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November 2014 Structural Nested Models and G-estimation: The Partially Realized Promise
Stijn Vansteelandt, Marshall Joffe
Statist. Sci. 29(4): 707-731 (November 2014). DOI: 10.1214/14-STS493


Structural nested models (SNMs) and the associated method of G-estimation were first proposed by James Robins over two decades ago as approaches to modeling and estimating the joint effects of a sequence of treatments or exposures. The models and estimation methods have since been extended to dealing with a broader series of problems, and have considerable advantages over the other methods developed for estimating such joint effects. Despite these advantages, the application of these methods in applied research has been relatively infrequent; we view this as unfortunate. To remedy this, we provide an overview of the models and estimation methods as developed, primarily by Robins, over the years. We provide insight into their advantages over other methods, and consider some possible reasons for failure of the methods to be more broadly adopted, as well as possible remedies. Finally, we consider several extensions of the standard models and estimation methods.


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Stijn Vansteelandt. Marshall Joffe. "Structural Nested Models and G-estimation: The Partially Realized Promise." Statist. Sci. 29 (4) 707 - 731, November 2014.


Published: November 2014
First available in Project Euclid: 15 January 2015

zbMATH: 1331.62208
MathSciNet: MR3300367
Digital Object Identifier: 10.1214/14-STS493

Rights: Copyright © 2014 Institute of Mathematical Statistics


Vol.29 • No. 4 • November 2014
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