Type: | Package |
Title: | Nonparametric and Cox-Based Estimation of Average Treatment Effects in Competing Risks |
Version: | 2.0.0 |
Description: | Estimation of average treatment effects (ATE) of point interventions on time-to-event outcomes with K competing risks (K can be 1). The method uses propensity scores and inverse probability weighting for emulation of baseline randomization, which is described in Charpignon et al. (2022) <doi:10.1038/s41467-022-35157-w>. |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
Encoding: | UTF-8 |
Depends: | R (≥ 4.0.0) |
Imports: | survival, inline, doParallel, parallel, utils, foreach, data.table, purrr, methods |
RoxygenNote: | 7.2.3 |
Suggests: | knitr, rmarkdown, bookdown, tidyverse, ggalt, cobalt, ggsci, modEvA, naniar, DT, Hmisc, hrbrthemes, summarytools |
VignetteBuilder: | knitr |
URL: | https://github.com/Bella2001/causalCmprsk |
BugReports: | https://github.com/Bella2001/causalCmprsk/issues |
NeedsCompilation: | no |
Packaged: | 2023-07-04 14:40:06 UTC; blagun |
Author: | Bella Vakulenko-Lagun [aut, cre], Colin Magdamo [aut], Marie-Laure Charpignon [aut], Bang Zheng [aut], Mark Albers [aut], Sudeshna Das [aut] |
Maintainer: | Bella Vakulenko-Lagun <blagun@stat.haifa.ac.il> |
Repository: | CRAN |
Date/Publication: | 2023-07-04 17:23:02 UTC |
Estimation of Average Treatment Effects (ATE) of Point Intervention on Time-to-Event Outcomes with Competing Risks
Description
The package accompanies the paper of Charpignon et al. (2022). It can be applied to data with any number of competing events, including the case of only one type of event. The method uses propensity scores weighting for emulation of baseline randomization. The package implements different types of weights: ATE, stabilized ATE, ATT, ATC and overlap weights, as described in Li et al. (2018), and different treatment effect measures (hazard ratios, risk differences, risk ratios, and restricted mean time differences).
Details
The causalCmprsk package provides two main functions:
fit.cox
that assumes Cox proportional hazards structural models for cause-specific hazards,
and fit.nonpar
that does not assume any model for potential outcomes.
The function get.weights
returns estimated weights that are aimed for
emulation of a baseline randomization in observational data where the treatment was not assigned randomly, and where conditional exchangeability is assumed.
The function get.pointEst
extracts a point estimate corresponding to a specific time point
from the time-varying functionals returned by fit.cox
and fit.nonpar
.
The function get.numAtRisk
allows to obtain the number-at-risk statistic
in the raw and weighted data.
References
M.-L. Charpignon, B. Vakulenko-Lagun, B. Zheng, C. Magdamo, B. Su, K.E. Evans, S. Rodriguez, et al. 2022. Causal inference in medical records and complementary systems pharmacology for metformin drug repurposing towards dementia. Nature Communications 13:7652.
F. Li, K.L. Morgan, and A.M. Zaslavsky. 2018. Balancing Covariates via Propensity Score Weighting. Journal of the American Statistical Association 113 (521): 390–400.
Cox-based estimation of ATE corresponding to the target population
Description
Implements Cox-based estimation of ATE assuming a structural proportional hazards model for two potential outcomes. It provides three measures of treatment effects on time-to-event outcomes: (1) cause-specific hazard ratios which are time-dependent measures under a nonparametric model, (2) risk-based measures such as cause-specific risk differences and cause-specific risk ratios, and (3) restricted-mean-time differences which quantify how much time on average was lost (or gained) due to treatment by some specified time point. Please see our package vignette for more details.
Usage
fit.cox(
df,
X,
E,
trt.formula,
A,
C = NULL,
wtype = "unadj",
cens = 0,
conf.level = 0.95,
bs = FALSE,
nbs.rep = 400,
seed = 17,
parallel = FALSE,
verbose = FALSE
)
Arguments
df |
a data frame that includes time-to-event |
X |
a character string specifying the name of the time-to-event variable in |
E |
a character string specifying the name of the "event type" variable in |
trt.formula |
a formula expression, of the form |
A |
a character specifying the name of the treatment/exposure variable.
It is assumed that |
C |
a vector of character strings with variable names (potential confounders)
in the logistic regression model for Propensity Scores, i.e. P(A=1|C=c).
The default value of |
wtype |
a character string variable indicating the type of weights that will define the target population for which the ATE will be estimated. The default is "unadj" - this will not adjust for possible treatment selection bias and will not use propensity scores weighting. It can be used, for example, in data from a randomized controlled trial (RCT) where there is no need for emulation of baseline randomization. Other possible values are "stab.ATE", "ATE", "ATT", "ATC" and "overlap". See Table 1 from Li, Morgan, and Zaslavsky (2018). "stab.ATE" is defined as P(A=a)/P(A=a|C=c) - see Hernán et al. (2000). |
cens |
an integer value in |
conf.level |
the confidence level that will be used in the bootstrap confidence intervals. The default is 0.95 |
bs |
a logical flag indicating whether to perform bootstrap in order to obtain confidence intervals. There are no
analytical confidence intervals in |
nbs.rep |
number of bootstrap replications |
seed |
the random seed for the bootstrap, in order to make the results reproducible |
parallel |
a logical flag indicating whether to perform bootstrap sequentially or in parallel, using several cores simultaneously. The default value is FALSE. In parallel execution, the number of available cores is detected, and the parallel jobs are assigned to the number of detected available cores minus one. |
verbose |
a logical flag indicating whether to show a progress of bootstrap. The progress bar is shown only for sequential bootstrap computation. The default value is FALSE. |
Value
A list of class cmprsk
with the following fields:
time | |
a vector of time points for which all the parameters are estimated | |
trt.0 | |
a list of estimates of the counterfactual parameters
corresponding to A =0 and the type of event E . trt.0
has K
fields as the number of competing events in the data set.
