Adaptive truncated weighting for improving marginal structural model estimation of treatment effects informally censored by subsequent therapy

Randomized clinical trials are designed to estimate the direct effect of a treatment by randomly assigning patients to receive either treatment or control. However, in some trials, patients who discontinued their initial randomized treatment are allowed to switch to another treatment. Therefore, the direct treatment effect of interest may be confounded by subsequent treatment. Moreover, the decision on whether to initiate a second-line treatment is typically made based on time-dependent factors that may be affected by prior treatment history. Due to these time-dependent confounders, traditional time-dependent Cox models may produce biased estimators of the direct treatment effect. Marginal structural models (MSMs) have been applied to estimate causal treatment effects even in the presence of time-dependent confounders. However, the occurrence of extremely large weights can inflate the variance of the MSM estimators. In this article, we proposed a new method for estimating weights in MSMs by adaptively truncating the longitudinal inverse probabilities. This method provides balance in the bias variance trade-off when large weights are inevitable, without the ad hoc removal of selected observations. We conducted simulation studies to explore the performance of different methods by comparing bias, standard deviation, confidence interval coverage rates, and mean square error under various scenarios. We also applied these methods to a randomized, open-label, phase III study of patients with nonsquamous non-small cell lung cancer. Copyright (c) 2015 John Wiley & Sons, Ltd.