Papers › Semiparametric estimation of structural failure time model in continuous-time processes
Semiparametric estimation of structural failure time model in continuous-time processes
Shu Yang, Karen Pieper, Frank Cools
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Structural failure time models are causal models for estimating the effect of time-varying treatments on a survival outcome. G-estimation and artificial censoring have been proposed to estimate the model parameters in the presence of time-dependent confounding and administrative censoring. However, most of existing methods require manually preprocessing data into regularly spaced data, which may invalidate the subsequent causal analysis. Moreover, the computation and inference are challenging due to the non-smoothness of artificial censoring. We propose a class of continuous-time structural failure time models, which respects the continuous time nature of the underlying data processes. Under a martingale condition of no unmeasured confounding, we show that the model parameters are identifiable from potentially infinite estimating equations. Using the semiparametric efficiency theory, we derive the first semiparametric doubly robust estimators, in the sense that the estimators are consistent if either the treatment process model or the failure time model is correctly specified, but not necessarily both. Moreover, we propose using inverse probability of censoring weighting to deal with dependent censoring. In contrast to artificial censoring, our weighting strategy does not introduce non-smoothness in estimation and ensures that the resampling methods can be used to make inference.
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