A Simulation Study Comparing the Performance of Time-Varying Inverse Probability Weighting and G-Computation in Survival Analysis

Inverse probability weighting (IPW) and g-computation are commonly used in time-varying analyses. To inform decisions on which to use, we compared these methods using a plasmode simulation based on data from the Effects of Aspirin in Gestation and Reproduction (EAGeR) Trial (June 15, 2007–July 15, 2011). In our main analysis, we simulated a cohort study of 1,226 individuals followed for up to 10 weeks. The exposure was weekly exercise, and the outcome was time to pregnancy. We controlled for 6 confounding factors: 4 baseline confounders (race, ever smoking, age, and body mass index) and 2 time-varying confounders (compliance with assigned treatment and nausea). We sought to estimate the average causal risk difference by 10 weeks, using IPW and g-computation implemented using a Monte Carlo estimator and iterated conditional expectations (ICE). Across 500 simulations, we compared the bias, empirical standard error (ESE), average standard error, standard error ratio, and 95% confidence interval coverage of each approach. IPW (bias = 0.02; ESE = 0.04; coverage = 92.6%) and Monte Carlo g-computation (bias = −0.01; ESE = 0.03; coverage = 94.2%) performed similarly. ICE g-computation was the least biased but least precise estimator (bias = 0.01; ESE = 0.06; coverage = 93.4%). When choosing an estimator, one should consider factors like the research question, the prevalences of the exposure and outcome, and the number of time points being analyzed.