This article develops new closed-form variance expressions for power analyses for commonly used difference-in-differences (DID) and comparative interrupted time series (CITS) panel data estimators. The main contribution is to incorporate variation in treatment timing into the analysis. The power formulas also account for other key design features that arise in practice: autocorrelated errors, unequal measurement intervals, and clustering due to the unit of treatment assignment. We consider power formulas for both cross-sectional and longitudinal models and allow for covariates. An illustrative power analysis provides guidance on appropriate sample sizes. The key finding is that accounting for treatment timing increases required sample sizes. Further, DID estimators have considerably more power than standard CITS and ITS estimators. An available Shiny R dashboard performs the sample size calculations for the considered estimators.
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Motivated by investigating the relationship between progesterone and the days in a menstrual cycle in a longitudinal study, we propose a multi-kink quantile regression model for longitudinal data analysis. It relaxes the linearity condition and assumes different regression forms in different regions of the domain of the threshold covariate. In this paper, we first propose a multi-kink quantile regression for longitudinal data. Two estimation procedures are proposed to estimate the regression coefficients and the kink points locations: one is a computationally efficient profile estimator under the working independence framework while the other one considers the within-subject correlations by using the unbiased generalized estimation equation approach. The selection consistency of the number of kink points and the asymptotic normality of two proposed estimators are established. Secondly, we construct a rank score test based on partial subgradients for the existence of kink effect in longitudinal studies. Both the null distribution and the local alternative distribution of the test statistic have been derived. Simulation studies show that the proposed methods have excellent finite sample performance. In the application to the longitudinal progesterone data, we identify two kink points in the progesterone curves over different quantiles and observe that the progesterone level remains stable before the day of ovulation, then increases quickly in five to six days after ovulation and then changes to stable again or even drops slightly
Parkinson's disease (PD) is a chronic, degenerative neurological disorder. PD cannot be prevented, slowed or cured as of today but highly effective symptomatic treatments are available. We consider relevant estimands and treatment effect estimators for randomized trials of a novel treatment which aims to slow down disease progression versus placebo in early, untreated PD. A commonly used endpoint in PD trials is the MDS-Unified Parkinson's Disease Rating Scale (MDS-UPDRS), which is longitudinally assessed at scheduled visits. The most important intercurrent events (ICEs) which affect the interpretation of the MDS-UPDRS are study treatment discontinuations and initiations of symptomatic treatment. Different estimand strategies are discussed and hypothetical or treatment policy strategies, respectively, for different types of ICEs seem most appropriate in this context. Several estimators based on multiple imputation which target these estimands are proposed and compared in terms of bias, mean-squared error, and power in a simulation study. The investigated estimators include methods based on a missing-at-random (MAR) assumption, with and without the inclusion of time-varying ICE-indicators, as well as reference-based imputation methods. Simulation parameters are motivated by data analyses of a cohort study from the Parkinson's Progression Markers Initiative (PPMI).
Estimating individualized treatment effects (ITEs) from observational data is crucial for decision-making. In order to obtain unbiased ITE estimates, a common assumption is that all confounders are observed. However, in practice, it is unlikely that we observe these confounders directly. Instead, we often observe noisy measurements of true confounders, which can serve as valid proxies. In this paper, we address the problem of estimating ITE in the longitudinal setting where we observe noisy proxies instead of true confounders. To this end, we develop the Deconfounding Temporal Autoencoder, a novel method that leverages observed noisy proxies to learn a hidden embedding that reflects the true hidden confounders. In particular, the DTA combines a long short-term memory autoencoder with a causal regularization penalty that renders the potential outcomes and treatment assignment conditionally independent given the learned hidden embedding. Once the hidden embedding is learned via DTA, state-of-the-art outcome models can be used to control for it and obtain unbiased estimates of ITE. Using synthetic and real-world medical data, we demonstrate the effectiveness of our DTA by improving over state-of-the-art benchmarks by a substantial margin.
A numerical scheme is proposed for the simulation of reactive settling in sequencing batch reactors (SBRs) in wastewater treatment plants. Reactive settling is the process of sedimentation of flocculated particles (biomass; activated sludge) consisting of several material components that react with substrates dissolved in the fluid. An SBR is operated in cycles of consecutive fill, react, settle, draw and idle stages, which means that the volume in the tank varies and the surface moves with time. The process is modelled by a system of spatially one-dimensional, nonlinear, strongly degenerate parabolic convection-diffusion-reaction equations. This system is coupled via conditions of mass conservation to transport equations on a half line whose origin is located at a moving boundary and that models the effluent pipe. A finite-difference scheme is proved to satisfy an invariant-region property (in particular, it is positivity preserving) if executed in a simple splitting way. Simulations are presented with a modified variant of the established activated sludge model no.~1 (ASM1).
