IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v82y2012i5p907-915.html
   My bibliography  Save this article

On parametrization, robustness and sensitivity analysis in a marginal structural Cox proportional hazards model for point exposure

Author

Listed:
  • Tchetgen Tchetgen, Eric J.
  • Robins, James

Abstract

In this paper, some new statistical methods are proposed, for making inferences about the parameter indexing a Cox proportional hazards marginal structural model for point exposure. Under the key assumption that unmeasured confounding is absent, we propose a new class of closed-form estimators that are doubly robust in the sense that they remain consistent and asymptotically normal for the effect of treatment provided the marginal structural model is correctly specified and, at least one of the following holds: (i) a model for the treatment assignment mechanism is correctly specified or, (ii) a model for part of the observed data likelihood not involving the treatment assignment mechanism is correctly specified. In order to ensure that condition (ii) provides a genuine opportunity for valid inference, we propose a new parametrization of the observed data law, that is congenial with the marginal proportional hazards assumption. In addition, because the assumption of no unmeasured confounding can seldom be established with certainty with observational data, a second contribution of the current paper is to propose a general framework for estimation without the assumption of no unmeasured confounding. For this purpose, a sensitivity analysis technique is developed, that allows an investigator to assess, under model (i), the extent to which unmeasured confounding may alter inferences about causal effects.

Suggested Citation

  • Tchetgen Tchetgen, Eric J. & Robins, James, 2012. "On parametrization, robustness and sensitivity analysis in a marginal structural Cox proportional hazards model for point exposure," Statistics & Probability Letters, Elsevier, vol. 82(5), pages 907-915.
    • Handle: RePEc:eee:stapro:v:82:y:2012:i:5:p:907-915
    DOI: 10.1016/j.spl.2012.01.019
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167715212000296
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spl.2012.01.019?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Tchetgen Tchetgen Eric J, 2011. "On Causal Mediation Analysis with a Survival Outcome," The International Journal of Biostatistics, De Gruyter, vol. 7(1), pages 1-38, September.
    2. Satten, Glen A. & Datta, Somnath & Robins, James, 2001. "Estimating the marginal survival function in the presence of time dependent covariates," Statistics & Probability Letters, Elsevier, vol. 54(4), pages 397-403, October.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Linbo Wang & Eric Tchetgen Tchetgen & Torben Martinussen & Stijn Vansteelandt, 2023. "Instrumental variable estimation of the causal hazard ratio," Biometrics, The International Biometric Society, vol. 79(2), pages 539-550, June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Maja Pohar Perme & Janez Stare & Jacques Estève, 2012. "On Estimation in Relative Survival," Biometrics, The International Biometric Society, vol. 68(1), pages 113-120, March.
    2. Wei Wang & Jeffrey M. Albert, 2017. "Causal mediation analysis for the Cox proportional hazards model with a smooth baseline hazard estimator," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 66(4), pages 741-757, August.
    3. Adriana Sudzinova & Jaroslav Rosenberger & Roy E. Stewart & Jitse P. Dijk & Sijmen A. Reijneveld, 2016. "Does poorer self-rated health mediate the effect of Roma ethnicity on mortality in patients with coronary artery disease after coronaro-angiography?," International Journal of Public Health, Springer;Swiss School of Public Health (SSPH+), vol. 61(3), pages 375-382, April.
    4. Subramanian, Sundarraman & Bandyopadhyay, Dipankar, 2010. "Doubly robust semiparametric estimation for the missing censoring indicator model," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 621-630, April.
    5. Pablo Gonzalez Ginestet & Ales Kotalik & David M. Vock & Julian Wolfson & Erin E. Gabriel, 2021. "Stacked inverse probability of censoring weighted bagging: A case study in the InfCareHIV Register," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(1), pages 51-65, January.
    6. Rubin Daniel B & van der Laan Mark J., 2008. "Empirical Efficiency Maximization: Improved Locally Efficient Covariate Adjustment in Randomized Experiments and Survival Analysis," The International Journal of Biostatistics, De Gruyter, vol. 4(1), pages 1-42, May.
    7. Richard J. Cook & Jerald F. Lawless, 2020. "Failure time studies with intermittent observation and losses to follow‐up," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(4), pages 1035-1063, December.
    8. Shen, Pao-sheng, 2010. "Semiparametric estimation of survival function when data are subject to dependent censoring and left truncation," Statistics & Probability Letters, Elsevier, vol. 80(3-4), pages 161-168, February.
    9. Fan, Jie & Datta, Somnath, 2011. "Fitting marginal accelerated failure time models to clustered survival data with potentially informative cluster size," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3295-3303, December.
    10. Somnath Datta & Glen A. Satten, 2002. "Estimation of Integrated Transition Hazards and Stage Occupation Probabilities for Non-Markov Systems Under Dependent Censoring," Biometrics, The International Biometric Society, vol. 58(4), pages 792-802, December.
    11. Datta, Somnath & Satten, Glen A., 2001. "Validity of the Aalen-Johansen estimators of stage occupation probabilities and Nelson-Aalen estimators of integrated transition hazards for non-Markov models," Statistics & Probability Letters, Elsevier, vol. 55(4), pages 403-411, December.
    12. Cheng Zheng & Xiao-Hua Zhou, 2017. "Causal mediation analysis on failure time outcome without sequential ignorability," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 23(4), pages 533-559, October.
    13. Yen‐Tsung Huang, 2021. "Causal mediation of semicompeting risks," Biometrics, The International Biometric Society, vol. 77(4), pages 1143-1154, December.
    14. Brent A. Johnson & Anastasios A. Tsiatis, 2004. "Estimating Mean Response as a Function of Treatment Duration in an Observational Study, Where Duration May Be Informatively Censored," Biometrics, The International Biometric Society, vol. 60(2), pages 315-323, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:82:y:2012:i:5:p:907-915. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.