Nonparametric efficient causal estimation of the intervention-specific expected number of recurrent events with continuous-time targeted maximum likelihood and highly adaptive lasso estimation
连续时间靶向极大似然与高度自适应 Lasso 的干预特定复发事件期望次数估计AI 解读 ↓
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连续时间靶向极大似然与高度自适应 Lasso 的干预特定复发事件期望次数估计AI 解读 ↓
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Longitudinal settings involving outcome, competing risks and censoring events occurring and recurring in continuous time are common in medical research, but are often analyzed with methods that do not allow for taking post-baseline information into account. In this work, we define statistical and causal target parameters via the g-computation formula by carrying out interventions directly on the product integral representing the observed data distribution in a continuous-time counting process model framework. In recurrent events settings our target parameter identifies the expected number of recurrent events also in settings where the censoring mechanism or post-baseline treatment decisions depend on past information of post-baseline covariates such as the recurrent event process. We propose a flexible estimation procedure based on targeted maximum likelihood estimation coupled with highly adaptive lasso estimation to provide a novel approach for double robust and nonparametric inference for the considered target parameter. We illustrate the methods in a simulation study.
纵向中介分析的目标最大似然估计
Causal mediation analysis with random interventions has become an area of significant interest for understanding time-varying effects with longitudinal and survival outcomes. To tackle causal and statistical challenges due to the complex longitudinal data structure with time-varying confounders, competing risks, and informative censoring, there exists a general desire to combine machine learning techniques and semiparametric theory. In this manuscript, we focus on targeted…
内生性面板数据中连续处理效应的双重/去偏机器学习
We propose a double/debiased machine learning framework to estimate average derivative effects in nonparametric panel models with two-way fixed effects. It extends instrumental variable methods to panel settings, handles continuous treatments and various forms of endogeneity, and introduces a cross-fitting scheme to restore independence after eliminating time fixed effects. A penalized GMM debiasing term enables automatic debiased machine learning with endogeneity. Our…
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We extend prior work comparing linear multilevel models (MLM) and fixed effect (FE) models to the generalized linear model (GLM) setting, where the coefficient on a treatment variable is of primary interest. This leads to three insights. (i) First, as in the linear setting, MLM can be thought of as a regularized form of FE (RegFE). This explains why group-level confounding can greatly bias MLM's treatment coefficient estimates. However, unlike the linear setting, there is…
目标函数的目标化高度自适应Lasso最小损失估计
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含交互固定效应的高维离散选择模型及其因果推断应用
ABSTRACT We propose a two‐step procedure to estimate a high dimensional discrete choice panel with interactive fixed effects where the initial and final estimators are obtained via a nuclear‐norm regularized (NNR) maximum likelihood estimation and post‐NNR iterated estimation, respectively. We apply the method to make counterfactual predictions of choice probabilities. Simulations demonstrate nice finite sample performance in estimation and tests. An illustrative application…
基于 HAL 的因果剂量反应曲线插件估计与逐点渐近正态性
Estimating and obtaining reliable inference for the marginally adjusted causal dose-response curve for continuous treatments without relying on parametric assumptions is a well-known statistical challenge. Parametric models risk introducing significant bias through model misspecification, compromising the accurate representation of the underlying data and dose-response relationship. On the other hand, nonparametric models face difficulties as the dose-response curve is not…