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Marginal structural models (MSMs) are often used to estimate causal effects of treatments on survival time outcomes from observational data when time-dependent confounding may be present. They can be fitted using, e.g., inverse probability…

Methodology · Statistics 2023-12-27 Shaun R Seaman , Ruth H Keogh

Causal inference for observational longitudinal studies often requires the accurate estimation of treatment effects on time-to-event outcomes in the presence of time-dependent patient history and time-dependent covariates. To tackle this…

Machine Learning · Statistics 2022-06-17 Jie Zhu , Blanca Gallego

To draw real-world evidence about the comparative effectiveness of multiple time-varying treatments on patient survival, we develop a joint marginal structural survival model and a novel weighting strategy to account for time-varying…

Methodology · Statistics 2023-08-08 Liangyuan Hu , Jiayi Ji , Himanshu Joshi , Erick Scott , Fan Li

Observational longitudinal data on treatments and covariates are increasingly used to investigate treatment effects, but are often subject to time-dependent confounding. Marginal structural models (MSMs), estimated using inverse probability…

Methodology · Statistics 2020-02-11 Ruth H. Keogh , Shaun R. Seaman , Jon Michael Gran , Stijn Vansteelandt

A new class of Marginal Structural Models (MSMs), History-Restricted MSMs (HRMSMs), was recently introduced for longitudinal data for the purpose of defining causal parameters which may often be better suited for public health research or…

Statistics Theory · Mathematics 2009-09-29 Romain Neugebauer , Mark J. van der Laan , Marshall M. Joffe , Ira B. Tager

In longitudinal observational studies, marginal structural models (MSMs) are a class of causal models used to analyse the effect of an exposure on the (time-to-event) outcome of interest, while accounting for exposure-affected…

Methodology · Statistics 2025-11-04 Marta Spreafico

Many clinical questions involve estimating the effects of multiple treatments using observational data. When using longitudinal data, the interest is often in the effect of treatment strategies that involve sustaining treatment over time.…

Methodology · Statistics 2024-05-03 Emily Granger , Gwyneth Davies , Ruth H. Keogh

Marginal structural models were introduced in order to provide estimates of causal effects from interventions based on observational studies in epidemiological research. The key point is that this can be understood in terms of Girsanov's…

Statistics Theory · Mathematics 2011-07-15 Kjetil Røysland

When drawing causal inferences about the effects of multiple treatments on clustered survival outcomes using observational data, we need to address implications of the multilevel data structure, multiple treatments, censoring and unmeasured…

Methodology · Statistics 2022-02-18 Liangyuan Hu , Jiayi Ji , Ronald D. Ennis , Joseph W. Hogan

Robins 1997 introduced marginal structural models (MSMs), a general class of counterfactual models for the joint effects of time-varying treatment regimes in complex longitudinal studies subject to time-varying confounding. In his work,…

Methodology · Statistics 2020-07-27 Haben Michael , Yifan Cui , Scott Lorch , Eric Tchetgen Tchetgen

We consider continuous-time survival or more general event-history settings, where the aim is to infer the causal effect of a time-dependent treatment process. This is formalised as the effect on the outcome event of a (possibly…

Methodology · Statistics 2024-04-23 Kjetil Røysland , Pål Ryalen , Mari Nygård , Vanessa Didelez

Robins (1998) introduced marginal structural models (MSMs), a general class of counterfactual models for the joint effects of time-varying treatment regimes in complex longitudinal studies subject to time-varying confounding. He established…

Methodology · Statistics 2018-09-17 Eric J Tchetgen Tchetgen , Haben Michael , Yifan Cui

In longitudinal studies where units are embedded in space or a social network, interference may arise, meaning that a unit's outcome can depend on treatment histories of others. The presence of interference poses significant challenges for…

Methodology · Statistics 2025-08-26 Ye Wang , Michael Jetsupphasuk

Observational cohort data is an important source of information for understanding the causal effects of treatments on survival and the degree to which these effects are mediated through changes in disease-related risk factors. However,…

Methodology · Statistics 2026-05-20 Saurabh Bhandari , Michael J. Daniels , Juned Siddique

It is often of interest to study the association between covariates and the cumulative incidence of a right-censored time-to-event outcome. When time-varying covariates are measured on a fixed discrete time scale, it is desirable to account…

Methodology · Statistics 2026-04-28 Hongxiang Qiu , Marco Carone , Alex Luedtke , Peter B. Gilbert

Marginal structural models (MSMs) allow for causal analysis of longitudinal data. The MSMs were originally developed as discrete time models. Recently, continuous-time MSMs were presented as a conceptually appealing alternative for survival…

Methodology · Statistics 2019-02-14 Pål Christie Ryalen , Mats Julius Stensrud , Kjetil Røysland

Inverse probability (IP) weighting of marginal structural models (MSMs) can provide consistent estimators of time-varying treatment effects under correct model specifications and identifiability assumptions, even in the presence of…

Methodology · Statistics 2026-04-15 Nodoka Seya , Masataka Taguri , Takeo Ishii

The use of observational time series data to assess the impact of multi-time point interventions is becoming increasingly common as more health and activity data are collected and digitized via wearables, social media, and electronic health…

Methodology · Statistics 2020-12-01 Roy Adams , Suchi Saria , Michael Rosenblum

Propensity score methods are increasingly being used to reduce estimation bias of treatment effects for observational studies. Previous research has shown that propensity score methods consistently estimate the marginal hazard ratio for…

Methodology · Statistics 2019-11-19 Haodi Liang , Cecilia Cotton

Marginal structural models (MSMs) are widely used in observational studies to estimate the causal effect of time-varying treatments. Despite its popularity, limited attention has been paid to summarizing the treatment history in the outcome…

Methodology · Statistics 2024-09-18 Jiewen Liu , Todd A. Miano , Stephen Griffiths , Michael G. S. Shashaty , Wei Yang
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