This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Activity Number: 254
Type: Contributed
Date/Time: Monday, August 2, 2010 : 2:00 PM to 3:50 PM
Sponsor: Section on Statistics in Epidemiology
Abstract - #307704
Title: Self-Weighting Treatment Group Subsamples Using Rejection Sampling in Observational Studies
Author(s): Jason Colin Legg*+
Companies: Amgen Inc.
Address: 2798 White Ridge Pl. #26, Thousand Oaks, CA, 91362, USA
Keywords: Regression estimator ; rejection sampling ; propensity score
Abstract:

In observational studies, treatment selection is often informative to the marginal mean model. Therefore ignoring treatment selection can lead to inconsistent estimators of treatment means and differences in means. Propensity score methods attempt to reduce the bias by modeling the selection probabilities as a function of observed covariates. The estimated inclusion probabilities have been used in weighting estimators, which replace actual probabilities in survey type expansion estimators with the probability estimators, and matching methods, which create subgroups of the treatment groups that have similar treatment selection characteristics. Using rejection sampling, subsamples with equal estimated weights within each subgroup are created and the subgroups are balanced on covariates. The resulting simple mean estimators have properties similar to multi-phase regression estimators.


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