Effect modification by time-varying covariates.

Marginal structural models (MSMs) allow estimation of effect modification by baseline covariates, but they are less useful for estimating effect modification by evolving time-varying covariates. Rather, structural nested models (SNMs) were specifically designed to estimate effect modification by time-varying covariates. In their paper, Petersen et al. (Am J Epidemiol 2007;166:985-993) describe history-adjusted MSMs as a generalized form of MSM and argue that history-adjusted MSMs allow a researcher to easily estimate effect modification by time-varying covariates. However, history-adjusted MSMs can result in logically incompatible parameter estimates and hence in contradictory substantive conclusions. Here the authors propose a more restrictive definition of history-adjusted MSMs than the one provided by Petersen et al. and compare the advantages and disadvantages of using history-adjusted MSMs, as opposed to SNMs, to examine effect modification by time-dependent covariates.