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Instrumental variable additive hazards models
Author(s) -
Li Jialiang,
Fine Jason,
Brookhart Alan
Publication year - 2015
Publication title -
biometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.298
H-Index - 130
eISSN - 1541-0420
pISSN - 0006-341X
DOI - 10.1111/biom.12244
Subject(s) - estimator , instrumental variable , confounding , proportional hazards model , hazard , econometrics , causal inference , computer science , statistics , estimation , additive model , mathematics , chemistry , organic chemistry , management , economics
Summary Instrumental variable (IV) methods are popular in non‐experimental studies to estimate the causal effects of medical interventions. These approaches allow for the consistent estimation of treatment effects even if important confounding factors are unobserved. Despite the increasing use of these methods, there have been few extensions of IV methods to censored data problems. In this article, we discuss challenges in applying IV techniques to the proportional hazards model and demonstrate the utility of the additive hazards formulation for IV analyses with censored data. Assuming linear structural equation models for the hazard function, we develop a closed‐form, two‐stage estimator for the causal effect in the additive hazard model. The methods permit both continuous and discrete exposures, and enable the estimation of causal relative survival measures. The asymptotic properties of the estimators are derived and the resulting inferences are shown to perform well in simulation studies and in an application to a data set on the effectiveness of a novel chemotherapeutic agent for colon cancer.

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