In observational studies with exposures or treatments that vary over time,
standard approaches for adjustment of confounding are biased when there exi
st time-dependent con founders that are also affected by previous treatment
. This paper introduces marginal structural models, a new class of causal m
odels that allow for improved adjustment of confounding in those situations
. The parameters of a marginal structural model can be consistently estimat
ed using a new class of estimators, the inverse-probability-of-treatment we
ighted estimators.