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Estimating the causal effect of treatment in observational studies with survival time end points and unmeasured confounding

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  • Jaeun Choi
  • A. James O'Malley

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  • Jaeun Choi & A. James O'Malley, 2017. "Estimating the causal effect of treatment in observational studies with survival time end points and unmeasured confounding," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 66(1), pages 159-185, January.
  • Handle: RePEc:bla:jorssc:v:66:y:2017:i:1:p:159-185
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    File URL: http://hdl.handle.net/10.1111/rssc.12158
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    References listed on IDEAS

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    1. Chernozhukov, Victor & Fernández-Val, Iván & Kowalski, Amanda E., 2015. "Quantile regression with censoring and endogeneity," Journal of Econometrics, Elsevier, vol. 186(1), pages 201-221.
    2. Bijwaard, G.E., 2002. "Instrumental variable estimation for duration data," Econometric Institute Research Papers EI 2002-39, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    3. Blundell, Richard & Powell, James L., 2007. "Censored regression quantiles with endogenous regressors," Journal of Econometrics, Elsevier, vol. 141(1), pages 65-83, November.
    4. T. Loeys & E. Goetghebeur, 2003. "A Causal Proportional Hazards Estimator for the Effect of Treatment Actually Received in a Randomized Trial with All-or-Nothing Compliance," Biometrics, The International Biometric Society, vol. 59(1), pages 100-105, March.
    5. Xiao Song & Ching-Yun Wang, 2014. "Proportional Hazards Model With Covariate Measurement Error and Instrumental Variables," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(508), pages 1636-1646, December.
    6. Jialiang Li & Jason Fine & Alan Brookhart, 2015. "Instrumental variable additive hazards models," Biometrics, The International Biometric Society, vol. 71(1), pages 122-130, March.
    7. Goldman D. P. & Bhattacharya J. & McCaffrey D. F. & Duan N. & Leibowitz A. A. & Joyce G. F. & Morton S. C., 2001. "Effect of Insurance on Mortality in an HIV-Positive Population in Care," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 883-894, September.
    8. Heckman, James J, 1978. "Dummy Endogenous Variables in a Simultaneous Equation System," Econometrica, Econometric Society, vol. 46(4), pages 931-959, July.
    9. Chib, Siddhartha & Hamilton, Barton H., 2000. "Bayesian analysis of cross-section and clustered data treatment models," Journal of Econometrics, Elsevier, vol. 97(1), pages 25-50, July.
    10. Terza, Joseph V. & Basu, Anirban & Rathouz, Paul J., 2008. "Two-stage residual inclusion estimation: Addressing endogeneity in health econometric modeling," Journal of Health Economics, Elsevier, vol. 27(3), pages 531-543, May.
    11. Peter Xue‐Kun Song, 2000. "Multivariate Dispersion Models Generated From Gaussian Copula," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 27(2), pages 305-320, June.
    12. Hui Nie & Jing Cheng & Dylan S. Small, 2011. "Inference for the Effect of Treatment on Survival Probability in Randomized Trials with Noncompliance and Administrative Censoring," Biometrics, The International Biometric Society, vol. 67(4), pages 1397-1405, December.
    13. Abbring, Jaap H & van den Berg, Gerard J, 2005. "Social experiments and intrumental variables with duration outcomes," Working Paper Series 2005:11, IFAU - Institute for Evaluation of Labour Market and Education Policy.
    14. Imbens, Guido W & Angrist, Joshua D, 1994. "Identification and Estimation of Local Average Treatment Effects," Econometrica, Econometric Society, vol. 62(2), pages 467-475, March.
    15. Brookhart M. Alan & Schneeweiss Sebastian, 2007. "Preference-Based Instrumental Variable Methods for the Estimation of Treatment Effects: Assessing Validity and Interpreting Results," The International Journal of Biostatistics, De Gruyter, vol. 3(1), pages 1-25, December.
    16. Chib, Siddhartha & Hamilton, Barton H., 2002. "Semiparametric Bayes analysis of longitudinal data treatment models," Journal of Econometrics, Elsevier, vol. 110(1), pages 67-89, September.
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    Cited by:

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    2. Linbo Wang & Eric Tchetgen Tchetgen & Torben Martinussen & Stijn Vansteelandt, 2023. "Instrumental variable estimation of the causal hazard ratio," Biometrics, The International Biometric Society, vol. 79(2), pages 539-550, June.

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