Using standardized mean differences

Kazuki Yoshida

2020-07-25

Standardized mean difference

The standardized (mean) difference is a measure of distance between two group means in terms of one or more variables. In practice it is often used as a balance measure of individual covariates before and after propensity score matching. As it is standardized, comparison across variables on different scales is possible. For definitions see https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3144483/#s11title .

Standardized mean differences can be easily calculated with tableone. All standardized mean differences in this package are absolute values, thus, there is no directionality.

Load packages

## tableone package itself
library(tableone)
## PS matching
library(Matching)
## Weighted analysis
library(survey)
## Reorganizing data
library(reshape2)
## plotting
library(ggplot2)

Load data

The right heart catheterization dataset is available at https://biostat.app.vumc.org/wiki/Main/DataSets . This dataset was originally used in Connors et al. JAMA 1996;276:889-897, and has been made publicly available.

## Right heart cath dataset
rhc <- read.csv("https://biostat.mc.vanderbilt.edu/wiki/pub/Main/DataSets/rhc.csv")
Error in file(file, "rt"): cannot open the connection to 'https://biostat.mc.vanderbilt.edu/wiki/pub/Main/DataSets/rhc.csv'

Unmatched table

Out of the 50 covariates, 32 have standardized mean differences of greater than 0.1, which is often considered the sign of important covariate imbalance (https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3144483/#s11title ).

## Covariates
vars <- c("age","sex","race","edu","income","ninsclas","cat1","das2d3pc","dnr1",
          "ca","surv2md1","aps1","scoma1","wtkilo1","temp1","meanbp1","resp1",
          "hrt1","pafi1","paco21","ph1","wblc1","hema1","sod1","pot1","crea1",
          "bili1","alb1","resp","card","neuro","gastr","renal","meta","hema",
          "seps","trauma","ortho","cardiohx","chfhx","dementhx","psychhx",
          "chrpulhx","renalhx","liverhx","gibledhx","malighx","immunhx",
          "transhx","amihx")

## Construct a table
tabUnmatched <- CreateTableOne(vars = vars, strata = "swang1", data = rhc, test = FALSE)
Error in is.data.frame(data): object 'rhc' not found
## Show table with SMD
print(tabUnmatched, smd = TRUE)
Error in h(simpleError(msg, call)): error in evaluating the argument 'x' in selecting a method for function 'print': object 'tabUnmatched' not found
## Count covariates with important imbalance
addmargins(table(ExtractSmd(tabUnmatched) > 0.1))
Error in class(x)[1] %in% c("TableOne", "svyTableOne"): object 'tabUnmatched' not found

Propensity score estimation

Usually a logistic regression model is used to estimate individual propensity scores. The model here is taken from “How To Use Propensity Score Analysis” (https://www.mc.vanderbilt.edu/crc/workshop_files/2008-04-11.pdf ). Predicted probabilities of being assigned to right heart catherterization, being assigned no right heart catherterization, being assigned to the true assignment, as well as the smaller of the probabilities of being assigned to right heart catherterization or no right heart catherterization are calculated for later use in propensity score matching and weighting.

rhc$swang1 <- factor(rhc$swang1, levels = c("No RHC", "RHC"))
Error in factor(rhc$swang1, levels = c("No RHC", "RHC")): object 'rhc' not found
## Fit model
psModel <- glm(formula = swang1 ~ age + sex + race + edu + income + ninsclas +
                         cat1 + das2d3pc + dnr1 + ca + surv2md1 + aps1 + scoma1 +
                         wtkilo1 + temp1 + meanbp1 + resp1 + hrt1 + pafi1 +
                         paco21 + ph1 + wblc1 + hema1 + sod1 + pot1 + crea1 +
                         bili1 + alb1 + resp + card + neuro + gastr + renal +
                         meta + hema + seps + trauma + ortho + cardiohx + chfhx +
                         dementhx + psychhx + chrpulhx + renalhx + liverhx + gibledhx +
                         malighx + immunhx + transhx + amihx,
               family  = binomial(link = "logit"),
               data    = rhc)
Error in is.data.frame(data): object 'rhc' not found
## Predicted probability of being assigned to RHC
rhc$pRhc <- predict(psModel, type = "response")
Error in predict(psModel, type = "response"): object 'psModel' not found
## Predicted probability of being assigned to no RHC
rhc$pNoRhc <- 1 - rhc$pRhc
Error in eval(expr, envir, enclos): object 'rhc' not found
## Predicted probability of being assigned to the
## treatment actually assigned (either RHC or no RHC)
rhc$pAssign <- NA
Error in rhc$pAssign <- NA: object 'rhc' not found
rhc$pAssign[rhc$swang1 == "RHC"]    <- rhc$pRhc[rhc$swang1   == "RHC"]
Error in eval(expr, envir, enclos): object 'rhc' not found
rhc$pAssign[rhc$swang1 == "No RHC"] <- rhc$pNoRhc[rhc$swang1 == "No RHC"]
Error in eval(expr, envir, enclos): object 'rhc' not found
## Smaller of pRhc vs pNoRhc for matching weight
rhc$pMin <- pmin(rhc$pRhc, rhc$pNoRhc)
Error in pmin(rhc$pRhc, rhc$pNoRhc): object 'rhc' not found

