Canada
AuthorAffiliation_xml – name: a Institute for Clinical Evaluative Sciences Toronto, ON, Canada
– name: b Department of Health Management, Policy and Evaluation, University of Toronto ON, Canada
Author_xml – sequence: 1
  givenname: Peter C.
  surname: Austin
  fullname: Austin, Peter C.
  email: peter.austin@ices.on.ca
  organization: Institute for Clinical Evaluative Sciences, Toronto, ON, Canada
BackLink https://www.ncbi.nlm.nih.gov/pubmed/20108233$$D View this record in MEDLINE/PubMed
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Weitzen S, Lapane KL, Toledano AY, Hume AL, Mor V. Principles for modeling propensity scores in medical research: a systematic literature review. Pharmacoepidemiology and Drug Safety 2004; 13:841-853.
Sinclair JC, Bracken MB. Clinically useful measures of effect in binary analyses of randomized trials. Journal of Clinical Epidemiology 1994; 47:881-889.
Austin PC. The performance of different propensity score methods for estimating relative risks. Journal of Clinical Epidemiology 2008; 61:537-545.
Austin PC. Some methods of propensity-score matching had superior performance to others: results of an empirical investigation and Monte Carlo simulations. Biometrical Journal 2009; 51:171-184.
Austin PC. A report card on propensity-score matching in the cardiology literature from 2004-2006: results of a systematic review. Circulation: Cardiovascular Quality and Outcomes 2008; 1:62-67.
Greenland S. Interpretation and choice of effect measures in epidemiologic analyses. American Journal of Epidemiology 1987; 125:761-768.
Austin PC, Manca A, Zwarenstein M, Juurlink DN, Stanbrook MB. A substantial and confusing variation exists in handling of baseline covariates in randomized controlled trials: a review of trials published in leading medical journals. Journal of Clinical Epidemiology 2010; 63:142-153. DOI: 10.1016/j.jclinepi.2009.06.002.
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Austin PC, Grootendorst P, Anderson GM. A comparison of the ability of different propensity score models to balance measured variables between treated and untreated subjects: a Monte Carlo study. Statistics in Medicine 2007; 26:734-753.
Lee DS, Austin PC, Rouleau JL, Liu PP, Naimark D, Tu JV. Predicting mortality among patients hospitalized for heart failure: derivation and validation of a clinical model. Journal of the American Medical Association 2003; 290:2581-2587.
Jaeschke R, Guyatt G, Shannon H, Walter S, Cook D, Heddle N. Basis statistics for clinicians 3: assessing the effects of treatment: measures of association. Canadian Medical Association Journal 1995; 152:351-357.
Rubin DB. On principles for modeling propensity scores in medical research. Pharmacoepidemiology and Drug Safety 2004; 13:885-887.
Lunceford JK, Davidian M. Stratification and weighting via the propensity score in estimation of causal treatment effects: a comparative study. Statistics in Medicine 2004; 23:2937-2960.
Rosenbaum PR, Rubin DB. Reducing bias in observational studies using subclassification on the propensity score. Journal of the American Statistical Association 1984; 79:516-524.
Shah BR, Laupacis A, Hux JE, Austin PC. Propensity score methods give similar results to traditional regression modeling in observational studies: a systematic review. Journal of Clinical Epidemiology 2005; 58:550-559.
Imbens GW. Nonparametric estimation of average treatment effects under exogeneity: a review. The Review of Economics and Statistics 2004; 86:4-29.
Rosenbaum PR, Rubin DB. The central role of the propensity score in observational studies for causal effects. Biometrika 1983; 70:41-55.
Austin PC. Balance diagnostics for comparing the distribution of baseline covariates between treatment groups in propensity-score matched samples. Statistics in Medicine 2009; 28:3083-3107.
Austin PC. A critical appraisal of propensity score matching in the medical literature from 1996 to 2003. Statistics in Medicine 2008; 27:2037-2049.
Agresti A, Min Y. Effects and non-effects of paired identical observations in comparing proportions with binary matched-pairs data. Statistics in Medicine 2004; 23:65-75.
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Austin PC, Stafford J. The performance of two data-generation processes for data with specified marginal treatment odds ratios. Communications in Statistics-Simulation and Computation 2008; 37:1039-1051.
Austin PC, Mamdani MM. A comparison of propensity score methods: a case-study estimating the effectiveness of post-AMI statin use. Statistics in Medicine 2006; 25:2084-2106.
Schechtman E. Odds ratio, relative risk, absolute risk reduction, and the number needed to treat-which of these should we use? Value in Health 2002; 5:431-436.
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References_xml – reference: Austin PC. Balance diagnostics for comparing the distribution of baseline covariates between treatment groups in propensity-score matched samples. Statistics in Medicine 2009; 28:3083-3107.
