Replications for introduction to g-methods: marginal structural models (part 2)
Published:
This tutorial series aims to replicate g-methods explained in this paper by Naimi, A. I., Cole, S. R., and Kennedy, E. H (2017)1 using R. Originally, the paper used SAS to demonstrate g-methods.
In this tutorial, we will focus on replicating the results using marginal structural models to estimate the average causal effects of always taking treatment and compared to never-taking treatment. From our knowledge of the data-generating process, we know this average causal effect to be \(50\). In our tutorial, we will pay more attention to computation rather than proofs to perform replciations.
Reminder: Our Settings
Marginal Structural Models
Marginal structural models typically relate a marginal summary (e.g., average) of potential outcomes to the treatment and parameter of interest ($\beta$). Inverse probability weighting is most commonly used to estimate the parameters of these models. Specifically, to estimate $\beta$, we calculate the predicted probabilities of the observed treatments at each time $t$, given prior covariates and treatments. By weighting the observed data by the inverse of these probabilities, we generate a ``pseudo-population’’ in which treatment at each time $t$ is no longer related to, and thus no longer confounded by, prior covariates and treatments. Consequently, weighting a parametric model for the outcome by the inverse probability of treatment allows us to account for the fact that both the time-varying covariates and the treatment affect subsequent treatment statuses.
Naimi, A. I., Cole, S. R., & Kennedy, E. H. (2017). An introduction to g methods. International journal of epidemiology, 46(2), 756-762. ↩