B IOS 312: M ODERN R EGRESSION A NALYSIS

James C (Chris) Slaughter

Department of Biostatistics
Vanderbilt University School of Medicine
james.c.slaughter@vanderbilt.edu
biostat.mc.vanderbilt.edu/CourseBios312

Copyright 2009-2012 JC Slaughter

All Rights Reserved

Updated January 5, 2012

Contents

4 Effect Modification and Confounding

4.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

4.2 Effect Modification . . . . . . . . . . . . . . . . . . . . . . . . . . .

4.2.1 Examples of Effect Modification . . . . . . . . . . . . . . . .

4.2.2 Analysis of Effect Modification

. . . . . . . . . . . . . . . . 10

4.3 Confounding . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
4.3.1 Simpsons Paradox . . . . . . . . . . . . . . . . . . . . . . . 11
4.3.2 Definition of Confounding . . . . . . . . . . . . . . . . . . . 12
4.3.3 Diagnosing Confounding

. . . . . . . . . . . . . . . . . . . 15

4.4 Precision Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

4.4.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
4.4.2 Adjusting for Precision Variables . . . . . . . . . . . . . . . 18
4.5 Diagnosing Confounding . . . . . . . . . . . . . . . . . . . . . . . . 21
4.5.1 Adjustment for Covariates . . . . . . . . . . . . . . . . . . . 21
4.5.2 Confounder Detection . . . . . . . . . . . . . . . . . . . . . 22
3

CONTENTS

4.6 Graphical Methods for Visualizing Effect Modification, Confounding, and Precision . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
4.6.1 Effect Modifiers . . . . . . . . . . . . . . . . . . . . . . . . . 24
4.6.2 Confounders . . . . . . . . . . . . . . . . . . . . . . . . . . 26
4.6.3 Precision Variables . . . . . . . . . . . . . . . . . . . . . . . 28

Chapter 4

Effect Modification and Confounding

4.1

Overview

Scientific questions
Most often scientific questions are translated into comparing the distribution of some response variable across groups of interest
Groups are defined by the predictor of interest (POI)
Categorical predictors of interest: Treatment or control, knockout or
wild type, ethnic group
Continuous predictors of interest: Age, BMI, cholesterol, blood pressure

Often we need to consider additional variables other than POI because...

We want to make comparisons in different strata
e.g if we stratify by gender, we may get different answers to our scientific question in men and women

CHAPTER 4. EFFECT MODIFICATION AND CONFOUNDING

Groups being compared differ in other ways

Confounding: A variable that is related to both the outcome and predictor of interest
Less variability in the response if we control for other variables
Precision: If we restrict to looking within certain strata, may get smaller
2

Covariates other than the Predictor of Interest are included in the model as...
Effect modifiers
Confounders
Precision variables
Not necessarily mutually exclusive

4.2

Effect Modification

The association between the Response and the Predictor of Interest differs
in strata defined by the effect modifier
Statistical term: Interaction between the effect modifier and the POI
Effect modification depends on the measure of effect that you choose
Choice of summary measure: mean, median, geometric mean, odds,
hazard
Choice of comparisons across groups: differences, ratios

CHAPTER 4. EFFECT MODIFICATION AND CONFOUNDING

4.2.1

Examples of Effect Modification

Example 1: Is serum LDL by gender modified by smoking?

Mean
Median
Smoke Non-smoke Smoke Non-smoke
Men
120 122
120 115
Women
133 122
133 124
Diff
Ratio

-13 0
0.90 1.00

-13 -9
0.90 0.93

Yes for mean, not really for median

Difference or ratio

Example 2: Creatinine by stroke (modified by gender?)

Mean
Women Men
No Stroke
0.72 1.08
Stroke
1.01 1.51
Diff
Ratio

-0.29 -0.43
0.71 0.72

Median
Women Men
0.7 1.1
1.0 1.5
-0.3 -0.4
0.70 0.73

Yes for difference, not really for ratio

Mean or median

Example 3: Stroke by smoking (modified by gender?)

CHAPTER 4. EFFECT MODIFICATION AND CONFOUNDING

Proportion
Women Men
No Smoke
0.10 0.16
Smoke
0.16 0.26
Diff
Ratio

Odds
Women Men
0.03 0.19
0.19 0.35

-0.06 -0.10
0.62 0.62

-0.16 -0.16
0.16 0.54

Proportion: No for ratio, more for difference

Odds: No for difference, yes for ratio

Example 4: Stroke by smoking (modified by CVD?)

Proportion
None CVD
No Smoke 0.02 0.33
Smoke
0.04 0.50
Diff
Ratio

Odds
None CVD
0.02 0.50
0.04 1.00

-0.02 -0.17 -0.02 -0.50

0.50 0.67
0.50 0.50

Proportion: Yes for ratio, yes for difference

Odds: Yes for difference, no for ratio

Example 5: CHD by current smoking (modified by gender?)