For each competing risk there is a list of point estimates, their standard errors and
conf.level % confidence intervals: |
|
CumHaz
a vector of cumulative hazard estimatesCIF
a vector of cumulative incidence functions (CIF)RMT
a vector of restricted mean time (RMT) estimatesCumHaz.CI.L
a vector of bootstrap-based quantile estimate of lower confidence limits for cumulative hazard estimatesCumHaz.CI.U
a vector of bootstrap-based quantile estimate of upper confidence limits for cumulative hazard estimatesCumHaz.SE
a vector of the bootstrap-based estimated standard errors of cumulative hazard estimatesCIF.CI.L
a vector of bootstrap-based quantile estimate of lower confidence limits for CIF estimatesCIF.CI.U
a vector of bootstrap-based quantile estimate of upper confidence limits for CIF estimatesCIF.SE
a vector of bootstrap-based estimated standard error of CIF estimatesRMT.CI.L
a vector of bootstrap-based quantile estimate of lower confidence limits for RMT estimatesRMT.CI.U
a vector of bootstrap-based quantile estimate of upper confidence limits for RMT estimatesRMT.SE
a vector of the bootstrap-based estimated standard errors of RMT estimatesbs.CumHaz
a matrix of dimensionnbs.rep
by the length oftime
vector, with cumulative hazard estimates fornbs.rep
bootstrap samples
trt.1 | |
a list of estimates of the counterfactual parameters
corresponding to A =1 and the type of event E . trt.1 has K
fields as the number of competing events (risks) in the data set.
For each competing risk there is a list of point estimates: |
|
CumHaz
a vector of cumulative hazard estimatesCIF
a vector of cumulative incidence functionsRMT
a vector of restricted mean time estimatesCumHaz.CI.L
a vector of bootstrap-based quantile estimate of lower confidence limits for cumulative hazard estimatesCumHaz.CI.U
a vector of bootstrap-based quantile estimate of upper confidence limits for cumulative hazard estimatesCumHaz.SE
a vector of the bootstrap-based estimated standard errors of cumulative hazard estimatesCIF.CI.L
a vector of bootstrap-based quantile estimate of lower confidence limits for CIF estimatesCIF.CI.U
a vector of bootstrap-based quantile estimate of upper confidence limits for CIF estimatesCIF.SE
a vector of bootstrap-based estimated standard error for CIF estimatesRMT.CI.L
a vector of bootstrap-based quantile estimate of lower confidence limits for RMT estimatesRMT.CI.U
a vector of bootstrap-based quantile estimate of upper confidence limits for RMT estimatesRMT.SE
a vector of the bootstrap-based estimated standard errors of the RMT estimatesbs.CumHaz
a matrix of dimensionnbs.rep
by the length oftime
vector, with cumulative hazard estimates fornbs.rep
bootstrap samples
trt.eff | |
a list of estimates of the treatment effect measures
corresponding to the type of event E . trt.eff has the number of
fields as the number of different types of events (risks) in the data set.
For each competing risk there is a list of estimates: |
log.CumHazR
an estimate of the log of the hazard ratio. It is a scalar since the Cox model is assumed.RD
a vector of time-varying Risk Difference between two treatment armsRR
a vector of time-varying Risk Ratio between two treatment armsATE.RMT
a vector of the time-varying Restricted Mean Time Difference between two treatment armslog.CumHazR.CI.L
a bootstrap-based quantile estimate of the lower confidence limit oflog.CumHazR
log.CumHazR.CI.U
a bootstrap-based quantile estimate of the upper confidence limit oflog.CumHazR
log.CumHazR.SE
a bootstrap-based estimated standard error oflog.CumHazR
log.CumHazR.pvalue
p-value from a Wald test of a two-sided hypothesis H0: HR(A=1)/HR(A=0)=1RD.CI.L
a vector of bootstrap-based quantile estimates of the lower confidence limits of the Risk Difference estimatesRD.CI.U
a vector of bootstrap-based quantile estimate of the upper confidence limits of the Risk Difference estimatesRD.SE
a vector of the bootstrap-based estimated standard errors of the Risk DifferenceRR.CI.L
a vector of bootstrap-based quantile estimates of the lower confidence limits of the Risk Ratio estimatesRR.CI.U
a vector of bootstrap-based quantile estimate of the upper confidence limits of the Risk Ratio estimatesRR.SE
a vector of the bootstrap-based estimated standard errors of the Risk RatioATE.RMT.CI.L
a vector of bootstrap-based quantile estimate of lower confidence limits for the RMT difference estimatesATE.RMT.CI.U
a vector of bootstrap-based quantile estimate of upper confidence limits for the RMT difference estimatesATE.RMT.SE
a vector of bootstrap-based estimated standard errors of the RMT difference estimates
References
F. Li, K.L. Morgan, and A.M. Zaslavsky. 2018. Balancing Covariates via Propensity Score Weighting. Journal of the American Statistical Association, 113 (521): 390–400.
