Constructing inverse probability weights for marginal structural models.

  title={Constructing inverse probability weights for marginal structural models.},
  author={Stephen R Cole and Miguel A. Hern{\'a}n},
  journal={American journal of epidemiology},
  volume={168 6},
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… CONTINUE READING
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