Constructing Inverse Probability Weights for Marginal Structural Models

The method of inverse probability weighting (henceforth, weighting) can be used to adjust for measured confounding and selection bias under the four assumptions of consistency, exchangeability, positivity, and no misspecification of the model used to estimate weights. In recent years, several published estimates of the effect of time-varying exposures have been based on weighted estimation of the parameters of marginal structural models because, unlike standard statistical methods, weighting can appropriately adjust for measured time-varying confounders affected by prior exposure. As an example, the authors describe the last three assumptions using the change in viral load due to initiation of antiretroviral…

• NC
  National Cancer Institute
• NI
  National Institute of Allergy and Infectious Diseases
• NC
  NIH Clinical Center