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Estimating multiple time-fixed treatment effects using a semi-Bayes semiparametric marginal structural Cox proportional hazards regression model. (English) Zbl 1383.62266
Summary: Marginal structural models for time-fixed treatments fit using inverse-probability weighted estimating equations are increasingly popular. Nonetheless, the resulting effect estimates are subject to finite-sample bias when data are sparse, as is typical for large-sample procedures. Here we propose a semi-Bayes estimation approach which penalizes or shrinks the estimated model parameters to improve finite-sample performance. This approach uses simple symmetric data-augmentation priors. Limited simulation experiments indicate that the proposed approach reduces finite-sample bias and improves confidence-interval coverage when the true values lie within the central “hill” of the prior distribution. We illustrate the approach with data from a nonexperimental study of HIV treatments.
62P10 Applications of statistics to biology and medical sciences; meta analysis
62N05 Reliability and life testing
62F15 Bayesian inference
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