Example 7.34: Propensity scores and causal inference from observational studies

Propensity scores can be used to help make causal interpretation of observational data more plausible, by adjusting for other factors that may responsible for differences between groups. Heuristically, we estimate the probability of exposure, rather than randomize exposure, as we'd ideally prefer to do. The estimated probability of exposure is the propensity score. If our estimation of the propensity score incorporates the reasons why people self-select to exposure status, then two individuals with equal propensity score are equally likely to be exposed, and we can interpret them as being randomly assigned to exposure. This process is not unlike ordinary regression adjustment for potential confounders, but uses fewer degrees of freedom and can incorporate more variables.

As an example, we consider the HELP data used extensively for examples in our book. Does homelessness affect physical health, as measured by the PCS score from the SF-36?

First, we consider modeling this relationship directly. This analysis only answers the question of whether homelessness is associated with poorer physical health.

Then we create a propensity score by estimating a logistic regression to predict homelessness using age, gender, number of drinks, and mental health composite score. Finally, we include the propensity score in the model predicting PCS from homelessness. If we accept that these propensity predictors fully account for the probability of homelessness, and there is an association between homelessness and PCS in the model adjusting for propensity, and the directionality of the association flows from homelessness to PCS, then we can conclude that homelessness causes differences in PCS.

We note here that this conclusion relies on other untestable assumptions, including linearity in the relationship between the propensity and PCS. Many users of propensity scores prefer to fit models within strata of the propensity score, or to match on propensity score, rather than use the regression adjustment we present in this entry. In a future entry we'll demonstrate the use of matching.

In a departure from our usual practice, we show only pieces of the output below.


SAS

We being by reading in the data and fitting the model. This is effectively a t-test (section 2.4.1), but we use proc glm to more easily compare with the adjusted results.

proc glm data="c:\book\help";
  model pcs = homeless/solution;
run;

                                Standard
Parameter        Estimate          Error   t Value   Pr > |t|

Intercept     49.00082904     0.68801845     71.22     <.0001
HOMELESS      -2.06404896     1.01292210     -2.04     0.0422

It would appear that homeless patients are in worse health than the others.

We next use proc logistic to estimate the propensity to homelessness, using the output statement to save the predicted probabilities. We omit the output here; it could be excluded in practice using the ODS exclude all statement.

proc logistic data="c:\book\help" desc;
  model homeless = age female i1 mcs;
  output out=propen pred=propensity;
run;

It's important to make sure that there is a reasonable amount of overlap in the propensity scores between the two groups. Otherwise, we'd be extrapolating outside the range of the data when we adjust.

proc means data=propen;
  class homeless;
  var propensity;
run;
                 N
    HOMELESS   Obs           Mean        Minimum        Maximum
---------------------------------------------------------------
           0   244      0.4296704      0.2136791      0.7876000

           1   209      0.4983750      0.2635031      0.9642827
---------------------------------------------------------------

The mean propensity to homelessness is larger in the homeless group. If this were not the case, we might be concerned the the logistic model is too poor a predictor of homelessness to generate an effective propensity score. However, the maximum propensity among the homeless is 20% larger than the largest propensity in the non-homeless group. This suggests that a further review of the propensities would be wise. To check them, we'll generate histograms for each group using the proc univariate (section 5.1.4).

proc univariate data=propen;
  class homeless;
  var propensity;
  histogram propensity;
run;

The resulting histograms suggest a some risk of extrapolation. In our model, we'll remove subjects with propensities greater than 0.8.

proc glm data=propen;
  where propensity lt .8;
  model pcs = homeless propensity/solution;
run;
                                 Standard
Parameter         Estimate          Error   t Value   Pr > |t|

Intercept      54.19944991     1.98264608     27.34     <.0001
HOMELESS       -1.19612942     1.03892589     -1.15     0.2502
propensity    -12.09909082     4.33385405     -2.79     0.0055

After the adjustment, we see a much smaller difference in the physical health of homeless and non-homeless subjects, and find no significant evidence of an association.



R

ds = read.csv("http://www.math.smith.edu/r/data/help.csv")
attach(ds)
summary(lm(pcs ~ homeless))

Coefficients:
            Estimate Std. Error t value Pr(>|t|)    
(Intercept)   49.001      0.688  71.220   <2e-16 ***
homeless      -2.064      1.013  -2.038   0.0422 *  

We use the glm() function to fit the logistic
regression model (section 4.1.1). A formula object is used to specify the model. The predicted probabilities that we'll use as propensity scores are in the fitted element of the output object.

form = formula(homeless ~ age + female + i1 + mcs)
glm1 = glm(form, family=binomial)
X = glm1$fitted

As in the SAS development, we check the resulting values. Here we use the fivenum() function (section 2.1.4) with the tapply() function (section 2.1.2) to get the results for each level of homelessness.

> tapply(X,homeless, FUN=fivenum)
$`0`
      398        97       378        69       438 
0.2136787 0.3464170 0.4040223 0.4984242 0.7876015 

$`1`
       16        18       262       293       286 
0.2635026 0.4002759 0.4739152 0.5768015 0.9642833 

Finding the same troubling evidence of non-overlap, we fit a histogram for each group. We do this manually, setting up two output areas with the par() function (section 5.3.6) and conditioning to use data from each homeless value in two calls to the hist() function (section 5.1.4).

par(mfrow=c(2,1))
hist(X[homeless==0], xlim=c(0.2,1))
hist(X[homeless==1], xlim=c(0.2,1))

As noted above, we'll exclude subjects with propensity greater than 0.8. This is done with the subset option to the lm() function (as in section 3.7.4).

summary(lm(pcs ~ homeless + X,subset=(X < .8)))

Coefficients:
            Estimate Std. Error t value Pr(>|t|)    
(Intercept)   54.199      1.983  27.337  < 2e-16 ***
homeless      -1.196      1.039  -1.151  0.25023    
X            -12.099      4.334  -2.792  0.00547 **