Comparison of Approaches to Weight Truncation for Marginal Structural Cox Models
Bibliographic record
Abstract
Marginal structural Cox Models (Cox MSMs) have been used to estimate the causal effect of a time-varying treatment on the hazard when there exist time-dependent confounders, which are themselves also affected by previous treatment. A Cox MSM can be estimated via the inverse-probability-of-treatment weighting (IPTW) estimator. However, IPTW estimators suffer from large variability if some observations are assigned extremely high weights. Weight truncation has been proposed as one simple solution to this problem, but truncation levels are typically chosen based on ad hoc criteria that have not been systematically evaluated. Bembom et al. proposed data-adaptive selection of the optimal truncation level using the estimated mean-squared error (MSE) of a truncated IPTW estimator for cross-sectional data. Based on a similar principle, we proposed data-adaptive approaches to select the truncation level that minimizes the expected MSE for time-to-event data with time-varying treatments. The expected MSE is approximated by using either observed statistics as a proxy for the true unknown parameter or using cross-validation. Simulations confirm that simple weight truncation at high percentiles such as the 99th or 99.5th of the distribution of weights improves the IPTW estimators in most scenarios we considered. Our newly proposed approaches exhibit similarly good performance and may be applied in a wide range of settings.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.060 | 0.149 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.002 | 0.003 |
| Bibliometrics | 0.002 | 0.002 |
| Science and technology studies | 0.001 | 0.002 |
| Scholarly communication | 0.002 | 0.004 |
| Open science | 0.005 | 0.005 |
| Research integrity | 0.002 | 0.004 |
| Insufficient payload (model declined to judge) | 0.003 | 0.001 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".