MODEL-ASSISTED INFERENCE FOR COVARIATE-SPECIFIC TREATMENT EFFECTS WITH HIGH-DIMENSIONAL DATA

被引:0
作者
Wu, Peng [1 ]
Tan, Zhiqiang [2 ]
Hu, Wenjie [3 ]
Zhou, Xiao-Hua [4 ]
机构
[1] Beijing Technol & Business Univ, Sch Math & Stat, Beijing, Peoples R China
[2] Rutgers State Univ, Dept Stat, Piscataway, NJ 08854 USA
[3] Peking Univ, Dept Probabil & Stat, Beijing 100871, Peoples R China
[4] Peking Univ, Dept Biostat, Beijing 100871, Peoples R China
基金
中国国家自然科学基金;
关键词
Covariate-specific treatment effect; doubly robust confidence interval; doubly robust point estimator; high-dimensional data; model- assisted confidence interval; REGULARIZED CALIBRATED ESTIMATION; SELECTION;
D O I
10.5705/ss.202022.0089
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Covariate-specific treatment effects (CSTEs) are heterogeneous treatment effects across subpopulations defined by certain selected covariates. In this study, we consider marginal structural models in which CSTEs are represented linearly using a set of basis functions of the selected covariates. We develop a new approach for high-dimensional settings to obtain not only doubly robust point estimators of CSTEs, but also model-assisted confidence intervals, which are valid when the propensity score model is specified correctly, but the outcome regression model may be misspecified. With a linear outcome model and subpopulations defined by discrete covariates, both the point estimators and the confidence intervals are doubly robust for CSTEs. In contrast, the confidence intervals from existing highdimensional methods are valid only when both the propensity score and the outcome models are specified correctly. We also establish several asymptotic properties of the proposed point estimators and the associated confidence intervals. The results of our simulation studies demonstrate the advantages of the proposed method over existing methods. Lastly, we apply the proposed method to a large clinical data set on psoriasis from a national registry in China, the Psoriasis Center Data Platform, to explore the effects of biologics versus those of conventional therapies across different subpopulations.
引用
收藏
页码:459 / 479
页数:21
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