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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Veröffentlicht in:Biometrical journal Jg. 51; H. 1; S. 171 - 184
1. Verfasser: Austin, Peter C.
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Weinheim WILEY‐VCH Verlag 01.02.2009
Wiley-VCH
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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 0.005, 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.
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 0.00,0.0,0.0,0.03, 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.
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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IsScholarly true
Issue 1
Keywords 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
Language English
License http://onlinelibrary.wiley.com/termsAndConditions#vor
CC BY 4.0
2009 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
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2002; 39
2007a; 26
1973; 35
2008b; 61
2004; 23
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2003; 57
2006; 151
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2005
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2004
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2006; 25
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1984; 79
2007d; 26
2002–2003
2002; 347
2003; 84
2006; 169
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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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StartPage 171
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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