English

G-computation and doubly robust standardisation for continuous-time data: a comparison with inverse probability weighting

Methodology 2024-11-15 v3

Abstract

In time-to-event settings, g-computation and doubly robust estimators are based on discrete-time data. However, many biological processes are evolving continuously over time. In this paper, we extend the g-computation and the doubly robust standardisation procedures to a continuous-time context. We compare their performance to the well-known inverse-probability-weighting (IPW) estimator for the estimation of the hazard ratio and restricted mean survival times difference, using a simulation study. Under a correct model specification, all methods are unbiased, but g-computation and the doubly robust standardisation are more efficient than inverse probability weighting. We also analyse two real-world datasets to illustrate the practical implementation of these approaches. We have updated the R package RISCA to facilitate the use of these methods and their dissemination.

Keywords

Cite

@article{arxiv.2006.16859,
  title  = {G-computation and doubly robust standardisation for continuous-time data: a comparison with inverse probability weighting},
  author = {A. Chatton and F. Le Borgne and C. Leyrat and Y. Foucher},
  journal= {arXiv preprint arXiv:2006.16859},
  year   = {2024}
}

Comments

Accepted for publication in Statistical Methods in Medical Research, 16 pages, including 4 figures and 2 tables

R2 v1 2026-06-23T16:44:22.517Z