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We discuss the recent paper on "excursion effect" by T. Qian et al. (2020).We show that the methods presented have close relationships to others in theliterature, in particular to a series of papers by Robins, Hern\'{a}n andcollaborators on analyzing observational studies as a series of randomizedtrials. There is also a close relationship to the history-restricted and thehistory-adjusted marginal structural models (MSM). Important differences andtheir methodological implications are clarified. We also demonstrate that theexcursion effect can depend on the design and discuss its suitability formodifying the treatment protocol.

Discussion of 'Estimating time-varying causal excursion effect in mobile health with binary outcomes' by T. Qian et al