Optimal restricted estimation for more efficient longitudinal causal inference

Edward H. Kennedy, Marshall M. Joffe and Dylan S. Small

Statistics & Probability Letters, 2015, vol. 97, issue C, 185-191

Abstract: Efficient semiparametric estimation of longitudinal causal effects is often analytically or computationally intractable. We propose a novel restricted estimation approach for increasing efficiency, which can be used with other techniques, is straightforward to implement, and requires no additional modeling assumptions.

Keywords: Doubly robust; Generalized method of moments; Marginal structural model; Semiparametric efficiency; Structural nested model; Time-varying confounding (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2014.11.022

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