Many of the secondary outcomes in observational studies and randomized trials are rare. Methods for estimating causal effects and associations with rare outcomes, however, are limited, and this represents a missed opportunity for investigation. In this article, we construct a new targeted minimum loss-based estimator (TMLE) for the effect of an exposure or treatment on a rare outcome. We focus on the causal risk difference and statistical models incorporating bounds on the conditional risk of the outcome, given the exposure and covariates. By construction, the proposed estimator constrains the predicted outcomes to respect this model knowledge. Theoretically, this bounding provides stability and power to estimate the exposure effect. In finite sample simulations, the proposed estimator performed as well, if not better, than alternative estimators, including the propensity score matching estimator, inverse probability of treatment weighted (IPTW) estimator, augmented-IPTW and the standard TMLE algorithm. The new estimator remained unbiased if either the conditional mean outcome or the propensity score were consistently estimated. As a substitution estimator, TMLE guaranteed the point estimates were within the parameter range. Our results highlight the potential for double robust, semiparametric efficient estimation with rare events
Biostatistics | Epidemiology | Statistical Models | Statistical Theory
Balzer, Laura B. and van der Laan, Mark J., "Estimating Effects on Rare Outcomes: Knowledge is Power" (May 2013). U.C. Berkeley Division of Biostatistics Working Paper Series. Working Paper 310.