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How to obtain valid tests and confidence intervals for treatment effects after confounder selection?

Causal Inference Theme

 

Abstract: The problem of how to best select variables for confounding adjustment forms one of key challenges in the evaluation of exposure or treatment effects in observational studies. Routine practice is often based on stepwise selection procedures that use hypothesis testing, change-in-estimate assessments or the lasso, which have all been criticised  for – amongst other things – not giving sufficient priority to the selection of confounders. This has prompted vigorous recent activity in developing procedures that prioritise the selection of confounders, while preventing the selection of so-called instrumental variables that are associated with exposure, but not outcome (after adjustment for the exposure). A major drawback of all these procedures is that there is no finite sample size at which they are guaranteed to deliver treatment effect estimators and associated confidence intervals with adequate performance. This is the result of the estimator jumping back and forth between different selected models, and standard confidence intervals ignoring the resulting model selection uncertainty.

In this talk, Prof Stijn Vansteelandt will develop insight into this by evaluating the finite-sample distribution of the exposure effect estimator in linear regression, under a number of the aforementioned confounder selection procedures. He will then make a simple but generic proposal for generalised linear models, which overcomes this concern (under weaker conditions than competing proposals).

 

LSHTM is one of 61 institutions where strikes are set to take place over 14 days in response to an ongoing nationwide dispute on proposed changes to the USS pension scheme. Some events on strike days may be cancelled at short notice due to this. Please check the event listing before you travel. We appreciate your understanding and apologise for any inconvenience. 

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