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We implemented a high\u2010dimensional propensity score (hdPS) analysis within a nested case\u2013control (NCC) framework to address both biases simultaneously.<\/jats:p><\/jats:sec><jats:sec><jats:title>Methods<\/jats:title><jats:p>We used a retrospective cohort of 19\u2009360 individuals with multiple sclerosis (MS) in British Columbia, Canada, to examine the relationship between disease\u2010modifying drugs (DMDs) and all\u2010cause mortality. A 1:4 NCC analysis addressed immortal time bias, and hdPS was applied to handle residual confounding. Sensitivity analyses tested the robustness of findings across various hdPS parameters and matching strategies.<\/jats:p><\/jats:sec><jats:sec><jats:title>Results<\/jats:title><jats:p>We matched a total of 3209 cases to 12\u2009293 controls in the NCC analysis, and demonstrated a 28% reduction in mortality risk associated with exposure to DMDs (hazard ratio [HR]: 0.72, 95% confidence interval [CI]: 0.62\u20130.84) in the NCC\u2010hdPS analysis. Sensitivity analyses using different propensity score estimation techniques and control\u2010matching strategies yielded consistent results, with HRs ranging between 0.70 and 0.77.<\/jats:p><\/jats:sec><jats:sec><jats:title>Conclusions<\/jats:title><jats:p>This study offers a practical framework for addressing immortal time bias and residual confounding simultaneously, improving the validity of effect estimates in real\u2010world studies. We shared reproducible R codes for researchers to facilitate the adoption of this methodology in their research.<\/jats:p><\/jats:sec>","DOI":"10.1002\/pds.70174","type":"journal-article","created":{"date-parts":[[2025,6,24]],"date-time":"2025-06-24T08:19:24Z","timestamp":1750753164000},"update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":2,"title":["Simultaneously Dealing With Immortal Time Bias and Residual Confounding: A Case Study of a High\u2010Dimensional Propensity Score Approach With a Nested Case\u2013Control Framework in Multiple Sclerosis Research"],"prefix":"10.1002","volume":"34","author":[{"ORCID":"https:\/\/orcid.org\/0000-0003-4603-863X","authenticated-orcid":false,"given":"Md. 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