A cautionary note concerning the use of stabilized weights in marginal structural models.

Marginal structural models are commonly used to estimate the causal effect of a time-varying treatment in presence of time-dependent confounding. When fitting an MSM to data, the analyst must specify both the structural model for the outcome and the treatment models for the inverse-probability-of-treatment weights. The use of stabilized weights is recommended because they are generally less variable than the standard weights. In this paper, we are concerned with the use of the common stabilized weights when the structural model is specified to only consider partial treatment history, such as the current or most recent treatments. We present various examples of settings where these stabilized weights yield biased inferences while the standard weights do not. These issues are first investigated on the basis of simulated data and subsequently exemplified using data from the Honolulu Heart Program. Unlike common stabilized weights, we find that basic stabilized weights offer some protection against bias in structural models designed to estimate current or most recent treatment effects.