Estimation of the causal effects of time-varying treatments in nested case-control studies using marginal structural Cox models

When estimating the causal effects of time-varying treatments on survival in nested case-control (NCC) studies, marginal structural Cox models (Cox-MSMs) with inverse probability weights (IPWs) are a natural approach. However, calculating IPWs from the cases and controls is difficult because they are not random samples from the full cohort, and the number of subjects may be insufficient for calculation. To overcome these difficulties, we propose a method for calculating IPWs to fit Cox-MSMs to NCC sampling data. We estimate the IPWs using a pseudo-likelihood estimation method with an inverse probability of sampling weight using NCC samples, and additional samples of subjects who experience treatment changes and subjects whose follow-up is censored are required to calculate the weights. Our method only requires covariate histories for the samples. The confidence intervals are calculated from the robust variance estimator for the NCC sampling data. We also derive the asymptotic properties of the estimator of Cox-MSM under NCC sampling. The proposed methods will allow researchers to apply several case-control matching methods to improve statistical efficiency. A simulation study was conducted to evaluate the finite sample performance of the proposed method. We also applied our method to a motivating pharmacoepidemiological study examining the effect of statins on the incidence of coronary heart disease. The proposed method may be useful for estimating the causal effects of time-varying treatments in NCC studies.