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題名 KLIC作為傾向分數配對平衡診斷之可行性探討
Using Kullback-Leibler Information Criterion on balancing diagnostics for baseline covariates between treatment groups in propensity-score matched samples
作者 李珮嘉
Li, Pei Chia
貢獻者 江振東
Chiang, Jeng Tung
李珮嘉
Li, Pei Chia
關鍵詞 傾向分數
Kullback-Leibler information criterion
Propensity score
Kullback-Leibler information criterion
日期 2014
上傳時間 2-Mar-2015 10:08:39 (UTC+8)
摘要 觀察性研究資料中,透過傾向分數的使用,可以使基準變數在實驗與對照兩組間達到某種程度的平衡,並可視同為一隨機試驗,進而進行有效的統計推論。文獻中有關平衡與否的診斷,大多聚焦於平均數與變異數的比較。本文中我們提出使用KLIC(Kullback-Leibler Information Criterion)及KS(Kolmogorov and Simonov)兩種比較分配函數差異的統計量,作為另一種平衡診斷工具的構想,並針對其可行性進行探討與評比。此外,數據顯示KLIC及KS與透過傾向分數配對的成功比例呈現負相關。由於配對成功比例過低將導致後續統計推論結果的侷限性,因此本文也就KLIC及KS作為是否進行配對的一個先行指標之可行性作探討。模擬結果顯示,二者的答案均是肯定的。
In observational studies, propensity scores are frequently used as tools to balance the distribution of baseline covariates between treated and untreated groups to some extent so that the data could be treated as if they were from a randomized controlled trial (RCT) and causal inferences could thus be made. In the past, balance or not was usually diagnosed in terms of the means and/or the variances. In this study, we proposed using either Kullback-Leibler Information Criterion (KLIC) or Kolmogorov and Simonov (KS) statistic as a diagnostic measure, and evaluated its feasibility. In addition, since low propensity score matching rate decreases the power of the statistical inference and a pilot study showed that the matching rate was negatively correlated with KLIC and KS; thus, we also discussed the possibilities of using KLIC and KS to be pre-indices before implementing propensity score matching. Both considerations appear to be positive through our simulation study.
參考文獻 1.Rosenbaum, P.R. and D.B. Rubin, The central role of the propensity score in observational studies for causal effects. Biometrika, 1983. 70(1): p. 41-55.
2.Austin, P.C., An introduction to propensity score methods for reducing the effects of confounding in observational studies. Multivariate Behavioral Research, 2011. 46(3): p. 399-424.
3.Frölich, M., Finite-sample properties of propensity-score matching and weighting estimators. Review of Economics and Statistics, 2004. 86(1): p. 77-90.
4.Busso, M., J. DiNardo, and J. McCrary, New evidence on the finite sample properties of propensity score reweighting and matching estimators. Review of Economics and Statistics, 2011(0).
5.Cover, T.M. and J.A. Thomas, Entropy, relative entropy and mutual information. Elements of Information Theory, 1991: p. 12-49.
6.Ullah, A., Entropy, divergence and distance measures with econometric applications. Journal of Statistical Planning and Inference, 1996. 49(1): p. 137-162.
7.Kullback, S. and R.A. Leibler, On information and sufficiency. The Annals of Mathematical Statistics, 1951: p. 79-86.
8.Austin, P.C., Balance diagnostics for comparing the distribution of baseline covariates between treatment groups in propensity‐score matched samples. Statistics in medicine, 2009. 28(25): p. 3083-3107.
9.Azzalini, A., The skew-normal and related families. Vol. 3. 2013: Cambridge University Press.
10.Austin, P.C., The performance of different propensity score methods for estimating marginal odds ratios. Statistics in medicine, 2007. 26(16): p. 3078-3094.
11.Dowd, K., Measuring market risk. 2007: John Wiley & Sons.
12.Frenkel-Toledo, S., et al., Journal of NeuroEngineering and Rehabilitation. Journal of neuroengineering and rehabilitation, 2005. 2(23): p. 0003-2.
13.Goldberger, A.L., et al., PhysioBank, PhysioToolkit, and PhysioNet: components of a new research resource for complex physiologic signals. Circulation, 2000. 101(23): p. E215-20.
