首页|存在非随机缺失数据的纵向数据中介分析

存在非随机缺失数据的纵向数据中介分析

扫码查看
纵向中介分析面临两个挑战:一是某个时刻的中介和结果会影响后续时刻的中介和结果,从而成为治疗后混淆因子(也被称作时变混淆因子);二是非随机缺失数据在纵向研究中很常见,如果没有处理好则会带来系统的中介效应估计偏差。目前没有文献考虑纵向中介分析同时出现治疗后混淆和非随机缺失数据的情形。为了填补这一空缺,基于潜在结果模型框架的理论,本文提出了纵向中介分析存在非随机缺失数据时因果效应的可识别性条件。开发了一种新的估计中介效应的统计程序,使用估计方程方法和多重插补处理缺失数据,并使用修正后的自然效应模型来估计中介效应。建立了所提出方法的大样本性质,并通过随机模拟和实际数据分析评估了新方法的有限样本表现。
Longitudinal Mediation Analysis with Missing Not at Random Data
Longitudinal mediation analysis suffers from at least two challenges.First,the mediators and outcome at a given time point affect those at later time points and they act as post-treatment confounders(or time-varying confounders).Second,Missing Not At Random(MNAR)data are commonly seen in longitudinal studies,which can lead to substantial systematic bias in the estimation of model parameters if not properly justified.To our knowledge,there is no literature simultaneously justifying time-varying confounders and MNAR data in longitudinal mediation analysis and we aimed to fill this gap.Based on potential outcome framework,we identified some regularity conditions for the identifiability of causal effects in longitudinal mediation analysis with MNAR data,and proposed a new statistical procedure based on estimating equations,multiple imputation and natural effect model to infer the causal effects.Large sample properties were established for the proposed method,and its finite sample performance was evaluated through simulations and real data analysis.

longitudinal mediation analysismissing not at randomtime-varying confoundersmultiple imputationnatural effect model

朱宇轩、张洪、赵赛骏

展开 >

中国科学技术大学 管理学院 统计与金融系,安徽 合肥 230026

纵向中介分析 非随机缺失 时变混淆因子 多重插补 自然效应模型

Natural Science Foundation of China

72091212

2024

复旦学报(自然科学版)
复旦大学

复旦学报(自然科学版)

CSTPCD北大核心
影响因子:0.388
ISSN:0427-7104
年,卷(期):2024.63(1)
  • 26