Proportion
Odds
Women Men Women Men
No Smoke
0.18 0.26
0.22 0.35
Smoke
0.05 0.24
0.05 0.32
Diff
Ratio

0.13 0.02
3.60 1.08

0.17 0.03
4.17 1.11

CHAPTER 4. EFFECT MODIFICATION AND CONFOUNDING

Proportion: Yes for ratio, yes for difference

Odds: Yes for difference, yes for ratio

Example 6: CHD by ever smoke (modified by gender?)

Proportion
Women Men
Never
0.16 0.25
Ever
0.16 0.26
Diff
Ratio

Odds
Women Men
0.19 0.33
0.19 0.35

0.00 -0.01
1.00 0.96

0.00 -0.02
1.00 0.95

Proportion: No for ratio, no for difference

Odds: No for difference, no for ratio

Summary comments on examples

If there is an effect, will see effect modification on at least one of the
difference and ratio scale
If there is no effect (example 6), will see no effect modification on both
difference and ratio scale
In real world, will usually see effect modification on both scales. The real
question is the effect modification scientifically meaningful.
If we find there is important effect modification, science will go forward
estimating effects separately
Models with interaction terms are useful for testing if effect modification is present (statistically)

Aside: Be careful with ratios

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10

How close are two ratios?

0.20 and 0.25 VERSUS 5.0 and 4.0?
0.10 and 0.15 VERSUS 10.0 and 6.7?
We might consider ratios to be more different when both ratios are > 1
than when both are < 1. But, that would be wrong.

4.2.2

Analysis of Effect Modification

When the scientific question involves effect modification

Conduct analysis within each stratum separately
If we want to estimate the degree of effect modification or test its existence, use a regression model including
Predictor of interest (main effect)
Effect modifying variable (main effect)
A covariate modeling the interaction (usually a product)

Ignoring effect modification

By design or mistake, we sometimes do not model effect modification
Might perform
Unadjusted analysis: POI only
Adjusted analysis: POI and third variable, but no interaction term

If effect modification exists, an unadjusted analysis will give different results

according to the association between the POI and effect modifier in the sample

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11

If the POI and the effect modifier are not associated

Unadjusted analysis tends toward an (approximate) weighted average
of the stratum specific effects
With means, exactly a weighted average
With odds and hazards, an approximate weighted average (because
they are non-linear functions of the mean)
If the POI and the effect modifier are associated in the sample
The average effect is confounded and thus unreliable
(variables can be both effect modifiers and confounders)

If effect modification exists, an analysis adjusting only for the third variable
(but no interaction) will tend toward a weighted average of the stratum specific effects
Hence, an association in one stratum and not the other will make an
adjusted analysis look like an association (provide the sample size is
large enough)

4.3

Confounding

4.3.1

Simpsons Paradox

Confounding has its roots in Simpsons Paradox

Given binary variables Y (response), X (POI), and Z (strata) it is possible to
have ...
Pr(Y = 1|X = 1, Z = 1) > Pr(Y = 1|X = 0, Z = 1)

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12

Pr(Y = 1|X = 1, Z = 0) > Pr(Y = 1|X = 0, Z = 0)

... but to have ...

Pr(Y = 1|X = 1) < Pr(Y = 1|X = 0)

4.3.2

Definition of Confounding

The association between a predictor of interest and the response is confounded by a third variable if
The third variable is associated with the predictor of interest in the sample, AND
The third variable is associated with the response
Causally (in truth)
In groups that are homogeneous with respect to the predictor of interest
Not in the causal pathway of interest

We must consider our belief about the causal relationships among the measured variables
There is no statistical test for causality
Inference about causation comes only from the study design
BUT, consideration of the causal relationships helps us to decide which
statistical questions to answer

Classic confounder

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13

A clear case of confounding occurs when some third variable is a cause

of both the POI and response
We generally adjust for such a confounder
Example: Ice cream (POI), murder rate (outcome), and temperature
(confounder) in New York City during the summer
Directed Acyclyic Graph:

Causal pathways
A variable in the causal pathway of interest is not a confounder
We would not adjust for such a variable
If we did adjust, we would lose ability to detect associations between
the POI and the outcome
Example: Second hand smoke (POI), stunted growth (confounder),
FEV1 (outcome)
Scientific question is about the impact of smoking on lung function
Stunted growth addresses lung anatomy, not lung function, which
we dont care about it
Directed Acyclyic Graph:

CHAPTER 4. EFFECT MODIFICATION AND CONFOUNDING

14

We want to adjust for a variable in a causal pathway not of interest

Example: Work stress causing ulcers by hormonal effects versus alcoholism
Directed Acyclyic Graph:

Surrogate for response

Adjustment for a surrogate is a bad idea
As the name implies, surrogates are a substitute for the response variable
Directed Acyclyic Graph:

