Instrumental variable estimation of complier causal treatment effect with interval-censored data

Assessing causal treatment effect on a time-to-event outcome is of key interest in many scientific investigations. Instrumental variable (IV) is a useful tool to mitigate the impact of endogenous treatment selection to attain unbiased estimation of causal treatment effect. Existing development of IV methodology, however, has not attended to outcomes subject to interval censoring, which are ubiquitously present in studies with intermittent follow-up but are challenging to handle in terms of both theory and computation. In this work, we fill in this important gap by studying a general class of causal semiparametric transformation models with interval-censored data. We propose a nonparametric maximum likelihood estimator of the complier causal treatment effect. Moreover, we design a reliable and computationally stable expectation–maximization (EM) algorithm, which has a tractable objective function in the maximization step via the use of Poisson latent variables. The asymptotic properties of the proposed estimators, including the consistency, asymptotic normality, and semiparametric efficiency, are established with empirical process techniques. We conduct extensive simulation studies and an application to a colorectal cancer screening data set, showing satisfactory finite-sample performance of the proposed method as well as its prominent advantages over naive methods.     

Estimating linear causality in the presence of latent variables

Learning causality from data is known as the causal discovery problem, and it is an important and relatively new field. In many applications, there often exist latent variables, if such latent variables are completely ignored, which can lead to the estimation results seriously biased. In this paper, a method of combining exploratory factor analysis and path analysis (EFA-PA) is proposed to infer the causality in the presence of latent variables. Our method expands latent variables as well as their linear causal relationships with observed variables, which enhances the accuracy of causal models. Such model can be thought of as the simplest possible causal models for continuous data. The EFA-PA is very similar to that of structural equation model, but the theoretical model established by the structural equation model needs to be modified in the process of data fitting until the ideal model is established.The model gained by EFA-PA not only avoids subjectivity but also reduces estimation complexity. It is found that the EFA-PA estimation model is superior to the other models. EFA-PA can provides a basis for the correct estimation of the causal relationship between the observed variables in the presence of latent variables. The experiment shows that EFA-PA is better than the structural equation model.     

Inverse‐probability‐of‐treatment weighted estimation of causal parameters in the presence of error‐contaminated and time‐dependent confounders

Inverse‐probability‐of‐treatment weighted (IPTW) estimation has been widely used to consistently estimate the causal parameters in marginal structural models, with time‐dependent confounding effects adjusted for. Just like other causal inference methods, the validity of IPTW estimation typically requires the crucial condition that all variables are precisely measured. However, this condition, is often violated in practice due to various reasons. It has been well documented that ignoring measurement error often leads to biased inference results. In this paper, we consider the IPTW estimation of the causal parameters in marginal structural models in the presence of error‐contaminated and time‐dependent confounders. We explore several methods to correct for the effects of measurement error on the estimation of causal parameters. Numerical studies are reported to assess the finite sample performance of the proposed methods.     

Compliance Mixture Modelling with a Zero‐Effect Complier Class and Missing Data

Summary Randomized experiments are the gold standard for evaluating proposed treatments. The intent to treat estimand measures the effect of treatment assignment, but not the effect of treatment if subjects take treatments to which they are not assigned. The desire to estimate the efficacy of the treatment in this case has been the impetus for a substantial literature on compliance over the last 15 years. In papers dealing with this issue, it is typically assumed there are different types of subjects, for example, those who will follow treatment assignment (compliers), and those who will always take a particular treatment irrespective of treatment assignment. The estimands of primary interest are the complier proportion and the complier average treatment effect (CACE). To estimate CACE, researchers have used various methods, for example, instrumental variables and parametric mixture models, treating compliers as a single class. However, it is often unreasonable to believe all compliers will be affected. This article therefore treats compliers as a mixture of two types, those belonging to a zero‐effect class, others to an effect class. Second, in most experiments, some subjects drop out or simply do not report the value of the outcome variable, and the failure to take into account missing data can lead to biased estimates of treatment effects. Recent work on compliance in randomized experiments has addressed this issue by assuming missing data are missing at random or latently ignorable. We extend this work to the case where compliers are a mixture of types and also examine alternative types of nonignorable missing data assumptions.     

