Create propensity scores

Creates propensity scores and inverse probability of treatment weights (IPTW) using a regularized logistic regression.

createPs(
  cohortMethodData,
  population = NULL,
  excludeCovariateIds = c(),
  includeCovariateIds = c(),
  maxCohortSizeForFitting = 250000,
  errorOnHighCorrelation = TRUE,
  stopOnError = TRUE,
  prior = createPrior("laplace", exclude = c(0), useCrossValidation = TRUE),
  control = createControl(noiseLevel = "silent", cvType = "auto", seed = 1,
    resetCoefficients = TRUE, tolerance = 2e-07, cvRepetitions = 10, startingVariance =
    0.01),
  estimator = "att"
)

Arguments

cohortMethodData

An object of type CohortMethodData as generated using getDbCohortMethodData().

population

A data frame describing the population. This should at least have a rowId column corresponding to the rowId column in the CohortMethodData covariates object and a treatment column. If population is not specified, the full population in the CohortMethodData will be used.

excludeCovariateIds

Exclude these covariates from the propensity model.

includeCovariateIds

Include only these covariates in the propensity model.

maxCohortSizeForFitting

If the target or comparator cohort are larger than this number, they will be downsampled before fitting the propensity model. The model will be used to compute propensity scores for all subjects. The purpose of the sampling is to gain speed. Setting this number to 0 means no downsampling will be applied.

errorOnHighCorrelation

If true, the function will test each covariate for correlation with the treatment assignment. If any covariate has an unusually high correlation (either positive or negative), this will throw and error.

stopOnError

If an error occur, should the function stop? Else, the two cohorts will be assumed to be perfectly separable.

prior

The prior used to fit the model. See Cyclops::createPrior() for details.

control

The control object used to control the cross-validation used to determine the hyperparameters of the prior (if applicable). See Cyclops::createControl() for details.

estimator

The type of estimator for the IPTW. Options are estimator = "ate" for the average treatment effect, estimator = "att" for the average treatment effect in the treated, and estimator = "ato" for the average treatment effect in the overlap population.

Details

IPTW estimates either the average treatment effect (ate) or average treatment effect in the treated (att) using stabilized inverse propensity scores (Xu et al. 2010).

References

Xu S, Ross C, Raebel MA, Shetterly S, Blanchette C, Smith D. Use of stabilized inverse propensity scores as weights to directly estimate relative risk and its confidence intervals. Value Health. 2010;13(2):273-277. doi:10.1111/j.1524-4733.2009.00671.x

Examples

data(cohortMethodDataSimulationProfile)
cohortMethodData <- simulateCohortMethodData(cohortMethodDataSimulationProfile, n = 1000)
#> Generating covariates
#> Generating treatment variable
#> Generating cohorts
#> Generating outcomes after index date
#> Generating outcomes before index date
ps <- createPs(cohortMethodData)
#> Removing 1 redundant covariates
#> Removing 0 infrequent covariates
#> Normalizing covariates
#> Tidying covariates took 0.997 secs
#> Warning: All coefficients (except maybe the intercept) are zero. Either the covariates are completely uninformative or completely predictive of the treatment. Did you remember to exclude the treatment variables from the covariates?
#> Propensity model fitting finished with status OK
#> Creating propensity scores took 3.83 secs