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Double robust estimation

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Full-Text Articles in Longitudinal Data Analysis and Time Series

Estimation Of Direct And Indirect Causal Effects In Longitudinal Studies, Mark J. Van Der Laan, Maya L. Petersen Aug 2004

Estimation Of Direct And Indirect Causal Effects In Longitudinal Studies, Mark J. Van Der Laan, Maya L. Petersen

U.C. Berkeley Division of Biostatistics Working Paper Series

The causal effect of a treatment on an outcome is generally mediated by several intermediate variables. Estimation of the component of the causal effect of a treatment that is mediated by a given intermediate variable (the indirect effect of the treatment), and the component that is not mediated by that intermediate variable (the direct effect of the treatment) is often relevant to mechanistic understanding and to the design of clinical and public health interventions. Under the assumption of no-unmeasured confounders, Robins & Greenland (1992) and Pearl (2000), develop two identifiability results for direct and indirect causal effects. They define an …


Double Robust Estimation In Longitudinal Marginal Structural Models, Zhuo Yu, Mark J. Van Der Laan Jun 2003

Double Robust Estimation In Longitudinal Marginal Structural Models, Zhuo Yu, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

Consider estimation of causal parameters in a marginal structural model for the discrete intensity of the treatment specific counting process (e.g. hazard of a treatment specific survival time) based on longitudinal observational data on treatment, covariates and survival. We assume the sequential randomization assumption (SRA) on the treatment assignment mechanism and the so called experimental treatment assignment assumption which is needed to identify the causal parameters from the observed data distribution. Under SRA, the likelihood of the observed data structure factorizes in the auxiliary treatment mechanism and the partial likelihood consisting of the product over time of conditional distributions of …