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arXiv · 2107.07278

Covariate adjustment in randomised trials: canonical link functions protect against model mis-specification

Ian R. White·Tim P Morris·Elizabeth Williamson
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Abstract

Covariate adjustment has the potential to increase power in the analysis of randomised trials, but mis-specification of the adjustment model could cause error. We explore what error is possible when the adjustment model omits a covariate by randomised treatment interaction, in a setting where the covariate is perfectly balanced between randomised treatments. We use mathematical arguments and analyses of single hypothetical data sets. We show that analysis by a generalised linear model with the canonical link function leads to no error under the null -- that is, if treatment effect is truly zero under the adjusted model then it is also zero under the unadjusted model. However, using non-canonical link functions does not give this property and leads to potentially important error under the null. The error is present even in large samples and hence constitutes bias. We conclude that covariate adjustment analyses of randomised trials should avoid non-canonical links. If a marginal risk difference is the target of estimation then this should not be estimated using an identity link; alternative preferable methods include standardisation and inverse probability of treatment weighting.

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Ian R. White, Tim P Morris, Elizabeth Williamson. 2021-07-15. Covariate adjustment in randomised trials: canonical link functions protect against model mis-specification. https://arxiv.org/abs/2107.07278

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