Applying Kalman filtering to problems in causal inference
Sepideh Farsinezhad · Jan 27, 2012
Date: 2012-01-27 Time: 15:30-16:30 Location: BURN 1205 Abstract: A common problem in observational studies is estimating the causal effect of time-varying treatment in the presence of a time varying confounder. When random assignment of subjects to comparison groups is not possible, time-varying confounders can cause bias in estimating causal effects even after standard regression adjustment if past treatment history is a predictor of future confounders. To eliminate the bias of standard methods for estimating the causal effect of time varying treatment, Robins developed a number of innovative methods for discrete treatment levels, including G-computation, G-estimation, and marginal structural models (MSMs).