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Articles 31 - 35 of 35

Full-Text Articles in Longitudinal Data Analysis and Time Series

Efficient Semiparametric Marginal Estimation For Longitudinal/Clustered Data, Naisyin Wang, Raymond J. Carroll, Xihong Lin Sep 2003

Efficient Semiparametric Marginal Estimation For Longitudinal/Clustered Data, Naisyin Wang, Raymond J. Carroll, Xihong Lin

The University of Michigan Department of Biostatistics Working Paper Series

We consider marginal generalized semiparametric partially linear models for clustered data. Lin and Carroll (2001a) derived the semiparametric efficinet score funtion for this problem in the mulitvariate Gaussian case, but they were unable to contruct a semiparametric efficient estimator that actually achieved the semiparametric information bound. We propose such an estimator here and generalize the work to marginal generalized partially liner models. Asymptotic relative efficincies of the estimation or throughout are investigated. The finite sample performance of these estimators is evaluated through simulations and illustrated using a longtiudinal CD4 count data set. Both theoretical and numerical results indicate that properly …


Locally Efficient Estimation Of Nonparametric Causal Effects On Mean Outcomes In Longitudinal Studies, Romain Neugebauer, Mark J. Van Der Laan Jul 2003

Locally Efficient Estimation Of Nonparametric Causal Effects On Mean Outcomes In Longitudinal Studies, Romain Neugebauer, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

Marginal Structural Models (MSM) have been introduced by Robins (1998a) as a powerful tool for causal inference as they directly model causal curves of interest, i.e. mean treatment-specific outcomes possibly adjusted for baseline covariates. Two estimators of the corresponding MSM parameters of interest have been proposed, see van der Laan and Robins (2002): the Inverse Probability of Treatment Weighted (IPTW) and the Double Robust (DR) estimators. A parametric MSM approach to causal inference has been favored since the introduction of MSM. It relies on correct specification of a parametric MSM to consistently estimate the parameter of interest using the IPTW …


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 …


Construction Of Counterfactuals And The G-Computation Formula, Zhuo Yu, Mark J. Van Der Laan Dec 2002

Construction Of Counterfactuals And The G-Computation Formula, Zhuo Yu, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

Robins' causal inference theory assumes existence of treatment specific counterfactual variables so that the observed data augmented by the counterfactual data will satisfy a consistency and a randomization assumption. Gill and Robins [2001] show that the consistency and randomization assumptions do not add any restrictions to the observed data distribution. In particular, they provide a construction of counterfactuals as a function of the observed data distribution. In this paper we provide a construction of counterfactuals as a function of the observed data itself. Our construction provides a new statistical tool for estimation of counterfactual distributions. Robins [1987b] shows that the …


Semiparametric Regression Analysis On Longitudinal Pattern Of Recurrent Gap Times, Ying Qing Chen, Mei-Cheng Wang, Yijian Huang Aug 2002

Semiparametric Regression Analysis On Longitudinal Pattern Of Recurrent Gap Times, Ying Qing Chen, Mei-Cheng Wang, Yijian Huang

U.C. Berkeley Division of Biostatistics Working Paper Series

In longitudinal studies, individual subjects may experience recurrent events of the same type over a relatively long period of time. The longitudinal pattern of the gaps between the successive recurrent events is often of great research interest. In this article, the probability structure of the recurrent gap times is first explored in the presence of censoring. According to the discovered structure, we introduce the proportional reverse-time hazards models with unspecified baseline functions to accommodate heterogeneous individual underlying distributions, when the ongitudinal pattern parameter is of main interest. Inference procedures are proposed and studied by way of proper riskset construction. The …