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Matching estimators for the effect of a treatment on survival times

Xavier de Luna () and Per Johansson
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Xavier de Luna: Department of Statistics, Umeå University, Postal: 901 87 Umeå, Sweden

No 2007:1, Working Paper Series from IFAU - Institute for Evaluation of Labour Market and Education Policy

Abstract: We perform inference on the effect of a treatment on survival times in studies where the treatment assignment is not randomized and the assignment time is not known in advance. We estimate survival functions on a treated and a control group which are made comparable through matching on observed covariates. The inference is performed by conditioning on waiting time to treatment, that is time between the entrance in the study and treatment. This can be done only when sufficient data is available. In other cases, averaging over waiting times is a possibility, although the classical interpretation of the estimated survival functions is lost unless hazards are not functions of the waiting times. To show unbiasedness and to obtain an estimator of the variance, we build on the potential outcome framework, which was introduced by J. Neyman in the context of randomized experiments, and adapted to observational studies by D. B. Rubin. Our approach does not make parametric or distributional assumptions. In particular, we do not assume proportionality of the hazards compared. Small sample performance of the estimator and a derived test of no treatment effect are studied in a Monte Carlo study.

Keywords: Effect of a treatment; treatment (search for similar items in EconPapers)
JEL-codes: J64 (search for similar items in EconPapers)
Pages: 37 pages
Date: 2007-01-16
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (6)

Published as de Luna, Xavier and Per Johansson, 'Matching estimators for the effect of a treatment on survival times' in Journal of Statistical Planning and Inference, 2010, pages 2122-2137.

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