High-dimensional propensity score algorithm in comparative effectiveness research with time-varying interventions

Romain Neugebauer, Julie A Schmittdiel, Zheng Zhu, Jeremy A Rassen, John D Seeger, Sebastian Schneeweiss
Statistics in Medicine 2015 February 28, 34 (5): 753-81
The high-dimensional propensity score (hdPS) algorithm was proposed for automation of confounding adjustment in problems involving large healthcare databases. It has been evaluated in comparative effectiveness research (CER) with point treatments to handle baseline confounding through matching or covariance adjustment on the hdPS. In observational studies with time-varying interventions, such hdPS approaches are often inadequate to handle time-dependent confounding and selection bias. Inverse probability weighting (IPW) estimation to fit marginal structural models can adequately handle these biases under the fundamental assumption of no unmeasured confounders. Upholding of this assumption relies on the selection of an adequate set of covariates for bias adjustment. We describe the application and performance of the hdPS algorithm to improve covariate selection in CER with time-varying interventions based on IPW estimation and explore stabilization of the resulting estimates using Super Learning. The evaluation is based on both the analysis of electronic health records data in a real-world CER study of adults with type 2 diabetes and a simulation study. This report (i) establishes the feasibility of IPW estimation with the hdPS algorithm based on large electronic health records databases, (ii) demonstrates little impact on inferences when supplementing the set of expert-selected covariates using the hdPS algorithm in a setting with extensive background knowledge, (iii) supports the application of the hdPS algorithm in discovery settings with little background knowledge or limited data availability, and (iv) motivates the application of Super Learning to stabilize effect estimates based on the hdPS algorithm.

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