Name
Title | ||
|---|---|---|
On the application of statistical learning approaches to construct inverse probability weights in marginal structural Cox models: Hedging against weight-model misspecification. |
Abstract | ||
|---|---|---|
The marginal structural Cox model (MSCM) estimates can be highly sensitive to weight-model misspecification. We assess the performance of various popular statistical learners, such as LASSO, support vector machines, CART, bagged CART, and boosted CART, in estimating MSCM weights. When weight-models are misspecified, we find that the weights computed from boosted CART generally lead to less MSE and better coverage for the MSCM estimates. This study is motivated by the investigation of the impact of beta-interferon treatment on disability progression in subjects with multiple sclerosis from British Columbia, Canada (1995-2008). |
Year | DOI | Venue |
|---|---|---|
2017 | 10.1080/03610918.2016.1248574 | COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION |
Keywords | Field | DocType |
Causal inference,Inverse probability weighting,Machine learning,Marginal structural models,Model misspecification,Multiple sclerosis | Econometrics,Inverse probability weighting,Causal inference,Proportional hazards model,Cart,Lasso (statistics),Support vector machine,Marginal structural model,Statistics,Inverse probability,Mathematics | Journal |
Volume | Issue | ISSN |
46 | 10 | 0361-0918 |
Citations | PageRank | References |
1 | 0.35 | 5 |
Authors | ||
5 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Mohammad Ehsanul Karim | 1 | 1 | 0.69 |
| John Petkau | 2 | 1 | 0.35 |
| Paul Gustafson | 3 | 1 | 0.35 |
| Helen Tremlett | 4 | 1 | 0.35 |
| The Beams Study Group | 5 | 1 | 0.35 |