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A goodness-of-fit test for structural nested mean models.

ABSTRACT: Coarse structural nested mean models are tools to estimate treatment effects from longitudinal observational data with time-dependent confounding. There is, however, no guidance on how to specify the treatment effect model, and model misspecification can lead to bias. We derive a goodness-of-fit test based on modified overidentification restrictions tests for evaluating a treatment effect model, and show that our test statistic is doubly-robust in the sense that, with a correct treatment effect model, the test has the correct type-I error if either the treatment initiation model or a nuisance regression outcome model is correctly specified. In a simulation study we show that the test has correct type-I error and can detect model misspecification. We use the test to study how the timing of antiretroviral treatment initiation after HIV infection predicts the effect of one year of treatment in HIV-positive patients with acute and early infection.

SUBMITTER: Yang S

PROVIDER: S-EPMC5152627 | biostudies-literature | 2016 Sep

REPOSITORIES: biostudies-literature

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A goodness-of-fit test for structural nested mean models.

Yang S S Lok J J JJ

Biometrika 20160725 3

Coarse structural nested mean models are tools to estimate treatment effects from longitudinal observational data with time-dependent confounding. There is, however, no guidance on how to specify the treatment effect model, and model misspecification can lead to bias. We derive a goodness-of-fit test based on modified overidentification restrictions tests for evaluating a treatment effect model, and show that our test statistic is doubly-robust in the sense that, with a correct treatment effect ...[more]

PMID: 27980344

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Project description:Occupancy modeling is important for exploring species distribution patterns and for conservation monitoring. Within this framework, explicit attention is given to species detection probabilities estimated from replicate surveys to sample units. A central assumption is that replicate surveys are independent Bernoulli trials, but this assumption becomes untenable when ecologists serially deploy remote cameras and acoustic recording devices over days and weeks to survey rare and elusive animals. Proposed solutions involve modifying the detection-level component of the model (e.g., first-order Markov covariate). Evaluating whether a model sufficiently accounts for correlation is imperative, but clear guidance for practitioners is lacking. Currently, an omnibus goodness-of-fit test using a chi-square discrepancy measure on unique detection histories is available for occupancy models (MacKenzie and Bailey, Journal of Agricultural, Biological, and Environmental Statistics, 9, 2004, 300; hereafter, MacKenzie-Bailey test). We propose a join count summary measure adapted from spatial statistics to directly assess correlation after fitting a model. We motivate our work with a dataset of multinight bat call recordings from a pilot study for the North American Bat Monitoring Program. We found in simulations that our join count test was more reliable than the MacKenzie-Bailey test for detecting inadequacy of a model that assumed independence, particularly when serial correlation was low to moderate. A model that included a Markov-structured detection-level covariate produced unbiased occupancy estimates except in the presence of strong serial correlation and a revisit design consisting only of temporal replicates. When applied to two common bat species, our approach illustrates that sophisticated models do not guarantee adequate fit to real data, underscoring the importance of model assessment. Our join count test provides a widely applicable goodness-of-fit test and specifically evaluates occupancy model lack of fit related to correlation among detections within a sample unit. Our diagnostic tool is available for practitioners that serially deploy survey equipment as a way to achieve cost savings.

Dataset Information

A goodness-of-fit test for structural nested mean models.

Publications

A goodness-of-fit test for structural nested mean models.

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