mcee_helper_stage1_fit_nuisance: Fit all nuisance models for MCEE Stage 1

In MRTAnalysis: Assessing Proximal, Distal, and Mediated Causal Excursion Effects for Micro-Randomized Trials

Fit all nuisance models for MCEE Stage 1

Description

Fits all five nuisance components required for MCEE estimation and returns both per-row predictions and fitted model objects. This is Stage 1 of the two-stage MCEE procedure.

Usage

mcee_helper_stage1_fit_nuisance(
  data,
  id_var,
  dp_var,
  outcome_var,
  treatment_var,
  mediator_var,
  avail_var,
  config_p,
  config_q,
  config_eta,
  config_mu,
  config_nu
)

Arguments

data	Data frame in long format.
id_var, dp_var, outcome_var, treatment_var, mediator_var, avail_var	Character column names (same as in mcee_helper_2stage_estimation).
config_p, config_q, config_eta, config_mu, config_nu	Configuration lists for each nuisance parameter (see mcee_config_maker).

Details

**Nuisance Parameters Fitted:**

• p: Propensity score P(A_t=1\mid H_t) - fitted on available rows. (Technically, this is P(A_t=I_t\mid H_t), but the user is allowed to input P(A_t=1\mid H_t) and the function will automatically correct it by setting p1 = 1 when I_t = 0.)

• q: Conditional propensity P(A_t=1\mid H_t, M_t) - fitted on available rows. (Technically, this is P(A_t=I_t\mid H_t, M_t), but the user is allowed to input P(A_t=1\mid H_t, M_t) and the function will automatically correct it by setting q1 = 1 when I_t = 0.)

• eta1, eta0: Outcome regression E(Y\mid A_t=a, H_t) without mediator

• mu1, mu0: Outcome regression E(Y\mid A_t=a, H_t, M_t) with mediator

• nu1, nu0: Cross-world regressions for counterfactual outcomes

**Data Subsets Used for Fitting:** - p, q: Only rows where availability==1 - eta1, mu1: Rows where A==1 OR availability==0 - eta0, mu0: Rows where A==0 - nu1: Fitted on A==0 rows using mu1 predictions as outcome - nu0: Fitted on A==1 or unavailable rows using mu0 predictions as outcome

**Availability Handling:** When availability==0, predictions are forced to p1=p0=q1=q0=1 to prevent division by zero in Stage 2.

Value

List with two components:

nuisance_fitted

List of numeric vectors (length nrow(data)) containing per-row predictions: p1, p0, q1, q0, eta1, eta0, mu1, mu0, nu1, nu0.

nuisance_models

List of fitted model objects or "known" descriptors: p, q, eta1, eta0, mu1, mu0, nu1, nu0.

MRTAnalysis documentation built on Sept. 9, 2025, 5:41 p.m.