How does a local instrumental variable method perform across settings with instruments of differing strengths? A simulation study and an evaluation of emergency surgery.
How does a local instrumental variable method perform across settings with instruments of differing strengths? A simulation study and an evaluation of emergency surgery.
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局部工具变量方法如何在不同强度的工具设置下执行？
DOI：
10.1002/hec.4719
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发表时间：
2023
期刊：
影响因子：
2.1
通讯作者：
Moler-Zapata S
中科院分区：
文献类型：
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作者：
Moler-Zapata S
局部工具变量（LIV）方法使用连续/多值工具变量（IV）来生成平均治疗效果（ATE）和条件平均治疗效果（CATE）的一致估计。几乎没有证据表明 LIV 方法如何根据 IV 的强度或不同的样本量发挥作用。我们的模拟研究检查了 LIV 方法和两阶段最小二乘法 (2SLS) 在不同样本量和 IV 强度下的性能。我们考虑了四种“异质性”情景：同质性、明显的异质性（过度测量的协变量）、本质的异质性（未测量）以及显性和本质的异质性相结合。在所有情况下，LIV 报告的估计值即使在最小样本量的情况下也具有较低的偏差，前提是该工具足够强大。与 2SLS 相比，LIV 提供了 ATE 和 CATE 的估计值，且偏差和均方根误差水平较低。由于样本量较小，这两种方法都需要更强的 IV 来确保低偏差。我们在评估三种急性胃肠道疾病的紧急手术（ES）时考虑了这两种方法。虽然 2SLS 发现不同亚组 ES 的有效性没有差异，但 LIV 报告称，体弱的患者 ES 后的结果较差。在中等强度连续 IV 的环境中，LIV 方法比 2SLS 更适合估计政策相关的治疗效果参数。
Local instrumental variable (LIV) approaches use continuous/multi‐valued instrumental variables (IV) to generate consistent estimates of average treatment effects (ATEs) and Conditional Average Treatment Effects (CATEs). There is little evidence on how LIV approaches perform according to the strength of the IV or with different sample sizes. Our simulation study examined the performance of an LIV method, and a two‐stage least squares (2SLS) approach across different sample sizes and IV strengths. We considered four ‘heterogeneity’ scenarios: homogeneity, overt heterogeneity (over measured covariates), essential heterogeneity (unmeasured), and overt and essential heterogeneity combined. In all scenarios, LIV reported estimates with low bias even with the smallest sample size, provided that the instrument was strong. Compared to 2SLS, LIV provided estimates for ATE and CATE with lower levels of bias and Root Mean Squared Error. With smaller sample sizes, both approaches required stronger IVs to ensure low bias. We considered both methods in evaluating emergency surgery (ES) for three acute gastrointestinal conditions. Whereas 2SLS found no differences in the effectiveness of ES according to subgroup, LIV reported that frailer patients had worse outcomes following ES. In settings with continuous IVs of moderate strength, LIV approaches are better suited than 2SLS to estimate policy‐relevant treatment effect parameters.