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. Author manuscript; available in PMC: 2017 Nov 1.
Published in final edited form as: Epidemiology. 2016 Nov;27(6):859–869. doi: 10.1097/EDE.0000000000000547

Table 1.

Time-specific balance metrics for confounding of a time-varying exposure A(t) by time-varying covariates C(t) in the presence of censoring S(t)

Diagnostic 1: Time-varying confounding i.e. C(tk) across levels of A(t) (for all t ∈ {0, …, t} and chosen k ∈ {0, …, t} where 0 ≤ kt′)
Balance metrica Definitions
E[C(tk)|A(t) = a′,Ā(t − 1),S̄(t) = 0] − E[C(tk)|A(t) = a″,Ā(t − 1),S(t) = 0] N/A
Diagnostic 2: Exposure-covariate feedback i.e. C(t) across levels of A(t − k) (for all t ∈ {0, …, t} and all k ∈ {1, …, t} where 1 ≤ kt′)
Balance metrica
a. by inverse probability weighting Weight Was(tk) = Wa(tk) × Ws(t)
E[Wa′s(tk) × I(A(tk) = a′C(t)|Ā(tk − 1), (t) = 0] − E[Wa″s(tk) × C(t)|Ā(tk − 1), (t) = 0]
Wa(t-k)=P[A(t-k)=aA¯(t-k-1),S¯(t-k)=0]P[A(t-k)=aA¯(t-k-1),C¯(t-k),S¯(t-k)=0]
Ws(t)=k=0k=tP[S(t-k)=0S¯(t-k-1)=0]P[S(t-k)=0S¯(t-k-1)=0,A¯(t-k-1),C¯(t-k-1)]
b. by propensity score stratificationb Propensity score ea(tk) and weight Ws(t)
E[Ws(t k) × I(A(tk) = a′ × C(t)|ea′(t k),(t) = 0] − E[Ws(t k) × I(A(tk) = a″ × C(t)|ea′(tk),(t) = 0] ea(t k) = P[A(tk) = a′|Ā(tk − 1), (tk) = 0 Ws(t)=k=0k=tP[S(t-k)=0S¯(t-k-1)=0]P[S(t-k)=0S¯(t-k-1)=0,A¯(t-k-1),C¯(t-k-1)]
Diagnostic 3: Residual time-varying confounding i.e. C(tk) across levels of A(t) (for all t ∈ {0, …, t} and chosen k ∈ {0, …, t} where 0 ≤ kt′)
Balance metrica Weight Wa(t)
E[Wa′(t) × I(A(t) = a′) × C(tk)|Ā(t − 1),(t) = 0] − E[Wa″(t) × I(A(t) = a″) × C(tk)|Ā(t − 1), (t) = 0]
Wa(t)=k=0k=tP[A(t-k)=aA¯(t-k-1),S¯(t-k)=0]P[A(t-k)=aA¯(t-k-1),C¯(t-k),S¯(t-k)=0]
a

These balance metrics are on the mean difference scale. They can be reported on the standardized mean difference scale by dividing by the (unweighted) pooled standard deviation conditional on exposure history (for Diagnostics 1, 2a and 3) or propensity-score strata (for Diagnostic 2b). Doing so places metrics for binary and continuous covariates on the same scale.

b

For categorical exposures one needs to jointly condition on the predicted probabilities for each non-referent exposure level