Assessing Balance of Baseline Time-Dependent Covariates via the Fréchet Distance

Abstract

Assessment of covariate balance is a key step when performing comparisons between groups particularly in real-world data. We generally evaluate it on baseline covariates, but rarely on longitudinal ones prior to a management decision. We could use pointwise standardized mean differences, standardized differences of slopes, or weights from the model for such purpose. Pointwise differences could be cumbersome for densely sampled longitudinal markers and/or measured at different points. Slopes are suitable for linear or transformable models but not for more complex curves. Weights do not identify the specific covariate(s) responsible for imbalances. This work presents the Fréchet distance as a viable alternative to assess balance of time-dependent covariates. A set of linear and nonlinear curves for which their standardized difference or differences in functional parameters were within 10% sought to identify the Fréchet distance equivalent to this threshold. This threshold is dependent on the level of noise present and thus within group heterogeneity and error variance are needed for its interpretation. Applied to a set of real curves representing the monthly trajectory of hemoglobin A1c from diabetic patients showed that the curves in the two groups were not balanced at the 10% mark. A Beta distribution represents the Fréchet distance distribution reasonably well in most scenarios. This assessment of covariate balance provides the following advantages: It can handle curves of different lengths, shapes, and arbitrary time points. Future work includes examining the utility of this measure under within-series missingness, within-group heterogeneity, its comparison with other approaches, and asymptotics.