A martingale approach to continuous-time marginal structural models
نویسندگان
چکیده
منابع مشابه
A Martingale Approach to Continuous Time Marginal Structural Models
Marginal structural models were introduced in order to provide estimates of causal effects from interventions based on observational studies in epidemiological research. We present a variant of the marginal structural strategy in continuous time using martingale theory and marked point processes. This offers a mathematical interpretation of marginal structural models that has not been available...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2011
ISSN: 1350-7265
DOI: 10.3150/10-bej303