Propensity score models are better when post-calibrated

Theoretical guarantees for causal inference using propensity scores are partly based on the scores behaving like conditional probabilities. However, scores between zero and one, especially when outputted by flexible statistical estimators, do not necessarily behave like probabilities. We perform a simulation study to assess the error in estimating the average treatment effect before and after applying a simple and well-established post-processing method to calibrate the propensity scores. We find that post-calibration reduces the error in effect estimation for expressive uncalibrated statistical estimators, and that this improvement is not mediated by better balancing. The larger the initial lack of calibration, the larger the improvement in effect estimation, with the effect on already-calibrated estimators being very small. Given the improvement in effect estimation and that post-calibration is computationally cheap, we recommend it will be adopted when modelling propensity scores with expressive models.

PyDTS: A Python Package for Discrete Time Survival Analysis with Competing Risks

Time-to-event analysis (survival analysis) is used when the outcome or the response of interest is the time until a pre-specified event occurs. Time-to-event data are sometimes discrete either because time itself is discrete or due to grouping of failure times into intervals or rounding off measurements. In addition, the failure of an individual could be one of several distinct failure types; known as competing risks (events) data. This work focuses on discrete-time regression with competing events. We emphasize the main difference between the continuous and discrete settings with competing events, develop a new estimation procedure, and present PyDTS, an open source Python package which implements our estimation procedure and other tools for discrete-time-survival analysis with competing risks.