Mimicking counterfactual outcomes to estimate causal effects

DOI10.1214/15-AOS1433zbMATH Open1392.62323arXivmath/0409045OpenAlexW2963369816WikidataQ38652642 ScholiaQ38652642MaRDI QIDQ2012196FDOQ2012196

Authors: Judith J. Lok 

Publication date: 28 July 2017

Published in: The Annals of Statistics (Search for Journal in Brave)

Abstract: 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 time-dependent Cox-models cannot be used to estimate the net treatment effect. Structural nested models have been applied in this setting. Structural nested models are based on counterfactuals: the outcome a person would have had had treatment been withheld after a certain time. Previous work on continuous-time structural nested models assumes that counterfactuals depend deterministically on observed data, while conjecturing that this assumption can be relaxed. This article proves that one can mimic counterfactuals by constructing random variables, solutions to a differential equation, that have the same distribution as the counterfactuals, even given past observed data. These "mimicking" variables can be used to estimate the parameters of structural nested models without assuming the treatment effect to be deterministic.

Full work available at URL: https://arxiv.org/abs/math/0409045

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zbMATH Keywords

causal inferenceobservational studyconfoundingcounterfactual outcomestochastic differential equationAIDScontinuous timestructural nested modelinfinitesimal shift HIVlocal rank preservationsurvival mimicking counterfactuals

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99) Censored data models (62N01) Estimation in survival analysis and censored data (62N02) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cited In (10)

• Impact of discretization of the timeline for longitudinal causal inference methods
• The stochastic system approach for estimating dynamic treatments effect
• Causal inference for complex longitudinal data: the continuous case.
• Some considerations on the back door theorem and conditional randomization
• Semiparametric estimation of structural nested mean models with irregularly spaced longitudinal observations
• Simulation‐based estimators of analytically intractable causal effects
• Counterfactual analyses with graphical models based on local independence
• Structural Nested Models and Standard Software: A Mathematical Foundation through Partial Likelihood
• Identifying and estimating net effects of treatments in sequential causal inference
• Statistical models for estimating the effects of intermediate variables in the presence of time-dependent confounders.

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