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Most of the work on the structural nested model and g-estimation for causal inference in longitudinal data assumes a discrete-time underlying data generating process. However, in some observational studies, it is more reasonable to assume…

Statistics Theory · Mathematics 2011-03-09 Mingyuan Zhang , Marshall M. Joffe , Dylan S. Small

Structural Causal Models (SCMs) offer a principled framework to reason about interventions and support out-of-distribution generalization, which are key goals in scientific discovery. However, the task of learning SCMs from observed data…

Machine Learning · Computer Science 2026-04-06 Divyat Mahajan , Jannes Gladrow , Agrin Hilmkil , Cheng Zhang , Meyer Scetbon

This paper explores the identification and estimation of nonseparable panel data models. We show that the structural function is nonparametrically identified when it is strictly increasing in a scalar unobservable variable, the conditional…

Methodology · Statistics 2018-11-09 Takuya Ishihara

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

This study considers various semiparametric difference-in-differences models under different assumptions on the relation between the treatment group identifier, time and covariates for cross-sectional and panel data. The variance lower…

Econometrics · Economics 2020-08-17 Michael Zimmert

In this work we present a simple estimation procedure for a general frailty model for analysis of prospective correlated failure times. Earlier work showed this method to perform well in a simulation study. Here we provide rigorous…

Statistics Theory · Mathematics 2007-06-13 David M. Zucker , Malka Gorfine , Li Hsu

A standard assumption for causal inference about the joint effects of time-varying treatment is that one has measured sufficient covariates to ensure that within covariate strata, subjects are exchangeable across observed treatment values,…

Methodology · Statistics 2022-08-04 Andrew Ying , Wang Miao , Xu Shi , Eric J. Tchetgen Tchetgen

Causal inference with observational longitudinal data and time-varying exposures is often complicated by time-dependent confounding and attrition. The G-computation formula is one approach for estimating a causal effect in this setting. The…

Applications · Statistics 2020-10-14 Maria Josefsson , Michael J. Daniels

We consider the estimation of a sparse factor model where the factor loading matrix is assumed sparse. The estimation problem is reformulated as a penalized M-estimation criterion, while the restrictions for identifying the factor loading…

Statistics Theory · Mathematics 2025-01-23 Benjamin Poignard , Yoshikazu Terada

Real-time monitoring in modern medical research introduces functional longitudinal data, characterized by continuous-time measurements of outcomes, treatments, and confounders. This complexity leads to uncountably infinite…

Methodology · Statistics 2025-08-15 Andrew Ying

Survival time prediction from medical images is important for treatment planning, where accurate estimations can improve healthcare quality. One issue affecting the training of survival models is censored data. Most of the current survival…

Computer Vision and Pattern Recognition · Computer Science 2022-05-27 Renato Hermoza , Gabriel Maicas , Jacinto C. Nascimento , Gustavo Carneiro

We consider the estimation of treatment effects in settings when multiple treatments are assigned over time and treatments can have a causal effect on future outcomes or the state of the treated unit. We propose an extension of the…

Econometrics · Economics 2021-06-18 Greg Lewis , Vasilis Syrgkanis

We propose a reinforcement learning method for estimating an optimal dynamic treatment regime for survival outcomes with dependent censoring. The estimator allows the failure time to be conditionally independent of censoring and dependent…

Methodology · Statistics 2022-05-13 Hunyong Cho , Shannon T. Holloway , David J. Couper , Michael R. Kosorok

In this article, we propose a penalized high dimensional semiparametric model average quantile prediction approach that is robust for forecasting the conditional quantile of the response. We consider a two-step estimation procedure. In the…

Statistics Theory · Mathematics 2018-09-06 Jingwen Tu , Hu Yang , Chaohui Guo

Public health data are often spatially dependent, but standard spatial regression methods can suffer from bias and invalid inference when the independent variable is associated with spatially-correlated residuals. This could occur if, for…

Methodology · Statistics 2025-04-10 Nate Wiecha , Jane A. Hoppin , Brian J. Reich

In spatio-temporal analysis, we often record data at specific time intervals but with varying spatial locations between these timepoints. We propose a conditional model to analyze such spatio-temporal data that accommodates the dependencies…

Methodology · Statistics 2026-04-03 Subhrajyoty Roy , Soudeep Deb , Sayar Karmakar , Rishideep Roy

Predicting the timing and occurrence of events is a major focus of data science applications, especially in the context of biomedical research. Performance for models estimating these outcomes, often referred to as time-to-event or survival…

Methodology · Statistics 2024-06-07 Ying Jin , Andrew Leroux

In this paper, a practical estimation method for a regression model is proposed using semiparametric efficient score functions applicable to data with various shapes of errors. First, I derive semiparametric efficient score vectors for a…

Methodology · Statistics 2023-01-23 Mijeong Kim

We address the challenge of inferring causal effects in social network data. This results in challenges due to interference -- where a unit's outcome is affected by neighbors' treatments -- and network-induced confounding factors. While…

Machine Learning · Computer Science 2026-02-20 Seyedeh Baharan Khatami , Harsh Parikh , Haowei Chen , Sudeepa Roy , Babak Salimi

Item nonresponse is frequently encountered in practice. Ignoring missing data can lose efficiency and lead to misleading inference. Fractional imputation is a frequentist approach of imputation for handling missing data. However, the…

Methodology · Statistics 2018-09-18 Hejian Sang , Jae Kwang Kim