Causal inference in survival analysis using longitudinal observational data: Sequential trials and marginal structural models (2110.03117v1)

Abstract: Longitudinal observational patient data can be used to investigate the causal effects of time-varying treatments on time-to-event outcomes. Several methods have been developed for controlling for the time-dependent confounding that typically occurs. The most commonly used is inverse probability weighted estimation of marginal structural models (MSM-IPTW). An alternative, the sequential trials approach, is increasingly popular, in particular in combination with the target trial emulation framework. This approach involves creating a sequence of trials' from new time origins, restricting to individuals as yet untreated and meeting other eligibility criteria, and comparing treatment initiators and non-initiators. Individuals are censored when they deviate from their treatment status at the start of eachtrial' (initiator/non-initiator) and this is addressed using inverse probability of censoring weights. The analysis is based on data combined across trials. We show that the sequential trials approach can estimate the parameter of a particular MSM, and compare it to a MSM-IPTW with respect to the estimands being identified, the assumptions needed and how data are used differently. We show how both approaches can estimate the same marginal risk differences. The two approaches are compared using a simulation study. The sequential trials approach, which tends to involve less extreme weights than MSM-IPTW, results in greater efficiency for estimating the marginal risk difference at most follow-up times, but this can, in certain scenarios, be reversed at late time points. We apply the methods to longitudinal observational data from the UK Cystic Fibrosis Registry to estimate the effect of dornase alfa on survival.