A causal proportional hazards estimator under homogeneous or heterogeneous selection in an IV setting

Ditte Nørbo Sørensen (), Torben Martinussen () and Eric Tchetgen Tchetgen ()
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Ditte Nørbo Sørensen: University of Copenhagen
Torben Martinussen: University of Copenhagen
Eric Tchetgen Tchetgen: Wharton, University of Pennsylvania

Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, 2019, vol. 25, issue 4, No 4, 639-659

Abstract: Abstract In this paper we present a framework to do estimation in a structural Cox model when there may be unobserved confounding. The model is phrased in terms of a selection bias function and a baseline model that describes how covariates affect the survival time in a scenario without exposure. In this way model congeniality is ensured. The method uses an instrumental variable. Interestingly, the formulated model turns out to have similarities to the so-called Cox–Aalen survival model for the observed data. We exploit this to enhance estimation of the unknown parameters. This also allows us to derive large sample properties of the proposed estimator.

Keywords: Causal effect; Structural Cox model; Instrumental variable; Treatment effect on the treated; Selection bias function (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10985-019-09476-y

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