Treatment persistence drives estimator performance in longitudinal causal inference based on observational data: A simulation study
处理持续性如何影响纵向观察数据中的因果估计表现AI 解读 ↓
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处理持续性如何影响纵向观察数据中的因果估计表现AI 解读 ↓
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Longitudinal clinical data are increasingly available, offering opportunities to study treatment effects over time but also raising challenges related to time-varying confounding and evolving treatment decisions. We investigate how longitudinal treatment dynamics affect causal effect estimation when baseline and longitudinal methods target different causal estimands. Using a structural causal model (SCM), we simulate data with time-varying confounding, binary treatment, and an absorbing binary outcome under 9 scenarios combining functional complexity and treatment persistence. We compare three baseline and two longitudinal estimators against Monte Carlo ground-truth risk ratios (RRs) under sustained treatment regimes. Results show that treatment persistence is the main driver of estimator behaviour. High persistence reduces the discrepancy between baseline and sustained-regime estimands, making baseline estimators closer to the sustained-regime ground truth (average relative deviation of baseline IPTW/TMLE decreasing from 61% under low persistence to 10% under high persistence), whereas low persistence induces practical positivity challenges and increases the variability of longitudinal estimators, with empirical 95% interval widths increasing from 0.22 to 0.46 for longitudinal IPTW and from 0.20 to 0.36 for LTMLE when moving from high to low persistence. These findings emphasise that estimator performance should be interpreted jointly with the target intervention and the treatment process generating the observed data.
平均处理效应局部化:合成控制中的投影方法
Many real-world policies and business interventions require assessing short-term effects to inform timely decisions, even though most causal inference methods focus on long-term average treatment effects. In this article, we introduce average treatment effect localization (ATEL), which captures localized, short-term policy impacts in panel data settings with a single treated unit and provides early indicators of policy impact. To accommodate both time-varying and nonlinear…
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动态选择下的因果推断:时变协变量与潜在异质性
I study dynamic treatment effects in panel data under staggered adoption when treatment timing depends jointly on unobserved time-invariant heterogeneity and time-varying pretreatment covariates, including lagged outcomes. Untreated potential outcomes follow a nonparametric dynamic panel model that allows flexible interactions between time-varying covariates and latent heterogeneity. I use pretreatment outcome histories to find individuals with similar time-invariant latent…
平均处理效应的局部化:合成控制中的投影方法
Many real-world policies and business interventions require assessing short-term effects to inform timely decisions, even though most causal inference methods focus on long-term average treatment effects. In this paper, we introduce average treatment effect localization (ATEL), which captures localized, short-term policy impacts in panel data settings with a single treated unit and provides early indicators of policy impact. To accommodate both time-varying and nonlinear…