Provides singly robust and doubly robust estimation of CATE score for count, survival and continuous data with up the following scoring methods among the following: Random forest (survival, continuous only), boosting, poisson regression (count, survival only), two regressions, contrast regression, negative binomial regression (count only), linear regression (continuous only), and generalized additive model (continuous only).
catefit(
response,
data,
score.method,
cate.model,
ps.model,
ps.method = "glm",
init.model = NULL,
initial.predictor.method = NULL,
ipcw.model = NULL,
ipcw.method = "breslow",
minPS = 0.01,
maxPS = 0.99,
followup.time = NULL,
tau0 = NULL,
higher.y = TRUE,
prop.cutoff = seq(0.5, 1, length = 6),
surv.min = 0.025,
xvar.smooth.score = NULL,
xvar.smooth.init = NULL,
tree.depth = 2,
n.trees.rf = 1000,
n.trees.boosting = 200,
B = 3,
Kfold = 5,
error.maxNR = 0.001,
max.iterNR = 150,
tune = c(0.5, 2),
seed = NULL,
plot.gbmperf = TRUE,
verbose = 0,
...
)For count response, see description of outputs in catefitcount().
For survival response, see description of outputs in catefitsurv().
A string describing the type of outcome in the data. Allowed values include
"count" (see catecvcount()), "survival" (see catecvsurv()) and "continuous" (see catecvmean()).
A data frame containing the variables in the outcome, propensity score, and inverse
probability of censoring models (if specified); a data frame with n rows (1 row per observation).
A vector of one or multiple methods to estimate the CATE score.
Allowed values are: 'boosting', 'twoReg', 'contrastReg', 'poisson' (count and survival outcomes only),
'randomForest' (survival, continuous outcomes only), negBin (count outcomes only), 'gam' (continuous outcomes only),
'gaussian' (continuous outcomes only).
A formula describing the outcome model to be fitted.
The outcome must appear on the left-hand side. For survival outcomes, a Surv object
must be used to describe the outcome.
A formula describing the propensity score (PS) model to be fitted. The treatment must
appear on the left-hand side. The treatment must be a numeric vector coded as 0/1.
If data are from a randomized controlled trial, specify ps.model = ~1 as an intercept-only model.
A character value for the method to estimate the propensity score.
Allowed values include one of:
'glm' for logistic regression with main effects only (default), or
'lasso' for a logistic regression with main effects and LASSO penalization on
two-way interactions (added to the model if interactions are not specified in ps.model).
Relevant only when ps.model has more than one variable.
A formula describing the initial predictor model. The outcome must appear on the left-hand side.
It must be specified when score.method = contrastReg or twoReg.
A character vector for the method used to get initial
outcome predictions conditional on the covariates specified in cate.model. Only applies
when score.method includes 'twoReg' or 'contrastReg'.Allowed values include one of
'randomForest' (survival outcomes only), 'boosting', 'logistic'
(survival outcomes only, fast), 'poisson' (count outcomes only, fast), 'gaussian' (continuous outcomes only) and
'gam' (count and continuous outcomes only). Default is NULL, which assigns 'boosting'
for count outcomes and 'randomForest' for survival outcomes.
A formula describing the inverse probability of censoring weighting (IPCW)
model to be fitted. The left-hand side must be empty. Only applies for survival outcomes.
Default is NULL, which corresponds to specifying the IPCW with the same covariates
as the outcome model cate.model, plus the treatment.
A character value for the censoring model. Only applies for survival
outcomes. Allowed values are: 'breslow' (Cox regression with Breslow estimator of t
he baseline survivor function), 'aft (exponential)', 'aft (weibull)',
'aft (lognormal)' or 'aft (loglogistic)' (accelerated failure time model
with different distributions for y variable). Default is 'breslow'.
A numerical value (in `[0, 1]`) below which estimated propensity scores should be
truncated. Default is 0.01.
A numerical value (in `(0, 1]`) above which estimated propensity scores should be
truncated. Must be strictly greater than minPS. Default is 0.99.
A column name in data specifying the maximum follow-up time,
interpreted as the potential censoring time. Only applies for survival outcomes.
Default is NULL, which corresponds to unknown potential censoring time.
The truncation time for defining restricted mean time lost. Only applies for
survival outcomes. Default is NULL, which corresponds to setting the truncation time as the
maximum survival time in the data.
