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相关论文: Marginal Structural Models for Time-varying Endoge…

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The marginal structure quantile model (MSQM) provides a unique lens to understand the causal effect of a time-varying treatment on the full distribution of potential outcomes. Under the semiparametric framework, we derive the efficiency…

统计方法学 · 统计学 2024-02-13 Chao Cheng , Liangyuan Hu , Fan Li

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…

统计理论 · 数学 2008-06-19 Judith J. Lok

The three state illness death model has been established as a general approach for regression analysis of semi competing risks data. For observational data the marginal structural models (MSM) are a useful tool, under the potential outcomes…

统计方法学 · 统计学 2023-12-20 Yiran Zhang , Andrew Ying , Steve Edland , Lon White , Ronghui Xu

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…

统计方法学 · 统计学 2017-09-21 Matthew Sperrin , Glen Martin , Tjeerd Van Staa , Niels Peek , Iain Buchan

Marginal structural models (MSMs) allow for causal analysis of longitudinal data. The MSMs were originally developed as discrete time models. Recently, continuous-time MSMs were presented as a conceptually appealing alternative for survival…

统计方法学 · 统计学 2019-02-14 Pål Christie Ryalen , Mats Julius Stensrud , Kjetil Røysland

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…

统计方法学 · 统计学 2023-03-07 Yizhen Xu , Jisoo Kim , Laura K. Hummers , Ami A. Shah , Scott Zeger

We introduce several methods for assessing sensitivity to unmeasured confounding in marginal structural models; importantly we allow treatments to be discrete or continuous, static or time-varying. We consider three sensitivity models: a…

统计方法学 · 统计学 2022-10-12 Matteo Bonvini , Edward Kennedy , Valerie Ventura , Larry Wasserman

Causal inference from observational data following the restricted structural causal model (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or nonlinearity.…

统计方法学 · 统计学 2021-09-06 Kang Du , Yu Xiang

Evaluating the effects of time-varying exposures is essential for longitudinal studies. The effect estimation becomes increasingly challenging when dealing with hundreds of time-dependent confounders. We propose a Marginal Structure…

统计方法学 · 统计学 2025-10-21 Zhiwei Zhao , Chixiang Chen , Shuo Chen

Causal inference from observational data following the restricted structural causal models (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or…

机器学习 · 计算机科学 2024-05-30 Kang Du , Yu Xiang

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)…

Marginal Structural Models (MSM) are the most popular models for causal inference from time-series observational data. However, they have two main drawbacks: (a) they do not capture subject heterogeneity, and (b) they only consider fixed…

机器学习 · 计算机科学 2020-10-19 Debmalya Mandal , David Parkes

In observational studies, treatments are typically not randomized and therefore estimated treatment effects may be subject to confounding bias. The instrumental variable (IV) design plays the role of a quasi-experimental handle since the IV…

统计方法学 · 统计学 2016-08-30 Lan Liu , Wang Miao , Baoluo Sun , James Robins , Eric Tchetgen Tchetgen

In the standard difference-in-differences research design, the parallel trends assumption may be violated when the relationship between the exposure trend and the outcome trend is confounded by unmeasured confounders. Progress can be made…

Marginal structural models have been widely used in causal inference to estimate mean outcomes under either a static or a prespecified set of treatment decision rules. This approach requires imposing a working model for the mean outcome…

统计方法学 · 统计学 2024-02-27 Cuong Pham , Benjamin R. Baer , Ashkan Ertefaie

We develop a general framework for the identification of counterfactual parameters in a class of nonlinear semiparametric panel models with fixed effects and time effects. Our method applies to models for discrete outcomes (e.g., two-way…

计量经济学 · 经济学 2023-11-07 Irene Botosaru , Chris Muris

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…

机器学习 · 计算机科学 2022-06-22 Anish Agarwal , Abdullah Alomar , Devavrat Shah

When making causal inferences, post-treatment confounders complicate analyses of time-varying treatment effects. Conditioning on these variables naively to estimate marginal effects may inappropriately block causal pathways and may induce…

应用统计 · 统计学 2019-04-02 Xiang Zhou , Geoffrey T. Wodtke

In this work, we propose the marginal structured SVM (MSSVM) for structured prediction with hidden variables. MSSVM properly accounts for the uncertainty of hidden variables, and can significantly outperform the previously proposed latent…

机器学习 · 统计学 2014-09-09 Wei Ping , Qiang Liu , Alexander Ihler

Sensitivity analysis is important to assess the impact of unmeasured confounding in causal inference from observational studies. The marginal sensitivity model (MSM) provides a useful approach in quantifying the influence of unmeasured…

统计方法学 · 统计学 2025-04-14 Yi Zhang , Wenfu Xu , Zhiqiang Tan