Structural Nested Models
This chapter reviews Robins’ Structural Nested Mean Model (SNMM) for assessing the effect of predictors that vary over time. The SNMM is used to study the effects of time-varying predictors (or treatments) in the presence of time-varying covariates that are moderators of these effects. We describe a SAS implementation of a maximum likelihood (ML) estimator of the parameters of an SNMM using PROC NLP. The ...