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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

We discuss causal mediation analyses for survival data and propose a new approach based on the additive hazards model. The emphasis is on a dynamic point of view, that is, understanding how the direct and indirect effects develop over time.…

The restricted mean survival time (RMST) is a widely used quantity in survival analysis due to its straightforward interpretation. For instance, predicting the time to event based on patient attributes is of great interest when analyzing…

Statistics Theory · Mathematics 2025-03-11 Ariane Cwiling , Vittorio Perduca , Olivier Bouaziz

Instrumental variables analysis using genetic markers as instruments is now a widely used technique in epidemiology and biostatistics. As single markers tend to explain only a small proportion of phenotypic variation, there is increasing…

Methodology · Statistics 2015-04-09 Paul S. Clarke , Tom M. Palmer , Frank Windmeijer

Smooth backfitting has proven to have a number of theoretical and practical advantages in structured regression. Smooth backfitting projects the data down onto the structured space of interest providing a direct link between data and…

Statistics Theory · Mathematics 2020-02-07 Munir Hiabu , Enno Mammen , Maria Dolores Martinez-Miranda , Jens Perch Nielsen

Marginal structural models (MSMs) with inverse probability weighting offer an approach to estimating causal effects of treatment sequences on repeated outcome measures in the presence of time-varying confounding and dependent censoring.…

Methodology · Statistics 2018-07-02 Sean Yiu , Li Su

To draw real-world evidence about the comparative effectiveness of multiple time-varying treatments on patient survival, we develop a joint marginal structural survival model and a novel weighting strategy to account for time-varying…

Methodology · Statistics 2023-08-08 Liangyuan Hu , Jiayi Ji , Himanshu Joshi , Erick Scott , Fan Li

Additive smooth models, such as Generalized additive models (GAMs) of location, scale, and shape (GAMLSS), are a popular choice for modeling experimental data. However, software available to fit such models is usually not tailored…

Methodology · Statistics 2025-06-17 Joshua Krause , Jelmer P. Borst , Jacolien van Rij

Many applications in mechanical, acoustic, and electronic engineering require estimating complex dynamical models, often represented as additive multi-input multi-output (MIMO) transfer functions with structural constraints. This paper…

Systems and Control · Electrical Eng. & Systems 2025-05-21 Rodrigo A. González , Maarten van der Hulst , Koen Classens , Tom Oomen

Marginal structural models are a popular method for estimating causal effects in the presence of time-varying exposures. In spite of their popularity, no scalable non-parametric estimator exist for marginal structural models with…

Methodology · Statistics 2024-09-30 Axel Martin , Michele Santacatterina , Iván Díaz

Structural Nested Mean Models (SNMMs) are useful for causal inference of treatment effects in longitudinal observational studies. Most existing works assume that the data are collected at pre-fixed time points for all subjects, which,…

Methodology · Statistics 2020-01-13 Shu Yang

In observational studies with survival or time-to-event outcomes, a propensity score weighted marginal Cox proportional hazard model with the treatment variable as the only predictor is commonly used to estimate the causal marginal hazard…

Methodology · Statistics 2026-02-02 Zixian Zhao , Chengxin Yang , Fan Li

We study the multiplicative hazards model with intermittently observed longitudinal covariates and time-varying coefficients. For such models, the existing ad hoc approach, such as the last value carried forward, is biased. We propose a…

Methodology · Statistics 2025-03-13 Zhuowei Sun , Hongyuan Cao

While well-established methods for time-to-event data are available when the proportional hazards assumption holds, there is no consensus on the best inferential approach under non-proportional hazards (NPH). However, a wide range of…

In multi-state life insurance, an adequate balance between analytic tractability, computational efficiency, and statistical flexibility is of great importance. This might explain the popularity of Markov chain modelling, where matrix…

Probability · Mathematics 2024-04-25 Jamaal Ahmad , Mogens Bladt , Christian Furrer

Marginal Structural Models (MSMs) are popular for causal inference of sequential treatments in longitudinal observational studies, which however are sensitive to model misspecification. To achieve flexible modeling, we envision the…

Methodology · Statistics 2025-11-21 Chenyin Gao , Han Chen , Anru R. Zhang , Shu Yang

Prognostic models in survival analysis are aimed at understanding the relationship between patients' covariates and the distribution of survival time. Traditionally, semi-parametric models, such as the Cox model, have been assumed. These…

Machine Learning · Statistics 2020-11-06 Denise Rava , Jelena Bradic

Time to event outcomes are often evaluated on the hazard scale, but interpreting hazards may be difficult. Recently, there has been concern in the causal inference literature that hazards actually have a built in selection-effect that…

Methodology · Statistics 2020-02-07 Pål Christie Ryalen , Mats Julius Stensrud , Kjetil Røysland

Seaman and Keogh (Biometrical Journal 2024) proposed a method for simulating data compatible with a marginal structural model (MSM) for the hazard of a survival time outcome. In this short report, I propose two extensions of this method.…

Methodology · Statistics 2025-08-22 Shaun R Seaman

The passing of time is an important factor for covariates in the additive and proportional hazard models. According to this idea, the extended additive hazard model (EAHM) is introduced by considering the time-varying effects of covariates…

Methodology · Statistics 2019-12-30 Morteza Raeisi , Gholamhossein Yari