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The V-fold jackknife for semiparametric inference: variance estimation, confidence intervals, and simultaneous confidence bands

半参数推断的 V 折刀切法:方差、置信区间与同时置信带

For decades, the bootstrap has been a default tool for statistical inference because of its broad applicability and minimal analytic requirements. Although its validity is well understood for smooth parametric estimators, its theoretical properties for many modern semiparametric and machine-learning estimators remain largely unstudied. Nevertheless, bootstrap procedures are often used routinely in such settings, even when their validity is unknown and their computational…

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Valid post-selection inference for penalized G-estimation

惩罚 G 估计的有效选择后推断

Understanding treatment effect heterogeneity is important for decision making in medical and clinical practices, or handling various engineering and marketing challenges. When dealing with high-dimensional covariates or when the effect modifiers are not predefined and need to be discovered, data-adaptive selection approaches become essential. However, with data-driven model selection, the quantification of statistical uncertainty is complicated by post-selection inference…

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On Causal Inference for the Survivor Function

生存函数的因果推断

In this expository paper, we consider the problem of causal inference and efficient estimation for the counterfactual survivor function. This problem has previously been considered in the literature in several papers, each relying on the imposition of conditions meant to identify the desired estimand from the observed data. These conditions, generally referred to as either implying or satisfying coarsening at random, are inconsistently imposed across this literature and, in…

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Causal inference for the expected number of recurrent events in the presence of a terminal event

存在终末事件时复发事件期望次数的因果推断

While recurrent event analyses have been extensively studied, limited attention has been given to causal inference within the framework of recurrent event analysis. We develop a multiply robust estimation framework for causal inference in recurrent event data with a terminal failure event. We define our estimand as the vector comprising both the expected number of recurrent events and the failure survival function evaluated along a sequence of landmark times. We show that…

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Adaptive sparsening and smoothing of the treatment model for longitudinal causal inference using outcome-adaptive LASSO and marginal fused LASSO

纵向因果推断中治疗模型的自适应稀疏化与平滑

Causal variable selection in time-varying treatment settings is challenging due to evolving confounding effects. Existing methods mainly focus on time-fixed exposures and are not directly applicable to time-varying scenarios. We propose a novel two-step procedure for variable selection when modeling the treatment probability at each time point. We first introduce a novel approach to longitudinal confounder selection using a Longitudinal Outcome Adaptive LASSO (LOAL) that…

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A structural nested rate model for estimating the effects of time-varying exposure on recurrent event outcomes in the presence of death

死亡存在时估计时变暴露对复发事件影响的结构嵌套率模型

Assessing the causal effect of time-varying exposures on recurrent event processes is challenging in the presence of a terminating event. Our objective is to estimate both the short-term and delayed marginal causal effects of exposures on recurrent events while addressing the bias of a potentially correlated terminal event. Existing estimators based on marginal structural models and proportional rate models are unsuitable for estimating delayed marginal causal effects for…

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Penalized G-estimation for effect modifier selection in a structural nested mean model for repeated outcomes

重复结果结构嵌套均值模型中效应修饰变量选择的惩罚 G 估计

Effect modification occurs when the impact of the treatment on an outcome varies based on the levels of other covariates known as effect modifiers. Modeling these effect differences is important for etiological goals and for purposes of optimizing treatment. Structural nested mean models (SNMMs) are useful causal models for estimating the potentially heterogeneous effect of a time-varying exposure on the mean of an outcome in the presence of time-varying confounding. A…

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Nonparametric assessment of regimen response curve estimators

治疗方案响应曲线估计量的非参数评估

Marginal structural models have been widely used in causal inference to estimate mean outcomes under either a static or a prespecified set of treatment decision rules. This approach requires imposing a working model for the mean outcome given a sequence of treatments and possibly baseline covariates. In this paper, we introduce a dynamic marginal structural model that can be used to estimate an optimal decision rule within a class of parametric rules. Specifically, we will…

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Sensitivity analysis for constructing optimal regimes in the presence of treatment non-compliance

存在治疗不依从时构造最优策略的敏感性分析

The current body of research on developing optimal treatment strategies often places emphasis on intention-to-treat analyses, which fail to take into account the compliance behavior of individuals. Methods based on instrumental variables have been developed to determine optimal treatment strategies in the presence of endogeneity. However, these existing methods are not applicable when there are two active treatment options and the average causal effects of the treatments…

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Structural mean models for instrumented difference-in-differences

工具变量双重差分的结构均值模型

In the standard difference-in-differences research design, the parallel trends assumption may be violated when the relationship between the exposure trend and the outcome trend is confounded by unmeasured confounders. Progress can be made if there is an exogenous variable that (i) does not directly influence the change in outcome means (i.e. the outcome trend) except through influencing the change in exposure means (i.e. the exposure trend), and (ii) is not related to the…

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Causal Mediation Analysis: Selection with Asymptotically Valid Inference

因果中介分析:具有渐近有效推断的变量选择

Researchers are often interested in learning not only the effect of treatments on outcomes, but also the pathways through which these effects operate. A mediator is a variable that is affected by treatment and subsequently affects outcome. Existing methods for penalized mediation analyses may lead to ignoring important mediators and either assume that finite-dimensional linear models are sufficient to remove confounding bias, or perform no confounding control at all. In…

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