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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

Many clinical questions involve estimating the effects of multiple treatments using observational data. When using longitudinal data, the interest is often in the effect of treatment strategies that involve sustaining treatment over time.…

Methodology · Statistics 2024-05-03 Emily Granger , Gwyneth Davies , Ruth H. Keogh

Longitudinal causal inference is concerned with defining, identifying, and estimating the effect of a time-varying intervention on a time-varying outcome that is indexed by a follow-up time. In an observational study, Robins's generalized…

Methodology · Statistics 2025-10-01 Herbert P. Susmann , Nicholas T. Williams , Richard Liu , Jessica G. Young , Iván Díaz

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

Methods for inferring average causal effects have traditionally relied on two key assumptions: (i) the intervention received by one unit cannot causally influence the outcome of another; and (ii) units can be organized into non-overlapping…

Methodology · Statistics 2019-08-23 Eric J. Tchetgen Tchetgen , Isabel Fulcher , Ilya Shpitser

G-formula is a popular approach for estimating treatment or exposure effects from longitudinal data that are subject to time-varying confounding. G-formula estimation is typically performed by Monte-Carlo simulation, with non-parametric…

We consider the problem of learning about and comparing the consequences of dynamic treatment strategies on the basis of observational data. We formulate this within a probabilistic decision-theoretic framework. Our approach is compared…

Statistics Theory · Mathematics 2010-11-16 A. Philip Dawid , Vanessa Didelez

The g-formula can be used to estimate causal effects of sustained treatment strategies using observational data under the identifying assumptions of consistency, positivity, and exchangeability. The non-iterative conditional expectation…

Machine Learning · Statistics 2024-10-30 Sophia M Rein , Jing Li , Miguel Hernan , Andrew Beam

A standard assumption for causal inference from observational data is that one has measured a sufficiently rich set of covariates to ensure that within covariate strata, subjects are exchangeable across observed treatment values. Skepticism…

Methodology · Statistics 2020-09-24 Eric J Tchetgen Tchetgen , Andrew Ying , Yifan Cui , Xu Shi , Wang Miao

Dynamic prediction of causal effects under different treatment regimes conditional on an individual's characteristics and longitudinal history is an essential problem in precision medicine. This is challenging in practice because outcomes…

Methodology · Statistics 2023-03-07 Yizhen Xu , Jisoo Kim , Laura K. Hummers , Ami A. Shah , Scott Zeger

A methodology for high dimensional causal inference in a time series context is introduced. It is assumed that there is a monotonic transformation of the data such that the dynamics of the transformed variables are described by a Gaussian…

Methodology · Statistics 2023-07-07 Francesco Cordoni , Alessio Sancetta

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

Inferring the causal structure of a set of random variables from a finite sample of the joint distribution is an important problem in science. Recently, methods using additive noise models have been suggested to approach the case of…

Machine Learning · Statistics 2012-07-24 Jonas Peters , Dominik Janzing , Bernhard Schölkopf

The parametric g-formula is an approach to estimating causal effects of sustained treatment strategies from observational data. An often cited limitation of the parametric g-formula is the g-null paradox: a phenomenon in which model…

Methodology · Statistics 2022-06-22 Sean McGrath , Jessica G. Young , Miguel A. Hernán

Recent developments in causal inference allow us to transport a causal effect of a time-fixed treatment from a randomized trial to a target population across space but within the same time frame. In contrast to transportability across…

Methodology · Statistics 2026-03-11 Laura Forastiere , Fan Li , Michela Baccini

Researchers are often interested in using longitudinal data to estimate the causal effects of hypothetical time-varying treatment interventions on the mean or risk of a future outcome. Standard regression/conditioning methods for…

There are limited options to estimate the treatment effects of variables which are continuous and measured at multiple time points, particularly if the true dose-response curve should be estimated as closely as possible. However, these…

Methodology · Statistics 2024-10-11 Michael Schomaker , Helen McIlleron , Paolo Denti , Iván Díaz

This paper develops a Bayesian framework for robust causal inference from longitudinal observational data. Many contemporary methods rely on structural assumptions, such as factor models, to adjust for unobserved confounding, but they can…

Methodology · Statistics 2025-11-20 Angelos Alexopoulos , Nikolaos Demiris

In longitudinal observational studies with time-to-event outcomes, a common objective in causal analysis is to estimate the causal survival curve under hypothetical intervention scenarios. The g-formula is a useful tool for this analysis.…

Methodology · Statistics 2025-04-14 Xinyuan Chen , Liangyuan Hu , Fan Li

We propose a formal model for counterfactual estimation with unobserved confounding in "data-rich" settings, i.e., where there are a large number of units and a large number of measurements per unit. Our model provides a bridge between the…

Econometrics · Economics 2025-04-03 Alberto Abadie , Anish Agarwal , Devavrat Shah
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