Title: The Complex Estimand of Clone-Censor-Weighting When Studying Treatment Initiation Windows

Abstract: Clone-censor-weighting (CCW) is an analytic method for studying treatment regimens that are indistinguishable from one another at baseline without relying on landmark dates or creating immortal person time. One particularly interesting CCW application is estimating outcomes when starting treatment within specific time windows in observational data (e.g., starting a treatment within 30 days of hospitalization). In such cases, CCW estimates something fairly complex. We show how using CCW to study a regimen such as "start treatment prior to day 30" estimates the potential outcome of a hypothetical intervention where A) prior to day 30, everyone follows the treatment start distribution of the study population and B) everyone who has not initiated by day 30 initiates on day 30. As a result, the distribution of treatment initiation timings provides essential context for the results of CCW studies. We also show that if the exposure effect varies over time, ignoring exposure history when estimating inverse probability of censoring weights (IPCW) estimates the risk under an impossible intervention and can create selection bias. Finally, we examine some simplifying assumptions that can make this complex treatment effect more interpretable and allow everyone to contribute to IPCW.