Some Methods of Propensity‐Score Matching had Superior Performance to Others: Results of an Empirical Investigation and Monte Carlo simulations

Propensity‐score matching is increasingly being used to reduce the impact of treatment‐selection bias when estimating causal treatment effects using observational data. Several propensity‐score matching methods are currently employed in the medical literature: matching on the logit of the propensity...

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Vydané v:	Biometrical journal Ročník 51; číslo 1; s. 171 - 184
Hlavný autor:	Austin, Peter C.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Weinheim WILEY‐VCH Verlag 01.02.2009 Wiley-VCH
Predmet:	Acute myocardial infarction Algorithms Applications Balance Bias Biology, psychology, social sciences Biometry - methods Canada - epidemiology Confounding Factors (Epidemiology) Data Interpretation, Statistical Distribution theory Exact sciences and technology General topics Humans Hydroxymethylglutaryl-CoA Reductase Inhibitors - therapeutic use Incidence Matching Mathematics Monte Carlo Method Monte Carlo simulations Myocardial Infarction - drug therapy Myocardial Infarction - mortality Numerical analysis Numerical analysis. Scientific computation Numerical methods in probability and statistics Observational studies Prescriptions - statistics & numerical data Probability and statistics Propensity score Propensity‐score matching Proportional Hazards Models Sciences and techniques of general use Statistics Survival Analysis Survival Rate Biometrics Rank statistic Statistical distribution Bias Large sample Stochastic method Economic sciences Parametric method Matching Propensity score Standard deviation Approximation theory Observational studies Propensity-score matching Monte Carlo method Matched sample Treatment efficiency Mortality Life science Statistical estimation Relative risk Statistical method Selection problem Numerical analysis Monte Carlo simulations Simulation Treatment effect Econometrics Acute myocardial infarction Balance Biased estimation
ISSN:	0323-3847, 1521-4036, 1521-4036
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Abstract	Propensity‐score matching is increasingly being used to reduce the impact of treatment‐selection bias when estimating causal treatment effects using observational data. Several propensity‐score matching methods are currently employed in the medical literature: matching on the logit of the propensity score using calipers of width either 0.2 or 0.6 of the standard deviation of the logit of the propensity score; matching on the propensity score using calipers of 0.005, 0.01, 0.02, 0.03, and 0.1; and 5 → 1 digit matching on the propensity score. We conducted empirical investigations and Monte Carlo simulations to investigate the relative performance of these competing methods. Using a large sample of patients hospitalized with a heart attack and with exposure being receipt of a statin prescription at hospital discharge, we found that the 8 different methods produced propensity‐score matched samples in which qualitatively equivalent balance in measured baseline variables was achieved between treated and untreated subjects. Seven of the 8 propensity‐score matched samples resulted in qualitatively similar estimates of the reduction in mortality due to statin exposure. 5 → 1 digit matching resulted in a qualitatively different estimate of relative risk reduction compared to the other 7 methods. Using Monte Carlo simulations, we found that matching using calipers of width of 0.2 of the standard deviation of the logit of the propensity score and the use of calipers of width 0.02 and 0.03 tended to have superior performance for estimating treatment effects (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)
AbstractList	Propensity-score matching is increasingly being used to reduce the impact of treatment-selection bias when estimating causal treatment effects using observational data. Several propensity-score matching methods are currently employed in the medical literature: matching on the logit of the propensity score using calipers of width either 0.2 or 0.6 of the standard deviation of the logit of the propensity score; matching on the propensity score using calipers of 0.00,0.0,0.0,0.03, and 0.1; and 5 1 digit matching on the propensity score. We conducted empirical investigations and Monte Carlo simulations to investigate the relative performance of these competing methods. Using a large sample of patients hospitalized with a heart attack and with exposure being receipt of a statin prescription at hospital discharge, we found that the 8 different methods produced propensity-score matched samples in which qualitatively equivalent balance in measured baseline variables was achieved between treated and untreated subjects. Seven of the 8 propensity-score matched samples resulted in qualitatively similar estimates of the reduction in mortality due to statin exposure. 5 1 digit matching resulted in a qualitatively different estimate of relative risk reduction compared to the other 7 methods. Using Monte Carlo simulations, we found that matching using calipers of width of 0.2 of the standard deviation of the logit of the propensity score and the use of calipers of width 0.02 and 0.03 tended to have superior performance for estimating treatment effects. Propensity-score matching is increasingly being used to reduce the impact of treatment-selection bias when estimating causal treatment effects using observational data. Several propensity-score matching methods are currently employed in the medical literature: matching on the logit of the propensity score using calipers of width either 0.2 or 0.6 of the standard deviation of the logit of the propensity score; matching on the propensity score using calipers of 0.005, 0.01, 0.02, 0.03, and 0.1; and 5 --> 1 digit matching on the propensity score. We conducted empirical investigations and Monte Carlo simulations to investigate the relative performance of these competing methods. Using a large sample of patients hospitalized with a heart attack and with exposure being receipt of a statin prescription at hospital discharge, we found that the 8 different methods produced propensity-score matched samples in which qualitatively equivalent balance in measured baseline variables was achieved between treated and untreated subjects. Seven of the 8 propensity-score matched samples resulted in qualitatively similar estimates of the reduction in mortality due to statin exposure. 