Estimating Heterogenous Treatment Effects for Survival Data with Doubly Doubly Robust Estimator

Abstract: In this paper, we introduce a doubly doubly robust estimator for the average and heterogeneous treatment effect for left-truncated-right-censored (LTRC) survival data. In causal inference for survival functions in LTRC survival data, two missing data issues are noteworthy: one is the missing data of counterfactuals for causal inference, and the other is the missing data due to truncation and censoring. Based on previous research on non-parametric deep learning estimation in survival analysis, this paper proposes an algorithm to obtain an efficient estimate of the average and heterogeneous causal effect. We simulate the data and compare our methods with the marginal hazard ratio estimation, the naive plug-in estimation, and the doubly robust causal with Cox Proportional Hazard estimation and illustrate the advantages and disadvantages of the model application.