G-computation and doubly robust standardisation for continuous-time data: A comparison with inverse probability weighting

Stat Methods Med Res. 2022 Apr;31(4):706-718. doi: 10.1177/09622802211047345. Epub 2021 Dec 3.

Abstract

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.

Keywords: Causal inference; parametric g-formula; propensity score; restricted mean survival time; simulation study.

Publication types

  • Research Support, Non-U.S. Gov't

MeSH terms

  • Computer Simulation
  • Models, Statistical*
  • Probability
  • Reference Standards