5 --> 1 digit matching resulted in a qualitatively different estimate of relative risk reduction compared to the other 7 methods. Using Monte Carlo simulations, we found that matching using calipers of width of 0.2 of the standard deviation of the logit of the propensity score and the use of calipers of width 0.02 and 0.03 tended to have superior performance for estimating treatment effects. Propensity‐score matching is increasingly being used to reduce the impact of treatment‐selection bias when estimating causal treatment effects using observational data. Several propensity‐score matching methods are currently employed in the medical literature: matching on the logit of the propensity score using calipers of width either 0.2 or 0.6 of the standard deviation of the logit of the propensity score; matching on the propensity score using calipers of 0.005, 0.01, 0.02, 0.03, and 0.1; and 5 → 1 digit matching on the propensity score. We conducted empirical investigations and Monte Carlo simulations to investigate the relative performance of these competing methods. Using a large sample of patients hospitalized with a heart attack and with exposure being receipt of a statin prescription at hospital discharge, we found that the 8 different methods produced propensity‐score matched samples in which qualitatively equivalent balance in measured baseline variables was achieved between treated and untreated subjects. Seven of the 8 propensity‐score matched samples resulted in qualitatively similar estimates of the reduction in mortality due to statin exposure. 5 → 1 digit matching resulted in a qualitatively different estimate of relative risk reduction compared to the other 7 methods. Using Monte Carlo simulations, we found that matching using calipers of width of 0.2 of the standard deviation of the logit of the propensity score and the use of calipers of width 0.02 and 0.03 tended to have superior performance for estimating treatment effects (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim) Propensity-score matching is increasingly being used to reduce the impact of treatment-selection bias when estimating causal treatment effects using observational data. Several propensity-score matching methods are currently employed in the medical literature: matching on the logit of the propensity score using calipers of width either 0.2 or 0.6 of the standard deviation of the logit of the propensity score; matching on the propensity score using calipers of 0.005, 0.01, 0.02, 0.03, and 0.1; and 5 --> 1 digit matching on the propensity score. We conducted empirical investigations and Monte Carlo simulations to investigate the relative performance of these competing methods. Using a large sample of patients hospitalized with a heart attack and with exposure being receipt of a statin prescription at hospital discharge, we found that the 8 different methods produced propensity-score matched samples in which qualitatively equivalent balance in measured baseline variables was achieved between treated and untreated subjects. Seven of the 8 propensity-score matched samples resulted in qualitatively similar estimates of the reduction in mortality due to statin exposure. 5 --> 1 digit matching resulted in a qualitatively different estimate of relative risk reduction compared to the other 7 methods. Using Monte Carlo simulations, we found that matching using calipers of width of 0.2 of the standard deviation of the logit of the propensity score and the use of calipers of width 0.02 and 0.03 tended to have superior performance for estimating treatment effects.Propensity-score matching is increasingly being used to reduce the impact of treatment-selection bias when estimating causal treatment effects using observational data. Several propensity-score matching methods are currently employed in the medical literature: matching on the logit of the propensity score using calipers of width either 0.2 or 0.6 of the standard deviation of the logit of the propensity score; matching on the propensity score using calipers of 0.005, 0.01, 0.02, 0.03, and 0.1; and 5 --> 1 digit matching on the propensity score. We conducted empirical investigations and Monte Carlo simulations to investigate the relative performance of these competing methods. Using a large sample of patients hospitalized with a heart attack and with exposure being receipt of a statin prescription at hospital discharge, we found that the 8 different methods produced propensity-score matched samples in which qualitatively equivalent balance in measured baseline variables was achieved between treated and untreated subjects. Seven of the 8 propensity-score matched samples resulted in qualitatively similar estimates of the reduction in mortality due to statin exposure. 5 --> 1 digit matching resulted in a qualitatively different estimate of relative risk reduction compared to the other 7 methods. Using Monte Carlo simulations, we found that matching using calipers of width of 0.2 of the standard deviation of the logit of the propensity score and the use of calipers of width 0.02 and 0.03 tended to have superior performance for estimating treatment effects.
Author	Austin, Peter C.
Author_xml	– sequence: 1 givenname: Peter C. surname: Austin fullname: Austin, Peter C. email: peter.austin@ices.on.ca
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PublicationTitle	Biometrical journal
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Publisher	WILEY‐VCH Verlag Wiley-VCH
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Snippet	Propensity‐score matching is increasingly being used to reduce the impact of treatment‐selection bias when estimating causal treatment effects using... Propensity-score matching is increasingly being used to reduce the impact of treatment-selection bias when estimating causal treatment effects using...
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SubjectTerms	Acute myocardial infarction Algorithms Applications Balance Bias Biology, psychology, social sciences Biometry - methods Canada - epidemiology Confounding Factors (Epidemiology) Data Interpretation, Statistical Distribution theory Exact sciences and technology General topics Humans Hydroxymethylglutaryl-CoA Reductase Inhibitors - therapeutic use Incidence Matching Mathematics Monte Carlo Method Monte Carlo simulations Myocardial Infarction - drug therapy Myocardial Infarction - mortality Numerical analysis Numerical analysis. Scientific computation Numerical methods in probability and statistics Observational studies Prescriptions - statistics & numerical data Probability and statistics Propensity score Propensity‐score matching Proportional Hazards Models Sciences and techniques of general use Statistics Survival Analysis Survival Rate
Title	Some Methods of Propensity‐Score Matching had Superior Performance to Others: Results of an Empirical Investigation and Monte Carlo simulations
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