txshift (version 0.3.8)

txshift: Efficient Estimate of Counterfactual Mean of Stochastic Shift Intervention

Description

Efficient Estimate of Counterfactual Mean of Stochastic Shift Intervention

Usage

txshift(
  W,
  A,
  C_cens = rep(1, length(A)),
  Y,
  C_samp = rep(1, length(Y)),
  V = NULL,
  delta = 0,
  estimator = c("tmle", "onestep"),
  fluctuation = c("standard", "weighted"),
  max_iter = 10,
  samp_fit_args = list(fit_type = c("glm", "sl", "external"), sl_learners = NULL),
  g_exp_fit_args = list(fit_type = c("hal", "sl", "external"), lambda_seq = exp(seq(-1,
    -13, length = 300)), sl_learners_density = NULL),
  g_cens_fit_args = list(fit_type = c("glm", "sl", "external"), glm_formula =
    "C_cens ~ .^2", sl_learners = NULL),
  Q_fit_args = list(fit_type = c("glm", "sl", "external"), glm_formula = "Y ~ .^2",
    sl_learners = NULL),
  eif_reg_type = c("hal", "glm"),
  ipcw_efficiency = TRUE,
  samp_fit_ext = NULL,
  gn_exp_fit_ext = NULL,
  gn_cens_fit_ext = NULL,
  Qn_fit_ext = NULL
)

Arguments

W

A matrix, data.frame, or similar containing a set of baseline covariates.

A

A numeric vector corresponding to a treatment variable. The parameter of interest is defined as a location shift of this quantity.

C_cens

A numeric indicator for whether a given observation was subject to censoring by way of loss to follow-up. The default assumes no censoring due to loss to follow-up.

Y

A numeric vector of the observed outcomes.

C_samp

A numeric indicator for whether a given observation was subject to censoring by being omitted from the second-stage sample, used to compute an inverse probability of censoring weighted estimator in such cases. The default assumes no censoring due to two-phase sampling.

V

The covariates that are used in determining the sampling procedure that gives rise to censoring. The default is NULL and corresponds to scenarios in which there is no censoring (in which case all values in the preceding argument C_samp must be uniquely 1). To specify this, pass in a character vector identifying variables amongst W, A, Y thought to have impacted the definition of the sampling mechanism (C_samp). This argument also accepts a data.table (or similar) object composed of combinations of variables W, A, Y; use of this option is NOT recommended.

delta

A numeric value indicating the shift in the treatment to be used in defining the target parameter. This is defined with respect to the scale of the treatment (A).

estimator

The type of estimator to be fit, either "tmle" for targeted maximum likelihood or "onestep" for a one-step estimator.

fluctuation

The method to be used in the submodel fluctuation step (targeting step) to compute the TML estimator. The choices are "standard" and "weighted" for where to place the auxiliary covariate in the logistic tilting regression.

max_iter

A numeric integer giving the maximum number of steps to be taken in iterating to a solution of the efficient influence function.

samp_fit_args

A list of arguments, all but one of which are passed to est_samp. For details, consult the documentation of est_samp. The first element (i.e., fit_type) is used to determine how this regression is fit: generalized linear model ("glm") or Super Learner ("sl"), and "external" a user-specified input of the form produced by est_samp.

g_exp_fit_args

A list of arguments, all but one of which are passed to est_g_exp. For details, see the documentation of est_g_exp. The 1st element (i.e., fit_type) specifies how this regression is fit: "hal" to estimate conditional densities via the highly adaptive lasso (via haldensify), "sl" for sl3 learners used to fit Super Learner ensembles to densities via sl3's Lrnr_haldensify or similar, and "external" for user-specified input of the form produced by est_g_exp.

g_cens_fit_args

A list of arguments, all but one of which are passed to est_g_cens. For details, see the documentation of est_g_cens. The 1st element (i.e., fit_type) specifies how this regression is fit: "glm" for a generalized linear model or "sl" for sl3 learners used to fit a Super Learner ensemble for the censoring mechanism, and "external" for user-specified input of the form produced by est_g_cens.

