G-computation and doubly robust standardisation for continuous-time data: A comparison with inverse probability weighting.
Chatton, Arthur;
Borgne, Florent Le;
Leyrat, Clémence;
Foucher, Yohann;
(2021)
G-computation and doubly robust standardisation for continuous-time data: A comparison with inverse probability weighting.
Statistical Methods in Medical Research, 31 (4).
pp. 706-718.
ISSN 0962-2802
DOI: https://doi.org/10.1177/09622802211047345
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In time-to-event settings, g-computation and doubly robust estimators are based on discrete-time data. However, many biological processes are evolving continuously over time. In this paper, we extend the g-computation and the doubly robust standardisation procedures to a continuous-time context. We compare their performance to the well-known inverse-probability-weighting estimator for the estimation of the hazard ratio and restricted mean survival times difference, using a simulation study. Under a correct model specification, all methods are unbiased, but g-computation and the doubly robust standardisation are more efficient than inverse-probability-weighting. We also analyse two real-world datasets to illustrate the practical implementation of these approaches. We have updated the R package RISCA to facilitate the use of these methods and their dissemination.
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Licence: Creative Commons: Attribution-Noncommercial-No Derivative Works 4.0