Likelihood methods for treatment noncompliance and subsequent nonresponse in randomized trials

While several new methods that account for noncompliance or missing data in randomized trials have been proposed, the dual effects of noncompliance and nonresponse are rarely dealt with simultaneously. We construct a maximum likelihood estimator (MLE) of the causal effect of treatment assignment for a two-armed randomized trial assuming all-or-none treatment noncompliance and allowing for subsequent nonresponse. The EM algorithm is used for parameter estimation. Our likelihood procedure relies on a latent compliance state covariate that describes the behavior of a subject under all possible treatment assignments and characterizes the missing data mechanism as in Frangakis and Rubin (1999, Biometrika 86, 365-379). Using simulated data, we show that the MLE for normal outcomes compares favorably to the method-of-moments (MOM) and the standard intention-to-treat (ITT) estimators under (1) both normal and non-normal data, and (2) departures from the latent ignorability and compound exclusion restriction assumptions. We illustrate methods using data from a trial to compare the efficacy of two antipsychotics for adults with refractory schizophrenia.     

A Bayesian nonparametric model for zero‐inflated outcomes: Prediction,clustering, and causal estimation

Researchers are often interested in predicting outcomes, detecting distinct subgroups of their data, or estimating causal treatment effects. Pathological data distributions that exhibit skewness and zero‐inflation complicate these tasks—requiring highly flexible, data‐adaptive modeling. In this paper, we present a multipurpose Bayesian nonparametric model for continuous, zero‐inflated outcomes that simultaneously predicts structural zeros, captures skewness, and clusters patients with similar joint data distributions. The flexibility of our approach yields predictions that capture the joint data distribution better than commonly used zero‐inflated methods. Moreover, we demonstrate that our model can be coherently incorporated into a standardization procedure for computing causal effect estimates that are robust to such data pathologies. Uncertainty at all levels of this model flow through to the causal effect estimates of interest—allowing easy point estimation, interval estimation, and posterior predictive checks verifying positivity, a required causal identification assumption. Our simulation results show point estimates to have low bias and interval estimates to have close to nominal coverage under complicated data settings. Under simpler settings, these results hold while incurring lower efficiency loss than comparator methods. We use our proposed method to analyze zero‐inflated inpatient medical costs among endometrial cancer patients receiving either chemotherapy or radiation therapy in the SEER‐Medicare database.     

Predicting events in clinical trials using two time‐to‐event outcomes

In clinical trials with time‐to‐event outcomes, it is of interest to predict when a prespecified number of events can be reached. Interim analysis is conducted to estimate the underlying survival function. When another correlated time‐to‐event endpoint is available, both outcome variables can be used to improve estimation efficiency. In this paper, we propose to use the convolution of two time‐to‐event variables to estimate the survival function of interest. Propositions and examples are provided based on exponential models that accommodate possible change points. We further propose a new estimation equation about the expected time that exploits the relationship of two endpoints. Simulations and the analysis of real data show that the proposed methods with bivariate information yield significant improvement in prediction over that of the univariate method.     

Online nonlinear sequential Bayesian estimation of a biological wastewater treatment process

