Statistical modeling of causal effects in continuous time

DOI10.1214/009053607000000820MaRDI QIDQ930665zbMATH OpenOpenAlexFDO

Authors Judith J. Lok

Publication date 1 July 2008

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

Full work available at URL https://arxiv.org/abs/math/0410271

zbMATH Keywords

longitudinal dataobservational studiescounterfactualscausality in continuous time

Mathematics Subject Classification ID

Estimation in survival analysis and censored data (62N02) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Abstract: 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 time-dependent patient characteristics. The treatment effect cannot be estimated by simply conditioning on these time-dependent patient characteristics, as they may themselves be indications of the treatment effect. This time-dependent confounding is common in observational studies. Robins [(1992) Biometrika 79 321--334, (1998b) Encyclopedia of Biostatistics 6 4372--4389] has proposed the so-called structural nested models to estimate treatment effects in the presence of time-dependent confounding. In this article we provide a conceptual framework and formalization for structural nested models in continuous time. We show that the resulting estimators are consistent and asymptotically normal. Moreover, as conjectured in Robins [(1998b) Encyclopedia of Biostatistics 6 4372--4389], a test for whether treatment affects the outcome of interest can be performed without specifying a model for treatment effect. We illustrate the ideas in this article with an example.

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Cited in

(43)

• Continuous Time Modeling in the Behavioral and Related Sciences
• Causal inference for continuous-time processes when covariates are observed only at discrete times
• The stochastic system approach for estimating dynamic treatments effect
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• Identifying and estimating net effects of treatments in sequential causal inference
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