In the AIDS Clinical Trial Group randomized trial 002 comparing the effect of high-dose versus low-dose 3-azido-3-deoxythymidine (AZT) on the survival of acquired immunodeficiency syndrome (AIDS) patients, the median survival in the low-dose arm exceeded that in the high-dose arm. But subjects in the low-dose AZT arm received significantly more prophylaxis therapy for pneumocystis carinii pneumonia (PCP), a nonrandomized treatment, than those in the high-dose AZT arm. Thus the improved median survival in the low-dose arm might represent either the benefits associated with avoiding the toxicity of high-dose AZT therapy or the benefits of receiving prophylaxis therapy. The authors use structural nested failure time (SNFT) models to estimate the survival curves that would have been observed if the PCP prophylaxis experience in the high-dose and low-dose treatment arms had been similar. Our simplest models relate a subject's observed time of death and observed prophylaxis therapy to the time that the subject would have died if prophylaxis therapy had been withheld. Conditional on certain assumptions and our model, we infer that survival in the low-dose arm would have still exceeded that in the high-dose arm even if the two arms had been given identical amounts of prophylaxis. Under the same assumptions, we also find the data are consistent with continuous prophylaxis therapy increasing survival by 16% or decreasing survival by 18% at the 95% confidence level (p= .85).