CAUSAL INFERENCE FOR CONTINUOUS-TIME PROCESSES WHEN COVARIATES ARE OBSERVED ONLY AT DISCRETE TIMES

Mingyuan Zhang1, Marshall M Joffe, Dylan S Small

  • 1University of Pennsylvania.

Annals of Statistics
|December 17, 2013
PubMed
Summary

This study addresses causal inference in longitudinal data, proposing a new "controlling-the-future" method for continuous-time processes. This method offers consistent estimation where discrete-time g-estimation may fail.

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