The use of real-world data became more and more popular in the pharmaceutical industry. The impact of real-world evidence is now well emphasized by the regulatory authorities. Indeed, the analysis of this type of data can play a key role for treatment efficacy and safety. The aim of this work is to assess various methods and give guidance on the comparisons of drugs, mostly with respect to time-to-event data, in non-randomized studies with potentially confounding variables. For that purpose, several statistical methodologies are compared based on simulation studies. These methodologies belong to family classes of methods that are widely used for this type of problem: regression, matching, weighting and subclassification methods. The evaluation criteria used to compare methods performances are the relative bias, the mean square error, the coverage probability and the width of the confidence interval. In this paper, we consider different scenarios of dataset features in order to study the effect of the sample size, the number of covariates and the magnitude of the treatment effect on the statistical methodologies performances. These statistical analyses are conducted within a proportional hazard model framework. Furthermore, we highlight the advantage of using techniques to identify relevant covariates for time-to-event outcomes by comparing two variable selection methods under a frequentist and a Bayesian inference. Based on simulation results, recommendations on each of the family of methods are provided to guide decision making.
Keywords: Matching methods; inverse probability of treatment weighting methods; non-randomized studies; regression methods; subclassification-based methods; time-to-event outcomes; variable selection techniques.