Propensity score matching

The Matching package can be used for propensity score matching. The logit of propensity score is often used as the matching scale, and the matchign caliper is often 0.2 \(\times\) SD(logit(PS)). See https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3144483/#s5title for suggestions. After matching, all the standardized mean differences are below 0.1.

listMatch <- Match(Tr       = (rhc$swang1 == "RHC"),      # Need to be in 0,1
                   ## logit of PS,i.e., log(PS/(1-PS)) as matching scale
                   X        = log(rhc$pRhc / rhc$pNoRhc),
                   ## 1:1 matching
                   M        = 1,
                   ## caliper = 0.2 * SD(logit(PS))
                   caliper  = 0.2,
                   replace  = FALSE,
                   ties     = TRUE,
                   version  = "fast")
Error in Match(Tr = (rhc$swang1 == "RHC"), X = log(rhc$pRhc/rhc$pNoRhc), : object 'rhc' not found
## Extract matched data
rhcMatched <- rhc[unlist(listMatch[c("index.treated","index.control")]), ]
Error in eval(expr, envir, enclos): object 'rhc' not found
## Construct a table
tabMatched <- CreateTableOne(vars = vars, strata = "swang1", data = rhcMatched, test = FALSE)
Error in is.data.frame(data): object 'rhcMatched' not found
## Show table with SMD
print(tabMatched, smd = TRUE)
Error in h(simpleError(msg, call)): error in evaluating the argument 'x' in selecting a method for function 'print': object 'tabMatched' not found
## Count covariates with important imbalance
addmargins(table(ExtractSmd(tabMatched) > 0.1))
Error in class(x)[1] %in% c("TableOne", "svyTableOne"): object 'tabMatched' not found

Propensity score matching weight

The matching weight method is a weighting analogue to the 1:1 pairwise algorithmic matching (https://pubmed.ncbi.nlm.nih.gov/23902694/ ). The matching weight is defined as the smaller of the predicted probabilities of receiving or not receiving the treatment over the predicted probability of being assigned to the arm the patient is actually in. After weighting, all the standardized mean differences are below 0.1. The standardized mean differences in weighted data are explained in https://onlinelibrary.wiley.com/doi/full/10.1002/sim.6607 .

## Matching weight
rhc$mw <- rhc$pMin / rhc$pAssign
Error in eval(expr, envir, enclos): object 'rhc' not found
## Weighted data
rhcSvy <- svydesign(ids = ~ 1, data = rhc, weights = ~ mw)
Error in svydesign(ids = ~1, data = rhc, weights = ~mw): object 'rhc' not found
## Construct a table (This is a bit slow.)
tabWeighted <- svyCreateTableOne(vars = vars, strata = "swang1", data = rhcSvy, test = FALSE)
Error in c("svyrep.design", "survey.design2", "survey.design") %in% class(data): object 'rhcSvy' not found
## Show table with SMD
print(tabWeighted, smd = TRUE)
Error in h(simpleError(msg, call)): error in evaluating the argument 'x' in selecting a method for function 'print': object 'tabWeighted' not found
## Count covariates with important imbalance
addmargins(table(ExtractSmd(tabWeighted) > 0.1))
Error in class(x)[1] %in% c("TableOne", "svyTableOne"): object 'tabWeighted' not found

Propensity score overlap weight

The overlap weight method is another alternative weighitng method (https://amstat.tandfonline.com/doi/abs/10.1080/01621459.2016.1260466). After weighting, all the standardized mean differences are below 0.1.

## Overlap weight
rhc$ow <- (rhc$pAssign * (1 - rhc$pAssign)) / rhc$pAssign
Error in eval(expr, envir, enclos): object 'rhc' not found
## Weighted data
rhcSvyOw <- svydesign(ids = ~ 1, data = rhc, weights = ~ ow)
Error in svydesign(ids = ~1, data = rhc, weights = ~ow): object 'rhc' not found
## Construct a table (This is a bit slow.)
tabWeightedOw <- svyCreateTableOne(vars = vars, strata = "swang1", data = rhcSvyOw, test = FALSE)
Error in c("svyrep.design", "survey.design2", "survey.design") %in% class(data): object 'rhcSvyOw' not found
## Show table with SMD
print(tabWeightedOw, smd = TRUE)
Error in h(simpleError(msg, call)): error in evaluating the argument 'x' in selecting a method for function 'print': object 'tabWeightedOw' not found
## Count covariates with important imbalance
addmargins(table(ExtractSmd(tabWeightedOw) > 0.1))
Error in class(x)[1] %in% c("TableOne", "svyTableOne"): object 'tabWeightedOw' not found

Assessing balance before and after matching/weighting

A plot showing covariate balance is often constructed to demonstrate the balancing effect of matching and/or weighting. Given the same propensity score model, the matching weight method often achieves better covariate balance than matching.

