论文标题
依赖审查的仪器变量方法
An instrumental variable approach under dependent censoring
论文作者
论文摘要
本文考虑了推断可变$ z $的因果效应对相关审查的生存时间$ t $的问题。我们允许没有观察到的混杂变量,以便$ t $的回归模型的错误项与混杂的变量$ z $相关。此外,$ t $受依赖的审查。这意味着$ t $是由审查时间$ c $审核的,该$ c $取决于$ t $(即使在测定了测量的协变量的效果之后)。依靠仪器变量的控制功能方法被利用来解决混杂问题。此外,假设$ t $和$ c $遵循具有双变量高斯错误项和未指定的协方差矩阵的联合回归模型,以便可以灵活地处理依赖的检查。提供了可识别模型的条件,提出了两步估计程序,并表明所得估计量是一致的,并且渐近地正常。模拟用于确认估计程序的有效性和有限样本性能。最后,提出的方法用于估计职业培训计划对失业持续时间的因果影响。
This paper considers the problem of inferring the causal effect of a variable $Z$ on a dependently censored survival time $T$. We allow for unobserved confounding variables, such that the error term of the regression model for $T$ is correlated with the confounded variable $Z$. Moreover, $T$ is subject to dependent censoring. This means that $T$ is right censored by a censoring time $C$, which is dependent on $T$ (even after conditioning out the effects of the measured covariates). A control function approach, relying on an instrumental variable, is leveraged to tackle the confounding issue. Further, it is assumed that $T$ and $C$ follow a joint regression model with bivariate Gaussian error terms and an unspecified covariance matrix such that the dependent censoring can be handled in a flexible manner. Conditions under which the model is identifiable are given, a two-step estimation procedure is proposed, and it is shown that the resulting estimator is consistent and asymptotically normal. Simulations are used to confirm the validity and finite-sample performance of the estimation procedure. Finally, the proposed method is used to estimate the causal effect of job training programs on unemployment duration.