Sensitivity analysis for calibrated inverse probability-of-censoring weighted estimators under non-ignorable dropout.
Stat Methods Med Res
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Su, L., Seaman, S. R., & Yiu, S. (2022). Sensitivity analysis for calibrated inverse probability-of-censoring weighted estimators under non-ignorable dropout.. Stat Methods Med Res, 31 (7), 1374-1391. https://doi.org/10.1177/09622802221090763
Inverse probability of censoring weighting is a popular approach to handling dropout in longitudinal studies. However, inverse probability-of-censoring weighted estimators (IPCWEs) can be inefficient and unstable if the weights are estimated by maximum likelihood. To alleviate these problems, calibrated IPCWEs have been proposed, which use calibrated weights that directly optimize covariate balance in finite samples rather than the weights from maximum likelihood. However, the existing calibrated IPCWEs are all based on the unverifiable assumption of sequential ignorability and sensitivity analysis strategies under non-ignorable dropout are lacking. In this paper, we fill this gap by developing an approach to sensitivity analysis for calibrated IPCWEs under non-ignorable dropout. A simple technique is proposed to speed up the computation of bootstrap and jackknife confidence intervals and thus facilitate sensitivity analyses. We evaluate the finite-sample performance of the proposed methods using simulations and apply our methods to data from an international inception cohort study of systemic lupus erythematosus. An R Markdown tutorial to demonstrate the implementation of the proposed methods is provided.
Covariate balancing, informative dropout, inverse probability weighting, longitudinal data, missing not at random, Cohort Studies, Computer Simulation, Humans, Longitudinal Studies, Probability
External DOI: https://doi.org/10.1177/09622802221090763
This record's URL: https://www.repository.cam.ac.uk/handle/1810/338709
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