A logical value indicating whether higher (TRUE) or
lower (FALSE) values of the outcome are more desirable. Default is TRUE.
A vector of numerical values (in `(0, 1]`) specifying percentiles of the
estimated log CATE scores to define nested subgroups. Each element represents the cutoff to
separate observations in nested subgroups (below vs above cutoff).
The length of prop.cutoff is the number of nested subgroups.
An equally-spaced sequence of proportions ending with 1 is recommended.
Default is seq(0.5, 1, length = 6).
Lower truncation limit for the probability of being censored.
It must be a positive value and should be chosen close to 0. Only applies for survival
outcomes. Default is 0.025.
A vector of characters indicating the name of the variables used as
the smooth terms if score.method = 'gam'. The variables must be selected
from the variables listed in cate.model.
A vector of characters indicating the name of the variables used as
the smooth terms if initial.predictor.method = 'gam'. The variables must be selected
from the variables listed in init.model.
Default is NULL, which uses all variables in init.model.
A positive integer specifying the depth of individual trees in boosting
(usually 2-3). Used only if score.method = 'boosting' or
if initial.predictor.method = 'boosting' with score.method = 'twoReg' or
'contrastReg'. Default is 2.
A positive integer specifying the maximum number of trees in random forest.
Used if score.method = 'ranfomForest' or if initial.predictor.method = 'randomForest'
with score.method = 'twoReg' or 'contrastReg'. Only applies for survival outcomes.
Default is 1000.
A positive integer specifying the maximum number of trees in boosting
(usually 100-1000). Used if score.method = 'boosting' or
if initial.predictor.method = 'boosting' with score.method = 'twoReg' or
'contrastReg'. Default is 200.
A positive integer specifying the number of time cross-fitting is repeated in
score.method = 'twoReg' and 'contrastReg'. Default is 3.
A positive integer specifying the number of folds used in cross-fitting
to partition the data in score.method = 'twoReg' and 'contrastReg'.
Default is 5.
A numerical value > 0 indicating the minimum value of the mean absolute
error in Newton Raphson algorithm. Used only if score.method = 'contrastReg'.
Default is 0.001.
A positive integer indicating the maximum number of iterations in the
Newton Raphson algorithm. Used only if score.method = 'contrastReg'.
Default is 150.
A vector of 2 numerical values > 0 specifying tuning parameters for the
Newton Raphson algorithm. tune[1] is the step size, tune[2] specifies a
quantity to be added to diagonal of the slope matrix to prevent singularity.
Used only if score.method = 'contrastReg'. Default is c(0.5, 2).
An optional integer specifying an initial randomization seed for reproducibility.
Default is NULL, corresponding to no seed.
A logical value indicating whether to plot the performance measures in
boosting. Used only if score.method = 'boosting' or if score.method = 'twoReg'
or 'contrastReg' and initial.predictor.method = 'boosting'. Default is TRUE.
An integer value indicating whether intermediate progress messages and histograms should
be printed. 1 indicates messages are printed and 0 otherwise. Default is 0.
Additional arguments for gbm()
For count response, see details in catefitcount().
For survival response, see details in catefitsurv().
Yadlowsky, S., Pellegrini, F., Lionetto, F., Braune, S., & Tian, L. (2020). Estimation and validation of ratio-based conditional average treatment effects using observational data. Journal of the American Statistical Association, 1-18. DOI: 10.1080/01621459.2020.1772080.
catecv()
# Count outcome
fit_1 <- catefit(response = "count",
data = countExample,
score.method = "poisson",
cate.model = y ~ age + female + previous_treatment +
previous_cost + previous_number_relapses +
offset(log(years)),
ps.model = trt ~ age + previous_treatment,
higher.y = TRUE,
seed = 999)
coef(fit_1)
# \donttest{
# Survival outcome
library(survival)
tau0 <- with(survivalExample,
min(quantile(y[trt == "drug1"], 0.95), quantile(y[trt == "drug0"], 0.95)))
fit_2 <- catefit(response = "survival",
data = survivalExample,
score.method = c("poisson", "boosting", "randomForest"),
cate.model = Surv(y, d) ~ age + female + previous_cost +
previous_number_relapses,
ps.model = trt ~ age + previous_treatment,
initial.predictor.method = "logistic",
ipcw.model = ~ age + previous_cost + previous_treatment,
tau0 = tau0, higher.y = TRUE, seed = 999, n.cores = 1)
coef(fit_2)
# }
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