Primary Submission Category: Difference in Differences, Synthetic Control, Methods for Panel and Longitudinal Data
Proximal Causal Inference for Contemporaneous Treatment Effect Estimation in Time Series Data
Authors: Fanyu Cui, Charlotte Fowler, Xiaoxuan Cai, Jukka-Pekka Onnela, Justin T Baker, Linda Valeri,
Presenting Author: Fanyu Cui*
Unmeasured confounding challenges causal inference in intensive longitudinal studies, potentially biasing treatment effect estimates. The proximal causal inference (PCI) framework offers a promising approach to nonparametric identification using proxies or negative control variables in the presence of hidden confounding bias. While prior literature considers the joint effect of time-varying treatments, our work extends the framework to a time series setting to estimate the contemporaneous or lagged effect of time-varying treatments. We demonstrate that under traditional PCI assumptions, we can recover unbiased effect estimation in the presence of unmeasured confounding by leveraging the intensive longitudinal nature of time series data. Specifically, we develop identifiability conditions and show that past and future observations can be employed as natural proxies for unmeasured confounders. We further develop the bridge function required for valid proximal causal inference estimation along with asymptotic variance. Simulation studies illustrate our method’s validity and robustness to violation of certain PCI identification assumptions. We demonstrate the potential for studying socio-environmental exposure health effects applying our method to a smartphone study of bipolar patients. Our work contributes to the growing literature on PCI and provides a powerful tool for analyzing longitudinal data, including in observational mobile health research prone to confounding bias.