A Semiparametric Bayesian Method for Instrumental Variable Analysis with Partly Interval-Censored Time-to-Event Outcome
This paper develops a semiparametric Bayesian instrumental variable analysis method for estimating the causal effect of an endogenous variable when dealing with unobserved confounders and measurement errors with partly interval-censored time-to-event data, where event times are observed exactly for some subjects but left-censored, right-censored, or interval-censored for others. Our method is based on a two-stage Dirichlet process mixture instrumental variable (DPMIV) model which simultaneously models the first-stage random error term for the exposure variable and the second-stage random error term for the time-to-event outcome using a bivariate Gaussian mixture of the Dirichlet process (DPM) model. The DPM model can be broadly understood as a mixture model with an unspecified number of Gaussian components, which relaxes the normal error assumptions and allows the number of mixture components to be determined by the data. We develop an MCMC algorithm for the DPMIV model tailored for partly interval-censored data and conduct extensive simulations to assess the performance of our DPMIV method in comparison with some competing methods. Our simulations revealed that our proposed method is robust under different error distributions and can have superior performance over its parametric counterpart under various scenarios. We further demonstrate the effectiveness of our approach on an UK Biobank data to investigate the causal effect of systolic blood pressure on time-to-development of cardiovascular disease from the onset of diabetes mellitus.
Code (0)
등록된 구현이 없습니다.
Similar Papers 제목 키워드 기반
Partly Linear Instrumental Variables Regressions without Smoothing on the Instruments
We consider a semiparametric partly linear model identified by instrumental variables. We propose an estimation method that does not smooth on the instruments and we extend the Landweber-Fridman regularization scheme to …
Instrumental variable estimation of the proportional hazards model by presmoothing
We consider instrumental variable estimation of the proportional hazards model of Cox (1972). The instrument and the endogenous variable are discrete but there can be (possibly continuous) exogenous covariables. By makin…
quantile regressionregressionNonparametric Instrumental Variable Analysis Without Structural Equations: Debiased Inference on Functionals of Inverse Problems with No Solutions
We consider debiased inference on finite-dimensional functionals of infinite-dimensional least-squares solutions to inverse problems as a way to avoid having to assume exact solutions exist. Such assumptions are substant…
Identification and Debiased Learning of Causal Effects with General Instrumental Variables
Instrumental variable methods are fundamental to causal inference when treatment assignment is confounded by unobserved variables. In this article, we develop a general nonparametric causal framework for identification a…
Causal InferenceOptimal Categorical Instrumental Variables
This paper discusses estimation with a categorical instrumental variable in settings with potentially few observations per category. The proposed categorical instrumental variable estimator (CIV) leverages a regularizati…