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Comparative Study
. 2007 Nov 1;166(9):994-1002; discussion 1003-4.
doi: 10.1093/aje/kwm231. Epub 2007 Sep 17.

Effect modification by time-varying covariates

James M Robins  1 , Miguel A Hernán, Andrea Rotnitzky
Affiliations
Comparative Study

Effect modification by time-varying covariates

James M Robins et al. Am J Epidemiol. .

Abstract

Marginal structural models (MSMs) allow estimation of effect modification by baseline covariates, but they are less useful for estimating effect modification by evolving time-varying covariates. Rather, structural nested models (SNMs) were specifically designed to estimate effect modification by time-varying covariates. In their paper, Petersen et al. (Am J Epidemiol 2007;166:985-993) describe history-adjusted MSMs as a generalized form of MSM and argue that history-adjusted MSMs allow a researcher to easily estimate effect modification by time-varying covariates. However, history-adjusted MSMs can result in logically incompatible parameter estimates and hence in contradictory substantive conclusions. Here the authors propose a more restrictive definition of history-adjusted MSMs than the one provided by Petersen et al. and compare the advantages and disadvantages of using history-adjusted MSMs, as opposed to SNMs, to examine effect modification by time-dependent covariates.

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