psw.aug: Propensity score weighting with augmented estimation

In PSW: Propensity Score Weighting Methods for Dichotomous Treatments

Description

psw.aug is the function to estimate the augmented estimator for mean difference (mean outcome difference for "gaussian" family and risk difference for "binomial" family). The augmented estimator is consistent for the estimand defined by the corresponding propensity score model.

Usage

psw.aug(data, form.ps, weight, form.outcome, family = "gaussian", K = 4)

Arguments

data	data frame to be used.
form.ps	propensity score model.
weight	weighting method to be used. Available methods are "ATE", "ATT", "ATC", "MW", "OVERLAP", and "TRAPEZOIDAL".
form.outcome	outcome model.
family	outcome family, either "gaussian" or "binomial". family="gaussian" by default.
K	value of K in ω(e_i) = min(1, K min(e_i, 1-e_i)) for "TRAPEZOIDAL" weight. The estimand is closer to the average treatment effect (ATE) with larger value of K. K=4 by default.

Details

psw.aug is used to estimate the augmented estimator, \hat{Δ}_{aug}, and make inference using the sandwich variance that adjusts for the sampling variability in the estimated propensity score.

Value

A list of weighting method, fitted propensity score model, estimated propenstity scores, estimated propensity score weights, augmented estimator and associated standard error.

weight	weighting method.
ps.model	object returned by fitting the propensity score model using glm with "binomial" family.
ps.hat	estimated propensity score.
W	estimated propensity score weight.
est.aug	augmented estimator for mean difference when family = "gaussian".
std.aug	standard error for est.aug.
est.risk.aug	augmented estimator for risk difference when family = "binomial".
std.risk.aug	standard error for est.risk.aug.

Examples

# Load the test data set
data(test_data);
# Propensity score model
form.ps <- "Z ~ X1 + X2 + X3 + X4";
# Outcome model
form.out <- "Y ~ X1 + X2 + X3 + X4";
tmp <- psw.aug( data = test_data, form.ps = form.ps, weight = "ATE",
form.outcome = form.out, family="gaussian" );

PSW documentation built on May 2, 2019, 6:01 a.m.