Papers › Empirical sandwich variance estimator for iterated conditional expectation g-computation
Empirical sandwich variance estimator for iterated conditional expectation g-computation
Paul N Zivich, Rachael K Ross, Bonnie E Shook-Sa, Stephen R Cole, Jessie K Edwards
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Iterated conditional expectation (ICE) g-computation is an estimation approach for addressing time-varying confounding for both longitudinal and time-to-event data. Unlike other g-computation implementations, ICE avoids the need to specify models for each time-varying covariate. For variance estimation, previous work has suggested the bootstrap. However, bootstrapping can be computationally intense. Here, we present ICE g-computation as a set of stacked estimating equations. Therefore, the variance for the ICE g-computation estimator can be consistently estimated using the empirical sandwich variance estimator. Performance of the variance estimator was evaluated empirically with a simulation study. The proposed approach is also demonstrated with an illustrative example on the effect of cigarette smoking on the prevalence of hypertension. In the simulation study, the empirical sandwich variance estimator appropriately estimated the variance. When comparing runtimes between the sandwich variance estimator and the bootstrap for the applied example, the sandwich estimator was substantially faster, even when bootstraps were run in parallel. The empirical sandwich variance estimator is a viable option for variance estimation with ICE g-computation.
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