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In observational research treatment effects, the average treatment effect (ATE) estimator may be biased if a confounding variable is misclassified. We discuss the impact of classification error in a dichotomous confounding variable in…

Methodology · Statistics 2019-12-13 Linda Nab , Rolf H. H. Groenwold , Maarten van Smeden , Ruth H. Keogh

The use of the non-parametric Restricted Mean Survival Time endpoint (RMST) has grown in popularity as trialists look to analyse time-to-event outcomes without the restrictions of the proportional hazards assumption. In this paper, we…

Methodology · Statistics 2023-11-06 Emily Alger , David S. Robertson , Abigail J. Burdon

For sensitivity analysis against unmeasured confounding, we build on the marginal sensitivity model (MSM) and propose a new model, deMSM, by incorporating a second constraint on the shift of potential outcome distributions caused by…

Methodology · Statistics 2025-05-21 Yi Zhang , Wenfu Xu , Zhiqiang Tan

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

Modern medical research demands specialized causal inference methods evaluating complex continuous-time dynamic treatment regimens using observational data. For instance, obtaining the causal effects of intravenous administration, a…

Methodology · Statistics 2026-04-02 Haiyan Zhu , Yingchun Zhou

Behavioral science researchers have shown strong interest in disaggregating within-person relations from between-person differences (stable traits) using longitudinal data. In this paper, we propose a method of within-person variability…

Methodology · Statistics 2025-01-08 Satoshi Usami

The use of instrumental variables for estimating the effect of an exposure on an outcome is popular in econometrics, and increasingly so in epidemiology. This increasing popularity may be attributed to the natural occurrence of instrumental…

Methodology · Statistics 2016-08-03 T. Martinussen , S. Vansteelandt , E. J. Tchetgen Tchetgen , D. M. Zucker

In observational studies, treatment may be adapted to covariates at several times without a fixed protocol, in continuous time. Treatment influences covariates, which influence treatment, which influences covariates, and so on. Then even…

Statistics Theory · Mathematics 2015-09-02 Judith J. Lok

In longitudinal studies, time-varying covariates are often endogenous, meaning their values depend on both their own history and that of the outcome variable. This violates key assumptions of Generalized Linear Mixed Effects Models (GLMMs),…

Instrumental variables are a popular study design for the estimation of treatment effects in the presence of unobserved confounders. In the canonical instrumental variables design, the instrument is a binary variable. In many settings,…

Methodology · Statistics 2024-10-10 Prabrisha Rakshit , Alexander Levis , Luke Keele

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

We introduce and analyze a variant of multivariate singular spectrum analysis (mSSA), a popular time series method to impute and forecast a multivariate time series. Under a spatio-temporal factor model we introduce, given $N$ time series…

Machine Learning · Computer Science 2022-06-22 Anish Agarwal , Abdullah Alomar , Devavrat Shah

The difference in restricted mean survival time (RMST) is a clinically meaningful measure to quantify treatment effect in randomized controlled trials, especially when the proportional hazards assumption does not hold. Several frequentist…

This paper considers the instrumental variable quantile regression model (Chernozhukov and Hansen, 2005, 2013) with a binary endogenous treatment. It offers two identification results when the treatment status is not directly observed. The…

Methodology · Statistics 2021-02-24 Takuya Ura

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

Instrumental variables (IVs) are often continuous, arising in diverse fields such as economics, epidemiology, and the social sciences. Existing approaches for continuous IVs typically impose strong parametric models or assume homogeneous…

Methodology · Statistics 2025-10-17 Mei Dong , Lin Liu , Dingke Tang , Geoffrey Liu , Wei Xu , Linbo Wang

Although treatment effects can be estimated from observed outcome distributions obtained from proper randomization in clinical trials, covariate adjustment is recommended to increase precision. For important treatment effects, such as odds…

Methodology · Statistics 2025-07-03 Susanne Dandl , Torsten Hothorn

We introduce an approach to counterfactual inference based on merging information from multiple datasets. We consider a causal reformulation of the statistical marginal problem: given a collection of marginal structural causal models (SCMs)…

Artificial Intelligence · Computer Science 2022-07-18 Luigi Gresele , Julius von Kügelgen , Jonas M. Kübler , Elke Kirschbaum , Bernhard Schölkopf , Dominik Janzing

Non-linear mixed effects modeling and simulation (NLME M&S) is evaluated to be used for standardization with longitudinal data in presence of confounders. Standardization is a well-known method in causal inference to correct for confounding…

The restricted mean survival time (RMST) is the mean survival time in the study population followed up to a specific time point, and is simply the area under the survival curve up to the specific time point. The difference between two RMSTs…

Methodology · Statistics 2025-09-18 Peter Zhang , Brent Logan , Michael Martens