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Electronic Journal of Statistics
Article . 2024 . Peer-reviewed
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zbMATH Open
Article . 2024
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https://dx.doi.org/10.48550/ar...
Article . 2022
License: CC BY NC ND
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Structural mean models for instrumented difference-in-differences

Authors: Vo, Tat-Thang; Ye, Ting; Ertefaie, Ashkan; Roy, Samrat; Flory, James; Hennessy, Sean; Vansteelandt, Stijn; +1 Authors

Structural mean models for instrumented difference-in-differences

Abstract

In the standard difference-in-differences research design, the parallel trends assumption may be violated when the relationship between the exposure trend and the outcome trend is confounded by unmeasured confounders. Progress can be made if there is an exogenous variable that (i) does not directly influence the change in outcome means (i.e. the outcome trend) except through influencing the change in exposure means (i.e. the exposure trend), and (ii) is not related to the unmeasured exposure - outcome confounders on the trend scale. Such exogenous variable is called an instrument for difference-in-differences. For continuous outcomes that lend themselves to linear modelling, so-called instrumented difference-in-differences methods have been proposed. In this paper, we will suggest novel multiplicative structural mean models for instrumented difference-in-differences, which allow one to identify and estimate the average treatment effect on count and rare binary outcomes, in the whole population or among the treated, when a valid instrument for difference-in-differences is available. We discuss the identifiability of these models, then develop efficient semi-parametric estimation approaches that allow the use of flexible, data-adaptive or machine learning methods to estimate the nuisance parameters. We apply our proposal on health care data to investigate the risk of moderate to severe weight gain under sulfonylurea treatment compared to metformin treatment, among new users of antihyperglycemic drugs.

Country
Belgium
Keywords

FOS: Computer and information sciences, Difference-in-differences, Statistics, Game theory, economics, finance, and other social and behavioral sciences, PHARMACOEPIDEMIOLOGY, instrumental variable, Methodology (stat.ME), DOUBLY ROBUST ESTIMATION, Mathematics and Statistics, RATIO, CAUSAL INFERENCE, difference-in-differences, Medicine and Health Sciences, semi-parametric theory, NONCOMPLIANCE, Statistics - Methodology

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
Green
gold