論文

査読有り 筆頭著者 最終著者 責任著者
2008年1月

A Bayesian propensity score adjustment for latent variable modeling and MCMC algorithm

COMPUTATIONAL STATISTICS & DATA ANALYSIS
  • Takahiro Hoshino

52
3
開始ページ
1413
終了ページ
1429
記述言語
英語
掲載種別
研究論文(学術雑誌)
DOI
10.1016/j.csda.2007.03.024
出版者・発行元
ELSEVIER SCIENCE BV

The estimation of the differences among groups in observational studies is frequently inaccurate owing to a bias caused by differences in the distributions of covariates. In order to estimate the average treatment effects when the treatment variable is binary, Rosenbaum and Rubin [1983. The central role of the propensity score in observational studies for causal effects. Biometrika 70, 41-55] proposed an adjustment method for pre-treatment variables using propensity scores. Imbens [2000. The role of the propensity score in estimating dose-response functions. Biometrika 87, 706-710] extended the propensity score methodology for estimation of average treatment effects with multivalued treatments.
However, these studies focused only on estimating the marginal mean structure. In many substantive sciences such as the biological and social sciences, a general estimation method is required to deal with more complex analyses other than regression, such as testing group differences on latent variables. For latent variable models, the EM algorithm or the traditional Monte Carlo methods are necessary. However, in propensity score adjustment, these methods cannot be used because the full distribution is not specified.
In this paper, we propose a quasi-Bayesian estimation method for general parametric models that integrate out the distributions of covariates using propensity scores. Although the proposed Bayes estimates are shown to be consistent, they can be calculated by existing Markov chain Monte Carlo methods such as Gibbs sampler. The proposed method is useful to estimate parameters in latent variable models, while the previous methods were unable to provide valid estimates for complex models such as latent variable models.
We also illustrated the procedure using the data obtained from the US National Longitudinal Survey of Children and Youth (NLSY1979-2002) for estimating the effect of maternal smoking during pregnancy on the development of the child's cognitive functioning. (c) 2007 Elsevier B.V. All rights reserved.

Web of Science ® 被引用回数 : 18

リンク情報
DOI
https://doi.org/10.1016/j.csda.2007.03.024
Web of Science
https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=JSTA_CEL&SrcApp=J_Gate_JST&DestLinkType=FullRecord&KeyUT=WOS:000253669700013&DestApp=WOS_CPL
ID情報
  • DOI : 10.1016/j.csda.2007.03.024
  • ISSN : 0167-9473
  • Web of Science ID : WOS:000253669700013

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