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Longitudinal observational patient data can be used to investigate the causal effects of time-varying treatments on time-to-event outcomes. Several methods have been developed for controlling for the time-dependent confounding that…

Methodology · Statistics 2021-10-08 Ruth H. Keogh , Jon Michael Gran , Shaun R. Seaman , Gwyneth Davies , Stijn Vansteelandt

Robins 1997 introduced marginal structural models (MSMs), a general class of counterfactual models for the joint effects of time-varying treatment regimes in complex longitudinal studies subject to time-varying confounding. In his work,…

Methodology · Statistics 2020-07-27 Haben Michael , Yifan Cui , Scott Lorch , Eric Tchetgen Tchetgen

Marginal structural models (MSMs) are often used to estimate causal effects of treatments on survival time outcomes from observational data when time-dependent confounding may be present. They can be fitted using, e.g., inverse probability…

Methodology · Statistics 2023-12-27 Shaun R Seaman , Ruth H Keogh

Two popular approaches for relating correlated measurements of a non-Gaussian response variable to a set of predictors are to fit a marginal model using generalized estimating equations and to fit a generalized linear mixed model by…

Methodology · Statistics 2017-02-23 Jeffrey J. Gory , Peter F. Craigmile , Steven N. MacEachern

Marginal structural models (MSMs) are widely used in observational studies to estimate the causal effect of time-varying treatments. Despite its popularity, limited attention has been paid to summarizing the treatment history in the outcome…

Methodology · Statistics 2024-09-18 Jiewen Liu , Todd A. Miano , Stephen Griffiths , Michael G. S. Shashaty , Wei Yang

Robins (1998) introduced marginal structural models (MSMs), a general class of counterfactual models for the joint effects of time-varying treatment regimes in complex longitudinal studies subject to time-varying confounding. He established…

Methodology · Statistics 2018-09-17 Eric J Tchetgen Tchetgen , Haben Michael , Yifan Cui

The predominant method for evaluating the quality of causal models is to measure the graphical accuracy of the learned model structure. We present an alternative method for evaluating causal models that directly measures the accuracy of…

Artificial Intelligence · Computer Science 2016-08-17 Dan Garant , David Jensen

Marginal models involve restrictions on the conditional and marginal association structure of a set of categorical variables. They generalize log-linear models for contingency tables, which are the fundamental tools for modelling the…

Methodology · Statistics 2023-04-10 Tamas Rudas , Wicher Bergsma

Marginal structural models (MSMs) allow for causal analysis of longitudinal data. The MSMs were originally developed as discrete time models. Recently, continuous-time MSMs were presented as a conceptually appealing alternative for survival…

Methodology · Statistics 2019-02-14 Pål Christie Ryalen , Mats Julius Stensrud , Kjetil Røysland

A new class of Marginal Structural Models (MSMs), History-Restricted MSMs (HRMSMs), was recently introduced for longitudinal data for the purpose of defining causal parameters which may often be better suited for public health research or…

Statistics Theory · Mathematics 2009-09-29 Romain Neugebauer , Mark J. van der Laan , Marshall M. Joffe , Ira B. Tager

Marginal structural models are a popular tool for investigating the effects of time-varying treatments, but they require an assumption of no unobserved confounders between the treatment and outcome. With observational data, this assumption…

Methodology · Statistics 2021-06-10 Matthew Blackwell , Soichiro Yamauchi

Observational longitudinal data on treatments and covariates are increasingly used to investigate treatment effects, but are often subject to time-dependent confounding. Marginal structural models (MSMs), estimated using inverse probability…

Methodology · Statistics 2020-02-11 Ruth H. Keogh , Shaun R. Seaman , Jon Michael Gran , Stijn Vansteelandt

Marginal structural models fit via inverse probability of treatment weighting are commonly used to control for confounding when estimating causal effects from observational data. When planning a study that will be analyzed with marginal…

Applications · Statistics 2020-03-16 Bonnie E. Shook-Sa , Michael G. Hudgens

We consider the problem of finding a real valued martingale fitting specified marginal distributions. For this to be possible, the marginals must be increasing in the convex order and have constant mean. We show that, under the extra…

Probability · Mathematics 2008-08-19 George Lowther

Simulating longitudinal data from specified marginal structural models is a crucial but challenging task for evaluating causal inference methods and informing study design. While data generation typically proceeds in a fully conditional…

Methodology · Statistics 2025-04-25 Xi Lin , Daniel de Vassimon Manela , Chase Mathis , Jens Magelund Tarp , Robin J. Evans

We propose a framework for computing, optimizing and integrating with respect to a smooth marginal likelihood in statistical models that involve high-dimensional parameters/latent variables and continuous low-dimensional hyperparameters.…

Methodology · Statistics 2026-02-10 Omiros Papaspiliopoulos , Timothée Stumpf-Fétizon , Jonathan Weare

Clustered observations are ubiquitous in controlled and observational studies and arise naturally in multi-centre trials or longitudinal surveys. We present a novel model for the analysis of clustered observations where the marginal…

Methodology · Statistics 2022-11-03 Luisa Barbanti , Torsten Hothorn

How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…

Econometrics · Economics 2026-01-13 Jiawei Fu , Donald P. Green

We present a sample path dependent measure of causal influence between two time series. The proposed measure is a random variable whose expected sum is the directed information. A realization of the proposed measure may be used to identify…

Information Theory · Computer Science 2018-10-15 Gabriel Schamberg , Todd P. Coleman

Mendelian randomization is an instrumental variable method that utilizes genetic information to investigate the causal effect of a modifiable exposure on an outcome. In most cases, the exposure changes over time. Understanding the…

Methodology · Statistics 2024-03-11 Haodong Tian , Ashish Patel , Stephen Burgess
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