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Ensemble learning of inverse probability weights for marginal structural modeling in large observational datasets
Statistics in Medicine (2015)
  • Susan Gruber
  • Roger Logan
  • Inmaculada Jarrín
  • Susana Monge
  • Miguel A Hernán

nverse probability weights used to fit marginal structural models are typically estimated using logistic regression. However, a data-adaptive procedure may be able to better exploit information available in measured covariates. By combining predictions from multiple algorithms, ensemble learning offers an alternative to logistic regression modeling to further reduce bias in estimated marginal structural model parameters. We describe the application of two ensemble learning approaches to estimating stabilized weights: super learning (SL), an ensemble machine learning approach that relies on V-fold cross validation, and an ensemble learner (EL) that creates a single parti- tion of the data into training and validation sets. Longitudinal data from two multicenter cohort studies in Spain (CoRIS and CoRIS-MD) were analyzed to estimate the mortality hazard ratio for initiation versus no initiation of combined antiretroviral therapy among HIV positive subjects. Both ensemble approaches produced hazard ratio estimates further away from the null, and with tighter confidence intervals, than logistic regression model- ing. Computation time for EL was less than half that of SL. We conclude that ensemble learning using a library of diverse candidate algorithms offers an alternative to parametric modeling of inverse probability weights when fitting marginal structural models. With large datasets, EL provides a rich search over the solution space in less time than SL with comparable results.

  • ensemble learning,
  • super learning,
  • marginal structural model,
  • inverse probability weighting,
  • data-adaptive,
  • longitudinal data
Publication Date
Citation Information
Susan Gruber, Roger Logan, Inmaculada Jarrín, Susana Monge, et al.. "Ensemble learning of inverse probability weights for marginal structural modeling in large observational datasets" Statistics in Medicine Vol. 34 Iss. 1 (2015)
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