A goodness-of-fit test for structural nested mean models
提出一种基于过度识别限制检验的拟合优度检验，用于评估结构嵌套均值模型中治疗效应模型的设定是否正确，该检验统计量具有双重稳健性。
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.