Structural Nested Mean Models Under Parallel Trends Assumptions Article Swipe
Zach Shahn
,
Oliver Dukes
,
David J. Richardson
,
Eric Tchetgen Tchetgen
,
James M. Robins
·
YOU?
·
· 2022
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.2204.10291
YOU?
·
· 2022
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.2204.10291
We link and extend two approaches to estimating time-varying treatment effects on repeated continuous outcomes--time-varying Difference in Differences (DiD; see Roth et al. (2023) and Chaisemartin et al. (2023) for reviews) and Structural Nested Mean Models (SNMMs; see Vansteelandt and Joffe (2014) for a review). In particular, we show that SNMMs, previously known to be nonparametrically identified under a no unobserved confounding assumption, are also identified under a conditional parallel trends assumption similar to those typically used to justify time-varying DiD methods (but more amenable to time-varying confounding). Because SNMMs model a broader set of causal estimands, our results allow practitioners of time-varying DiD approaches to address additional types of substantive questions under similar assumptions. SNMMs enable estimation of time-varying effect heterogeneity, lasting effects of a `blip' of treatment at a single time point, effects of sustained interventions (possibly on continuous or multi-dimensional treatments) when treatment repeatedly changes value in the data, controlled direct effects, effects of dynamic treatment strategies that depend on covariate history, and more. We provide a method for sensitivity analysis to violations of our parallel trends assumption. We further explain how to estimate optimal treatment regimes via optimal regime SNMMs under parallel trends assumptions plus an assumption that there is no effect modification by unobserved confounders. Finally, we illustrate our methods with real data applications estimating effects of Medicaid expansion on uninsurance rates, effects of floods on flood insurance take-up, and effects of sustained changes in temperature on crop yields.
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- Type
- preprint
- Language
- en
- Landing Page
- http://arxiv.org/abs/2204.10291
- https://arxiv.org/pdf/2204.10291
- OA Status
- green
- Cited By
- 2
- Related Works
- 10
- OpenAlex ID
- https://openalex.org/W4224223536
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https://openalex.org/W4224223536Canonical identifier for this work in OpenAlex
- DOI
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https://doi.org/10.48550/arxiv.2204.10291Digital Object Identifier
- Title
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Structural Nested Mean Models Under Parallel Trends AssumptionsWork title
- Type
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preprintOpenAlex work type
- Language
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enPrimary language
- Publication year
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2022Year of publication
- Publication date
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2022-04-21Full publication date if available
- Authors
-
Zach Shahn, Oliver Dukes, David J. Richardson, Eric Tchetgen Tchetgen, James M. RobinsList of authors in order
- Landing page
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https://arxiv.org/abs/2204.10291Publisher landing page
- PDF URL
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https://arxiv.org/pdf/2204.10291Direct link to full text PDF
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YesWhether a free full text is available
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greenOpen access status per OpenAlex
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https://arxiv.org/pdf/2204.10291Direct OA link when available
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Covariate, Econometrics, Categorical variable, Multiplicative function, Contrast (vision), Identification (biology), Random effects model, Statistics, Mathematics, Computer science, Medicine, Mathematical analysis, Artificial intelligence, Botany, Biology, Meta-analysis, Internal medicineTop concepts (fields/topics) attached by OpenAlex
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2Total citation count in OpenAlex
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10Other works algorithmically related by OpenAlex
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| abstract_inverted_index.further | 182 |
| abstract_inverted_index.justify | 78 |
| abstract_inverted_index.lasting | 122 |
| abstract_inverted_index.methods | 81, 214 |
| abstract_inverted_index.optimal | 187, 191 |
| abstract_inverted_index.provide | 168 |
| abstract_inverted_index.regimes | 189 |
| abstract_inverted_index.results | 98 |
| abstract_inverted_index.similar | 72, 113 |
| abstract_inverted_index.yields. | 243 |
| abstract_inverted_index.Finally, | 210 |
| abstract_inverted_index.Medicaid | 222 |
| abstract_inverted_index.amenable | 84 |
| abstract_inverted_index.analysis | 173 |
| abstract_inverted_index.effects, | 154 |
| abstract_inverted_index.estimate | 186 |
| abstract_inverted_index.history, | 164 |
| abstract_inverted_index.parallel | 69, 178, 195 |
| abstract_inverted_index.repeated | 12 |
| abstract_inverted_index.review). | 44 |
| abstract_inverted_index.reviews) | 30 |
| abstract_inverted_index.take-up, | 233 |
| abstract_inverted_index.(possibly | 138 |
| abstract_inverted_index.covariate | 163 |
| abstract_inverted_index.expansion | 223 |
| abstract_inverted_index.insurance | 232 |
| abstract_inverted_index.questions | 111 |
| abstract_inverted_index.sustained | 136, 237 |
| abstract_inverted_index.treatment | 9, 128, 145, 158, 188 |
| abstract_inverted_index.typically | 75 |
| abstract_inverted_index.Difference | 15 |
| abstract_inverted_index.Structural | 32 |
| abstract_inverted_index.additional | 107 |
| abstract_inverted_index.approaches | 5, 104 |
| abstract_inverted_index.assumption | 71, 200 |
| abstract_inverted_index.continuous | 13, 140 |
| abstract_inverted_index.controlled | 152 |
| abstract_inverted_index.estimands, | 96 |
| abstract_inverted_index.estimating | 7, 219 |
| abstract_inverted_index.estimation | 117 |
| abstract_inverted_index.identified | 56, 65 |
| abstract_inverted_index.illustrate | 212 |
| abstract_inverted_index.previously | 51 |
| abstract_inverted_index.repeatedly | 146 |
| abstract_inverted_index.strategies | 159 |
| abstract_inverted_index.unobserved | 60, 208 |
| abstract_inverted_index.violations | 175 |
| abstract_inverted_index.Differences | 17 |
| abstract_inverted_index.assumption, | 62 |
| abstract_inverted_index.assumption. | 180 |
| abstract_inverted_index.assumptions | 197 |
| abstract_inverted_index.conditional | 68 |
| abstract_inverted_index.confounding | 61 |
| abstract_inverted_index.particular, | 46 |
| abstract_inverted_index.sensitivity | 172 |
| abstract_inverted_index.substantive | 110 |
| abstract_inverted_index.temperature | 240 |
| abstract_inverted_index.treatments) | 143 |
| abstract_inverted_index.uninsurance | 225 |
| abstract_inverted_index.Chaisemartin | 25 |
| abstract_inverted_index.Vansteelandt | 38 |
| abstract_inverted_index.applications | 218 |
| abstract_inverted_index.assumptions. | 114 |
| abstract_inverted_index.confounders. | 209 |
| abstract_inverted_index.modification | 206 |
| abstract_inverted_index.time-varying | 8, 79, 86, 102, 119 |
| abstract_inverted_index.confounding). | 87 |
| abstract_inverted_index.interventions | 137 |
| abstract_inverted_index.practitioners | 100 |
| abstract_inverted_index.heterogeneity, | 121 |
| abstract_inverted_index.multi-dimensional | 142 |
| abstract_inverted_index.nonparametrically | 55 |
| abstract_inverted_index.outcomes--time-varying | 14 |
| cited_by_percentile_year | |
| countries_distinct_count | 0 |
| institutions_distinct_count | 5 |
| sustainable_development_goals[0].id | https://metadata.un.org/sdg/11 |
| sustainable_development_goals[0].score | 0.4699999988079071 |
| sustainable_development_goals[0].display_name | Sustainable cities and communities |
| citation_normalized_percentile |