Complicated causal pathway (M shape)

There is no confounding in this diagram
However, adjustment for the observable surrogate would produce a spurious association
Example: Smoking marijuana (POI), heart attack (Response), some laboratory measurement (surrogate)

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15

Latent variable A: Some (genetic, environmental?) characteristic that

makes you more likely to smoke marijuana and increases the lab value
Latent variable B: Having cardiovascular disease may elevate both the
lab measurement and risk for heart attack
Directed Acyclyic Graph:

Greenland,

Pearl, and Robins. Causal Diagrams for Epidemiologic Research. Epidemiology. (1999)
http://www.jstor.org/stable/3702180

4.3.3

Diagnosing Confounding

Confounding typically produces a difference between unadjusted and adjusted analyses

This symptom is not proof of confounding
Such a difference can occur when there is no confounding
Symptom is more indicative of confounding when modeling means
(linear regression) than when modeling odds (logistic regression) or
hazards (Cox, proportional hazards regression)

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Estimates of association from unadjusted analysis are markedly different

from estimates of association from adjusted analysis
Association within each stratum is similar to each other, but different from
the association in the combined data

In linear regression, differences between adjusted and unadjusted analyses

are diagnostic of confounding
Precision variables tend to change standard errors, but not slope estimates
Effect modification would show differences between adjusted analysis
and unadjusted analysis, but would also show different associations in
the strata

More difficult to diagnosis confounding with non-linear functions of the mean

Common non-linear functions: Odds (odds ratios), hazards (hazard ratios)
May show the symptoms of confounding when confounding is not present
Adjusting for precision variables can appear to be confounding
In logistic and PH regression, difference between adjusted and unadjusted analyses are more difficult to judge
Comparison in more homogeneous groups (i.e. after adjustment for a
precision variable) will drive slope estimates away from the null

Example: Suppose you have a sample where 50% of the subjects die
What is the variability?
We can reduce this variability by changing p, the probability of death

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17

Estimate p in different stratum. One stratum may have a higher p, another

a lower p.
By making the estimate more precise, we have also impacted the mean

4.4

Precision Variables

4.4.1

Overview

Sometimes the scientific question to be answered is chosen based on which

questions can be answered most precisely
In general, questions can be answered more precisely when the within
group distribution is less variable
Comparing groups that are similar with respect to other important risk
factors decreases variability

The precision variability is independent of the cause of the response

If we adjust for such a variable, we tend to gain precision
Directed Acyclyic Graph:

Standard errors are the key to precision

Greater precision is achieved with smaller standard errors
Standard errors are decreased by either increasing V or decreasing n

CHAPTER 4. EFFECT MODIFICATION AND CONFOUNDING

=
Typically: se()

18

V
n

Width of CI: 2 (crit value) se()

Test statistic: Z =

se()

Options for increasing precision

Increase sample size
Decrease V
(Decrease confidence level)

4.4.2

Adjusting for Precision Variables

Precision for Difference of Independent Means

Independent observations where group 1 has a different mean and variance

than group 2
ind Yij (j , j2 ), j = 1, 2; i = 1, . . . , nj
n = n1 + n2 ; r = n1 /n2
= 1 2 , = Y 1 Y 2
2

V = (r + 1)( r1 + 22 )
=
se()

V
n

12
n1

22
n2

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19

Might control for some variable in order to decrease the within group variability
Restrict population sampled
Standardize ancillary treatments
Standardize measurement procedure

Precision for Linear Regression

Independent continuous outcome associated with covariate (X)

ind Yi |Xi (0 + 1 Xi , Y2 |X ), i = 1, . . . , n
= 1 , = 1 from LS regression
2

Y |X
V = Var
(X)

=
se()

v
u
u
t

Y2 |X

nVar(X)

Adjusting for covariates (W ) decreases the within group standard deviation

Var(Y |X) versus Var(Y |X, W )

Independent continuous outcome associated with covariate (X) and precision variable (W )
ind Yi |Xi , Wi (0 + 1 Xi + 2 Wi , Y2 |X,W ), i = 1, . . . , n
= 1 , = 1 from LS regression
Y2 |X,W

V = Var(X)(1r2 )
X,W

CHAPTER 4. EFFECT MODIFICATION AND CONFOUNDING

=
se()

v
u
u
t

20

Y2 |X

2
nVar(X)(1rX,W
)

Y2 |X,W = Y2 |X 22 Var(W |X)

Precision for Difference of Proportions

When analyzing proportions (means), the mean variance relationship is critical

Precision is greatest when proportion is close to 0 or 1
Greater homogeneity of groups makes results more deterministic (this is
the goal, at least)

