Quetelet Seminar
- When
- 10-05-2022 from 11:30 to 12:30
- Where
- zoom
- Language
- Dutch
- Organizer
- Jan De Neve
- Contact
- jan.deneve@ugent.be
Instrumental variable estimation of dynamic treatment effects on a survival outcome
Abstract:
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.
Zoom link
Topic: Quetelet Seminar Jad Beyhum
Time: May 10, 2022 11:30 AM Brussels
Join Zoom Meeting
https://ugent-be.zoom.us/j/94112422203?pwd=OWNtc0RRcUt4U0l5SkE3VktnL3pYZz09
Meeting ID: 941 1242 2203
Passcode: nfm8HaRY