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Marginal Structural Cox Models with Case-Cohort Sampling.


ABSTRACT: A common objective of biomedical cohort studies is assessing the effect of a time-varying treatment or exposure on a survival time. In the presence of time-varying confounders, marginal structural models fit using inverse probability weighting can be employed to obtain a consistent and asymptotically normal estimator of the causal effect of a time-varying treatment. This article considers estimation of parameters in the semiparametric marginal structural Cox model (MSCM) from a case-cohort study. Case-cohort sampling entails assembling covariate histories only for cases and a random subcohort, which can be cost effective, particularly in large cohort studies with low outcome rates. Following Cole et al. (2012), we consider estimating the causal hazard ratio from a MSCM by maximizing a weighted-pseudo-partial-likelihood. The estimator is shown to be consistent and asymptotically normal under certain regularity conditions. Finite sample performance of the proposed estimator is evaluated in a simulation study. In the corresponding supplementary document, computation of the estimator using standard survival analysis software is presented.

SUBMITTER: Lee H 

PROVIDER: S-EPMC4820319 | biostudies-literature | 2016 Apr

REPOSITORIES: biostudies-literature

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Marginal Structural Cox Models with Case-Cohort Sampling.

Lee Hana H   Hudgens Michael G MG   Cai Jianwen J   Cole Stephen R SR  

Statistica Sinica 20160401 2


A common objective of biomedical cohort studies is assessing the effect of a time-varying treatment or exposure on a survival time. In the presence of time-varying confounders, marginal structural models fit using inverse probability weighting can be employed to obtain a consistent and asymptotically normal estimator of the causal effect of a time-varying treatment. This article considers estimation of parameters in the semiparametric marginal structural Cox model (MSCM) from a case-cohort study  ...[more]

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