Estimating causal effects for survival (time‐to‐event) outcomes by combining classification tree analysis and propensity score weighting

Rationale, aims and objectives A common approach to assessing treatment effects in nonrandomized studies with time‐to‐event outcomes is to estimate propensity scores and compute weights using logistic regression, test for covariate balance, and then estimate treatment effects using Cox regression. A machine‐learning alternative—classification tree analysis (CTA)—used to generate propensity scores and to estimate treatment effects in time‐to‐event data may identify complex relationships between covariates not found using conventional regression‐based approaches. Method Using empirical data, we identify all statistically valid CTA propensity score models and then use them to compute strata‐specific, observation‐level propensity score weights that are subsequently applied in outcomes analyses. We compare findings obtained using this framework to the conventional method, by evaluating covariate balance and treatment effect estimates obtained using Cox regression and a weighted CTA outcomes model. Results All models had some imbalanced covariates. Nevertheless, treatment effect estimates were generally consistent across all weighted models. Conclusions In the study sample, given that all approaches elicited similar results, using CTA increased confidence that bias could not be reduced any further. Because the CTA algorithm identifies all statistically valid propensity score models for a sample, it is most likely to identify a correctly specified propensity score model—and therefore should be used either to confirm results using traditional methods, or to reveal biases that may be missed by traditional methods. Moreover, given that the true treatment effect is never known in observational data, CTA should be considered for estimating outcomes because no statistical assumptions are required.