M.A. Hernán, B. Brumback, and J.M. Robins. 2000. Marginal structural models and to estimate the causal effect of zidovudine on the survival of HIV-positive men. Epidemiology, 11 (5): 561-570.
See Also
fit.nonpar
, get.pointEst
, causalCmprsk
Examples
# create a data set
n <- 1000
set.seed(7)
c1 <- runif(n)
c2 <- as.numeric(runif(n)< 0.2)
set.seed(77)
cf.m.T1 <- rweibull(n, shape=1, scale=exp(-(-1 + 2*c1)))
cf.m.T2 <- rweibull(n, shape=1, scale=exp(-(1 + 1*c2)))
cf.m.T <- pmin( cf.m.T1, cf.m.T2)
cf.m.E <- rep(0, n)
cf.m.E[cf.m.T1<=cf.m.T2] <- 1
cf.m.E[cf.m.T2<cf.m.T1] <- 2
set.seed(77)
cf.s.T1 <- rweibull(n, shape=1, scale=exp(-1*c1 ))
cf.s.T2 <- rweibull(n, shape=1, scale=exp(-2*c2))
cf.s.T <- pmin( cf.s.T1, cf.s.T2)
cf.s.E <- rep(0, n)
cf.s.E[cf.s.T1<=cf.s.T2] <- 1
cf.s.E[cf.s.T2<cf.s.T1] <- 2
exp.z <- exp(0.5 + 1*c1 - 1*c2)
pr <- exp.z/(1+exp.z)
TRT <- ifelse(runif(n)< pr, 1, 0)
X <- ifelse(TRT==1, cf.m.T, cf.s.T)
E <- ifelse(TRT==1, cf.m.E, cf.s.E)
covs.names <- c("c1", "c2")
data <- data.frame(X=X, E=E, TRT=TRT, c1=c1, c2=c2)
form.txt <- paste0("TRT", " ~ ", paste0(covs.names, collapse = "+"))
trt.formula <- as.formula(form.txt)
wei <- get.weights(formula=trt.formula, data=data, wtype = "overlap")
hist(wei$ps[data$TRT==1], col="red", breaks = seq(0,1,0.05))
hist(wei$ps[data$TRT==0], col="blue", breaks = seq(0,1,0.05))
# Cox-based estimation:
res.cox.ATE <- fit.cox(df=data, X="X", E="E", trt.formula=trt.formula, wtype="stab.ATE")
cox.pe <- get.pointEst(res.cox.ATE, 0.5)
cox.pe$trt.eff[[1]]$RD
# please see our package vignette for practical examples
Nonparametric estimation of ATE corresponding to the target population
Description
Implements nonparametric estimation (based on the weighted Aalen-Johansen estimator) of ATE meaning that it does not assume any model for potential outcomes. It provides three measures of treatment effects on time-to-event outcomes: (1) cause-specific hazard ratios which are time-dependent measures under a nonparametric model, (2) risk-based measures such as cause-specific risk differences and cause-specific risk ratios, and (3) restricted-mean-time differences which quantify how much time on average was lost (or gained) due to treatment by some specified time point. Please see our package vignette for more details.
Usage
fit.nonpar(
df,
X,
E,
trt.formula,
A,
C = NULL,
wtype = "unadj",
cens = 0,
conf.level = 0.95,
bs = FALSE,
nbs.rep = 400,
seed = 17,
parallel = FALSE,
verbose = FALSE
)
Arguments
df |
a data frame that includes time-to-event |
X |
a character string specifying the name of the time-to-event variable in |
E |
a character string specifying the name of the "event type" variable in |
trt.formula |
a formula expression, of the form |
A |
a character specifying the name of the treatment/exposure variable.
It is assumed that |
C |
a vector of character strings with variable names (potential confounders)
in the logistic regression model for Propensity Scores, i.e. P(A=1|C=c).
The default value of |
wtype |
a character string variable indicating the type of weights that will define the target population for which the ATE will be estimated. The default is "unadj" - this will not adjust for possible treatment selection bias and will not use propensity scores weighting. It can be used, for example, in data from a randomized controlled trial (RCT) where there is no need for emulation of baseline randomization. Other possible values are "stab.ATE", "ATE", "ATT", "ATC" and "overlap". See Table 1 from Li, Morgan, and Zaslavsky (2018). "stab.ATE" is defined as P(A=a)/P(A=a|C=c) - see Hernán et al. (2000). |
cens |
an integer value in |
conf.level |
the confidence level that will be used in the bootstrap confidence intervals. The default is 0.95 |
bs |
a logical flag indicating whether to perform bootstrap in order to obtain confidence intervals. There are no
analytical confidence intervals in |
nbs.rep |
number of bootstrap replications |
seed |
the random seed for the bootstrap, in order to make the results reproducible |
parallel |
a logical flag indicating whether to perform bootstrap sequentially or in parallel, using several cores simultaneously. The default value is FALSE. In parallel execution, the number of available cores is detected, and the parallel jobs are assigned to the number of detected available cores minus one. |
verbose |
a logical flag indicating whether to show a progress of bootstrap. The progress bar is shown only for sequential bootstrap computation. The default value is FALSE. |
Value
A list of class cmprsk
with the following fields:
time | |
a vector of time points for which all the parameters are estimated | |
trt.0 | |
a list of estimates of the absolute counterfactual parameters
corresponding to A =0 and the type of event E . trt.0 has the number of
fields as the number of different types of events in the data set.
