Penalized G-estimation for effect modifier selection in a structural nested mean model for repeated outcomes.

Effect modification occurs when the impact of the treatment on an outcome varies based on the levels of other covariates known as effect modifiers. Modeling these effect differences is important for etiological goals and for purposes of optimizing treatment. Structural nested mean models (SNMMs) are useful causal models for estimating the potentially heterogeneous effect of a time-varying exposure on the mean of an outcome in the presence of time-varying confounding.

A determinant-based criterion for working correlation structure selection in generalized estimating equations.

In generalized estimating equations (GEE), the correlation between the repeated observations on a subject is specified with a working correlation matrix. Correct specification of the working correlation structure ensures efficient estimators of the regression coefficients. Among the criteria used, in practice, for selecting working correlation structure, Rotnitzky-Jewell, Quasi Information Criterion (QIC) and Correlation Information Criterion (CIC) are based on the fact that if the assumed working correlation structure is correct then the model-based (naive) and the sandwich (robust) covariance estimators of the regression coefficient estimators should be close to each other.