Computationally and statistically efficient estimation of time-smoothed counterfactual curves

Longitudinal causal inference is concerned with defining, identifying, and estimating the effect of a time-varying intervention on a time-varying outcome that is indexed by a follow-up time. In an observational study, Robins's generalized g-formula can identify causal effects induced by a broad class of time-varying interventions. Various methods for estimating the generalized g-formula have been posed for different outcome types, such as a failure event indicator by a specified time (e.g. mortality by 5 year follow-up), as well as continuous or dichotomous/multi-valued outcomes measures at a specified time (e.g. blood pressure in mmHg or an indicator of high blood pressure at 5-year follow-up). Multiply-robust, data-adaptive estimators leverage flexible nonparametric estimation algorithms while allowing for statistical inference. However, extant methods do not accommodate pooling estimation across time points when multiple outcomes are measured over time, which can lead to substantial loss of precision. We propose a novel multiply-robust estimator of the generalized g-formula that accommodates pooled estimation over numerous available outcome measures, which we refer to as time-smoothing. Our approach accommodates any intervention that can be described as a Longitudinal Modified Treatment Policy, a flexible class suitable for binary, multi-valued, and continuous longitudinal treatments. Our method produces an estimate of the effect curve: the causal effect of the intervention on the outcome at each measurement time, taking into account censoring and non-monotonic outcome missingness patterns. In simulations we find that the proposed algorithm outperforms extant multiply-robust approaches for effect curve estimation in scenarios with high degrees of outcome missingness and when there is low covariate overlap. We apply the method to study longitudinal effects of union membership on wages. The proposed estimator is available in the LMTP package at https://github.com/lmtp/tree/curve .