Cited by 2,796Advanced Causal Inference TechniquesStatistical Methods in EpidemiologyHIV/AIDS Research and Interventions

Constructing Inverse Probability Weights for Marginal Structural Models

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Cole, S. R., Hernan, M. A.·2008·American Journal of Epidemiology

Abstract

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 therapy among 918 human immunodeficiency virus-infected US men and women followed for a median of 5.8 years between 1996 and 2005. The authors describe possible tradeoffs that an epidemiologist may encounter when attempting to make inferences. For instance, a tradeoff between bias and precision is illustrated as a function of the extent to which confounding is controlled. Weight truncation is presented as an informal and easily implemented method to deal with these tradeoffs. Inverse probability weighting provides a powerful methodological tool that may uncover causal effects of exposures that are otherwise obscured. However, as with all methods, diagnostics and sensitivity analyses are essential for proper use.

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  1. [1]1. Robins JM. Marginal structural models. In: 1997 proceedings of the American Statistical Association, Section on Bayesian Statistical Science. Alexandria, VA: American Statistical Association, 1998:1-10. (http://biosun1.harvard.edu/~robins/ msm-web.pdf).
  2. [38]38. Kish L. Weighting for unequal P i . J Off Stat 1992;8:183-200.

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Authors
Cole, S. R., & Hernan, M. A.
Affiliations
Johns Hopkins University (US)
Venue
American Journal of Epidemiology
Published
2008-07-15
Volume
168
Issue
6
Pages
656-664
ISSN
  • 0002-9262 (ISSN-L)
  • 1476-6256
OpenAlex
W2142495742
Cited by
2,796
References
40
Citations by year
2026: 285 · 2025: 236 · 2024: 211 · 2023: 217 · 2022: 254 · 2021: 240 · 2020: 227 · 2019: 208 · 2018: 153 · 2017: 150 · 2016: 133 · 2015: 126 · 2014: 92 · 2013: 83 · 2012: 66
FWCI
34.96
Type
journal article
Language
en
Open access
Locations
  • American Journal of Epidemiology (publishedVersion)
  • PubMed Central (publishedVersion)
  • PubMed (publishedVersion)
Funders
  • National Cancer Institute
  • National Institute of Allergy and Infectious Diseases (R03AI071763, U01 AI42590, U01-AI-31834, UO1-AI 35043, UO1 AI37613, U01AI034989, UO1-AI35040, U01AI031834, UO1‐AI‐35041, AI-34989, U01AI035040, U01AI042590, U01-AI-34993, U01AI037984, U01AI34994, U01AI034993, UO1-AI35039, U01AI035041, U01AI035043, U01AI034994, UO1 AI37984, U01AI037613, U01AI035039, UO1-AI35042, U-01-AI-35004, R01AI073127, U01AI035004, U01AI035042)
  • National Center for Research Resources (5MO1 RR 00722, M01RR000722)
  • NIH Clinical Center
  • Eunice Kennedy Shriver National Institute of Child Health and Human Development (U01- HD-32632, U01HD032632)
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Advanced Causal Inference Techniques
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods in Epidemiology
  • Health Sciences › Medicine › Infectious Diseases › HIV/AIDS Research and Interventions
Keywords
inverse probability weighting, marginal structural models, time-varying confounding, selection bias, exchangeability, positivity assumption, antiretroviral therapy, HIV viral load, causal inference, sensitivity analysis
MeSH terms
Acquired Immunodeficiency Syndrome, Female, Humans, Male, Probability, Multicenter Studies as Topic, HIV-1, Bias, Confounding Factors, Epidemiologic, Logistic Models, Antiretroviral Therapy, Highly Active

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