For each type of event there is a list of estimates: |
|
CumHaz
a vector of cumulative hazard estimatesCIF
a vector of cumulative incidence functions (CIF)RMT
a vector of restricted mean time (RMT) estimatesCumHaz.CI.L
a vector of bootstrap-based quantile estimate of lower confidence limits for cumulative hazard estimatesCumHaz.CI.U
a vector of bootstrap-based quantile estimate of upper confidence limits for cumulative hazard estimatesCumHaz.SE
a vector of the bootstrap-based estimated standard errors of cumulative hazard estimatesCIF.CI.L
a vector of bootstrap-based quantile estimate of lower confidence limits for CIF estimatesCIF.CI.U
a vector of bootstrap-based quantile estimate of upper confidence limits for CIF estimatesCIF.SE
a vector of bootstrap-based estimated standard error of CIF estimatesRMT.CI.L
a vector of bootstrap-based quantile estimate of lower confidence limits for RMT estimatesRMT.CI.U
a vector of bootstrap-based quantile estimate of upper confidence limits for RMT estimatesRMT.SE
a vector of the bootstrap-based estimated standard errors of RMT estimatesbs.CumHaz
a matrix of dimensionnbs.rep
by the length oftime
vector, with cumulative hazard estimates fornbs.rep
bootstrap samples
trt.1 | |
a list of estimates of the absolute counterfactual parameters
corresponding to A =1 and the type of event E . trt.1 has the number of
fields as the number of different types of events in the data set.
For each type of event there is a list of estimates: |
|
CumHaz
a vector of cumulative hazard estimatesCIF
a vector of cumulative incidence functionsRMT
a vector of restricted mean time estimatesCumHaz.CI.L
a vector of bootstrap-based quantile estimate of lower confidence limits for cumulative hazard estimatesCumHaz.CI.U
a vector of bootstrap-based quantile estimate of upper confidence limits for cumulative hazard estimatesCumHaz.SE
a vector of the bootstrap-based estimated standard errors of cumulative hazard estimatesCIF.CI.L
a vector of bootstrap-based quantile estimate of lower confidence limits for CIF estimatesCIF.CI.U
a vector of bootstrap-based quantile estimate of upper confidence limits for CIF estimatesCIF.SE
a vector of bootstrap-based estimated standard error for CIF estimatesRMT.CI.L
a vector of bootstrap-based quantile estimate of lower confidence limits for RMT estimatesRMT.CI.U
a vector of bootstrap-based quantile estimate of upper confidence limits for RMT estimatesRMT.SE
a vector of the bootstrap-based estimated standard errors of the RMT estimatesbs.CumHaz
a matrix of dimensionnbs.rep
by the length oftime
vector, with cumulative hazard estimates fornbs.rep
bootstrap samples
trt.eff | |
a list of estimates of the treatment effect measures
corresponding to the type of event E . trt.eff has the number of
fields as the number of different types of events in the data set.
For each type of event there is a list of estimates: |
log.CumHazR
a vector of the log of the time-varying ratio of hazards in two treatment armsRD
a vector of time-varying Risk Difference between two treatment armsRR
a vector of time-varying Risk Ratio between two treatment armsATE.RMT
a vector of the time-varying Restricted Mean Time Difference between two treatment armslog.CumHazR.CI.L
a vector of bootstrap-based quantile estimates of the lower confidence limits oflog.CumHazR
log.CumHazR.CI.U
a vector of bootstrap-based quantile estimates of the upper confidence limits oflog.CumHazR
log.CumHazR.SE
a vector of bootstrap-based estimated standard errors oflog.CumHazR
RD.CI.L
a vector of bootstrap-based quantile estimates of the lower confidence limits of the Risk Difference estimatesRD.CI.U
a vector of bootstrap-based quantile estimate of the upper confidence limits of the Risk Difference estimatesRD.SE
a vector of the bootstrap-based estimated standard errors of the Risk DifferenceRR.CI.L
a vector of bootstrap-based quantile estimates of the lower confidence limits of the Risk Ratio estimatesRR.CI.U
a vector of bootstrap-based quantile estimate of the upper confidence limits of the Risk Ratio estimatesRR.SE
a vector of the bootstrap-based estimated standard errors of the Risk RatioATE.RMT.CI.L
a vector of bootstrap-based quantile estimate of lower confidence limits for the RMT difference estimatesATE.RMT.CI.U
a vector of bootstrap-based quantile estimate of upper confidence limits for the RMT difference estimatesATE.RMT.SE
a vector of bootstrap-based estimated standard errors of the RMT difference estimates
References
F. Li, K.L. Morgan, and A.M. Zaslavsky. 2018. Balancing Covariates via Propensity Score Weighting. Journal of the American Statistical Association 113 (521): 390–400.
M.A. Hernán, B. Brumback, and J.M. Robins. 2000. Marginal structural models and to estimate the causal effect of zidovudine on the survival of HIV-positive men. Epidemiology, 11 (5): 561-570.
