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On Bayesian estimation of marginal structural models
Author(s) -
Saarela Olli,
Stephens David A.,
Moodie Erica E. M.,
Klein Marina B.
Publication year - 2015
Publication title -
biometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.298
H-Index - 130
eISSN - 1541-0420
pISSN - 0006-341X
DOI - 10.1111/biom.12269
Subject(s) - censoring (clinical trials) , marginal structural model , inverse probability , bayesian probability , weighting , bayesian inference , posterior probability , covariate , inference , inverse probability weighting , statistics , marginal likelihood , population , econometrics , computer science , mathematics , confounding , estimator , artificial intelligence , medicine , environmental health , radiology
Summary The purpose of inverse probability of treatment (IPT) weighting in estimation of marginal treatment effects is to construct a pseudo‐population without imbalances in measured covariates, thus removing the effects of confounding and informative censoring when performing inference. In this article, we formalize the notion of such a pseudo‐population as a data generating mechanism with particular characteristics, and show that this leads to a natural Bayesian interpretation of IPT weighted estimation. Using this interpretation, we are able to propose the first fully Bayesian procedure for estimating parameters of marginal structural models using an IPT weighting. Our approach suggests that the weights should be derived from the posterior predictive treatment assignment and censoring probabilities, answering the question of whether and how the uncertainty in the estimation of the weights should be incorporated in Bayesian inference of marginal treatment effects. The proposed approach is compared to existing methods in simulated data, and applied to an analysis of the Canadian Co‐infection Cohort.