Dataset Information

Outcome-adaptive lasso: Variable selection for causal inference.

ABSTRACT: Methodological advancements, including propensity score methods, have resulted in improved unbiased estimation of treatment effects from observational data. Traditionally, a "throw in the kitchen sink" approach has been used to select covariates for inclusion into the propensity score, but recent work shows including unnecessary covariates can impact both the bias and statistical efficiency of propensity score estimators. In particular, the inclusion of covariates that impact exposure but not the outcome, can inflate standard errors without improving bias, while the inclusion of covariates associated with the outcome but unrelated to exposure can improve precision. We propose the outcome-adaptive lasso for selecting appropriate covariates for inclusion in propensity score models to account for confounding bias and maintaining statistical efficiency. This proposed approach can perform variable selection in the presence of a large number of spurious covariates, that is, covariates unrelated to outcome or exposure. We present theoretical and simulation results indicating that the outcome-adaptive lasso selects the propensity score model that includes all true confounders and predictors of outcome, while excluding other covariates. We illustrate covariate selection using the outcome-adaptive lasso, including comparison to alternative approaches, using simulated data and in a survey of patients using opioid therapy to manage chronic pain.

SUBMITTER: Shortreed SM

PROVIDER: S-EPMC5591052 | biostudies-literature | 2017 Dec

REPOSITORIES: biostudies-literature

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Publications

Outcome-adaptive lasso: Variable selection for causal inference.

Shortreed Susan M SM Ertefaie Ashkan A

Biometrics 20170308 4

Methodological advancements, including propensity score methods, have resulted in improved unbiased estimation of treatment effects from observational data. Traditionally, a "throw in the kitchen sink" approach has been used to select covariates for inclusion into the propensity score, but recent work shows including unnecessary covariates can impact both the bias and statistical efficiency of propensity score estimators. In particular, the inclusion of covariates that impact exposure but not th ...[more]

PMID: 28273693

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Project description:BackgroundAdverse effects of drugs are often identified after market introduction. Post-marketing pharmacovigilance aims to detect them as early as possible and relies on spontaneous reporting systems collecting suspicious cases. Signal detection tools have been developed to mine these large databases and counts of reports are analysed with disproportionality methods. To address disproportionality method biases, recent methods apply to individual observations taking into account all exposures for the same patient. In particular, the logistic lasso provides an efficient variable selection framework, yet the choice of the regularization parameter is a challenging issue and the lasso variable selection may give inconsistent results.MethodsWe propose a new signal detection methodology based on the adaptive lasso. We derived two new adaptive weights from (i) a lasso regression using the Bayesian Information Criterion (BIC), and (ii) the class-imbalanced subsampling lasso (CISL), an extension of stability selection. The BIC is used in the adaptive lasso stage for variable selection. We performed an extensive simulation study and an application to real data, where we compared our methods to the existing adaptive lasso, and recent detection approaches based on lasso regression or propensity scores in high dimension. For both studies, we evaluate the methods in terms of false discoveries and sensitivity.ResultsIn the simulations and the application, both proposed adaptive weights show equivalent or better performances than the other competitors, with an advantage for the CISL-based adaptive weights. CISL and lasso regression using BIC are solid alternatives.ConclusionOur proposed adaptive lasso is an appealing methodology for signal detection in pharmacovigilance. Although we cannot rely on test theory, our approaches show a low and stable False Discovery Rate in all simulation settings. All methods evaluated in this work are implemented in the adapt4pv R package.

Dataset Information

Outcome-adaptive lasso: Variable selection for causal inference.

Publications

Outcome-adaptive lasso: Variable selection for causal inference.

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