Statistics > Methodology
[Submitted on 23 Apr 2022 (v1), last revised 10 Jan 2024 (this version, v4)]
Title:Combining Doubly Robust Methods and Machine Learning for Estimating Average Treatment Effects for Observational Real-world Data
View PDF HTML (experimental)Abstract:Observational cohort studies are increasingly being used for comparative effectiveness research to assess the safety of therapeutics. Recently, various doubly robust methods have been proposed for average treatment effect estimation by combining the treatment model and the outcome model via different vehicles, such as matching, weighting, and regression. The key advantage of doubly robust estimators is that they require either the treatment model or the outcome model to be correctly specified to obtain a consistent estimator of average treatment effects, and therefore lead to a more accurate and often more precise inference. However, little work has been done to understand how doubly robust estimators differ due to their unique strategies of using the treatment and outcome models and how machine learning techniques can be combined to boost their performance. Here we examine multiple popular doubly robust methods and compare their performance using different treatment and outcome modeling via extensive simulations and a real-world application. We found that incorporating machine learning with doubly robust estimators such as the targeted maximum likelihood estimator gives the best overall performance. Practical guidance on how to apply doubly robust estimators is provided.
Submission history
From: Xiaoqing Tan [view email][v1] Sat, 23 Apr 2022 01:26:11 UTC (500 KB)
[v2] Thu, 26 May 2022 14:59:52 UTC (481 KB)
[v3] Wed, 22 Mar 2023 04:22:47 UTC (491 KB)
[v4] Wed, 10 Jan 2024 03:44:43 UTC (492 KB)
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