Bayesian semi‐parametric G‐computation for causal inference in a cohort study with MNAR dropout and death

Causal inference with observational longitudinal data and time‐varying exposures is often complicated by time‐dependent confounding and attrition. The G‐computation formula is one approach for estimating a causal effect in this setting. The parametric modelling approach typically used in practice relies on strong modelling assumptions for valid inference and moreover depends on an assumption of missing at random, which is not appropriate when the missingness is missing not at random (MNAR) or due to death. In this work we develop a flexible Bayesian semi‐parametric G‐computation approach for assessing the causal effect on the subpopulation that would survive irrespective of exposure, in a setting with MNAR dropout. The approach is to specify models for the observed data using Bayesian additive regression trees, and then, use assumptions with embedded sensitivity parameters to identify and estimate the causal effect. The proposed approach is motivated by a longitudinal cohort study on cognition, health and ageing and we apply our approach to study the effect of becoming a widow on memory. We also compare our approach to several standard methods.