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Soichiro Yamauchi (Harvard University), "Adjusting for Unmeasured Confounding in Marginal Structural Models with Propensity-Score Fixed Effects" (with Matthew Blackwell)
Marginal structural models are a popular tool for investigating the effects of time-varying treatments, but they require the assumption that there are no unobserved confounders between the treatment and outcome. With observational data, this assumption may be difficult to maintain, and in studies with panel data, many researchers use fixed effects models to purge the data of time-constant unmeasured confounding. Unfortunately, traditional linear fixed effects models are not suitable for marginal structural models, since they can only estimate lagged effects under implausible assumptions. To resolve this tension, we propose a novel inverse probability of treatment weighting estimator with propensity-score fixed effects to adjust for time-constant unmeasured confounding in marginal structural models. We show that, in spite of the incidental parameters problem, these estimators are consistent and asymptotically normal when the number of units and time periods grow at a similar rate. Unlike traditional fixed effect models, this approach works even when the outcome is only measured at a single point in time as is common in marginal structural models. We apply these methods to estimating the effect of negative advertising on the electoral success of candidates for statewide offices in the United States.
The Applied Statistics Workshop (Gov 3009) is a forum for graduate students, faculty, and visiting scholars to present and discuss methodological or empirical work in progress in an interdisciplinary setting. The workshop features a tour of Harvard's statistical innovations and applications with weekly stops in different fields and disciplines and includes occasional presentations by invited speakers. It is co-hosted by Harvard University's Department of Government and Institute for Quantitative Social Science (IQSS).
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