Much of epidemiology and clinical medicine is focused on the estimation of treatments or interventions administered over time. In such settings of longitudinal treatment, time-dependent confounding is often an important source of bias. Marginal structural models are a powerful tool for estimating the causal effect of a treatment using observational data, particularly when time-dependent confounding is present. Recent statistical work presented a generalization of marginal structural models, called history-adjusted marginal structural models. Unlike standard marginal structural models, history-adjusted marginal structural models can be used to estimate modification of treatment effects by time-varying covariates. Estimation of time-dependent causal effect modification is frequently of great practical relevance. For example, clinical researchers are often interested in how the prognostic significance of a biomarker for treatment response can change over time. This article provides a practical introduction to the implementation and interpretation of history-adjusted marginal structural models. The method is illustrated using a clinical question drawn from the treatment of HIV infection. Observational cohort data from San Francisco, California, collected between 2000 and 2004, are used to estimate the effect of time until switching antiretroviral therapy regimen among patients receiving a non-suppressive regimen, and how this effect differs depending on CD4 T cell count.
Petersen, Maya L.; Deeks, Steven G.; Martin, Jeffrey N.; and van der Laan, Mark J., "History-Adjusted Marginal Structural Models to Estimate Time-Varying Effect Modification " (December 2005). U.C. Berkeley Division of Biostatistics Working Paper Series. Working Paper 199.