See Also
fit.cox
, get.pointEst
, causalCmprsk
Examples
# create a data set
n <- 1000
set.seed(7)
c1 <- runif(n)
c2 <- as.numeric(runif(n)< 0.2)
set.seed(77)
cf.m.T1 <- rweibull(n, shape=1, scale=exp(-(-1 + 2*c1)))
cf.m.T2 <- rweibull(n, shape=1, scale=exp(-(1 + 1*c2)))
cf.m.T <- pmin( cf.m.T1, cf.m.T2)
cf.m.E <- rep(0, n)
cf.m.E[cf.m.T1<=cf.m.T2] <- 1
cf.m.E[cf.m.T2<cf.m.T1] <- 2
set.seed(77)
cf.s.T1 <- rweibull(n, shape=1, scale=exp(-1*c1 ))
cf.s.T2 <- rweibull(n, shape=1, scale=exp(-2*c2))
cf.s.T <- pmin( cf.s.T1, cf.s.T2)
cf.s.E <- rep(0, n)
cf.s.E[cf.s.T1<=cf.s.T2] <- 1
cf.s.E[cf.s.T2<cf.s.T1] <- 2
exp.z <- exp(0.5 + 1*c1 - 1*c2)
pr <- exp.z/(1+exp.z)
TRT <- ifelse(runif(n)< pr, 1, 0)
X <- ifelse(TRT==1, cf.m.T, cf.s.T)
E <- ifelse(TRT==1, cf.m.E, cf.s.E)
covs.names <- c("c1", "c2")
data <- data.frame(X=X, E=E, TRT=TRT, c1=c1, c2=c2)
form.txt <- paste0("TRT", " ~ ", paste0(covs.names, collapse = "+"))
trt.formula <- as.formula(form.txt)
wei <- get.weights(formula=trt.formula, data=data, wtype = "overlap")
hist(wei$ps[data$TRT==1], col="red", breaks = seq(0,1,0.05))
hist(wei$ps[data$TRT==0], col="blue", breaks = seq(0,1,0.05))
# Nonparametric estimation:
res.ATE <- fit.nonpar(df=data, X="X", E="E", trt.formula=trt.formula, wtype="stab.ATE")
nonpar.pe <- get.pointEst(res.ATE, 0.5)
nonpar.pe$trt.eff[[1]]$RD
# please see our package vignette for practical examples
Number-at-risk in raw and weighted data
Description
Obtaining time-varying number-at-risk statistic in both raw and weighted data
Usage
get.numAtRisk(df, X, E, A, C = NULL, wtype = "unadj", cens = 0)
Arguments
df |
a data frame that includes time-to-event |
X |
a character string specifying the name of the time-to-event variable in |
E |
a character string specifying the name of the "event type" variable in |
A |
a character specifying the name of the treatment/exposure variable.
It is assumed that |
C |
a vector of character strings with variable names (potential confounders)
in the logistic regression model for Propensity Scores, i.e. P(A=1|C=c).
The default value of |
wtype |
a character string variable indicating the type of weights that will define the target population for which the ATE will be estimated. The default is "unadj" - this will not adjust for possible treatment selection bias and will not use propensity scores weighting. It can be used, for example, in data from a randized controlled trial (RCT) where there is no need for emulation of baseline randomization. Other possible values are "stab.ATE", "ATE", "ATT", "ATC" and "overlap". See Table 1 from Li, Morgan, and Zaslavsky (2018). "stab.ATE" is defined as P(A=a)/P(A=a|C=c) - see Hernán et al. (2000). |
cens |
an integer value in |
Value
A list with two fields:
trt.0
a matrix with three columns,time
,num
andsample
corresponding to the treatment arm withA
=0. The results for both weighted and unadjusted number-at-risk are returnd in a long-format matrix. The columntime
is a vector of time points at which we calculate the number-at-risk. The columnnum
is the number-at-risk. The columnsample
is a factor variable that gets one of two values, "Weighted" or "Unadjusted". The estimated number-at-risk in the weighted sample corresponds to the rows withsample="Weighted"
.trt.1
a matrix with three columns,time
,num
andsample
corresponding to the treatment arm withA
=1. The results for both weighted and unadjusted number-at-risk are returnd in a long-format matrix. The columntime
is a vector of time points at which we calculate the number-at-risk. The columnnum
is the number-at-risk. The columnsample
is a factor variable that gets one of two values, "Weighted" or "Unadjusted". The estimated number-at-risk in the weighted sample corresponds to the rows withsample="Weighted"
.