Online estimation of unknown state variables is a key component in the accurate modelling of biological wastewater treatment processes due to a lack of reliable online measurement systems. The extended Kalman filter (EKF) algorithm has been widely applied for wastewater treatment processes. However, the series approximations in the EKF algorithm are not valid, because biological wastewater treatment processes are highly nonlinear with a time-varying characteristic. This work proposes an alternative online estimation approach using the sequential Monte Carlo (SMC) methods for recursive online state estimation of a biological sequencing batch reactor for wastewater treatment. SMC is an algorithm that makes it possible to recursively construct the posterior probability density of the state variables, with respect to all available measurements, through a random exploration of the states by entities called ‘particle’. In this work, the simplified and modified Activated Sludge Model No. 3 with nonlinear biological kinetic models is used as a process model and formulated in a dynamic state-space model applied to the SMC method. The performance of the SMC method for online state estimation applied to a biological sequencing batch reactor with online and offline measured data is encouraging. The results indicate that the SMC method could emerge as a powerful tool for solving online state and parameter estimation problems without any model linearization or restrictive assumptions pertaining to the type of nonlinear models for biological wastewater treatment processes.     

Estimation and Inference for the Causal Effect of Receiving Treatment on a Multinomial Outcome: An Alternative Approach

Summary Recently, Cheng (2009 , Biometrics 65, 96–103) proposed a model for the causal effect of receiving treatment when there is all‐or‐none compliance in one randomization group, with maximum likelihood estimation based on convex programming. We discuss an alternative approach that involves a model for all‐or‐none compliance in two randomization groups and estimation via a perfect fit or an expectation–maximization algorithm for count data. We believe this approach is easier to implement, which would facilitate the reproduction of calculations.     

Nested Markov compliance class model in the presence of time-varying noncompliance

Summary .  We consider a Markov structure for partially unobserved time-varying compliance classes in the Imbens–Rubin (1997, The Annals of Statistics 25, 305–327) compliance model framework. The context is a longitudinal randomized intervention study where subjects are randomized once at baseline, outcomes and patient adherence are measured at multiple follow-ups, and patient adherence to their randomized treatment could vary over time. We propose a nested latent compliance class model where we use time-invariant subject-specific compliance principal strata to summarize longitudinal trends of subject-specific time-varying compliance patterns. The principal strata are formed using Markov models that relate current compliance behavior to compliance history. Treatment effects are estimated as intent-to-treat effects within the compliance principal strata.     

Identification of causal effects using instrumental variables in randomized trials with stochastic compliance

In randomized trials with imperfect compliance, it is sometimes recommended to supplement the intention‐to‐treat estimate with an instrumental variable (IV) estimate, which is consistent for the effect of treatment administration in those subjects who would get treated if randomized to treatment and would not get treated if randomized to control. The IV estimation however has been criticized for its reliance on simultaneous existence of complementary “fatalistic” compliance states. The objective of the present paper is to identify some sufficient conditions for consistent estimation of treatment effects in randomized trials with stochastic compliance. It is shown that in the stochastic framework, the classical IV estimator is generally inconsistent for the population‐averaged treatment effect. However, even under stochastic compliance, with certain common experimental designs the IV estimator and a simple alternative estimator can be used for consistent estimation of the effect of treatment administration in well‐defined and identifiable subsets of the study population.     

Methods for clustered encouragement design studies with noncompliance and missing data

Encouragement design studies are particularly useful for estimating the effect of an intervention that cannot itself be randomly administered to some and not to others. They require a randomly selected group receive extra encouragement to undertake the treatment of interest, where the encouragement typically takes the form of additional information or incentives. We consider a "clustered encouragement design" (CED), where the randomization is at the level of the clusters (e.g. physicians), but the compliance with assignment is at the level of the units (e.g. patients) within clusters. Noncompliance and missing data are particular problems in encouragement design studies, where encouragement to take the treatment, rather than the treatment itself, is randomized. The motivating study looks at whether computer-based care suggestions can improve patient outcomes in veterans with chronic heart failure. Since physician adherence has been inadequate, the original study focused on methods to improve physician adherence, although an equally important question is whether physician adherence improves patient outcomes. Here, we reanalyze the data to determine the effect of physician adherence on patient outcomes. We propose causal inference methodology for the effect of a treatment versus a control in a randomized CED study with all-or-none compliance at the unit level. These methods extend the current approaches to account for nonignorable missing data and use an alternative approach to inference using multiple imputation methods, which have been successfully applied to a wide variety of missing data problems and have recently been applied to the potential outcomes framework of causal inference (Taylor and Zhou, 2009b).     

