Studying noncollapsibility of the odds ratio with marginal structural and logistic regression models.

Abstract

One approach to quantifying the magnitude of confounding in observational studies is to compare estimates with and without adjustment for a covariate, but this strategy is known to be defective for noncollapsible measures such as the odds ratio. Comparing estimates from marginal structural and standard logistic regression models, the total difference between crude and conditional effects can be decomposed into the sum of a noncollapsibility effect and confounding bias. We provide an analytic approach to assess the noncollapsibility effect in a point-exposure study and provide a general formula for expressing the noncollapsibility effect. Next, we provide a graphical approach that illustrates the relationship between the noncollapsibility effect and the baseline risk, and reveals the behavior of the noncollapsibility effect for a range of different exposure and covariate effects. Various observations about noncollapsibility can be made from the different scenarios with or without confounding; for example, the magnitude of effect of the covariate plays a more important role in the noncollapsibility effect than does that of the effect of the exposure. In order to explore the noncollapsibility effect of the odds ratio in the presence of time-varying confounding, we simulated an observational cohort study. The magnitude of noncollapsibility was generally comparable to the effect in the point-exposure study in our simulation settings. Finally, in an applied example we demonstrate that collapsibility can have an important impact on estimation in practice.