gcalibrate: Calibration for Gaussian Outcomes

In CopSens: Copula-Based Sensitivity Analysis for Observational Causal Inference

Calibration for Gaussian Outcomes

Description

Calibrates the naive estimates to account for unobserved confounding when outcome variables are Gaussian. The calibration can be done with user-specific sensitivity parameters or with our pre-provided calibration methods, the worst-case calibration for a single contrast or multivariate calibration for multiple contrasts.

Usage

gcalibrate(
  y,
  tr,
  t1,
  t2,
  calitype = c("worstcase", "multicali", "null"),
  mu_y_dt = NULL,
  sigma_y_t = NULL,
  mu_u_dt = NULL,
  cov_u_t = NULL,
  nU = NULL,
  R2 = 1,
  gamma = NULL,
  R2_constr = 1,
  nc_index = NULL,
  ...
)

Arguments

y	data.frame, matrix or vector. Gaussian outcome variable.
tr	data.frame. Treatment variables with rows corresponding to observations and columns to variables.
t1	data.frame. First treatment arms of interest. May contain a single or multiple treatments in rows.
t2	data.frame. Second treatment arms of interest, which has same number of row as t1.
calitype	character. The calibration method to be applied. Can be one of: "worstcase" - apply worst-case calibration when considering a single contrast. "multicali" - apply mutlivariate calibration when considering multiple contrasts. "null" - apply calibration with user-specified sensitivity parameter, γ.
mu_y_dt	an optional scalar or vector that contains naive estimates of treatment effects ignoring confounding.
sigma_y_t	an optional scalar of the standard deviation of outcome conditional on treatments.
mu_u_dt	an optional matrix of difference in conditional confounder means, E(U \mid t1) - E(U \mid t2), with latent variables in columns.
cov_u_t	an optional covariance matrix of confounders conditional on treatments.
nU	Number of latent confounders to consider.
R2	an optional scalar or vector specifying the proportion of residual variance in outcome given the treatment that can be explained by confounders.
gamma	sensitivity parameter vector. Must be given when calitype = "null".
R2_constr	an optional scalar or vector specifying the upper limit constraint on R^2 . By default, R2_constr = 1.
nc_index	an optional vector containing indexes of negative control treatments. If not NULL, worstcase calibration will be executed with constraints imposed by negative control treatments.
...	further arguments passed to kEstimate, pca or get_opt_gamma.

Value

gcalibrate returns a list containing the following components:

est_df

a data.frame with naive and calibrated estimates of average treatment effects.

R2

a vector of R^2 with elements corresponding to columns of est_df.

gamma

a matrix returned when calitype = "multicali" or "worstcase". If calitype = "multicali", optimized gamma are in columns, respectively resulting in estimates in columns of est_df. If calitype = "worstcase", gamma are in rows, which respectively lead to the worstcase ignorance region with R^2=1 for each contrast of interest.

rv

a numeric vector returned when calitype = "worstcase", with elements being the robustness value or NA if the ignorance region doesn't contains 0 for each contrast of interest.

Examples

# load the example data #
y <- GaussianT_GaussianY$y
tr <- subset(GaussianT_GaussianY, select = -c(y))

# worst-case calibration #
t1 <- data.frame(diag(ncol(tr)))
t2 <- data.frame(matrix(0, nrow = ncol(tr), ncol = ncol(tr)))
colnames(t1) = colnames(t2) <- colnames(tr)
est_g1 <- gcalibrate(y = y, tr = tr, t1 = t1, t2 = t2, nU = 3,
                     calitype = "worstcase", R2 = c(0.3, 1))
plot_estimates(est_g1)
# with negative conotrls #
est_g1_nc <- gcalibrate(y = y, tr = tr, t1 = t1, t2 = t2, nU = 3,
                        calitype = "worstcase", R2 = c(0.3, 1), nc_index = c(3, 6))
plot_estimates(est_g1_nc)


# multivariate calibration #
est_g2 <- gcalibrate(y = y, tr = tr, t1 = tr[1:10,], t2 = tr[11:20,], nU = 3,
                     calitype = "multicali", R2_constr = c(1, 0.15))
plot_estimates(est_g2)

# user-specified calibration #
est_g3 <- gcalibrate(y = y, tr = tr, t1 = tr[1:2,], t2 = tr[3:4,],
                     nU = 3, calitype = "null",
                     gamma = c(0.96, -0.29, 0), R2 = c(0.2, 0.6, 1))
plot_estimates(est_g3)
# apply gamma that maximizes the bias for the first contrast considered in est_g1 #
est_g4 <- gcalibrate(y = y, tr = tr, t1 = tr[1:2,], t2 = tr[3:4,],
                     nU = 3, calitype = "null",
                     gamma = est_g1$gamma[1,], R2 = c(0.2, 0.6, 1))
plot_estimates(est_g4)

CopSens documentation built on May 12, 2022, 9:06 a.m.