See Also
get.weights
, get.pointEst
, causalCmprsk
Examples
# create a data set
n <- 1000
set.seed(7)
c1 <- runif(n)
c2 <- as.numeric(runif(n)< 0.2)
set.seed(77)
cf.m.T1 <- rweibull(n, shape=1, scale=exp(-(-1 + 2*c1)))
cf.m.T2 <- rweibull(n, shape=1, scale=exp(-(1 + 1*c2)))
cf.m.T <- pmin( cf.m.T1, cf.m.T2)
cf.m.E <- rep(0, n)
cf.m.E[cf.m.T1<=cf.m.T2] <- 1
cf.m.E[cf.m.T2<cf.m.T1] <- 2
set.seed(77)
cf.s.T1 <- rweibull(n, shape=1, scale=exp(-1*c1 ))
cf.s.T2 <- rweibull(n, shape=1, scale=exp(-2*c2))
cf.s.T <- pmin( cf.s.T1, cf.s.T2)
cf.s.E <- rep(0, n)
cf.s.E[cf.s.T1<=cf.s.T2] <- 1
cf.s.E[cf.s.T2<cf.s.T1] <- 2
exp.z <- exp(0.5 + 1*c1 - 1*c2)
pr <- exp.z/(1+exp.z)
TRT <- ifelse(runif(n)< pr, 1, 0)
X <- ifelse(TRT==1, cf.m.T, cf.s.T)
E <- ifelse(TRT==1, cf.m.E, cf.s.E)
covs.names <- c("c1", "c2")
data <- data.frame(X=X, E=E, TRT=TRT, c1=c1, c2=c2)
num.atrisk <- get.numAtRisk(data, "X", "E", "TRT", C=covs.names, wtype="overlap", cens=0)
plot(num.atrisk$trt.1$time[num.atrisk$trt.1$sample=="Weighted"],
num.atrisk$trt.1$num[num.atrisk$trt.1$sample=="Weighted"], col="red", type="s",
xlab="time", ylab="number at risk",
main="Number at risk in TRT=1", ylim=c(0, max(num.atrisk$trt.1$num)))
lines(num.atrisk$trt.1$time[num.atrisk$trt.1$sample=="Unadjusted"],
num.atrisk$trt.1$num[num.atrisk$trt.1$sample=="Unadjusted"], col="blue", type="s")
legend("topright", legend=c("Weighted", "Unadjusted"), lty=1:1, col=c("red", "blue"))
plot(num.atrisk$trt.0$time[num.atrisk$trt.0$sample=="Weighted"],
num.atrisk$trt.0$num[num.atrisk$trt.0$sample=="Weighted"], col="red", type="s",
xlab="time", ylab="number at risk",
main="Number at risk in TRT=0", ylim=c(0, max(num.atrisk$trt.0$num)))
lines(num.atrisk$trt.0$time[num.atrisk$trt.0$sample=="Unadjusted"],
num.atrisk$trt.0$num[num.atrisk$trt.0$sample=="Unadjusted"], col="blue", type="s")
legend("topright", legend=c("Weighted", "Unadjusted"), lty=1:1, col=c("red", "blue"))
Returns point estimates and conf.level
% confidence intervals corresponding to a specific time point
Description
The confidence interval returned by this function corresponds to the value conf.level
passed to the function
fit.cox
or fit.nonpar
. The first input argument cmprsk.obj
is a result corresponding to conf.level
.
Usage
get.pointEst(cmprsk.obj, timepoint)
Arguments
cmprsk.obj |
a |
timepoint |
a scalar value of the time point of interest |
Value
A list with the following fields:
time | |
a scalar timepoint passed into the function | |
trt.0 | |
a list of estimates of the absolute counterfactual parameters
corresponding to A =0 and the type of event E . trt.0 has the number of
fields as the number of different types of events in the data set.
For each type of event there is a list of estimates: |
|
CumHaz
a point estimate of the cumulative hazardCumHaz.CI.L
a bootstrap-based quantile estimate of a lower bound of aconf.level
% confidence interval for the cumulative hazardCumHaz.CI.U
a bootstrap-based quantile estimate of an upper bound of aconf.level
% confidence interval for the cumulative hazardCIF
a point estimate of the cumulative incidence functionCIF.CI.L
a bootstrap-based quantile estimate of a lower bound of aconf.level
% confidence interval for the cumulative incidence functionCIF.CI.U
a bootstrap-based quantile estimate of an upper bound of aconf.level
% confidence interval for the cumulative incidence functionRMT
a point estimate of the restricted mean timeRMT.CI.L
a bootstrap-based quantile estimate of a lower bound of aconf.level
% confidence interval for the restricted mean timeRMT.CI.U
a bootstrap-based quantile estimate of an upper bound of aconf.level
% confidence interval for the restricted mean time
trt.1 | |
a list of estimates of the absolute counterfactual parameters
corresponding to A =1 and the type of event E . trt.1 has the number of
fields as the number of different types of events in the data set.
For each type of event there is a list of estimates: |
|
CumHaz
a point estimate of the cumulative hazardCumHaz.CI.L
a bootstrap-based quantile estimate of a lower bound of aconf.level
% confidence interval for the cumulative hazardCumHaz.CI.U
a bootstrap-based quantile estimate of an upper bound of aconf.level
% confidence interval for the cumulative hazardCIF
a point estimate of the cumulative incidence functionCIF.CI.L
a bootstrap-based quantile estimate of a lower bound of aconf.level
% confidence interval for the cumulative incidence functionCIF.CI.U
a bootstrap-based quantile estimate of an upper bound of aconf.level
% confidence interval for the cumulative incidence functionRMT
a point estimate of the restricted mean timeRMT.CI.L
a bootstrap-based quantile estimate of a lower bound of aconf.level
% confidence interval for the restricted mean timeRMT.CI.U
a bootstrap-based quantile estimate of an upper bound of aconf.level
% confidence interval for the restricted mean time
trt.eff | |
a list of estimates of the treatment effect measures
corresponding to the type of event E . trt.eff has the number of
fields as the number of different types of events in the data set.
