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Machine Learning-Augmented Marginal Structural Model
The machine learning-augmented marginal structural model combines the causal rigour of Robins et al.'s MSM framework with flexible, data-adaptive ML algorithms for estimating propensity scores and outcome models. By replacing parametric nuisance models with ensemble learners or neural networks, ML-MSMs recover valid causal estimates under confounding without relying on correctly specified parametric forms.
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Machine Learning-Augmented Marginal Structural Model with Flexible Nuisance Estimation
Taksonomisk metoderegistrering · regression-model / causal-inference
- Robins, J. M., Hernan, M. A., & Brumback, B. (2000). Marginal structural models and causal inference in epidemiology. Epidemiology, 11(5), 550-560. · DOI 10.1097/00001648-200009000-00011
- Luedtke, A. R., & van der Laan, M. J. (2016). Statistical inference for the mean outcome under a possibly non-unique optimal treatment strategy. Annals of Statistics, 44(2), 713-742. · DOI 10.1214/15-AOS1384
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