Variable Selection for Propensity Score ModelsDespite the growing popularity of propensity score (PS) methods in epidemiology, relatively little has been written in the epidemiologic literature about the problem of variable selection for PS models. The authors present the results of two simulation studies designed to help epidemiologists gain insight into the variable selection problem in a PS analysis. The simulation studies illustrate how the choice of variables that are included in a PS model can affect the bias, variance, and mean squared error of an estimated exposure effect. The results suggest that variables that are unrelated to the exposure but related to the outcome should always be included in a PS model. The inclusion of these variables will decrease the variance of an estimated exposure effect without increasing bias. In contrast, including variables that are related to the exposure but not to the outcome will increase the variance of the estimated exposure effect without decreasing bias. In very small studies, the inclusion of variables that are strongly related to the exposure but only weakly related to the outcome can be detrimental to an estimate in a mean squared error sense. The addition of these variables removes only a small amount of bias but can increase the variance of the estimated exposure effect. These simulation studies and other analytical results suggest that standard model-building tools designed to create good predictive models of the exposure will not always lead to optimal PS models, particularly in small studies.
A review of uses of health care utilization databases for epidemiologic research on therapeuticsSebastian Schneeweiß, Jerry Avorn|Journal of Clinical Epidemiology|2005 High-dimensional Propensity Score Adjustment in Studies of Treatment Effects Using Health Care Claims DataBACKGROUND: Adjusting for large numbers of covariates ascertained from patients' health care claims data may improve control of confounding, as these variables may collectively be proxies for unobserved factors. Here, we develop and test an algorithm that empirically identifies candidate covariates, prioritizes covariates, and integrates them into a propensity-score-based confounder adjustment model. METHODS: We developed a multistep algorithm to implement high-dimensional proxy adjustment in claims data. Steps include (1) identifying data dimensions, eg, diagnoses, procedures, and medications; (2) empirically identifying candidate covariates; (3) assessing recurrence of codes; (4) prioritizing covariates; (5) selecting covariates for adjustment; (6) estimating the exposure propensity score; and (7) estimating an outcome model. This algorithm was tested in Medicare claims data, including a study on the effect of Cox-2 inhibitors on reduced gastric toxicity compared with nonselective nonsteroidal anti-inflammatory drugs (NSAIDs). RESULTS: In a population of 49,653 new users of Cox-2 inhibitors or nonselective NSAIDs, a crude relative risk (RR) for upper GI toxicity (RR = 1.09 [95% confidence interval = 0.91-1.30]) was initially observed. Adjusting for 15 predefined covariates resulted in a possible gastroprotective effect (0.94 [0.78-1.12]). A gastroprotective effect became stronger when adjusting for an additional 500 algorithm-derived covariates (0.88 [0.73-1.06]). Results of a study on the effect of statin on reduced mortality were similar. Using the algorithm adjustment confirmed a null finding between influenza vaccination and hip fracture (1.02 [0.85-1.21]). CONCLUSIONS: In typical pharmacoepidemiologic studies, the proposed high-dimensional propensity score resulted in improved effect estimates compared with adjustment limited to predefined covariates, when benchmarked against results expected from randomized trials.
A combined comorbidity score predicted mortality in elderly patients better than existing scoresJoshua J. Gagne, Robert J. Glynn, Jerry Avorn et al.|Journal of Clinical Epidemiology|2011 Risk of Death in Elderly Users of Conventional vs. Atypical Antipsychotic MedicationsPhilip S. Wang, Sebastian Schneeweiß, Jerry Avorn et al.|New England Journal of Medicine|2005 BACKGROUND: Recently, the Food and Drug Administration (FDA) issued an advisory stating that atypical antipsychotic medications increase mortality among elderly patients. However, the advisory did not apply to conventional antipsychotic medications; the risk of death with these older agents is not known. METHODS: We conducted a retrospective cohort study involving 22,890 patients 65 years of age or older who had drug insurance benefits in Pennsylvania and who began receiving a conventional or atypical antipsychotic medication between 1994 and 2003. Analyses of mortality rates and Cox proportional-hazards models were used to compare the risk of death within 180 days, less than 40 days, 40 to 79 days, and 80 to 180 days after the initiation of therapy with an antipsychotic medication. We controlled for potential confounding variables with the use of traditional multivariate Cox models, propensity-score adjustments, and an instrumental-variable analysis. RESULTS: Conventional antipsychotic medications were associated with a significantly higher adjusted risk of death than were atypical antipsychotic medications at all intervals studied (< or =180 days: relative risk, 1.37; 95 percent confidence interval, 1.27 to 1.49; <40 days: relative risk, 1.56; 95 percent confidence interval, 1.37 to 1.78; 40 to 79 days: relative risk, 1.37; 95 percent confidence interval, 1.19 to 1.59; and 80 to 180 days: relative risk, 1.27; 95 percent confidence interval, 1.14 to 1.41) and in all subgroups defined according to the presence or absence of dementia or nursing home residency. The greatest increases in risk occurred soon after therapy was initiated and with higher dosages of conventional antipsychotic medications. Increased risks associated with conventional as compared with atypical antipsychotic medications persisted in confirmatory analyses performed with the use of propensity-score adjustment and instrumental-variable estimation. CONCLUSIONS: If confirmed, these results suggest that conventional antipsychotic medications are at least as likely as atypical agents to increase the risk of death among elderly persons and that conventional drugs should not be used to replace atypical agents discontinued in response to the FDA warning.