For each type of event there is a list of estimates: |
log.CumHazR
a point estimate of the log of the ratio of hazards between two treatment armslog.CumHazR.CI.L
a bootstrap-based quantile estimate of a lower bound of aconf.level
% confidence interval for the log of the ratio of hazards between two treatment armslog.CumHazR.CI.U
a bootstrap-based quantile estimate of an upper bound of aconf.level
% confidence interval for the log of the ratio of hazards between two treatment armsRD
a point estimate of the risk difference between two treatment armsRD.CI.L
a bootstrap-based quantile estimate of a lower bound of aconf.level
% confidence interval for the risk difference between two treatment armsRD.CI.U
a bootstrap-based quantile estimate of an upper bound of aconf.level
% confidence interval for the risk difference between two treatment armsRR
a point estimate of the risk ratio between two treatment armsRR.CI.L
a bootstrap-based quantile estimate of a lower bound of aconf.level
% confidence interval for the risk ratio between two treatment armsRR.CI.U
a bootstrap-based quantile estimate of an upper bound of aconf.level
% confidence interval for the risk ratio between two treatment armsATE.RMT
a point estimate of the restricted mean time difference between two treatment armsATE.RMT.CI.L
a bootstrap-based quantile estimate of a lower bound of aconf.level
% confidence interval for the restricted mean time difference between two treatment armsATE.RMT.CI.U
a bootstrap-based quantile estimate of an upper bound of aconf.level
% confidence interval for the restricted mean time difference between two treatment arms
See Also
fit.cox
, fit.nonpar
, causalCmprsk
Examples
# create a data set
n <- 1000
set.seed(7)
c1 <- runif(n)
c2 <- as.numeric(runif(n)< 0.2)
set.seed(77)
cf.m.T1 <- rweibull(n, shape=1, scale=exp(-(-1 + 2*c1)))
cf.m.T2 <- rweibull(n, shape=1, scale=exp(-(1 + 1*c2)))
cf.m.T <- pmin( cf.m.T1, cf.m.T2)
cf.m.E <- rep(0, n)
cf.m.E[cf.m.T1<=cf.m.T2] <- 1
cf.m.E[cf.m.T2<cf.m.T1] <- 2
set.seed(77)
cf.s.T1 <- rweibull(n, shape=1, scale=exp(-1*c1 ))
cf.s.T2 <- rweibull(n, shape=1, scale=exp(-2*c2))
cf.s.T <- pmin( cf.s.T1, cf.s.T2)
cf.s.E <- rep(0, n)
cf.s.E[cf.s.T1<=cf.s.T2] <- 1
cf.s.E[cf.s.T2<cf.s.T1] <- 2
exp.z <- exp(0.5 + 1*c1 - 1*c2)
pr <- exp.z/(1+exp.z)
TRT <- ifelse(runif(n)< pr, 1, 0)
X <- ifelse(TRT==1, cf.m.T, cf.s.T)
E <- ifelse(TRT==1, cf.m.E, cf.s.E)
covs.names <- c("c1", "c2")
data <- data.frame(X=X, E=E, TRT=TRT, c1=c1, c2=c2)
form.txt <- paste0("TRT", " ~ ", paste0(c("c1", "c2"), collapse = "+"))
trt.formula <- as.formula(form.txt)
wei <- get.weights(formula=trt.formula, data=data, wtype = "overlap")
hist(wei$ps[data$TRT==1], col="red", breaks = seq(0,1,0.05))
par(new=TRUE)
hist(wei$ps[data$TRT==0], col="blue", breaks = seq(0,1,0.05))
# Nonparametric estimation:
res.ATE <- fit.nonpar(df=data, X="X", E="E", trt.formula=trt.formula, wtype="stab.ATE")
nonpar.pe <- get.pointEst(res.ATE, 0.5)
nonpar.pe$trt.eff[[1]]$RD
# Cox-based estimation:
res.cox.ATE <- fit.cox(df=data, X="X", E="E", trt.formula=trt.formula, wtype="stab.ATE")
cox.pe <- get.pointEst(res.cox.ATE, 0.5)
cox.pe$trt.eff[[1]]$RD
# please see our package vignette for practical examples
Fitting a logistic regression model for propensity scores and estimating weights
Description
Fits a propensity scores model by logistic regression and returns both estimated propensity scores and requested weights. The estimated propensity scores can be used for further diagnostics, e.g. for testing a positivity assumption and covariate balance.
Usage
get.weights(formula, data, A, C = NULL, wtype = "unadj", case.w = NULL)
Arguments
formula |
a formula expression, of the form |
data |
a data frame that includes a treatment indicator |
A |
a character specifying the name of the treatment/exposure variable.
It is assumed that |
C |
a vector of character strings with variable names (potential confounders)
in the logistic regression model for Propensity Scores, i.e. P(A=1|C=c).
The default value of |
wtype |
a character string variable indicating the type of weights that will define the target population for which the ATE will be estimated. The default is "unadj" - this will not adjust for possible treatment selection bias and will not use propensity scores weighting. It can be used, for example, in data from a randomized controlled trial (RCT) where there is no need for emulation of baseline randomization. Other possible values are "stab.ATE", "ATE", "ATT", "ATC" and "overlap". See Table 1 from Li, Morgan, and Zaslavsky (2018). |
case.w |
a vector of case weights. |
Value
A list with the following fields:
wtype
a character string indicating the type of the estimated weightsps
a vector of estimated propensity scores P(A=a|C=c)w
a vector of estimated weightssummary.glm
a summary of the logistic regression fit which is done usingstats::glm
function
References
F. Li, K.L. Morgan, and A.M. Zaslavsky. 2018. Balancing Covariates via Propensity Score Weighting. Journal of the American Statistical Association 113 (521): 390–400.
M.A. Hernán, B. Brumback, and J.M. Robins. 2000. Marginal structural models and to estimate the causal effect of zidovudine on the survival of HIV-positive men. Epidemiology, 11 (5): 561-570.
