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Several methods have been developed for estimating such effects by controlling for the time\u2010dependent confounding that typically occurs. The most commonly used is marginal structural models (MSM) estimated using inverse probability of treatment weights (IPTW) (MSM\u2010IPTW). An alternative, the sequential trials approach, is increasingly popular, and involves creating a sequence of \u201ctrials\u201d from new time origins and comparing treatment initiators and non\u2010initiators. Individuals are censored when they deviate from their treatment assignment at the start of each \u201ctrial\u201d (initiator or noninitiator), which is accounted for using inverse probability of censoring weights. The analysis uses data combined across trials. We show that the sequential trials approach can estimate the parameters of a particular MSM. The causal estimand that we focus on is the marginal risk difference between the sustained treatment strategies of \u201calways treat\u201d vs \u201cnever treat.\u201d We compare how the sequential trials approach and MSM\u2010IPTW estimate this estimand, and discuss their assumptions and how data are used differently. The performance of the two approaches is compared in a simulation study. The sequential trials approach, which tends to involve less extreme weights than MSM\u2010IPTW, results in greater efficiency for estimating the marginal risk difference at most follow\u2010up times, but this can, in certain scenarios, be reversed at later time points and relies on modelling assumptions. We apply the methods to longitudinal observational data from the UK Cystic Fibrosis Registry to estimate the effect of dornase alfa on survival.<\/jats:p>","DOI":"10.1002\/sim.9718","type":"journal-article","created":{"date-parts":[[2023,4,22]],"date-time":"2023-04-22T12:36:45Z","timestamp":1682167005000},"page":"2191-2225","update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":45,"title":["Causal inference in survival analysis using longitudinal observational data: Sequential trials and marginal structural models"],"prefix":"10.1002","volume":"42","author":[{"ORCID":"https:\/\/orcid.org\/0000-0001-6504-3253","authenticated-orcid":false,"given":"Ruth H.","family":"Keogh","sequence":"first","affiliation":[{"name":"Department of Medical Statistics and Centre for Statistical Methodology London School of Hygiene and Tropical Medicine Keppel Street London WC1E 7HT UK"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Jon Michael","family":"Gran","sequence":"additional","affiliation":[{"name":"Oslo Centre for Biostatistics and Epidemiology, Department of Biostatistics, Institute of Basic Medical Sciences University of Oslo P.O. Box 1122 Blindern Oslo 0317 Norway"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-3726-5937","authenticated-orcid":false,"given":"Shaun R.","family":"Seaman","sequence":"additional","affiliation":[{"name":"MRC Biostatistics Unit University of Cambridge East Forvie Building, Forvie Site, Robinson Way Cambridge CB2 0SR UK"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-7937-2728","authenticated-orcid":false,"given":"Gwyneth","family":"Davies","sequence":"additional","affiliation":[{"name":"Population, Policy and Practice Research and Teaching Department, UCL Great Ormond Street Institute of Child Health University College London WC1N 1EH London UK"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-4207-8733","authenticated-orcid":false,"given":"Stijn","family":"Vansteelandt","sequence":"additional","affiliation":[{"name":"Department of Medical Statistics and Centre