Causal Inference in Threshold Regression and the Neural Network Extension (TRNN)

Yiming Chen, Paul J. Smith and Mei-Ling Ting Lee ()
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Yiming Chen: Department of Epidemiology and Biostatistics, University of Maryland, College Park, MD 20742, USA
Paul J. Smith: Department of Mathematics, University of Maryland, College Park, MD 20742, USA
Mei-Ling Ting Lee: Department of Epidemiology and Biostatistics, University of Maryland, College Park, MD 20742, USA

Stats, 2023, vol. 6, issue 2, 1-24

Abstract: The first-hitting-time based model conceptualizes a random process for subjects’ latent health status. The time-to-event outcome is modeled as the first hitting time of the random process to a pre-specified threshold. Threshold regression with linear predictors has numerous benefits in causal survival analysis, such as the estimators’ collapsibility. We propose a neural network extension of the first-hitting-time based threshold regression model. With the flexibility of neural networks, the extended threshold regression model can efficiently capture complex relationships among predictors and underlying health processes while providing clinically meaningful interpretations, and also tackle the challenge of high-dimensional inputs. The proposed neural network extended threshold regression model can further be applied in causal survival analysis, such as performing as the Q-model in G-computation. More efficient causal estimations are expected given the algorithm’s robustness. Simulations were conducted to validate estimator collapsibility and threshold regression G-computation. The performance of the neural network extended threshold regression model is also illustrated by using simulated and real high-dimensional data from an observational study.

Keywords: first-hitting-time; G-computation; machine learning; high-dimensional data (search for similar items in EconPapers)
JEL-codes: C1 C10 C11 C14 C15 C16 (search for similar items in EconPapers)
Date: 2023
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