The Annals of Applied Statistics

Sensitivity analysis for an unobserved moderator in RCT-to-target-population generalization of treatment effects

Trang Quynh Nguyen, Cyrus Ebnesajjad, Stephen R. Cole, and Elizabeth A. Stuart

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In the presence of treatment effect heterogeneity, the average treatment effect (ATE) in a randomized controlled trial (RCT) may differ from the average effect of the same treatment if applied to a target population of interest. If all treatment effect moderators are observed in the RCT and in a dataset representing the target population, then we can obtain an estimate for the target population ATE by adjusting for the difference in the distribution of the moderators between the two samples. This paper considers sensitivity analyses for two situations: (1) where we cannot adjust for a specific moderator $V$ observed in the RCT because we do not observe it in the target population; and (2) where we are concerned that the treatment effect may be moderated by factors not observed even in the RCT, which we represent as a composite moderator $U$. In both situations, the outcome is not observed in the target population. For situation (1), we offer three sensitivity analysis methods based on (i) an outcome model, (ii) full weighting adjustment and (iii) partial weighting combined with an outcome model. For situation (2), we offer two sensitivity analyses based on (iv) a bias formula and (v) partial weighting combined with a bias formula. We apply methods (i) and (iii) to an example where the interest is to generalize from a smoking cessation RCT conducted with participants of alcohol/illicit drug use treatment programs to the target population of people who seek treatment for alcohol/illicit drug use in the US who are also cigarette smokers. In this case a treatment effect moderator is observed in the RCT but not in the target population dataset.

Article information

Ann. Appl. Stat. Volume 11, Number 1 (2017), 225-247.

Received: October 2015
Revised: November 2016
First available in Project Euclid: 8 April 2017

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Digital Object Identifier

Sensitivity analysis generalization treatment effect heterogeneity unobserved moderator unobserved effect modifier


Nguyen, Trang Quynh; Ebnesajjad, Cyrus; Cole, Stephen R.; Stuart, Elizabeth A. Sensitivity analysis for an unobserved moderator in RCT-to-target-population generalization of treatment effects. Ann. Appl. Stat. 11 (2017), no. 1, 225--247. doi:10.1214/16-AOAS1001.

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Supplemental materials

  • Simulation study. R-code for the simulation study.
  • Data example. R-code for implementing the outcome-model-based and weighted-outcome-model-based methods on the data example.