Abstract

Abstract Time-varying confounding is a common challenge for causal inference in observational studies with time-varying treatments, long follow-up periods, and participant dropout. Confounder adjustment using traditional approaches can be limited by data sparsity, weight instability, and computational issues. The Nicotine Dependence in Teens Study is a prospective cohort study, and we used data from 21 data collection cycles carried out from 1999 to 2008 among 1294 students recruited from 10 high schools in Montreal, Quebec, Canada, including follow-up into adulthood. Our aim in this study was to estimate associations of timing of alcohol initiation and cumulative duration of alcohol use with depression symptoms in adulthood. Based on the target trials framework, we defined intention-to-treat and as-treated parameters in a marginal structural model with sex as a potential effect-modifier. We then used the observational data to emulate the trials. For estimation, we used pooled longitudinal target maximum likelihood estimation, a plug-in estimator with double-robust and local efficiency properties. We describe strategies for dealing with high-dimensional potential drinking patterns and practical positivity violations due to a long follow-up time, including modifying the effect of interest by removing sparsely observed drinking patterns from the loss function and applying longitudinal modified treatment policies to represent the effect of discouraging drinking.

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