The marginal structure quantile model (MSQM) provides a unique lens to understand the causal effect of a time-varying treatment on the full distribution of potential outcomes. Under the semiparametric framework, we derive the efficiency influence function for the MSQM, from which a doubly robust estimator is proposed. We show that the doubly robust estimator is consistent if either of the models associated with treatment assignment or the potential outcome distributions is correctly specified, and is semiparametrically efficient if both models are correct. We also develop a novel sensitivity analysis framework for the assumption of no unmeasured time-varying confounding.

翻译：边际结构分位数模型（MSQM）为理解时变处理对潜在结果全分布的因果效应提供了独特视角。在半参数框架下，我们推导了MSQM的效率影响函数，并据此提出一种双重稳健估计量。研究表明，当处理分配模型或潜在结果分布模型二者中任一模型被正确设定时，该双重稳健估计量具有一致性；当两个模型均正确设定时，则达到半参数效率。此外，我们针对无未测量时变混杂假设，开发了一种新颖的敏感性分析框架。