Q_fit_args

A list of arguments, all but one of which are passed to est_Q. For details, consult the documentation for est_Q. The first element (i.e., fit_type) is used to determine how this regression is fit: "glm" for a generalized linear model for the outcome mechanism, "sl" for sl3 learners used to fit a Super Learner for the outcome mechanism, and "external" for user-specified input of the form produced by est_Q.

eif_reg_type

Whether a flexible nonparametric function ought to be used in the dimension-reduced nuisance regression of the targeting step for the censored data case. By default, the method used is a nonparametric regression based on the Highly Adaptive Lasso (from hal9001). Set this to "glm" to instead use a simple linear regression model. In this step, the efficient influence function (EIF) is regressed against covariates contributing to the censoring mechanism (i.e., EIF ~ V | C = 1).

ipcw_efficiency

Whether to use an augmented inverse probability of censoring weighted EIF estimating equation to ensure efficiency of the resultant estimate. The default is TRUE; the inefficient estimation procedure specified by FALSE is only supported for completeness.

samp_fit_ext

The results of an external fitting procedure used to estimate the two-phase sampling mechanism, to be used in constructing the inverse probability of censoring weighted TML or one-step estimator. The input provided must match the output of est_samp exactly.

gn_exp_fit_ext

The results of an external fitting procedure used to estimate the exposure mechanism (generalized propensity score), to be used in constructing the TML or one-step estimator. The input provided must match the output of est_g_exp exactly.

gn_cens_fit_ext

The results of an external fitting procedure used to estimate the censoring mechanism (propensity score for missingness), to be used in constructing the TML or one-step estimator. The input provided must match the output of est_g_cens exactly.

Qn_fit_ext

The results of an external fitting procedure used to estimate the outcome mechanism, to be used in constructing the TML or one-step estimator. The input provided must match the output of est_Q exactly; use of this argument is only recommended for power users.

Value

S3 object of class txshift containing the results of the procedure to compute a TML or one-step estimate of the counterfactual mean under a modified treatment policy that shifts a continuous-valued exposure by a scalar amount delta. These estimates can be augmented to be consistent and efficient when two-phase sampling is performed.

Details

Construct a one-step estimate or targeted minimum loss estimate of the counterfactual mean under a modified treatment policy, automatically making adjustments for two-phase sampling when a censoring indicator is included. Ensemble machine learning may be used to construct the initial estimates of nuisance functions using sl3.

Examples

# NOT RUN {
set.seed(429153)
n_obs <- 100
W <- replicate(2, rbinom(n_obs, 1, 0.5))
A <- rnorm(n_obs, mean = 2 * W, sd = 1)
Y <- rbinom(n_obs, 1, plogis(A + W + rnorm(n_obs, mean = 0, sd = 1)))
C_samp <- rbinom(n_obs, 1, plogis(W + Y)) # two-phase sampling
C_cens <- rbinom(n_obs, 1, plogis(rowSums(W) + 0.5))

# construct a TML estimate, ignoring censoring
tmle <- txshift(
  W = W, A = A, Y = Y, delta = 0.5,
  estimator = "onestep",
  g_exp_fit_args = list(
    fit_type = "hal",
    n_bins = 3,
    lambda_seq = exp(seq(-1, -10, length = 50))
  ),
  Q_fit_args = list(
    fit_type = "glm",
    glm_formula = "Y ~ ."
  )
)
# }
# NOT RUN {
# construct a TML estimate, accounting for censoring
tmle <- txshift(
  W = W, A = A, C_cens = C_cens, Y = Y, delta = 0.5,
  estimator = "onestep",
  g_exp_fit_args = list(
    fit_type = "hal",
    n_bins = 3,
    lambda_seq = exp(seq(-1, -10, length = 50))
  ),
  g_cens_fit_args = list(
    fit_type = "glm",
    glm_formula = "C_cens ~ ."
  ),
  Q_fit_args = list(
    fit_type = "glm",
    glm_formula = "Y ~ ."
  )
)

# construct a TML estimate under two-phase sampling, ignoring censoring
ipcwtmle <- txshift(
  W = W, A = A, Y = Y, delta = 0.5,
  C_samp = C_samp, V = c("W", "Y"),
  estimator = "onestep", max_iter = 3,
  samp_fit_args = list(fit_type = "glm"),
  g_exp_fit_args = list(
    fit_type = "hal",
    n_bins = 3,
    lambda_seq = exp(seq(-1, -10, length = 50))
  ),
  Q_fit_args = list(
    fit_type = "glm",
    glm_formula = "Y ~ ."
  ),
  eif_reg_type = "glm"
)

# construct a TML estimate acconting for two-phase sampling and censoring
ipcwtmle <- txshift(
  W = W, A = A, C_cens = C_cens, Y = Y, delta = 0.5,
  C_samp = C_samp, V = c("W", "Y"),
  estimator = "onestep", max_iter = 3,
  samp_fit_args = list(fit_type = "glm"),
  g_exp_fit_args = list(
    fit_type = "hal",
    n_bins = 3,
    lambda_seq = exp(seq(-1, -10, length = 50))
  ),
  g_cens_fit_args = list(
    fit_type = "glm",
    glm_formula = "C_cens ~ ."
  ),
  Q_fit_args = list(
    fit_type = "glm",
    glm_formula = "Y ~ ."
  ),
  eif_reg_type = "glm"
)
# }