Estimate Time-Varying Exposure Effects via Ensemble Learning-based Marginal Structural Model with Application to Adolescent Cognitive Development Study

📅 2025-10-17
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Estimating causal effects of time-varying exposures (e.g., adolescent sleep deprivation) in longitudinal studies is challenged by model misspecification and bias due to high-dimensional, nonlinear time-varying confounders. To address this, we propose Marginal Structural Models via Ensemble learning (MASE), a novel framework that jointly models propensity scores and conditional mean sequences using an ensemble of machine learning algorithms, enabling robust adjustment for hundreds of dynamic confounders. MASE integrates inverse-probability weighting, G-computation, and targeted maximum likelihood estimation. Simulation studies demonstrate that MASE substantially reduces estimation bias, improves confidence interval coverage, and enhances statistical power compared to conventional methods. Empirical analysis reveals a significant cumulative negative effect of sleep deprivation on adolescent cognitive development. The proposed framework provides a scalable, model-robust tool for complex longitudinal causal inference.

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📝 Abstract
Evaluating the effects of time-varying exposures is essential for longitudinal studies. The effect estimation becomes increasingly challenging when dealing with hundreds of time-dependent confounders. We propose a Marginal Structure Ensemble Learning Model (MASE) to provide a marginal structure model (MSM)-based robust estimator under the longitudinal setting. The proposed model integrates multiple machine learning algorithms to model propensity scores and a sequence of conditional outcome means such that it becomes less sensitive to model mis-specification due to any single algorithm and allows many confounders with potential non-linear confounding effects to reduce the risk of inconsistent estimation. Extensive simulation analysis demonstrates the superiority of MASE over benchmark methods (e.g., MSM, G-computation, Targeted maximum likelihood), yielding smaller estimation bias and improved inference accuracy. We apply MASE to the adolescent cognitive development study to investigate the time-varying effects of sleep insufficiency on cognitive performance. The results reveal an aggregated negative impact of insufficient sleep on cognitive development among youth.
Problem

Research questions and friction points this paper is trying to address.

Estimating time-varying exposure effects with many confounders
Reducing model mis-specification risk in longitudinal studies
Evaluating sleep insufficiency effects on adolescent cognition
Innovation

Methods, ideas, or system contributions that make the work stand out.

Ensemble learning integrates multiple machine learning algorithms
Models propensity scores and conditional outcome means
Reduces bias in time-varying exposure effect estimation
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