– reference: Austin PC. Type I error rates, coverage of confidence intervals, and variance estimation in propensity-score matched analyses. The International Journal of Biostatistics 2009; 5:Article 13. DOI: 10.2202/1557-4679.1146.
– reference: Jaeschke R, Guyatt G, Shannon H, Walter S, Cook D, Heddle N. Basis statistics for clinicians 3: assessing the effects of treatment: measures of association. Canadian Medical Association Journal 1995; 152:351-357.
– reference: Austin PC. The relative ability of different propensity-score methods to balance measured covariates between treated and untreated subjects in observational studies. Medical Decision Making 2009; 29:661-677.
– reference: Austin PC. The performance of different propensity score methods for estimating marginal odds ratios. Statistics in Medicine 2007; 26:3078-3094.
– reference: Sinclair JC, Bracken MB. Clinically useful measures of effect in binary analyses of randomized trials. Journal of Clinical Epidemiology 1994; 47:881-889.
– reference: Austin PC, Manca A, Zwarenstein M, Juurlink DN, Stanbrook MB. A substantial and confusing variation exists in handling of baseline covariates in randomized controlled trials: a review of trials published in leading medical journals. Journal of Clinical Epidemiology 2010; 63:142-153. DOI: 10.1016/j.jclinepi.2009.06.002.
– reference: Austin PC. A report card on propensity-score matching in the cardiology literature from 2004-2006: results of a systematic review. Circulation: Cardiovascular Quality and Outcomes 2008; 1:62-67.
– reference: Flury BK, Riedwyl H. Standard distance in univariate and multivariate analysis. The American Statistician 1986; 40:249-251.
– reference: Rosenbaum PR. Model-based direct adjustment. The Journal of the American Statistician 1987; 82:387-394.
– reference: Shah BR, Laupacis A, Hux JE, Austin PC. Propensity score methods give similar results to traditional regression modeling in observational studies: a systematic review. Journal of Clinical Epidemiology 2005; 58:550-559.
– reference: McCullagh N, Nelder JA. Generalized Linear Models (2nd edn). Chapman & Hall: London, 1989.
– reference: Austin PC, Grootendorst P, Normand SLT, Anderson GM. Conditioning on the propensity score can result in biased estimation of common measures of treatment effect: a Monte Carlo study. Statistics in Medicine 2007; 26:754-768.
– reference: Austin PC. The performance of different propensity score methods for estimating relative risks. Journal of Clinical Epidemiology 2008; 61:537-545.
– reference: Lunceford JK, Davidian M. Stratification and weighting via the propensity score in estimation of causal treatment effects: a comparative study. Statistics in Medicine 2004; 23:2937-2960.
– reference: Austin PC. Propensity-score matching in the cardiovascular surgery literature from 2004-2006: a systematic review and suggestions for improvement. Journal of Thoracic and Cardiovascular Surgery 2007; 134:1128-1135.
– reference: Imbens GW. Nonparametric estimation of average treatment effects under exogeneity: a review. The Review of Economics and Statistics 2004; 86:4-29.
– reference: Rosenbaum PR, Rubin DB. The central role of the propensity score in observational studies for causal effects. Biometrika 1983; 70:41-55.
– reference: Rosenbaum PR, Rubin DB. Reducing bias in observational studies using subclassification on the propensity score. Journal of the American Statistical Association 1984; 79:516-524.
– reference: Austin PC, Grootendorst P, Anderson GM. A comparison of the ability of different propensity score models to balance measured variables between treated and untreated subjects: a Monte Carlo study. Statistics in Medicine 2007; 26:734-753.
– reference: Cook RJ, Sackett DL. The number needed to treat: a clinically useful measure of treatment effect. British Medical Journal 1995; 310:452-454.
– reference: Austin PC, Stafford J. The performance of two data-generation processes for data with specified marginal treatment odds ratios. Communications in Statistics-Simulation and Computation 2008; 37:1039-1051.
– reference: Austin PC. A critical appraisal of propensity score matching in the medical literature from 1996 to 2003. Statistics in Medicine 2008; 27:2037-2049.
– reference: Weitzen S, Lapane KL, Toledano AY, Hume AL, Mor V. Principles for modeling propensity scores in medical research: a systematic literature review. Pharmacoepidemiology and Drug Safety 2004; 13:841-853.
– reference: Austin PC, Mamdani MM. A comparison of propensity score methods: a case-study estimating the effectiveness of post-AMI statin use. Statistics in Medicine 2006; 25:2084-2106.
– reference: Schechtman E. Odds ratio, relative risk, absolute risk reduction, and the number needed to treat-which of these should we use? Value in Health 2002; 5:431-436.
