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An Empirical Study Of Marginal Structural Models For Time-Independent Treatment, Tanya A. Henneman, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

In non-randomized treatment studies a significant problem for statisticians is determining how best to adjust for confounders. Marginal structural models (MSMs) and inverse probability of treatment weighted (IPTW) estimators are useful in analyzing the causal effect of treatment in observational studies. Given an IPTW estimator a doubly robust augmented IPTW (AIPTW) estimator orthogonalizes it resulting in a more e±cient estimator than the IPTW estimator. One purpose of this paper is to make a practical comparison between the IPTW estimator and the doubly robust AIPTW estimator via a series of Monte- Carlo simulations. We also consider the selection of the optimal …