Background: Knee osteoarthritis (OA) is the most common type of OA and is a major cause of pain and thus results in disability for daily activities among persons living in the community. OA currently has no cure. In addition to the conflicting recommendations from clinical guidelines, evidence about the extent to which long-term use of intra-articular injections improves patient outcomes is also lacking. Methods: Using data from the Osteoarthritis Initiative (OAI), marginal structural models (MSMs) applying inverse probability treatment weights (IPTW) were used to examine the effectiveness of intra-articular injections and changes in symptoms over time. The specific aims of this dissertation were to: 1) evaluate longitudinal use of intra-articular injections after treatment initiation among persons with radiographic knee OA; 2) quantify the extent to which intra-articular injection relieves symptoms among persons with radiographic knee OA; and 3) evaluate the performance of missing data techniques under the setting of MSMs. Results: Of those initiating injections, ~19% switched, ~21% continued injection type, and ~60% did not report any additional injections. For participants initiating corticosteroid (CO) injections, greater symptoms post-initial injection rather than changes in symptoms over time were associated with continued use compared to one-time use. Among participants with radiographic evidence of knee OA, initiating treatments with either CO or hyaluronic acid (HA) injections was not associated with reduced symptoms compared to non-users over two years. Compared to inverse probability weighting (IPW), missing data techniques such as multiple imputation (MI) produced less biased marginal causal effects (IPW: -2.33% to 15.74%; -1.88% to 4.24%). For most scenarios, estimates using MI had smaller mean square error (range: 0.013 to 0.024) than IPW (range: 0.027 to 0.22). Conclusions: Among participants with radiographic evidence of knee OA living in the community, the proportion of those switching injection use and one-time users was substantial after treatment initiation. In addition, initiating injection use was not associated with reduced symptoms over time. With respect to issues of missing data, using MI may confer an advantage over IPW in MSMs applications. The results of this work highlight the importance of using comparative effectiveness research with non-experimental data to study these commonly used injections and may help to understand the usefulness of these treatments for patients with knee OA.