– reference: Austin PC. Some methods of propensity-score matching had superior performance to others: results of an empirical investigation and Monte Carlo simulations. Biometrical Journal 2009; 51:171-184.
– reference: Agresti A, Min Y. Effects and non-effects of paired identical observations in comparing proportions with binary matched-pairs data. Statistics in Medicine 2004; 23:65-75.
– reference: Austin PC. A data-generation process for data with specified risk differences or numbers needed to treat. Communications in Statistics-Simulation and Computation, in press.
– reference: Greenland S. Interpretation and choice of effect measures in epidemiologic analyses. American Journal of Epidemiology 1987; 125:761-768.
– reference: Lee DS, Austin PC, Rouleau JL, Liu PP, Naimark D, Tu JV. Predicting mortality among patients hospitalized for heart failure: derivation and validation of a clinical model. Journal of the American Medical Association 2003; 290:2581-2587.
– reference: Rubin DB. On principles for modeling propensity scores in medical research. Pharmacoepidemiology and Drug Safety 2004; 13:885-887.
– volume: 58
  start-page: 550
  year: 2005
  end-page: 559
  article-title: Propensity score methods give similar results to traditional regression modeling in observational studies: a systematic review
  publication-title: Journal of Clinical Epidemiology
– volume: 40
  start-page: 249
  year: 1986
  end-page: 251
  article-title: Standard distance in univariate and multivariate analysis
  publication-title: The American Statistician
– article-title: A data‐generation process for data with specified risk differences or numbers needed to treat
  publication-title: Communications in Statistics—Simulation and Computation
– volume: 5
  year: 2009
  article-title: Type I error rates, coverage of confidence intervals, and variance estimation in propensity‐score matched analyses
  publication-title: The International Journal of Biostatistics
– year: 1989
– volume: 290
  start-page: 2581
  year: 2003
  end-page: 2587
  article-title: Predicting mortality among patients hospitalized for heart failure: derivation and validation of a clinical model
  publication-title: Journal of the American Medical Association
– volume: 70
  start-page: 41
  year: 1983
  end-page: 55
  article-title: The central role of the propensity score in observational studies for causal effects
  publication-title: Biometrika
– volume: 25
  start-page: 2084
  year: 2006
  end-page: 2106
  article-title: A comparison of propensity score methods: a case‐study estimating the effectiveness of post‐AMI statin use
  publication-title: Statistics in Medicine
– volume: 134
  start-page: 1128
  year: 2007
  end-page: 1135
  article-title: Propensity‐score matching in the cardiovascular surgery literature from 2004–2006: a systematic review and suggestions for improvement
  publication-title: Journal of Thoracic and Cardiovascular Surgery
– volume: 37
  start-page: 1039
  year: 2008
  end-page: 1051
  article-title: The performance of two data‐generation processes for data with specified marginal treatment odds ratios
  publication-title: Communications in Statistics—Simulation and Computation
– volume: 5
  start-page: 431
  year: 2002
  end-page: 436
  article-title: Odds ratio, relative risk, absolute risk reduction, and the number needed to treat—which of these should we use?
  publication-title: Value in Health
– volume: 26
  start-page: 754
  year: 2007
  end-page: 768
  article-title: Conditioning on the propensity score can result in biased estimation of common measures of treatment effect: a Monte Carlo study
  publication-title: Statistics in Medicine
– volume: 82
  start-page: 387
  year: 1987
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Snippet Propensity score methods are increasingly being used to estimate the effects of treatments on health outcomes using observational data. There are four methods...
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SubjectTerms Adrenergic beta-Antagonists - therapeutic use
Analysis of Variance
Bias
binary data
Biostatistics
Clinical outcomes
Confidence Intervals
Databases, Factual
Differences
Heart Failure - drug therapy
Heart Failure - mortality
Humans
inverse probability of treatment weighting
IPTW
matching
Medical statistics
Models, Statistical
Monte Carlo Method
Monte Carlo simulation
number needed to treat
observational study
Odds Ratio
Propensity Score
propensity-score matching
Risk
Risk assessment
risk difference
Title The performance of different propensity-score methods for estimating differences in proportions (risk differences or absolute risk reductions) in observational studies
URI https://api.istex.fr/ark:/67375/WNG-FQ398FMJ-1/fulltext.pdf
https://onlinelibrary.wiley.com/doi/abs/10.1002%2Fsim.3854
https://www.ncbi.nlm.nih.gov/pubmed/20108233
https://www.proquest.com/docview/749479204
https://www.proquest.com/docview/754006537
https://pubmed.ncbi.nlm.nih.gov/PMC3068290
Volume 29
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