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Full-Text Articles in Physical Sciences and Mathematics

Causal Mediation In A Survival Setting With Time-Dependent Mediators, Wenjing Zheng, Mark J. Van Der Laan Dec 2013

Causal Mediation In A Survival Setting With Time-Dependent Mediators, Wenjing Zheng, Mark J. Van Der Laan

Wenjing Zheng

The effect of an expsore on an outcome of interest is often mediated by intermediate variables. The goal of causal mediation analysis is to evaluate the role of these intermediate variables (mediators) in the causal effect of the exposure on the outcome. In this paper, we consider causal mediation of a baseline exposure on a survival (or time-to-event) outcome, when the mediator is time-dependent. The challenge in this setting lies in that the event process takes places jointly with the mediator process; in particular, the length of the mediator history depends on the survival time. As a result, we argue …


Targeted Maximum Likelihood Estimation Of Natural Direct Effect, Wenjing Zheng, Mark Van Der Laan Dec 2013

Targeted Maximum Likelihood Estimation Of Natural Direct Effect, Wenjing Zheng, Mark Van Der Laan

Wenjing Zheng

In many causal inference problems, one is interested in the direct causal effect of an exposure on an outcome of interest that is not mediated by certain intermediate variables. Robins and Greenland (1992) and Pearl (2000) formalized the definition of two types of direct effects (natural and controlled) under the counterfactual framework. Since then, identifiability conditions for these effects have been studied extensively. By contrast, considerably fewer efforts have been invested in the estimation problem of the natural direct effect. In this article, we propose a semiparametric efficient, multiply robust estimator for the natural direct effect of a binary treatment …


Estimating The Effect Of A Community-Based Intervention With Two Communities, Mark Van Der Laan, Maya Petersen, Wenjing Zheng May 2013

Estimating The Effect Of A Community-Based Intervention With Two Communities, Mark Van Der Laan, Maya Petersen, Wenjing Zheng

Wenjing Zheng

Due to the need to evaluate the effectiveness of community-based programs in practice, there is substantial interest in methods to estimate the causal effects of community-level treatments or exposures on individual level outcomes. The challenge one is confronted with is that different communities have different environmental factors affecting the individual outcomes, and all individuals in a community share the same environment and intervention. In practice, data are often available from only a small number of communities, making it difficult if not impossible to adjust for these environmental confounders. In this paper we consider an extreme version of this dilemma, in …


Penalized Regression Procedures For Variable Selection In The Potential Outcomes Framework, Debashis Ghosh, Yeying Zhu, Donna L. Coffman Jan 2013

Penalized Regression Procedures For Variable Selection In The Potential Outcomes Framework, Debashis Ghosh, Yeying Zhu, Donna L. Coffman

Debashis Ghosh

A recent topic of much interest in causal inference is model selection. In this article, we describe a framework in which to consider penalized regression approaches to variable selection for causal effects. The framework leads to a simple `impute, then select' class of procedures that is agnostic to the type of imputation algorithm as well as penalized regression used. It also clarifies how model selection involves a multivariate regression model, and that these methods can be applied for identifying subgroups in which treatment effects are homogeneous. Analogies and links with the literature on machine learning methods, missing data and imputation …


A Data-Adaptive Strategy For Inverse Weighted Estimation Of Causal Effects, Yeying Zhu, Debashis Ghosh, Bhramar Mukherjee, Nandita Mitra Jan 2013

A Data-Adaptive Strategy For Inverse Weighted Estimation Of Causal Effects, Yeying Zhu, Debashis Ghosh, Bhramar Mukherjee, Nandita Mitra

Debashis Ghosh

In most nonrandomized observational studies, differences between treatment groups may arise not only due to the treatment but also because of the effect of confounders. Therefore, causal inference regarding the treatment effect is not as straightforward as in a randomized trial. To adjust for confounding due to measured covariates, the average treatment effect is often estimated by using propensity scores. In this article, we focus on the use of inverse probability weighted (IPW) estimation methods. Typically, propensity scores are estimated by logistic regression. More recent suggestions have been to employ nonparametric classification algorithms from machine learning. In this article, we …


Predictive Accuracy Of Risk Factors And Markers: A Simulation Study Of The Effect Of Novel Markers On Different Performance Measures For Logistic Regression Models, Peter C. Austin Jan 2013

Predictive Accuracy Of Risk Factors And Markers: A Simulation Study Of The Effect Of Novel Markers On Different Performance Measures For Logistic Regression Models, Peter C. Austin

Peter Austin

The change in c-statistic is frequently used to summarize the change in predictive accuracy when a novel risk factor is added to an existing logistic regression model. We explored the relationship between the absolute change in the c-statistic, Brier score, generalized R(2) , and the discrimination slope when a risk factor was added to an existing model in an extensive set of Monte Carlo simulations. The increase in model accuracy due to the inclusion of a novel marker was proportional to both the prevalence of the marker and to the odds ratio relating the marker to the outcome but inversely …


An Overview Of Targeted Maximum Likelihood Estimation, Susan Gruber Dec 2012

An Overview Of Targeted Maximum Likelihood Estimation, Susan Gruber

Susan Gruber

These slides provide an introduction to targeted maximum likelihood estimation in a point treatment setting.


Methods For Evaluating Prediction Performance Of Biomarkers And Tests, Margaret S. Pepe Phd, Holly Janes Phd Dec 2012

Methods For Evaluating Prediction Performance Of Biomarkers And Tests, Margaret S. Pepe Phd, Holly Janes Phd

Margaret S Pepe PhD

This chapter describes and critiques methods for evaluating the performance of markers to predict risk of a current or future clinical outcome. We consider three criteria that are important for evaluating a risk model: calibration, benefit for decision making and accurate classification. We also describe and discuss a variety of summary measures in common use for quantifying predictive information such as the area under the ROC curve and R-squared. The roles and problems with recently proposed risk reclassification approaches are discussed in detail.