Optimal Restricted Estimation for More Efficient Longitudinal Causal Inference
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Statistics Papers
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Subject
doubly robust
generalized method of moments
marginal structural model
semiparametric efficiency
structural nested model
time-varying confounding
Business
Business Analytics
Health Services Administration
Health Services Research
Medical Humanities
Statistics and Probability
generalized method of moments
marginal structural model
semiparametric efficiency
structural nested model
time-varying confounding
Business
Business Analytics
Health Services Administration
Health Services Research
Medical Humanities
Statistics and Probability
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Author
Kennedy, Edward H
Joffe, Marshall M
Small, Dylan S
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Abstract
Efficient semiparametric estimation of longitudinal causal effects is often analytically or computationally intractable. We propose a novel restricted estimation approach for increasing efficiency, which can be used with other techniques, is straightforward to implement, and requires no additional modeling assumptions.
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2015-02-01
Journal title
Statistics & Probability Letters