In this article we construct and study estimators of the causal effect of a time-dependent treatment on survival in longitudinal studies. We employ a particular marginal structural model (MSM), and follow a general methodology for constructing estimating functions in censored data models. The inverse probability of treatment weighted (IPTW) estimator is used as an initial estimator and the corresponding treatment-orthogonalized, one-step estimator is consistent and asymptotically linear when the treatment mechanism is consistently estimated. We extend these methods to handle informative censoring. A simulation study demonstrates that the the treatment-orthogonalized, one-step estimator is superior to the IPTW estimator in terms of efficiency. The proposed methodology is employed to estimate the causal effect of exercise on mortality in a longitudinal study of seniors in Sonoma County.
Epidemiology | Longitudinal Data Analysis and Time Series | Statistical Models | Survival Analysis
Bryan, Jennifer F.; Yu, Zhuo; and van der Laan, Mark J., "Analysis of Longitudinal Marginal Structural Models " (November 2002). U.C. Berkeley Division of Biostatistics Working Paper Series. Working Paper 120.