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A multiplicative structural nested mean model for zero-inflated outcomes

Miao Yu, Wenbin Lu, Shu Yang, and Pulak Ghosh
Journal Name
Biometrika
Journal Publication
others
Publication Year
2023
Journal Publications Functional Area
Decision Sciences
Publication Date
Vol.110(2), June 2023, Pg. 519-536
Abstract

Zero-inflated nonnegative outcomes are common in many applications. In this work, motivated by freemium mobile game data, we propose a class of multiplicative structural nested mean models for zero-inflated nonnegative outcomes which flexibly describes the joint effect of a sequence of treatments in the presence of time-varying confounders. The proposed estimator solves a doubly robust estimating equation, where the nuisance functions, namely the propensity score and conditional outcome means given confounders, are estimated parametrically or nonparametrically. To improve the accuracy, we leverage the characteristic of zero-inflated outcomes by estimating the conditional means in two parts, that is, separately modelling the probability of having positive outcomes given confounders, and the mean outcome conditional on its being positive and given the confounders. We show that the proposed estimator is consistent and asymptotically normal as either the sample size or the follow-up time goes to infinity. Moreover, the typical sandwich formula can be used to estimate the variance of treatment effect estimators consistently, without accounting for the variation due to estimating nuisance functions. Simulation studies and an application to a freemium mobile game dataset are presented to demonstrate the empirical performance of the proposed method and support our theoretical findings.

A multiplicative structural nested mean model for zero-inflated outcomes

Author(s) Name: Miao Yu, Wenbin Lu, Shu Yang, and Pulak Ghosh
Journal Name: Biometrika
Volume: Vol.110(2), June 2023, Pg. 519-536
Year of Publication: 2023
Abstract:

Zero-inflated nonnegative outcomes are common in many applications. In this work, motivated by freemium mobile game data, we propose a class of multiplicative structural nested mean models for zero-inflated nonnegative outcomes which flexibly describes the joint effect of a sequence of treatments in the presence of time-varying confounders. The proposed estimator solves a doubly robust estimating equation, where the nuisance functions, namely the propensity score and conditional outcome means given confounders, are estimated parametrically or nonparametrically. To improve the accuracy, we leverage the characteristic of zero-inflated outcomes by estimating the conditional means in two parts, that is, separately modelling the probability of having positive outcomes given confounders, and the mean outcome conditional on its being positive and given the confounders. We show that the proposed estimator is consistent and asymptotically normal as either the sample size or the follow-up time goes to infinity. Moreover, the typical sandwich formula can be used to estimate the variance of treatment effect estimators consistently, without accounting for the variation due to estimating nuisance functions. Simulation studies and an application to a freemium mobile game dataset are presented to demonstrate the empirical performance of the proposed method and support our theoretical findings.