summary.bartcFit: Summary for `bartcFit` Objects

Description

Summarizes bartc fits by calculating target quantities and uncertainty estimates.

Usage

# S3 method for bartcFit
summary(object,
                           target = c("pate", "sate", "cate"),
                           ci.style = c("norm", "quant", "hpd"), ci.level = 0.95,
                           pate.style = c("ppd", "var.exp"),
                           ...)

Value

An object of class bartcFit.summary equivalent to a list with named items:

call: how bartc was called
method.rsp: character string specifying the method used to fit the response surface
method.trt: character string specifying the method used to fit the treatment assignment mechanism
ci.info: a named list with items target, ci.style, ci.level, and pate.style as passed to summary
n.obs: total number of observations
n.samples: number of samples within any one chain
n.chains: total number of chains
commonSup.rule: common support rule used when fitting object to produce estimates
estimates: a data.frame with columns "estimate" - the target, "sd" - standard deviation of posterior of estimate, "ci.lower" - lower bound of credible region, "ci.upper" - upper bound of credible region, and optionally "n.cut" - how many observations were dropped using common support rule

Arguments

object: Object of class bartcFit.
target: Treatment effect to calculate. One of "pate" - population average treatment effect, "sate" - sample average treatment effect, and "cate" - conditional average treatment effect.
ci.style: Means of calculating confidence intervals (posterior credible regions). Options include "norm" - use a normal approximation, "quant" - the empirical quantites of the posterior samples, and "hpd" - region of highest posterior density.
ci.level: Level of confidence for intervals.
pate.style: For target "pate", calculate uncertainty by using "ppd" - the posterior predictive distribution or "var.exp" a variance expansion formula.
...: Not used at moment, but present to match summary generic signature.

Author

Vincent Dorie: vdorie@gmail.com.

Details

summary produces a numeric and qualitative summary of a bartc fit.

Target Types

The SATE and PATE involve calculating predicted response values under different treatment conditions. When using extract or fitted, these values are simulated directly from the posterior predictive distribution. However, since these quantities all have the same expected value, in order to provide consistent results summary only uses those simulations to derive credible intervals. Thus the estimates for CATE, SATE, and PATE all should be reported as the same but with increasing degrees of uncertainty.

Grouped Data

If a model is fit with a supplied grouping variable and group.effects = TRUE, the estimates will also be reported within groups. When possible, the last line corresponds to the population. Within group estimates for resposne methods such as "tmle" cannot easily be extrapolated to the population at large - the means will combine based on the sample sizes but the uncertainty estimates will lack correlations.