描述 碩士
國立政治大學
統計研究所
101354001
103
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0101354001
資料類型 thesis
dc.contributor.advisor 江振東zh_TW
dc.contributor.advisor Chiang, Jeng Tungen_US
dc.contributor.author (Authors) 李珮嘉zh_TW
dc.contributor.author (Authors) Li, Pei Chiaen_US
dc.creator (作者) 李珮嘉zh_TW
dc.creator (作者) Li, Pei Chiaen_US
dc.date (日期) 2014en_US
dc.date.accessioned 2-Mar-2015 10:08:39 (UTC+8)-
dc.date.available 2-Mar-2015 10:08:39 (UTC+8)-
dc.date.issued (上傳時間) 2-Mar-2015 10:08:39 (UTC+8)-
dc.identifier (Other Identifiers) G0101354001en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/73538-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 統計研究所zh_TW
dc.description (描述) 101354001zh_TW
dc.description (描述) 103zh_TW
dc.description.abstract (摘要) 觀察性研究資料中,透過傾向分數的使用,可以使基準變數在實驗與對照兩組間達到某種程度的平衡,並可視同為一隨機試驗,進而進行有效的統計推論。文獻中有關平衡與否的診斷,大多聚焦於平均數與變異數的比較。本文中我們提出使用KLIC(Kullback-Leibler Information Criterion)及KS(Kolmogorov and Simonov)兩種比較分配函數差異的統計量,作為另一種平衡診斷工具的構想,並針對其可行性進行探討與評比。此外,數據顯示KLIC及KS與透過傾向分數配對的成功比例呈現負相關。由於配對成功比例過低將導致後續統計推論結果的侷限性,因此本文也就KLIC及KS作為是否進行配對的一個先行指標之可行性作探討。模擬結果顯示,二者的答案均是肯定的。zh_TW
dc.description.abstract (摘要) In observational studies, propensity scores are frequently used as tools to balance the distribution of baseline covariates between treated and untreated groups to some extent so that the data could be treated as if they were from a randomized controlled trial (RCT) and causal inferences could thus be made. In the past, balance or not was usually diagnosed in terms of the means and/or the variances. In this study, we proposed using either Kullback-Leibler Information Criterion (KLIC) or Kolmogorov and Simonov (KS) statistic as a diagnostic measure, and evaluated its feasibility. In addition, since low propensity score matching rate decreases the power of the statistical inference and a pilot study showed that the matching rate was negatively correlated with KLIC and KS; thus, we also discussed the possibilities of using KLIC and KS to be pre-indices before implementing propensity score matching. Both considerations appear to be positive through our simulation study.en_US
dc.description.tableofcontents 第一章 緒論 1
第二章 文獻探討 3
第一節 KLIC 3
壹、Shannon Entropy 3
貳、Kullback-Leibler Information Criterion 4
第二節 傾向分數 5
第三章 研究方法與設計 7
第一節 研究目的 7
第二節 研究設計 8
壹、臨界值的求取 8
貳、檢定力比較 10
參、樣本數比例對照 13
第四章 研究結果與討論 16
第一節 臨界值的選定 16
第二節 型一錯誤機率及檢定力 18
第三節 配對前後對照表 24
第五章 實證分析 28
第一節 主題分析 28
第二節 資料來源與變數定義 28
壹、資料來源 28
貳、變數說明 29
第三節 分析結果 29
壹、分析步驟 29
貳、分析結果 30
第六章 結論與建議 32
第一節 結論 32
第二節 未來研究方向建議 33
參考文獻 34
附錄 35
zh_TW
dc.format.extent 1552320 bytes-
dc.format.mimetype application/pdf-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0101354001en_US
dc.subject (關鍵詞) 傾向分數zh_TW
dc.subject (關鍵詞) Kullback-Leibler information criterionzh_TW
dc.subject (關鍵詞) Propensity scoreen_US
dc.subject (關鍵詞) Kullback-Leibler information criterionen_US
dc.title (題名) KLIC作為傾向分數配對平衡診斷之可行性探討zh_TW
dc.title (題名) Using Kullback-Leibler Information Criterion on balancing diagnostics for baseline covariates between treatment groups in propensity-score matched samplesen_US
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) 1.Rosenbaum, P.R. and D.B. Rubin, The central role of the propensity score in observational studies for causal effects. Biometrika, 1983. 70(1): p. 41-55.
2.Austin, P.C., An introduction to propensity score methods for reducing the effects of confounding in observational studies. Multivariate Behavioral Research, 2011. 46(3): p. 399-424.
3.Frölich, M., Finite-sample properties of propensity-score matching and weighting estimators. Review of Economics and Statistics, 2004. 86(1): p. 77-90.
4.Busso, M., J. DiNardo, and J. McCrary, New evidence on the finite sample properties of propensity score reweighting and matching estimators. Review of Economics and Statistics, 2011(0).
5.Cover, T.M. and J.A. Thomas, Entropy, relative entropy and mutual information. Elements of Information Theory, 1991: p. 12-49.
6.Ullah, A., Entropy, divergence and distance measures with econometric applications. Journal of Statistical Planning and Inference, 1996. 49(1): p. 137-162.
7.Kullback, S. and R.A. Leibler, On information and sufficiency. The Annals of Mathematical Statistics, 1951: p. 79-86.
8.Austin, P.C., Balance diagnostics for comparing the distribution of baseline covariates between treatment groups in propensity‐score matched samples. Statistics in medicine, 2009. 28(25): p. 3083-3107.
9.Azzalini, A., The skew-normal and related families. Vol. 3. 2013: Cambridge University Press.
10.Austin, P.C., The performance of different propensity score methods for estimating marginal odds ratios. Statistics in medicine, 2007. 26(16): p. 3078-3094.
11.Dowd, K., Measuring market risk. 2007: John Wiley & Sons.
12.Frenkel-Toledo, S., et al., Journal of NeuroEngineering and Rehabilitation. Journal of neuroengineering and rehabilitation, 2005. 2(23): p. 0003-2.
13.Goldberger, A.L., et al., PhysioBank, PhysioToolkit, and PhysioNet: components of a new research resource for complex physiologic signals. Circulation, 2000. 101(23): p. E215-20.
zh_TW