Factor analytic models of clustered multivariate data with informative censoring

This article describes a general class of factor analytic models for the analysis of clustered multivariate data in the presence of informative missingness. We assume that there are distinct sets of cluster-level latent variables related to the primary outcomes and to the censoring process, and we account for dependency between these latent variables through a hierarchical model. A linear model is used to relate covariates and latent variables to the primary outcomes for each subunit. A generalized linear model accounts for covariate and latent variable effects on the probability of censoring for subunits within each cluster. The model accounts for correlation within clusters and within subunits through a flexible factor analytic framework that allows multiple latent variables and covariate effects on the latent variables. The structure of the model facilitates implementation of Markov chain Monte Carlo methods for posterior estimation. Data from a spermatotoxicity study are analyzed to illustrate the proposed approach.     

Multiple imputation for discrete data: Evaluation of the joint latent normal model

Missing data are ubiquitous in clinical and social research, and multiple imputation (MI) is increasingly the methodology of choice for practitioners. Two principal strategies for imputation have been proposed in the literature: joint modelling multiple imputation (JM‐MI) and full conditional specification multiple imputation (FCS‐MI). While JM‐MI is arguably a preferable approach, because it involves specification of an explicit imputation model, FCS‐MI is pragmatically appealing, because of its flexibility in handling different types of variables. JM‐MI has developed from the multivariate normal model, and latent normal variables have been proposed as a natural way to extend this model to handle categorical variables. In this article, we evaluate the latent normal model through an extensive simulation study and an application on data from the German Breast Cancer Study Group, comparing the results with FCS‐MI. We divide our investigation in four sections, focusing on (i) binary, (ii) categorical, (iii) ordinal, and (iv) count data. Using data simulated from both the latent normal model and the general location model, we find that in all but one extreme general location model setting JM‐MI works very well, and sometimes outperforms FCS‐MI. We conclude the latent normal model, implemented in the R package jomo , can be used with confidence by researchers, both for single and multilevel multiple imputation.     

Coherent modeling of longitudinal causal effects on binary outcomes

Analyses of biomedical studies often necessitate modeling longitudinal causal effects. The current focus on personalized medicine and effect heterogeneity makes this task even more challenging. Toward this end, structural nested mean models (SNMMs) are fundamental tools for studying heterogeneous treatment effects in longitudinal studies. However, when outcomes are binary, current methods for estimating multiplicative and additive SNMM parameters suffer from variation dependence between the causal parameters and the noncausal nuisance parameters. This leads to a series of difficulties in interpretation, estimation, and computation. These difficulties have hindered the uptake of SNMMs in biomedical practice, where binary outcomes are very common. We solve the variation dependence problem for the binary multiplicative SNMM via a reparameterization of the noncausal nuisance parameters. Our novel nuisance parameters are variation independent of the causal parameters, and hence allow for coherent modeling of heterogeneous effects from longitudinal studies with binary outcomes. Our parameterization also provides a key building block for flexible doubly robust estimation of the causal parameters. Along the way, we prove that an additive SNMM with binary outcomes does not admit a variation independent parameterization, thereby justifying the restriction to multiplicative SNMMs.     

Bayesian lasso for semiparametric structural equation models

There has been great interest in developing nonlinear structural equation models and associated statistical inference procedures, including estimation and model selection methods. In this paper a general semiparametric structural equation model (SSEM) is developed in which the structural equation is composed of nonparametric functions of exogenous latent variables and fixed covariates on a set of latent endogenous variables. A basis representation is used to approximate these nonparametric functions in the structural equation and the Bayesian Lasso method coupled with a Markov Chain Monte Carlo (MCMC) algorithm is used for simultaneous estimation and model selection. The proposed method is illustrated using a simulation study and data from the Affective Dynamics and Individual Differences (ADID) study. Results demonstrate that our method can accurately estimate the unknown parameters and correctly identify the true underlying model.     

