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Mean Models (mean + models)

Distribution by Scientific Domains
Mathematics and Statistics100%

Selected Abstracts

Structural Nested Mean Models for Assessing Time-Varying Effect Moderation

BIOMETRICS, Issue 1 2010
Daniel Almirall
Summary This article considers the problem of assessing causal effect moderation in longitudinal settings in which treatment (or exposure) is time varying and so are the covariates said to moderate its effect.,Intermediate causal effects,that describe time-varying causal effects of treatment conditional on past covariate history are introduced and considered as part of Robins' structural nested mean model. Two estimators of the intermediate causal effects, and their standard errors, are presented and discussed: The first is a proposed two-stage regression estimator. The second is Robins' G-estimator. The results of a small simulation study that begins to shed light on the small versus large sample performance of the estimators, and on the bias,variance trade-off between the two estimators are presented. The methodology is illustrated using longitudinal data from a depression study. [source]

Causal inference with generalized structural mean models

JOURNAL OF THE ROYAL STATISTICAL SOCIETY: SERIES B (STATISTICAL METHODOLOGY), Issue 4 2003
S. Vansteelandt
Summary., We estimate cause,effect relationships in empirical research where exposures are not completely controlled, as in observational studies or with patient non-compliance and self-selected treatment switches in randomized clinical trials. Additive and multiplicative structural mean models have proved useful for this but suffer from the classical limitations of linear and log-linear models when accommodating binary data. We propose the generalized structural mean model to overcome these limitations. This is a semiparametric two-stage model which extends the structural mean model to handle non-linear average exposure effects. The first-stage structural model describes the causal effect of received exposure by contrasting the means of observed and potential exposure-free outcomes in exposed subsets of the population. For identification of the structural parameters, a second stage ,nuisance' model is introduced. This takes the form of a classical association model for expected outcomes given observed exposure. Under the model, we derive estimating equations which yield consistent, asymptotically normal and efficient estimators of the structural effects. We examine their robustness to model misspecification and construct robust estimators in the absence of any exposure effect. The double-logistic structural mean model is developed in more detail to estimate the effect of observed exposure on the success of treatment in a randomized controlled blood pressure reduction trial with self-selected non-compliance. [source]

Partly Functional Temporal Process Regression with Semiparametric Profile Estimating Functions

BIOMETRICS, Issue 2 2009
Jun Yan
Summary Marginal mean models of temporal processes in event time data analysis are gaining more attention for their milder assumptions than the traditional intensity models. Recent work on fully functional temporal process regression (TPR) offers great flexibility by allowing all the regression coefficients to be nonparametrically time varying. The existing estimation procedure, however, prevents successive goodness-of-fit test for covariate coefficients in comparing a sequence of nested models. This article proposes a partly functional TPR model in the line of marginal mean models. Some covariate effects are time independent while others are completely unspecified in time. This class of models is very rich, including the fully functional model and the semiparametric model as special cases. To estimate the parameters, we propose semiparametric profile estimating equations, which are solved via an iterative algorithm, starting at a consistent estimate from a fully functional model in the existing work. No smoothing is needed, in contrast to other varying-coefficient methods. The weak convergence of the resultant estimators are developed using the empirical process theory. Successive tests of time-varying effects and backward model selection procedure can then be carried out. The practical usefulness of the methodology is demonstrated through a simulation study and a real example of recurrent exacerbation among cystic fibrosis patients. [source]