Web appendix for “Effect of vitamin A deficiency on respiratory infection: Causal inference for a discretely observed continuous time non-stationary Markov process”

1. CONTINUOUS TIME IGNORABILITY In this section, we give a technical definition of continuous time ignorability assumption, and prove a sufficient condition for a Markov process to satisfy the continuous time ignorability assumption. Our definition of continuous time ignorability follows and extends the formulations by Lok (2008), whose formulation is only for a single outcome. It also extends the formulation by Zhang, Joffe and Small (2011), whose definition is for a rank preserving model.