## Construct a data frame containing variable name and SMD from all methods
dataPlot <- data.frame(variable  = rownames(ExtractSmd(tabUnmatched)),
                       Unmatched = as.numeric(ExtractSmd(tabUnmatched)),
                       Matched   = as.numeric(ExtractSmd(tabMatched)),
                       Weighted  = as.numeric(ExtractSmd(tabWeighted)),
                       WeightedOw = as.numeric(ExtractSmd(tabWeightedOw)))
Error in class(x)[1] %in% c("TableOne", "svyTableOne"): object 'tabUnmatched' not found
## Create long-format data for ggplot2
dataPlotMelt <- melt(data          = dataPlot,
                     id.vars       = c("variable"),
                     variable.name = "Method",
                     value.name    = "SMD")
Error in melt(data = dataPlot, id.vars = c("variable"), variable.name = "Method", : object 'dataPlot' not found
## Order variable names by magnitude of SMD
varNames <- as.character(dataPlot$variable)[order(dataPlot$Unmatched)]
Error in eval(expr, envir, enclos): object 'dataPlot' not found
## Order factor levels in the same order
dataPlotMelt$variable <- factor(dataPlotMelt$variable,
                                levels = varNames)
Error in factor(dataPlotMelt$variable, levels = varNames): object 'dataPlotMelt' not found
## Plot using ggplot2
ggplot(data = dataPlotMelt,
       mapping = aes(x = variable, y = SMD, group = Method, color = Method)) +
    geom_line() +
    geom_point() +
    geom_hline(yintercept = 0.1, color = "black", size = 0.1) +
    coord_flip() +
    theme_bw() + theme(legend.key = element_blank())
Error in ggplot(data = dataPlotMelt, mapping = aes(x = variable, y = SMD, : object 'dataPlotMelt' not found

To construct a side-by-side table, data can be extracted as a matrix and combined using the print() method, which actually invisibly returns a matrix.

## Column bind tables
resCombo <- cbind(print(tabUnmatched, printToggle = FALSE),
                  print(tabMatched,   printToggle = FALSE),
                  print(tabWeighted,  printToggle = FALSE),
                  print(tabWeightedOw,  printToggle = FALSE))
Error in h(simpleError(msg, call)): error in evaluating the argument 'x' in selecting a method for function 'print': object 'tabUnmatched' not found
## Add group name row, and rewrite column names
resCombo <- rbind(Group = rep(c("No RHC","RHC"), 4), resCombo)
Error in rbind(Group = rep(c("No RHC", "RHC"), 4), resCombo): object 'resCombo' not found
colnames(resCombo) <- c("Unmatched","","Matched","","MW","","OW","")
Error in colnames(resCombo) <- c("Unmatched", "", "Matched", "", "MW", : object 'resCombo' not found
print(resCombo, quote = FALSE)
Error in h(simpleError(msg, call)): error in evaluating the argument 'x' in selecting a method for function 'print': object 'resCombo' not found

Outcome analysis

The final analysis can be conducted using matched and weighted data. The results from the matching and matching weight are similar. ShowRegTable() function may come in handly.

## Unmatched model (unadjsuted)
glmUnmatched <- glm(formula = (death == "Yes") ~ swang1,
                    family  = binomial(link = "logit"),
                    data    = rhc)
Error in is.data.frame(data): object 'rhc' not found
## Matched model
glmMatched <- glm(formula = (death == "Yes") ~ swang1,
                  family  = binomial(link = "logit"),
                  data    = rhcMatched)
Error in is.data.frame(data): object 'rhcMatched' not found
## Weighted model
glmWeighted <- svyglm(formula = (death == "Yes") ~ swang1,
                      family  = binomial(link = "logit"),
                      design    = rhcSvy)
Error in .svycheck(design): object 'rhcSvy' not found
## Show results together
resTogether <- list(Unmatched = ShowRegTable(glmUnmatched, printToggle = FALSE),
                    Matched   = ShowRegTable(glmMatched, printToggle = FALSE),
                    Weighted  = ShowRegTable(glmWeighted, printToggle = FALSE))
Error in class(model) %in% c("lme"): object 'glmUnmatched' not found
print(resTogether, quote = FALSE)
Error in h(simpleError(msg, call)): error in evaluating the argument 'x' in selecting a method for function 'print': object 'resTogether' not found