msm
Estimate causal effects of time-varying treatments while controlling time-varying confounders via stabilized inverse probability weighting, with cluster-robust inference.
Instructions
Marginal Structural Models for time-varying treatments with time-varying confounders. Uses stabilized IPTW and cluster-robust inference. Handles binary or continuous treatment; exposure summary can be current, cumulative, or ever. Validation: validated evidence tier (known-truth, reference, external-parity, or Monte Carlo artifact). Assumptions: Sequential exchangeability / no unmeasured confounding at each time point; Positivity: every treatment level is possible given the past; Correct specification of the treatment and/or outcome models. Pre-conditions: Sequentially measured covariates, (time-varying) treatment, and outcome; Models for the treatment process and the outcome (or weights). Failure modes: Stabilized weights have extreme values (positivity near-violation) -> Truncate weights, simplify the treatment model, or use a doubly-robust estimator (TMLE). Alternatives: sp.tmle, sp.g_computation, sp.ipw. Typical minimum N: 300.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| y | Yes | Outcome | |
| id | Yes | Unit identifier | |
| time | Yes | Period identifier | |
| trim | No | Weight truncation quantile | |
| treat | Yes | Time-varying treatment | |
| detail | No | Payload depth: 'minimal' (~150 tokens) for sub-step calls where only the point estimate is needed; 'standard' (~1K tokens) for diagnostics + coefficient table; 'agent' (~2K tokens, default) adds violations / next_steps / suggested_functions so the LLM can plan its next call without another round-trip. | agent |
| family | No | Outcome family | gaussian |
| baseline | No | Baseline covariates | |
| exposure | No | Exposure summary | cumulative |
| as_handle | No | If true, cache the fitted result on the server and return result_id + result_uri alongside the JSON payload so a subsequent tools/call can chain without re-running. | |
| data_path | Yes | Absolute path or URL to a data file. Supported: .csv / .tsv / .txt (delimited), .parquet / .pq, .feather / .arrow, .xlsx / .xls, .dta (Stata), .json / .jsonl. Schemes: file://, s3://, gs://, https://. | |
| result_id | No | Optional handle to a previously-fitted result (returned by an earlier call when as_handle=true). Tools that operate on a fitted object accept this in place of re-supplying data_path + columns. | |
| data_columns | No | Optional column projection. Parquet/Feather/Stata loaders honour this for fast partial reads. | |
| time_varying | Yes | Time-varying confounders (pre-treatment) | |
| data_sample_n | No | Optional uniform random subsample size (seed=0, deterministic) — useful on huge panels. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||