Related papers: Nonparametric Marginal Analysis of Recurrent Event…
In many empirical settings, directly observing a treatment variable may be infeasible although an error-prone surrogate measurement of the latter will often be available. Causal inference based solely on the surrogate measurement is…
We suggest two nonparametric approaches, based on kernel methods and orthogonal series to estimating regression functions in the presence of instrumental variables. For the first time in this class of problems, we derive optimal convergence…
In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…
We develop a maximum likelihood estimating approach for time-to-event Weibull regression models with outcome-dependent sampling, where sampling of subjects is dependent on the residual fraction of the time left to developing the event of…
The ICH E9 addendum introduces the term intercurrent event to refer to events that happen after randomisation and that can either preclude observation of the outcome of interest or affect its interpretation. It proposes five strategies for…
Longitudinal modified treatment policies (LMTP) have been recently developed as a novel method to define and estimate causal parameters that depend on the natural value of treatment. LMTPs represent an important advancement in causal…
We propose an empirically stable and asymptotically efficient covariate-balancing approach to the problem of estimating survival causal effects in data with conditionally-independent censoring. This addresses a challenge often encountered…
In this article, the analysis of left truncated and right censored competing risks data is carried out, under the assumption of the latent failure times model. It is assumed that there are two competing causes of failures, although most of…
We study parametric inference for diffusion processes when observations occur nonsynchronously and are contaminated by market microstructure noise. We construct a quasi-likelihood function and study asymptotic mixed normality of…
Model-free time-to-event regression under confounding presents challenges due to biases introduced by causal and censoring sampling mechanisms. This phenomenology poses problems for classical non-parametric estimators like Beran's or the…
Causal inference from observational data following the restricted structural causal model (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or nonlinearity.…
We propose a Bayesian nonparametric (BNP) approach to causal inference using observational data consisting of outcome, treatment, and a set of confounders. The conditional distribution of the outcome given treatment and confounders is…
Competing risks model time to first event and type of first event. An example from hospital epidemiology is the incidence of hospital-acquired infection, which has to account for hospital discharge of non-infected patients as a competing…
Post-randomization events, also known as intercurrent events, such as treatment noncompliance and censoring due to a terminal event, are common in clinical trials. Principal stratification is a framework for causal inference in the presence…
The intermittent intake of treatment is commonly seen in patients with chronic disease. For example, patients with atrial fibrillation may need to discontinue the oral anticoagulants when they experience a certain surgery and re-initiate…
Inverse Probability Weighting (IPW) is widely used in empirical work in economics and other disciplines. As Gaussian approximations perform poorly in the presence of "small denominators," trimming is routinely employed as a regularization…
A ubiquitous feature of data of our era is their extra-large sizes and dimensions. Analyzing such high-dimensional data poses significant challenges, since the feature dimension is often much larger than the sample size. This thesis…
Imputation is a popular approach to handling censored, missing, and error-prone covariates -- all coarsened data types for which the true values are unknown. However, there are nuances to imputing these different data types based on the…
The conditional survival function of a time-to-event outcome subject to censoring and truncation is a common target of estimation in survival analysis. This parameter may be of scientific interest and also often appears as a nuisance in…
The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…