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We link and extend two approaches to estimating time-varying treatment effects on repeated continuous outcomes--time-varying Difference in Differences (DiD; see Roth et al. (2023) and Chaisemartin et al. (2023) for reviews) and Structural…

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

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

This article studies the estimation of the causal effect of a time-varying treatment on time-to-an-event or on some other continuously distributed outcome. The paper applies to the situation where treatment is repeatedly adapted to…

Statistics Theory · Mathematics 2008-06-19 Judith J. Lok

The causal effects of continuous treatments are often characterized through the average dose response function, which is challenging to estimate from observational data due to confounding and positivity violations. Modified treatment…

Methodology · Statistics 2025-01-22 Ziren Jiang , Jared D. Huling

Longitudinal data often contains outcomes measured at multiple visits and scientific interest may lie in quantifying the effect of an intervention on an outcome's rate of change. For example, one may wish to study the progression (or…

Methodology · Statistics 2025-10-07 Anja Shahu , Weijie Xia , Ying Wei , Daniel Malinsky

Longitudinal modified treatment policies (LMTP) are a class of interventions that allow the definition, identification, and estimation of causal effects in general settings, such as with continuous or multivariate exposures, treatment…

Methodology · Statistics 2026-05-26 Iván Díaz , Nicholas T. Williams , Paweł Morzywołek , Kara E. Rudolph

Despite the common occurrence of interference in Difference-in-Differences (DiD) applications, standard DiD methods rely on an assumption that interference is absent, and comparatively little work has considered how to accommodate and learn…

Methodology · Statistics 2025-11-03 Zach Shahn , Paul Zivich , Audrey Renson

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

Inverse probability (IP) weighting of marginal structural models (MSMs) can provide consistent estimators of time-varying treatment effects under correct model specifications and identifiability assumptions, even in the presence of…

Methodology · Statistics 2026-04-15 Nodoka Seya , Masataka Taguri , Takeo Ishii

The traditional model specification of stepped-wedge cluster-randomized trials assumes a homogeneous treatment effect across time while adjusting for fixed-time effects. However, when treatment effects vary over time, the constant effect…

We combine two recently proposed nonparametric difference-in-differences methods, extending them to enable the examination of treatment effect heterogeneity in the staggered adoption setting using machine learning. The proposed method,…

Econometrics · Economics 2023-10-19 Julia Hatamyar , Noemi Kreif , Rudi Rocha , Martin Huber

Difference-in-differences is based on a parallel trends assumption, which states that changes over time in average potential outcomes are independent of treatment assignment, possibly conditional on covariates. With time-varying treatments,…

Methodology · Statistics 2024-06-25 Nicholas Illenberger , Iván Díaz , Audrey Renson

Structural nested mean models (SNMMs) are a principled approach to estimate the treatment effects over time. A particular strength of SNMMs is to break the joint effect of treatment sequences over time into localized, time-specific ``blip…

Machine Learning · Statistics 2025-11-19 Haorui Ma , Dennis Frauen , Stefan Feuerriegel

Most causal inference methods consider counterfactual variables under interventions that set the treatment deterministically. With continuous or multi-valued treatments or exposures, such counterfactuals may be of little practical interest…

Methodology · Statistics 2021-07-07 Iván Díaz , Nicholas Williams , Katherine L. Hoffman , Edward J. Schenck

Penalized transformation models (PTMs) are a semiparametric location-scale regression family that estimate a response's conditional distribution directly from the data, and model the location and scale through structured additive…

Methodology · Statistics 2025-09-22 Johannes Brachem , Paul F. V. Wiemann , Thomas Kneib

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…

Methodology · Statistics 2025-02-06 Iván Díaz , Katherine L Hoffman , Nima S. Hejazi

Many societal challenges, such as climate change or disease outbreaks, require coordinated behavioral changes. For many behaviors, the tendency of individuals to adhere to social norms can reinforce the status quo. However, these same…

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

Objectives: Clinical prediction models (CPMs) can inform decision-making concerning treatment initiation. Here, one requires predicted risks assuming that no treatment is given. This is challenging since CPMs are often derived in datasets…

Methodology · Statistics 2017-09-21 Matthew Sperrin , Glen Martin , Tjeerd Van Staa , Niels Peek , Iain Buchan
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