Marginal structural models (MSMs) are being used more frequently to obtain causal effect estimates in observational studies. Although the principal estimator of MSM coefficients has been the inverse probability of treatment weight (IPTW) estimator, there are few published examples that illustrate how to apply IPTW or discuss the impact of model selection on effect estimates. The authors applied IPTW estimation of an MSM to observational data from the Fresno Asthmatic Children's Environment Study (2000-2002) to evaluate the effect of asthma rescue medication use on pulmonary function and compared their results with those obtained through traditional regression methods. Akaike's Information Criterion and cross-validation methods were used to fit the MSM. In this paper, the influence of model selection and evaluation of key assumptions such as the experimental treatment assignment assumption are discussed in detail. Traditional analyses suggested that medication use was not associated with an improvement in pulmonary function--a finding that is counterintuitive and probably due to confounding by symptoms and asthma severity. The final MSM estimated that medication use was causally related to a 7% improvement in pulmonary function. The authors present examples that should encourage investigators who use IPTW estimation to undertake and discuss the impact of model-fitting procedures to justify the choice of the final weights.