Estimation of separable direct and indirect effects in continuous time
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Abstract: Many research questions involve time-to-event outcomes that can be prevented from occurring due to competing events. In these settings, we must be careful about the causal interpretation of classical statistical estimands. In particular, estimands on the hazard scale, such as ratios of cause specific or subdistribution hazards, are fundamentally hard to be interpret causally. Estimands on the risk scale, such as contrasts of cumulative incidence functions, do have a causal interpretation, but they only capture the total effect of the treatment on the event of interest; that is, effects both through and outside of the competing event. To disentangle causal treatment effects on the event of interest and competing events, the separable direct and indirect effects were recently introduced. Here we provide new results on the estimation of direct and indirect separable effects in continuous time. In particular, we derive the nonparametric influence function in continuous time and use it to construct an estimator that has certain robustness properties. We also propose a simple estimator based on semiparametric models for the two cause specific hazard functions. We describe the asymptotic properties of these estimators, and present results from simulation studies, suggesting that the estimators behave satisfactorily in finite samples. Finally, we re-analyze the prostate cancer trial from Stensrud et al (2020).
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Cited in
(13)- Measurement error correction in mediation analysis under the additive hazards model
- Separable Effects for Causal Inference in the Presence of Competing Events
- Equivalence between direct and indirect effects with different sets of intermediate variables and covariates
- A path-specific effect approach to mediation analysis with time-varying mediators and time-to-event outcomes accounting for competing risks
- Exploring causal mechanisms and quantifying direct and indirect effects using a joint modeling approach for recurrent and terminal events
- Discussion on “Causal mediation of semicompeting risks” by Yen‐Tsung Huang
- Doubly robust estimation of the hazard difference for competing risks data
- Asymptotic properties of resampling-based processes for the average treatment effect in observational studies with competing risks
- Estimation of separable direct and indirect effects in a continuous-time illness-death model
- Variable importance measures for heterogeneous treatment effects with survival outcome
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- Inference for cumulative incidences and treatment effects in randomized controlled trials with time-to-event outcomes under ICH E9 (R1)
- Adjusted Nelson-Aalen estimators by inverse treatment probability weighting with an estimated propensity score
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