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Pharmacoepidemiologists are often interested in estimating the effects of dynamic treatment strategies, where treatments are modified based on patients' evolving characteristics. For such problems, appropriate control of both baseline and time-varying confounders is critical. Conventional methods that control confounding by including time-varying treatments and confounders in an outcome regression model may not have a causal interpretation, even when all baseline and time-varying confounders are measured. This problem occurs when time-varying confounders are, themselves, affected by past treatment. We review alternative analytic approaches that can produce valid inferences in the presence of such confounding. We focus on the parametric g-formula and inverse probability weighting of marginal structural models, two examples of Robins' g-methods.

Estimating Effects of Dynamic Treatment Strategies in Pharmacoepidemiologic Studies with Time-Varying Confounding: a Primer