In propensity score weighted analysis, robust variance that does not account for weight estimation is commonly used. In propensity score weighted Cox models (CoxPSW), the robust variance is known to be conservative when weights for the average treatment effect (ATE) are used, but it remains unclear whether this conservativeness also holds for other weighting schemes. This study evaluated the performance of the robust variance in CoxPSW when weights other than ATE are applied. We conducted an asymptotic comparison between the robust variance and a variance estimator that accounts for weight estimation under non-ATE weights. Their performance was further evaluated through simulation studies and real data analysis. The analytical results, simulations, and real data analysis indicated that the robust variance is not necessarily conservative in CoxPSW when weights other than ATE are used. These findings suggest that variance estimators that account for weight estimation should be used when applying non-ATE weights in CoxPSW.

翻译：在倾向性评分加权分析中，通常使用不考虑权重估计的稳健方差。在倾向性评分加权Cox模型（CoxPSW）中，当使用平均处理效应（ATE）权重时，已知稳健方差具有保守性，但这种保守性在其他加权方案中是否成立尚不明确。本研究评估了CoxPSW中应用非ATE权重时稳健方差的性能。我们通过渐近比较，分析了非ATE权重下稳健方差与考虑权重估计的方差估计量之间的差异，并通过模拟研究和实际数据分析进一步评估了二者的表现。分析结果、模拟和实际数据表明，在CoxPSW中使用非ATE权重时，稳健方差不一定具有保守性。这些发现提示，在CoxPSW中应用非ATE权重时，应使用考虑权重估计的方差估计量。