| Abstract: | In this paper we illustrate how directly including endogenous time‐varying confounders in the model of the effect of an exposure on a response can lead to bias in discrete time survival analysis. An alternative to this method is Hernán, Brumback, and Robins'(1999) use of sample weights to adjust for endogenous time‐varying confounding. We discuss when this method can be used to provide unbiased estimators, and we illustrate the method by addressing a substantive research question using existing survey data. We also critically examine the robustness of the weighting method to violations of the underlying assumptions via a simulation analysis. |
