A Simulation Study Comparing the Performance of Time-Varying Inverse Probability Weighting and G-Computation in Survival Analysis
- 16 September 2022
- journal article
- research article
- Published by Oxford University Press (OUP) in American Journal of Epidemiology
- Vol. 192 (1), 102-110
- https://doi.org/10.1093/aje/kwac162
Abstract
Inverse probability weighting (IPW) and g-computation are commonly used in time-varying analyses. To inform decisions on which to use, we compared these methods using a plasmode simulation, based on the Effects of Aspirin in Gestation and Reproduction trial. In our main analysis, we simulated 1226 individuals, followed for up to 10 weeks. The exposure was weekly exercise, and the outcome was time to pregnancy. We controlled for 6 confounders: 4 baseline (race, ever smoker, age, and BMI) and 2 time-varying (compliance to assigned treatment and nausea). We sought to estimate the average causal risk difference by 10 weeks, using IPW and g-computation implemented using a Monte Carlo (MC) estimator and iterated conditional expectations (ICE). Across 500 simulations, we compared the bias, empirical standard error (ESE), average standard error, standard error ratio, and 95% confidence interval coverage of each approach. IPW (bias: 0.017; ESE: 0.039; coverage: 92.6%) and MC g-computation (bias: -0.012; ESE: 0.031; coverage: 94.2%) performed similarly. ICE g-computation was the least biased but least precise estimator (bias: 0.010; ESE: 0.058; coverage: 93.4%). When choosing an estimator, one should consider factors like the research question, prevalence of the exposure and outcome, and the number of time points being analyzed.Keywords
Funding Information
- National Institutes of Health (R01-HD093602, R01-CA250851, U01-DA036297)
- Eunice Kennedy Shriver National Institute of Child Health and Human Development (HHSN267200603423, HHSN267200603424, HHSN267200603426)
This publication has 23 references indexed in Scilit:
- A marginal structural model for multiple-outcome survival data:assessing the impact of injection drug use on several causes of death in the Canadian Co-infection CohortStatistics in Medicine, 2013
- Methods for dealing with time‐dependent confoundingStatistics in Medicine, 2012
- A simulation study of finite‐sample properties of marginal structural Cox proportional hazards modelsStatistics in Medicine, 2012
- Diagnosing and responding to violations in the positivity assumptionStatistical Methods in Medical Research, 2010
- An Introduction to the Augmented Inverse Propensity Weighted EstimatorPolitical Analysis, 2010
- Relation between three classes of structural models for the effect of a time-varying exposure on survivalLifetime Data Analysis, 2009
- The design of simulation studies in medical statisticsStatistics in Medicine, 2006
- Doubly Robust Estimation in Missing Data and Causal Inference ModelsBiometrics, 2005
- Relation of pooled logistic regression to time dependent cox regression analysis: The framingham heart studyStatistics in Medicine, 1990
- A new approach to causal inference in mortality studies with a sustained exposure period—application to control of the healthy worker survivor effectMathematical Modelling, 1986