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Tests of exogeneity in duration models with censored data

右删失持续时间模型的外生性检验

Consider the setting in which a researcher is interested in the causal effect of a treatment $Z$ on a duration time $T$, which is subject to right censoring. We assume that $T=\varphi(X,Z,U)$, where $X$ is a vector of baseline covariates, $\varphi(X,Z,U)$ is strictly increasing in the error term $U$ for each $(X,Z)$ and $U\sim \mathcal{U}[0,1]$. Therefore, the model is nonparametric and nonseparable. We propose nonparametric tests for the hypothesis that $Z$ is exogenous,…

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Estimation of the complier causal hazard ratio under dependent censoring

依赖删失下服从者因果风险比的估计

In this work, we are interested in studying the causal effect of an endogenous binary treatment on a dependently censored duration outcome. By dependent censoring, it is meant that the duration time ($T$) and right censoring time ($C$) are not statistically independent of each other, even after conditioning on the measured covariates. The endogeneity issue is handled by making use of a binary instrumental variable for the treatment. To deal with the dependent censoring…

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A flexible control function approach for survival data subject to different types of censoring

适用于多种删失机制的生存数据灵活控制函数方法

This paper addresses the problem of identifying and estimating the causal effect of a treatment in the presence of unmeasured confounding and various types of right-censoring. Examples of these censoring mechanisms are administrative censoring, competing risks and dependent censoring (e.g. loss to follow-up). Different parametric transformations are applied to each event time, resulting in a regression model with a more additive structure and error terms that are…

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An instrumental variable approach under dependent censoring

依赖删失下的工具变量方法

This paper considers the problem of inferring the causal effect of a variable $Z$ on a dependently censored survival time $T$. We allow for unobserved confounding variables, such that the error term of the regression model for $T$ is correlated with the confounded variable $Z$. Moreover, $T$ is subject to dependent censoring. This means that $T$ is right censored by a censoring time $C$, which is dependent on $T$ (even after conditioning out the effects of the measured…

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