Inverse probability weights are commonly used in epidemiology to estimate causal effects in observational studies. Researchers can typically focus on either the average treatment effect or the average treatment effect on the treated with inverse probability weighting estimators. However, when overlap between the treated and control groups is poor, this can produce extreme weights that can result in biased estimates and large variances. One alternative to inverse probability weights are overlap weights, which target the population with the most overlap on observed characteristics. While estimates based on overlap weights produce less bias in such contexts, the causal estimand can be difficult to interpret. One alternative to inverse probability weights are balancing weights, which directly target imbalances during the estimation process. Here, we explore whether balancing weights allow analysts to target the average treatment effect on the treated in cases where inverse probability weights are biased due to poor overlap. We conduct three simulation studies and an empirical application. We find that in many cases, balancing weights allow the analyst to still target the average treatment effect on the treated even when overlap is poor. We show that while overlap weights remain a key tool for estimating causal effects, more familiar estimands can be targeted by using balancing weights instead of inverse probability weights.
翻译:流行病学通常使用反概率权重来估计观察研究的因果关系。研究人员一般可以侧重于平均治疗效果或对治疗对象的平均治疗效果,而偏差加权数则有反比加权数。然而,当治疗和控制组之间的重叠情况较差时,则可能产生极端权重,可能导致偏差估计和巨大差异。反比重的一种替代办法是重叠权重,针对的是观察到的特征最重叠的人口。虽然基于重叠权重的估计数在此类情况下产生偏差,但因果关系估计和解释起来可能比较困难。反比权重的一个替代办法是平衡权重,直接针对估算过程中的不平衡。在这里,我们探讨平衡权重是否允许分析家针对因偏差而造成偏差的治疗对治疗对象的平均待遇效果。我们进行了三次模拟研究,并进行了经验性应用。我们发现,在许多情况下,平衡权重使得分析师即使在重叠情况下仍然针对对治疗对象的平均治疗效果。我们表明,重叠权重仍然是评估因果关系的关键工具,而用熟悉的概率来平衡。