Granger mediation analysis of multiple time series with an application to functional magnetic resonance imaging

This paper presents Granger mediation analysis, a new framework for causal mediation analysis of multiple time series. This framework is motivated by a functional magnetic resonance imaging (fMRI) experiment where we are interested in estimating the mediation effects between a randomized stimulus time series and brain activity time series from two brain regions. The independent observation assumption is thus unrealistic for this type of time‐series data. To address this challenge, our framework integrates two types of models: causal mediation analysis across the mediation variables, and vector autoregressive (VAR) models across the temporal observations. We use “Granger” to refer to VAR correlations modeled in this paper. We further extend this framework to handle multilevel data, in order to model individual variability and correlated errors between the mediator and the outcome variables. Using Rubin's potential outcome framework, we show that the causal mediation effects are identifiable under our time‐series model. We further develop computationally efficient algorithms to maximize our likelihood‐based estimation criteria. Simulation studies show that our method reduces the estimation bias and improves statistical power, compared with existing approaches. On a real fMRI data set, our approach quantifies the causal effects through a brain pathway, while capturing the dynamic dependence between two brain regions.     

Identification of causal effects with latent confounding and classical additive errors in treatment

In this paper, we discuss the identifiability and estimation of causal effects of a continuous treatment on a binary response when the treatment is measured with errors and there exists a latent categorical confounder associated with both treatment and response. Under some widely used parametric models, we first discuss the identifiability of the causal effects and then propose an approach for estimation and inference. Our approach can eliminate the biases induced by latent confounding and measurement errors by using only a single instrumental variable. Based on the identification results, we give guidelines for determining the existence of a latent categorical confounder and for selecting the number of levels of the latent confounder. We apply the proposed approach to a data set from the Framingham Heart Study to evaluate the effect of the systolic blood pressure on the coronary heart disease.     

Causal inference with outcomes truncated by death in multiarm studies

It is challenging to evaluate causal effects when the outcomes of interest suffer from truncation-by-death in many clinical studies; that is, outcomes cannot be observed if patients die before the time of measurement. To address this problem, it is common to consider average treatment effects by principal stratification, for which, the identifiability results and estimation methods with a binary treatment have been established in previous literature. However, in multiarm studies with more than two treatment options, estimation of causal effects becomes more complicated and requires additional techniques. In this article, we consider identification, estimation, and bounds of causal effects with multivalued ordinal treatments and the outcomes subject to truncation-by-death. We define causal parameters of interest in this setting and show that they are identifiable either using some auxiliary variable or based on linear model assumption. We then propose a semiparametric method for estimating the causal parameters and derive their asymptotic results. When the identification conditions are invalid, we derive sharp bounds of the causal effects by use of covariates adjustment. Simulation studies show good performance of the proposed estimator. We use the estimator to analyze the effects of a four-level chronic toxin on fetal developmental outcomes such as birth weight in rats and mice, with data from a developmental toxicity trial conducted by the National Toxicology Program. Data analyses demonstrate that a high dose of the toxin significantly reduces the weights of pups.     

Latent variable models for longitudinal data with multiple continuous outcomes

Multiple outcomes are often used to properly characterize an effect of interest. This paper proposes a latent variable model for the situation where repeated measures over time are obtained on each outcome. These outcomes are assumed to measure an underlying quantity of main interest from different perspectives. We relate the observed outcomes using regression models to a latent variable, which is then modeled as a function of covariates by a separate regression model. Random effects are used to model the correlation due to repeated measures of the observed outcomes and the latent variable. An EM algorithm is developed to obtain maximum likelihood estimates of model parameters. Unit-specific predictions of the latent variables are also calculated. This method is illustrated using data from a national panel study on changes in methadone treatment practices.