The marginal structural model used with non-stabilised weights appears to include covariates
msm <- lm(Y ~ A + C + w1 + w2 + as.factor(w3) + as.factor(w4), data = data, weights = data$w) # MSM
Is there a reason for that?
I would have expected it to look exactly like the MSM with stabilised weights (just with different weights)
msm <- lm(Y ~ A, data = data, weights = sw)
The corresponding Stata code in the paper does not appear to include any covariates in either case.
The marginal structural model used with non-stabilised weights appears to include covariates msm <- lm(Y ~ A + C + w1 + w2 + as.factor(w3) + as.factor(w4), data = data, weights = data$w) # MSM
Is there a reason for that? I would have expected it to look exactly like the MSM with stabilised weights (just with different weights) msm <- lm(Y ~ A, data = data, weights = sw)
The corresponding Stata code in the paper does not appear to include any covariates in either case.