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Estimating Survival Treatment Effects with Covariate Adjustment Using Propensity Score 被引量:1
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作者 Yong Xiu CAO Xin Cheng ZHANG Ji Chang YU 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2022年第11期2057-2068,共12页
Propensity score is widely used to estimate treatment effects in observational studies.The covariate adjustment using propensity score is the most straightforward method in the literature of causal inference.In this a... Propensity score is widely used to estimate treatment effects in observational studies.The covariate adjustment using propensity score is the most straightforward method in the literature of causal inference.In this article,we estimate the survival treatment effect with covariate adjustment using propensity score in the semiparametric accelerated failure time model.We establish the asymptotic properties of the proposed estimator by simultaneous estimating equations.We conduct simulation studies to evaluate the finite sample performance of the proposed method.A real data set from the German Breast Cancer Study Group is analyzed to illustrate the proposed method. 展开更多
关键词 Accelerated failure time model covariate adjustment observational study propensity score simultaneous estimating equations
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Robust variance estimation for covariate-adjusted unconditional treatment effect in randomized clinical trials with binary outcomes
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作者 Ting Ye Marlena Bannick +1 位作者 Yanyao Yi Jun Shao 《Statistical Theory and Related Fields》 CSCD 2023年第2期159-163,共5页
To improve the precision of estimation and power of testing hypothesis for an unconditional treatment effect in randomized clinical trials with binary outcomes,researchers and regulatory agencies recommend using g com... To improve the precision of estimation and power of testing hypothesis for an unconditional treatment effect in randomized clinical trials with binary outcomes,researchers and regulatory agencies recommend using g computation as a reliable method of covariate adjustment.How-ever,the practical application of g-computation is hindered by the lack of an explicit robust variance formula that can be used for different unconditional treatment effects of interest.To fill this gap,we provide explicit and robust variance estimators for g-computation estimators and demonstrate through simulations that the variance estimators can be reliably applied in practice. 展开更多
关键词 G-computation modelassisted nonlinear covariate adjustment risk difference logistic regression STANDARDIZATION
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On Two-stage Estimate Based on Independent Estimate of Covariance Matrix
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作者 Su Ju YIN Song Gui WANG 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2006年第1期283-288,共6页
When an independent estimate of covariance matrix is available, we often prefer two-stage estimate (TSE). Expressions of exact covarianee matrix of the TSE obtained by using all and some covariables in eovariance ad... When an independent estimate of covariance matrix is available, we often prefer two-stage estimate (TSE). Expressions of exact covarianee matrix of the TSE obtained by using all and some covariables in eovariance adjustment approach are given, and a necessary and sufficient condition for the TSE to be superior to the least square estimate and related large sample test is also established. Furthermore the TSE, by using some covariables, is expressed as weighted least square estimate. Basing on this fact, a necessary and sufficient condition for the TSE by using some covariables to be superior to the TSE by using all eovariables is obtained. These results give us some insight into the selection of covariables in the TSE and its application. 展开更多
关键词 two-stage estimate covariance adjusted estimate canonical correlation coefficients
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