论文标题
仪器变量估计动态治疗对持续时间结果的影响
Instrumental variable estimation of dynamic treatment effects on a duration outcome
论文作者
论文摘要
本文考虑和估计时间z的因果效应，直到对受试者进行生存结果T进行处理。处理不会随机分配，t随机变量C随机审查c随机审查，治疗Z的时间是由min censection contim center z的时间（t，c）。内生性问题是使用仪器变量来处理的，该变量解释了Z，并且独立于模型的误差项。我们在完全非参数框架中研究识别。我们表明我们的规范会生成一个积分方程，其中感兴趣的回归函数是解决方案。我们提供依赖此标识方程的标识条件。出于估计目的，我们假设回归函数遵循参数模型。我们提出了一个估计程序，并给出估计器渐近正常的条件。估计器在模拟中表现出良好的有限样品特性。我们的方法用于寻找支持烧伤治疗的功效的证据。
This paper considers identification and estimation of the causal effect of the time Z until a subject is treated on a survival outcome T. The treatment is not randomly assigned, T is randomly right censored by a random variable C and the time to treatment Z is right censored by min(T,C). The endogeneity issue is treated using an instrumental variable explaining Z and independent of the error term of the model. We study identification in a fully nonparametric framework. We show that our specification generates an integral equation, of which the regression function of interest is a solution. We provide identification conditions that rely on this identification equation. For estimation purposes, we assume that the regression function follows a parametric model. We propose an estimation procedure and give conditions under which the estimator is asymptotically normal. The estimators exhibit good finite sample properties in simulations. Our methodology is applied to find evidence supporting the efficacy of a therapy for burn-out.