for Statistical Methodology London School of Hygiene and Tropical Medicine Keppel Street London WC1E 7HT UK"},{"name":"Department of Applied Mathematics, Computer Science and Statistics Ghent University 9000 Ghent Belgium"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"311","published-online":{"date-parts":[[2023,4,22]]},"reference":[{"key":"e_1_2_11_2_1","doi-asserted-by":"publisher","DOI":"10.1097\/00001648-200009000-00011"},{"key":"e_1_2_11_3_1","doi-asserted-by":"publisher","DOI":"10.1097\/00001648-200009000-00012"},{"key":"e_1_2_11_4_1","doi-asserted-by":"publisher","DOI":"10.1093\/ije\/dyy218"},{"key":"e_1_2_11_5_1","doi-asserted-by":"publisher","DOI":"10.1097\/EDE.0b013e3181875e61"},{"key":"e_1_2_11_6_1","doi-asserted-by":"publisher","DOI":"10.1002\/sim.4048"},{"key":"e_1_2_11_7_1","doi-asserted-by":"publisher","DOI":"10.1002\/sim.8533"},{"key":"e_1_2_11_8_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1541-0420.2006.00527.x"},{"key":"e_1_2_11_9_1","doi-asserted-by":"publisher","DOI":"10.1198\/jasa.2009.0003"},{"key":"e_1_2_11_10_1","doi-asserted-by":"publisher","DOI":"10.1111\/biom.12542"},{"key":"e_1_2_11_11_1","doi-asserted-by":"publisher","DOI":"10.1177\/0962280211403603"},{"key":"e_1_2_11_12_1","doi-asserted-by":"publisher","DOI":"10.1093\/ije\/dyv063"},{"key":"e_1_2_11_13_1","doi-asserted-by":"publisher","DOI":"10.1093\/aje\/kwx131"},{"key":"e_1_2_11_14_1","doi-asserted-by":"publisher","DOI":"10.1212\/WNL.0000000000010433"},{"key":"e_1_2_11_15_1","doi-asserted-by":"publisher","DOI":"10.1002\/pds.3855"},{"key":"e_1_2_11_16_1","doi-asserted-by":"publisher","DOI":"10.1093\/aje\/kwv254"},{"key":"e_1_2_11_17_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jclinepi.2016.04.014"},{"issue":"6","key":"e_1_2_11_18_1","first-page":"2049","article-title":"Commentary: should the analysis of observational data always be preceded by specifying a target experimental trial?","volume":"45","author":"Didelez V","year":"2016","journal-title":"Int J Epidemiol"},{"key":"e_1_2_11_19_1","doi-asserted-by":"publisher","DOI":"10.1007\/s10654-017-0287-2"},{"key":"e_1_2_11_20_1","doi-asserted-by":"publisher","DOI":"10.1136\/bmj.k182"},{"key":"e_1_2_11_21_1","doi-asserted-by":"publisher","DOI":"10.1177\/0962280218811177"},{"key":"e_1_2_11_22_1","doi-asserted-by":"publisher","DOI":"10.1177\/0962280216668554"},{"key":"e_1_2_11_23_1","doi-asserted-by":"publisher","DOI":"10.1007\/s10985-013-9242-z"},{"key":"e_1_2_11_24_1","doi-asserted-by":"publisher","DOI":"10.1097\/EDE.0b013e3181c1ea43"},{"key":"e_1_2_11_25_1","doi-asserted-by":"publisher","DOI":"10.1007\/s10985-015-9335-y"},{"key":"e_1_2_11_26_1","doi-asserted-by":"publisher","DOI":"10.1007\/s10985-020-09501-5"},{"key":"e_1_2_11_27_1","doi-asserted-by":"publisher","DOI":"10.1093\/cid\/cix199"},{"key":"e_1_2_11_28_1","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.2018.1469993"},{"key":"e_1_2_11_29_1","doi-asserted-by":"publisher","DOI":"10.1002\/bimj.202000040"},{"key":"e_1_2_11_30_1","doi-asserted-by":"publisher","DOI":"10.1093\/ije\/dyx196"},{"key":"e_1_2_11_31_1","volume-title":"UK Cystic Fibrosis Registry Annual Data Report 2019","author":"Cystic Fibrosis Trust","year":"2020"},{"key":"e_1_2_11_32_1","doi-asserted-by":"publisher","DOI":"10.1056\/NEJMra043184"},{"key":"e_1_2_11_33_1","first-page":"18","volume-title":"Epidemiology of Cystic Fibrosis","author":"MacNeill SJ","year":"2016"},{"key":"e_1_2_11_34_1","unstructured":"Cystic Fibrosis Trust. 2022.https:\/\/www.cysticfibrosis.org.uk\/what\u2010is\u2010cystic\u2010fibrosis\/faqs#Howcommoniscysticfibrosis?. 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