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Performance of time‐dependent propensity scores: a pharmacoepidemiology case study

Pharmacoepidemiologic studies of acute effects of episodic exposures often must control for many time‐dependent confounders. Marginal structural models permit this and provide unbiased estimates when confounders are on the causal pathway. However, if causal pathway confounding is minimal, analyses with time‐dependent propensity scores, calculated for time periods defined by individual drug prescriptions, may have better efficiency. We justify time‐dependent propensity scores and compare the performance of these methods in a case study from a previous investigation of the risk of medication toxicity death in current users of propoxyphene and hydrocodone, with both substantial time‐dependent confounding and a large number of covariates.