Analysis and interpretation of observational studies of screening effectiveness is difficult because several biases threaten validity, including the structural healthy screenee bias, length bias, and effects of lead time. Although methods for the analysis of observational studies of screening effectiveness have been proposed, most have limitations such as incomplete control of length bias, or a heavy reliance on distributional assumptions. In this report we present a method for the analysis of observational cohort studies of screening effectiveness. Although developed independently and formulated specifically for estimating benefits of screening, our approach is implied by a more general approach developed previously by Robins. Our approach, in contrast to other available methods, avoids the healthy screenee bias, and length and lead time bias, and allows an empirical approach to analysis that need not depend highly on distributional assumptions. We illustrate application of the approach with analysis of published data from a study of breast cancer screening.