Bayesian propensity scores for high-dimensional causal inference: a comparison of drug-eluting to bare-metal coronary stents

DOI10.1002/BIMJ.201700305zbMATH Open1400.62288arXiv1710.03138OpenAlexW2963113641WikidataQ52570867 ScholiaQ52570867MaRDI QIDQ4584965FDOQ4584965

Authors: Jacob V. Spertus, Sharon-Lise Normand 

Publication date: 5 September 2018

Published in: Biometrical Journal (Search for Journal in Brave)

Abstract: High-dimensional data can be useful for causal inference by providing many confounders that may bolster the plausibility of the ignorability assumption. Propensity score methods are powerful tools for causal inference, are popular in health care research, and are particularly useful for high-dimensional data. Recent interest has surrounded a Bayesian formulation of these methods in order to flexibly estimate propensity scores and summarize posterior quantities while incorporating variance from the (potentially high-dimensional) treatment model. We discuss methods for Bayesian propensity score analysis of binary treatments, focusing on modern methods for high-dimensional Bayesian regression and the propagation of uncertainty from the treatment regression. We introduce a novel and simple estimator for the average treatment effect that capitalizes on conjugancy of the beta and binomial distributions. Through simulations, we show the utility of horseshoe priors and Bayesian additive regression trees paired with our new estimator, while demonstrating the importance of including variance from the treatment and outcome models. Cardiac stent data with almost 500 confounders and 9000 patients illustrate approaches and compare among existing frequentist alternatives.

Full work available at URL: https://arxiv.org/abs/1710.03138

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zbMATH Keywords

regularizationBayesian methodscoronary stentBayesian additive regression treespropensity score weighting

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cited In (4)

• Model feedback in Bayesian propensity score estimation
• A two-step Bayesian approach for propensity score analysis: simulations and case study
• Uncertainty in the design stage of two-stage Bayesian propensity score analysis
• Causal inference in high dimensions: A marriage between Bayesian modeling and good frequentist properties

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