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Bibliographic Details
Main Authors: Chatton, A., Borgne, F. Le, Leyrat, C., Foucher, Y.
Format: Preprint
Published: 2020
Subjects:
Online Access:https://arxiv.org/abs/2006.16859
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author Chatton, A.
Borgne, F. Le
Leyrat, C.
Foucher, Y.
author_facet Chatton, A.
Borgne, F. Le
Leyrat, C.
Foucher, Y.
contents In time-to-event settings, g-computation and doubly robust estimators are based on discrete-time data. However, many biological processes are evolving continuously over time. In this paper, we extend the g-computation and the doubly robust standardisation procedures to a continuous-time context. We compare their performance to the well-known inverse-probability-weighting (IPW) estimator for the estimation of the hazard ratio and restricted mean survival times difference, using a simulation study. Under a correct model specification, all methods are unbiased, but g-computation and the doubly robust standardisation are more efficient than inverse probability weighting. We also analyse two real-world datasets to illustrate the practical implementation of these approaches. We have updated the R package RISCA to facilitate the use of these methods and their dissemination.
format Preprint
id arxiv_https___arxiv_org_abs_2006_16859
institution arXiv
publishDate 2020
record_format arxiv
spellingShingle G-computation and doubly robust standardisation for continuous-time data: a comparison with inverse probability weighting
Chatton, A.
Borgne, F. Le
Leyrat, C.
Foucher, Y.
Methodology
62P10
In time-to-event settings, g-computation and doubly robust estimators are based on discrete-time data. However, many biological processes are evolving continuously over time. In this paper, we extend the g-computation and the doubly robust standardisation procedures to a continuous-time context. We compare their performance to the well-known inverse-probability-weighting (IPW) estimator for the estimation of the hazard ratio and restricted mean survival times difference, using a simulation study. Under a correct model specification, all methods are unbiased, but g-computation and the doubly robust standardisation are more efficient than inverse probability weighting. We also analyse two real-world datasets to illustrate the practical implementation of these approaches. We have updated the R package RISCA to facilitate the use of these methods and their dissemination.
title G-computation and doubly robust standardisation for continuous-time data: a comparison with inverse probability weighting
topic Methodology
62P10
url https://arxiv.org/abs/2006.16859