See Also
fit.nonpar
, fit.cox
, causalCmprsk
Examples
# create a data set
n <- 1000
set.seed(7)
c1 <- runif(n)
c2 <- as.numeric(runif(n)< 0.2)
set.seed(77)
cf.m.T1 <- rweibull(n, shape=1, scale=exp(-(-1 + 2*c1)))
cf.m.T2 <- rweibull(n, shape=1, scale=exp(-(1 + 1*c2)))
cf.m.T <- pmin( cf.m.T1, cf.m.T2)
cf.m.E <- rep(0, n)
cf.m.E[cf.m.T1<=cf.m.T2] <- 1
cf.m.E[cf.m.T2<cf.m.T1] <- 2
set.seed(77)
cf.s.T1 <- rweibull(n, shape=1, scale=exp(-1*c1 ))
cf.s.T2 <- rweibull(n, shape=1, scale=exp(-2*c2))
cf.s.T <- pmin( cf.s.T1, cf.s.T2)
cf.s.E <- rep(0, n)
cf.s.E[cf.s.T1<=cf.s.T2] <- 1
cf.s.E[cf.s.T2<cf.s.T1] <- 2
exp.z <- exp(0.5 + 1*c1 - 1*c2)
pr <- exp.z/(1+exp.z)
TRT <- ifelse(runif(n)< pr, 1, 0)
X <- ifelse(TRT==1, cf.m.T, cf.s.T)
E <- ifelse(TRT==1, cf.m.E, cf.s.E)
covs.names <- c("c1", "c2")
data <- data.frame(X=X, E=E, TRT=TRT, c1=c1, c2=c2)
form.txt <- paste0("TRT", " ~ ", paste0(c("c1", "c2"), collapse = "+"))
trt.formula <- as.formula(form.txt)
wei <- get.weights(formula=trt.formula, data=data, wtype = "overlap")
hist(wei$ps[data$TRT==1], col="red", breaks = seq(0,1,0.05))
par(new=TRUE)
hist(wei$ps[data$TRT==0], col="blue", breaks = seq(0,1,0.05))
# please see our package vignette for practical examples
Summary of Event-specific Cumulative Hazards, Cumulative Incidence Functions and Various Treatment Effects
Description
Returns an object of class data.frame
containing the summary extracted from the cmprsk
object.
Usage
## S3 method for class 'cmprsk'
summary(object, event, estimand = "CIF", ...)
Arguments
object |
an object of class |
event |
an integer number (a code) of an event of interest |
estimand |
a character string naming the type of estimand to extract from |
... |
This is not currently used, included for future methods. |
Value
summary.cmprsk
returns a data.frame
object with 7 or 6 columns:
the time vector, an indicator of the treatment arm
(if the requested estimand
is one of c("logHR", "RD", "RR", "ATE.RMT"), this column is omitted),
an indicator of the type of event,
the point estimate for the requested estimand
, the lower and upper bounds of the
confidence interval (for conf.level
% of the confidence level),
and the standard error of the point estimate. For example, if estimand="CIF"
,
the returned data.frame
will include the following columns:
time
, TRT
, Event
, CIF
, CIL.CIF
, CIU.CIF
, SE.CIF
.
References
M.-L. Charpignon, B. Vakulenko-Lagun, B. Zheng, C. Magdamo, B. Su, K.E. Evans, S. Rodriguez, et al. 2022. Causal inference in medical records and complementary systems pharmacology for metformin drug repurposing towards dementia. Nature Communications 13:7652.
See Also
fit.cox
, fit.nonpar
, causalCmprsk
Examples
# create a data set
n <- 1000
set.seed(7)
c1 <- runif(n)
c2 <- as.numeric(runif(n)< 0.2)
set.seed(77)
cf.m.T1 <- rweibull(n, shape=1, scale=exp(-(-1 + 2*c1)))
cf.m.T2 <- rweibull(n, shape=1, scale=exp(-(1 + 1*c2)))
cf.m.T <- pmin( cf.m.T1, cf.m.T2)
cf.m.E <- rep(0, n)
cf.m.E[cf.m.T1<=cf.m.T2] <- 1
cf.m.E[cf.m.T2<cf.m.T1] <- 2
set.seed(77)
cf.s.T1 <- rweibull(n, shape=1, scale=exp(-1*c1 ))
cf.s.T2 <- rweibull(n, shape=1, scale=exp(-2*c2))
cf.s.T <- pmin( cf.s.T1, cf.s.T2)
cf.s.E <- rep(0, n)
cf.s.E[cf.s.T1<=cf.s.T2] <- 1
cf.s.E[cf.s.T2<cf.s.T1] <- 2
exp.z <- exp(0.5 + c1 - c2)
pr <- exp.z/(1+exp.z)
TRT <- ifelse( runif(n)< pr, 1, 0)
X <- ifelse(TRT==1, cf.m.T, cf.s.T)
E <- ifelse(TRT==1, cf.m.E, cf.s.E)
covs.names <- c("c1", "c2")
data <- data.frame(X=X, E=E, TRT=TRT, c1=c1, c2=c2)
# Nonparametric estimation:
form.txt <- paste0("TRT", " ~ ", paste0(c("c1", "c2"), collapse = "+"))
trt.formula <- as.formula(form.txt)
res.ATE <- fit.nonpar(df=data, X="X", E="E", trt.formula=trt.formula, wtype="stab.ATE")
# summarizing results on the Risk Difference for event=2
fit.summary <- summary(object=res.ATE, event = 2, estimand="RD")
head(fit.summary)
# summarizing results on the CIFs for event=1
fit.summary <- summary(object=res.ATE, event = 1, estimand="CIF")
head(fit.summary)