MOTIVATING DATAThe Second Randomized Intervention Treatment of Angina (RITA-2) trial (Henderson et al., 1997(Henderson et al., , 2003 randomized 1018 eligible coronary artery disease patients from the United Kingdom and Ireland to receive either Percutaneous Transluminal Coronary Angioplasty (PTCA, n = 504) or continued medical treatment (n = 514). Those patients randomized to angioplasty received the intervention in the first 3 months. The primary endpoint of the study was a composite of all cause mortality and definite nonfatal myocardial infarction. After 7 years, there were 73 deaths (14.5%) on the PTCA arm and 63 (12%) on the medical arm (difference in proportions +2.2%, 95% confidence interval [−2%, 6.4%], p = .21).The study concluded that an initial policy of PTCA was associated with greater improvement in angina symptoms, with this effect being particularly present in patients with more severe angina, and that the increased risk of performing PTCA should be offset against these benefits.RITA-2 was a pragmatic trial, so that although patients were initially randomized to PTCA or medical treatment, in the course of the follow-up patients received further procedures according to clinical need, and the trial was designed to compare a policy of beginning with medical treatment against a policy of beginning with PTCA. Subsequent nonrandom interventions (NRIs) were either PTCA, or when necessary, a coronary artery bypass graft (CABG). In the PTCA arm, 17.0% of patients had a second PTCA, while 12.7% had a CABG. By contrast, in the medical arm 27% went on to have a PTCA and 12.3% had a CABG.The primary published analysis of our illustrative example, was an "Intention To Treat" analysis, that is, targeted a "treatment policy" estimand, with a composite outcome of time to first of death or nonfatal myocardial infarction. Consistent with this ITT approach, this analysis did not take account of nonrandomized interventions (of which, as we detail below, there were quite a number, especially in the medical therapy arm, where many patients "crossed-over" to PTCA). This suggested that our approach could be illustrated as follows: we artificially censor patients in the medical arm at the time of their first non-randomized intervention, typically PTCA. Our first analysis of the data with this artificial censoring uses within-arm imputation and therefore targets a per-protocol (i.e., hypothetical) estimand (in the language of EMA ICH E9 (R1) addendum). However, in our sensitivity analysis we impute event times for these artificially censored patients, but now using our method to assume that at these nonrandomized intervention times patients in the medical arm "jumped" to the hazard in the PTCA arm. As this is effectively what happened (because the typical nonrandomized intervention for medical arm patients was PTCA), this sensitivity analysis is targeting the treatment policy estimand. We did this to provide an empirical evaluation of the utility of our approach. This is because if our method works as intended, our sensitiv...