论文标题

重新释放RCT进行概括:有限的样本错误和变量选择

Reweighting the RCT for generalization: finite sample error and variable selection

论文作者

Colnet, Bénédicte, Josse, Julie, Varoquaux, Gaël, Scornet, Erwan

论文摘要

随机对照试验(RCT)可能患有有限的范围。特别是,样本可能没有代表性:与目标人群相比,某些具有某些特征的RCT过度或不足的样本个体,这是一个人希望对治疗有效性得出结论。重新加权试验人员以匹配目标人群可以改善治疗效果估计。在这项工作中,我们在存在分类协变量的情况下,在任何样本量的存在分类协变量的情况下,建立了此类重新加权程序的偏差和方差的确切表达(也称为采样权重的倒数倾向)。这样的结果使我们可以比较不同版本的IPSW估计值的理论性能。此外,我们的结果表明,IPSW估计值的性能(偏差,方差和二次风险)如何取决于两个样本量(RCT和目标群体)。我们工作的副产品是IPSW估算一致性的证明。结果还表明,当估计要处理的试验概率时(而不是使用其Oracle对应物),IPSW性能得到改善。此外,我们研究了变量的选择:如何包括因果效应可识别的协变量可能会影响渐近方差。包括在两个样品之间移动但不进行治疗效果修饰的协变量增加了方差,而无偏移但治疗效果修饰符则不会增加。我们在一个教学示例中说明了所有收获,以及受重症监护医学启发的半合成模拟。

Randomized Controlled Trials (RCTs) may suffer from limited scope. In particular, samples may be unrepresentative: some RCTs over- or under- sample individuals with certain characteristics compared to the target population, for which one wants conclusions on treatment effectiveness. Re-weighting trial individuals to match the target population can improve the treatment effect estimation. In this work, we establish the exact expressions of the bias and variance of such reweighting procedures -- also called Inverse Propensity of Sampling Weighting (IPSW) -- in presence of categorical covariates for any sample size. Such results allow us to compare the theoretical performance of different versions of IPSW estimates. Besides, our results show how the performance (bias, variance, and quadratic risk) of IPSW estimates depends on the two sample sizes (RCT and target population). A by-product of our work is the proof of consistency of IPSW estimates. Results also reveal that IPSW performances are improved when the trial probability to be treated is estimated (rather than using its oracle counterpart). In addition, we study choice of variables: how including covariates that are not necessary for identifiability of the causal effect may impact the asymptotic variance. Including covariates that are shifted between the two samples but not treatment effect modifiers increases the variance while non-shifted but treatment effect modifiers do not. We illustrate all the takeaways in a didactic example, and on a semi-synthetic simulation inspired from critical care medicine.

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