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Longitudinal Data Analysis and Time Series

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Full-Text Articles in Statistical Models

Causal Inference In Longitudinal Studies With History-Restricted Marginal Structural Models, Romain Neugebauer, Mark J. Van Der Laan, Ira B. Tager Apr 2005

Causal Inference In Longitudinal Studies With History-Restricted Marginal Structural Models, Romain Neugebauer, Mark J. Van Der Laan, Ira B. Tager

U.C. Berkeley Division of Biostatistics Working Paper Series

Causal Inference based on Marginal Structural Models (MSMs) is particularly attractive to subject-matter investigators because MSM parameters provide explicit representations of causal effects. We introduce History-Restricted Marginal Structural Models (HRMSMs) for longitudinal data for the purpose of defining causal parameters which may often be better suited for Public Health research. This new class of MSMs allows investigators to analyze the causal effect of a treatment on an outcome based on a fixed, shorter and user-specified history of exposure compared to MSMs. By default, the latter represents the treatment causal effect of interest based on a treatment history defined by the …


Comparison Of The Inverse Probability Of Treatment Weighted (Iptw) Estimator With A Naïve Estimator In The Analysis Of Longitudinal Data With Time-Dependent Confounding: A Simulation Study, Thaddeus Haight, Romain Neugebauer, Ira B. Tager, Mark J. Van Der Laan Dec 2003

Comparison Of The Inverse Probability Of Treatment Weighted (Iptw) Estimator With A Naïve Estimator In The Analysis Of Longitudinal Data With Time-Dependent Confounding: A Simulation Study, Thaddeus Haight, Romain Neugebauer, Ira B. Tager, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

A simulation study was conducted to compare estimates from a naïve estimator, using standard conditional regression, and an IPTW (Inverse Probability of Treatment Weighted) estimator, to true causal parameters for a given MSM (Marginal Structural Model). The study was extracted from a larger epidemiological study (Longitudinal Study of Effects of Physical Activity and Body Composition on Functional Limitation in the Elderly, by Tager et. al [accepted, Epidemiology, September 2003]), which examined the causal effects of physical activity and body composition on functional limitation. The simulation emulated the larger study in terms of the exposure and outcome variables of interest-- physical …