Accurate estimation of daily rainfall return levels associated with large return periods is needed for a number of hydrological planning purposes, including protective infrastructure, dams, and retention basins. This is especially relevant at small spatial scales. The ERA-5 reanalysis product provides seasonal daily precipitation over Europe on a 0.25 x 0.25 grid (about 27 x 27 km). This translates more than 20,000 land grid points and leads to models with a large number of parameters when estimating return levels. To bypass this abundance of parameters, we build on the regional frequency analysis (RFA), a well-known strategy in statistical hydrology. This approach consists in identifying homogeneous regions, by gathering locations with similar distributions of extremes up to a normalizing factor and developing sparse regional models. In particular, we propose a step-by-step blueprint that leverages a recently developed and fast clustering algorithm to infer return level estimates over large spatial domains. This enables us to produce maps of return level estimates of ERA-5 reanalysis daily precipitation over continental Europe for various return periods and seasons. We discuss limitations and practical challenges and also provide a git hub repository. We show that a relatively parsimonious model with only a spatially varying scale parameter can compete well against statistical models of higher complexity.
Dynamic treatment regimes (DTRs) consist of a sequence of decision rules, one per stage of intervention, that finds effective treatments for individual patients according to patient information history. DTRs can be estimated from models which include the interaction between treatment and a small number of covariates which are often chosen a priori. However, with increasingly large and complex data being collected, it is difficult to know which prognostic factors might be relevant in the treatment rule. Therefore, a more data-driven approach of selecting these covariates might improve the estimated decision rules and simplify models to make them easier to interpret. We propose a variable selection method for DTR estimation using penalized dynamic weighted least squares. Our method has the strong heredity property, that is, an interaction term can be included in the model only if the corresponding main terms have also been selected. Through simulations, we show our method has both the double robustness property and the oracle property, and the newly proposed methods compare favorably with other variable selection approaches.
Despite the recent progress in the field of causal inference, to date there is no agreed upon methodology to glean treatment effect estimation from observational data. The consequence on clinical practice is that, when lacking results from a randomized trial, medical personnel is left without guidance on what seems to be effective in a real-world scenario. This article proposes a pragmatic methodology to obtain preliminary but robust estimation of treatment effect from observational studies, to provide front-line clinicians with a degree of confidence in their treatment strategy. Our study design is applied to an open problem, the estimation of treatment effect of the proning maneuver on COVID-19 Intensive Care patients.
We propose a theoretical study of two realistic estimators of conditional distribution functions and conditional quantiles using random forests. The estimation process uses the bootstrap samples generated from the original dataset when constructing the forest. Bootstrap samples are reused to define the first estimator, while the second requires only the original sample, once the forest has been built. We prove that both proposed estimators of the conditional distribution functions are consistent uniformly a.s. To the best of our knowledge, it is the first proof of consistency including the bootstrap part. We also illustrate the estimation procedures on a numerical example.
We consider a randomized controlled trial between two groups. The objective is to identify a population with characteristics such that the test therapy is more effective than the control therapy. Such a population is called a subgroup. This identification can be made by estimating the treatment effect and identifying interactions between treatments and covariates. To date, many methods have been proposed to identify subgroups for a single outcome. There are also multiple outcomes, but they are difficult to interpret and cannot be applied to outcomes other than continuous values. In this paper, we propose a multivariate regression method that introduces latent variables to estimate the treatment effect on multiple outcomes simultaneously. The proposed method introduces latent variables and adds Lasso sparsity constraints to the estimated loadings to facilitate the interpretation of the relationship between outcomes and covariates. The framework of the generalized linear model makes it applicable to various types of outcomes. Interpretation of subgroups is made by visualizing treatment effects and latent variables. This allows us to identify subgroups with characteristics that make the test therapy more effective for multiple outcomes. Simulation and real data examples demonstrate the effectiveness of the proposed method.
This paper investigates the estimation and inference of the average treatment effect (ATE) using deep neural networks (DNNs) in the potential outcomes framework. Under some regularity conditions, the observed response can be formulated as the response of a mean regression problem with both the confounding variables and the treatment indicator as the independent variables. Using such formulation, we investigate two methods for ATE estimation and inference based on the estimated mean regression function via DNN regression using a specific network architecture. We show that both DNN estimates of ATE are consistent with dimension-free consistency rates under some assumptions on the underlying true mean regression model. Our model assumptions accommodate the potentially complicated dependence structure of the observed response on the covariates, including latent factors and nonlinear interactions between the treatment indicator and confounding variables. We also establish the asymptotic normality of our estimators based on the idea of sample splitting, ensuring precise inference and uncertainty quantification. Simulation studies and real data application justify our theoretical findings and support our DNN estimation and inference methods.
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