Visualization tool of variable selection in bias-variance tradeoff for inverse probability weights
Related Experiment Video
Updated: Dec 30, 2025

Inverse Probability of Treatment Weighting Propensity Score using the Military Health System Data Repository and National Death Index
Published on: January 8, 2020
Ya-Hui Yu1, Kristian B Filion2, Lisa M Bodnar3
1Department of Epidemiology, Biostatistics and Occupational Health, McGill University, Montreal, QC, Canada; Centre for Clinical Epidemiology, Lady Davis Institute, Jewish General Hospital, Montreal.
Purpose:
Inversed probability weighted (IPW) estimators are commonly used to adjust for time-fixed or time-varying confounders. However, in high-dimensional settings, including all identified confounders may result in unstable weights leading to higher variance. We aimed to develop a visualization tool demonstrating the impact of each confounder on the bias and variance of IPW estimates, as well as the propensity score overlap.
Methods:
A SAS macro was developed for this visualization tool and we demonstrate how this tool can be used to identify potentially problematic confounders of the association of statin use after myocardial infarction on one-year mortality in a plasmode simulation study using a cohort of 39,792 patients from the UK (1998-2012).
Results:
Through the tool's output, we can identify problematic confounders (two instrumental variables) and important confounders by comparing the estimated psuedo MSE with that from the fully adjusted model and propensity score overlap plot.
Conclusion:
Our results suggest that the analytic impact of all confounders should be considered carefully when fitting IPW estimators.
More Related Videos
10:44Inherent Dynamics Visualizer, an Interactive Application for Evaluating and Visualizing Outputs from a Gene Regulatory Network Inference Pipeline
Published on: December 7, 2021
07:35Selecting Multiple Biomarker Subsets with Similarly Effective Binary Classification Performances
Published on: October 11, 2018
Related Concept Videos
Variability: Analysis
The range is a simple measure of variability, indicating the difference between the highest and...
One-Compartment Open Model: Wagner-Nelson and Loo Riegelman Method for ka Estimation
On...
Parametric Survival Analysis: Weibull and Exponential Methods
Weibull Distribution
The Weibull distribution is a flexible model used in parametric survival analysis. It can handle both increasing and decreasing hazard rates, depending on its shape parameter...
Friedman Two-way Analysis of Variance by Ranks
Statistical Inference Techniques in Hypothesis Testing: Parametric Versus Nonparametric Data
Parametric statistics, as the name suggests, assumes that data follow a specific distribution, often a normal distribution. This assumption enables robust hypothesis testing and estimation. Parametric methods, like the Student's t-test or Goodness-of-fit test, are frequently employed in biostatistics due to their robustness. For instance,...
Weighted Mean
For example, consider the number of goals scored in the matches of a tournament. While computing the average number of goals scored in the tournament, it may be more important to...