Within-Person Variability Score-Based Causal Inference: A Two-Step Estimation for Joint Effects of Time-Varying Treatments (2007.03973v3)

Abstract: Behavioral science researchers have shown strong interest in disaggregating within-person relations from between-person differences (stable traits) using longitudinal data. In this paper, we propose a method of within-person variability score-based causal inference for estimating joint effects of time-varying continuous treatments by effectively controlling for stable traits. After explaining the assumed data-generating process and providing formal definitions of stable trait factors, within-person variability scores, and joint effects of time-varying treatments at the within-person level, we introduce the proposed method, which consists of a two-step analysis. Within-person variability scores for each person, which are disaggregated from stable traits of that person, are first calculated using weights based on a best linear correlation preserving predictor through structural equation modeling (SEM). Causal parameters are then estimated via a potential outcome approach, either marginal structural models (MSMs) or structural nested mean models (SNMMs), using calculated within-person variability scores. Unlike the approach that relies entirely on SEM, the present method does not assume linearity for observed time-varying confounders at the within-person level. We emphasize the use of SNMMs with G-estimation because of its property of being doubly robust to model misspecifications in how observed time-varying confounders are functionally related with treatments/predictors and outcomes at the within-person level. Through simulation, we show that the proposed method can recover causal parameters well and that causal estimates might be severely biased if one does not properly account for stable traits. An empirical application using data regarding sleep habits and mental health status from the Tokyo Teen Cohort study is also provided.