Propensity score weighting for causal inference with multiple treatments
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Publication:93141
DOI10.1214/19-AOAS1282zbMATH Open1435.62392arXiv1808.05339OpenAlexW2991409330WikidataQ130493981 ScholiaQ130493981MaRDI QIDQ93141FDOQ93141
Publication date: 1 December 2019
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Abstract: Causal or unconfounded descriptive comparisons between multiple groups are common in observational studies. Motivated from a racial disparity study in health services research, we propose a unified propensity score weighting framework, the balancing weights, for estimating causal effects with multiple treatments. These weights incorporate the generalized propensity scores to balance the weighted covariate distribution of each treatment group, all weighted toward a common pre-specified target population. The class of balancing weights include several existing approaches such as the inverse probability weights and trimming weights as special cases. Within this framework, we propose a set of target estimands based on linear contrasts. We further develop the generalized overlap weights, constructed as the product of the inverse probability weights and the harmonic mean of the generalized propensity scores. The generalized overlap weighting scheme corresponds to the target population with the most overlap in covariates across the multiple treatments. These weights are bounded and thus bypass the problem of extreme propensities. We show that the generalized overlap weights minimize the total asymptotic variance of the moment weighting estimators for the pairwise contrasts within the class of balancing weights. We consider two balance check criteria and propose a new sandwich variance estimator for estimating the causal effects with generalized overlap weights. We apply these methods to study the racial disparities in medical expenditure between several racial groups using the 2009 Medical Expenditure Panel Survey (MEPS) data. Simulations were carried out to compare with existing methods.
Full work available at URL: https://arxiv.org/abs/1808.05339
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balancing weightsgeneralized overlap weightsgeneralized propensity scorehealth services researchpairwise comparisonracial disparity
Nonparametric estimation (62G05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Paired and multiple comparisons; multiple testing (62J15)
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Cited In (33)
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