Independent binary outcomes

ind Yij B(1, pj ), i = 1, . . . , nj ; j = 1, 2
n = n1 + n2 ; r = n1 /n2
= p1 p2 , = p1 p2 = Y 1 Y 2
j2 = pj (1 pj )
2

V = (r + 1)( r1 + 22 )
=
se()

V
n

12
n1

22
n2

Precision for Odds

When analyzing odds (a nonlinear function of the mean), adjusting for precision variables results in more extreme estimates

CHAPTER 4. EFFECT MODIFICATION AND CONFOUNDING

21

Odds = 1pp
Odds using average of stratum specific p is not the average of stratum specific odds

Example: Stroke by smoking (in CVD strata)

No association between smoking and CVD in the sample: 10% smokers
in each group
CVD is not a confounder, but is clearly a precision variable
Note that the unadjusted odds ratio is attenuated toward the null compared to the adjusted odds ratios
No CVD
CVD
Combined
N
p
odds
N
p
odds
N
p
odds
Smoke
1000 0.04 0.04
100 0.50 1.00
1100 0.082 0.089
Nonsmk 10000 0.02 0.02 1000 0.33 0.50 11000 0.048 0.051
Ratio

4.5

2.00

2.00

1.75

Diagnosing Confounding

4.5.1

Adjustment for Covariates

We include predictors in an analysis for a number of reasons.

importance...
1. Scientific question
Predictor of Interest
Effect Modifiers

In order of

CHAPTER 4. EFFECT MODIFICATION AND CONFOUNDING

22

2. Adjust for confounding

3. Gain precision

Adjustment for covariates changes the question being answered by the statistical analysis
Adjustments can be made to isolate associations that are of particular
interest
When consulting with a scientist, it is often difficult to decide whether the
interest in an additional covariate is due to confounding, effect modification, or precision
The distinction is important because I tend to treat these variable differently in the analysis
Often the scientific question dictates inclusion of particular predictors
Predictor of interest: The scientific parameter of interest can be modeled by multiple predictors (e.g. dummy variables, polynomials, splines)
Effect Modifiers: The scientific question relates to the detection of effect modification
Confounders: The scientific question may be state in terms of adjusting for known (or suspected) confounders

4.5.2

Confounder Detection

Unanticipated confounding
Some times we must explore our data to assess whether our results were
confounded by some variable
Goal is to assess the independent effect of the predictor of interest on
the outcome

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23

Confounders
Variables (causally) predictive of the outcome, but not in the causal pathway
Best method: Think about the scientific problem beforehand (perhaps
draw DAG)
Using data, often assessed in the control group
Variables associated with the predictor of interest in the sample
Note that statistical significance is not relevant because this tells us
about associations in the population
Detection of confounding ultimately must rely on our best knowledge
about the possible scientific mechanisms

Effect of confounding: A confounder can make the association between the

predictor of interest and the response variable look...
Stronger than the true association
Weaker than the true association
The complete reverse of the true association (qualitative confounding)

4.6

Graphical Methods for Visualizing Effect Modification, Confounding,

and Precision

Conduct stratified analysis to distinguish between

Effect modifiers
Confounders

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24

Precision variables

4.6.1

Effect Modifiers

Estimates of treatment effect differ among strata

When analyzing difference of means of continuous data, stratified smooth
curves of the data are non-parallel
Graphical techniques difficult in other settings

CHAPTER 4. EFFECT MODIFICATION AND CONFOUNDING

25

Effect Modification
4

Unadjusted

2
1
0

0.0

0.2

0.4

0.6
X

0.8

1.0

0.0

0.2

0.4

0.6
X

0.8

1.0

CHAPTER 4. EFFECT MODIFICATION AND CONFOUNDING

4.6.2

Confounders

Estimates of treatment effect the same across strata, AND

Confounder is causally associated with the response, AND
Confounder associated with the POI in the sample

When analyzing difference of means of continuous data

Stratified smooth curve of data are parallel
Distribution of POI differs across strata
Unadjusted and adjusted analyses give different estimates

26

CHAPTER 4. EFFECT MODIFICATION AND CONFOUNDING

27

Unadjusted

Adjusted Confounding

0.0

0.2

0.4

0.6
X

0.8

1.0

0.0

0.2

0.4

0.6
X

0.8

1.0

CHAPTER 4. EFFECT MODIFICATION AND CONFOUNDING

4.6.3

28

Precision Variables

Estimates of treatment effect the same across strata, AND

Variable is causally associated with the response, AND
Variable is not associated with the POI in the sample

When analyzing difference of means of continuous data

Stratified smooth curve of data are parallel
Distribution of POI same across strata
Unadjusted and adjusted analyses give similar estimates but with smaller
standard errors

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29

0.0

0.2

0.4

10

0.6
X

10

15

15

Adjusted Precision
20

20

Unadjusted Precision

0.8

1.0

0.0

0.2

0.4

0.6
X

0.8

1.0