SumStat_cl | R Documentation |
SumStat_cl
is used to generate distributional plots of the estimated propensity scores and balance
diagnostics after propensity score weighting with two-level data.
SumStat_cl(
ps.formula = NULL,
trtgrp = NULL,
data = NULL,
weight = "overlap",
delta = 0,
nAGQ = 1L
)
ps.formula |
an object of class |
trtgrp |
an optional character defining the "treated" population for estimating the average treatment effect among the treated (ATT). Only necessary if |
data |
an data frame containing the variables in the propensity score model. If not found in data, the variables are taken from |
weight |
a character or vector of characters including the types of weights to be used. |
delta |
trimming threshold for estimated (generalized) propensity scores. Should be no larger than 1 / number of treatment groups. Default is 0, corresponding to no trimming. |
nAGQ |
integer scalar - the number of points per axis for evaluating the adaptive Gauss-Hermite approximation to the log-likelihood. Defaults to 1, corresponding to the Laplace approximation. Please refer to lme4 package for more details. |
A typical form for ps.formula
is treatment ~ terms+1|clusters
where treatment
is the treatment
variable, terms
is a series of terms
which specifies a linear predictor for treatment
, and clusters
is the cluster indicator. The current version supports two-level models and the random-effects term is required to be the last piece in the formula. ps.formula
specifies a mixed-effects logistic regression
model for estimating propensity scores. The treatment group corresponds to the last group in the alphebatic order, unless otherwise specified by trtgrp
.
Current version of PSweight
allows for five types of propensity score weights used to estimate ATE ("IPW"
), ATT ("treated"
), and
ATO("overlap"
), ATM ("matching"
) and ATEN ("entropy"
). These weights are members of a larger class of balancing weights defined in Li, Morgan, and Zaslavsky (2018).
When there is a practical violation of the positivity assumption, delta
defines the symmetric
propensity score trimming rule following Crump et al. (2009). With multiple treatments, delta
defines the
multinomial trimming rule introduced in Yoshida et al. (2019). The overlap weights can also be considered as
a data-driven continuous trimming strategy without specifying trimming rules, see Li, Thomas and Li (2019).
Additional details on balancing weights and generalized overlap weights for multiple treatment groups are provided in
Li and Li (2019). For details about matching weights and entropy weights, please refer to Li and Greene (2013) and Zhou, Matsouaka and Thomas (2020).
SumStat_cl returns a SumStat
object including a list of the following value:
treatment group, propensity scores, fitted propensity model, propensity score weights, effective sample sizes,
and balance statistics. A summary of SumStat
can be obtained with summary.SumStat
.
trtgrp
a character indicating the treatment group.
propensity
a data frame of estimated propensity scores.
ps.fitObjects
the fitted propensity model details
ps.weights
a data frame of propensity score weights.
ess
a table of effective sample sizes. This serves as a conservative measure to characterize the variance inflation or precision loss due to weighting, see Li and Li (2019).
unweighted.sumstat
A list of tables including covariate means and variances by treatment group and standardized mean differences.
ATE.sumstat
If "IPW"
is included in weight
, this is a list of summary statistics using inverse probability weighting.
ATT.sumstat
If "treated"
is included in weight
, this is a list of summary statistics using the ATT weights.
ATO.sumstat
If "overlap"
is included in weight
, this is a list of summary statistics using the overlap weights.
ATM.sumstat
If "matching"
is included in weight
, this is a list of summary statistics using the matching weights.
ATEN.sumstat
If "entropy"
is included in weight
, this is a list of summary statistics using the entropy weights.
trim
If delta > 0
, this is a table summarizing the number of observations before and after trimming.
Crump, R. K., Hotz, V. J., Imbens, G. W., Mitnik, O. A. (2009). Dealing with limited overlap in estimation of average treatment effects. Biometrika, 96(1), 187-199.
Li, L., Greene, T. (2013). A weighting analogue to pair matching in propensity score analysis. The International Journal of Biostatistics, 9(2), 215-234.
Li, F., Morgan, K. L., Zaslavsky, A. M. (2018). Balancing covariates via propensity score weighting. Journal of the American Statistical Association, 113(521), 390-400.
Li, F., Thomas, L. E., Li, F. (2019). Addressing extreme propensity scores via the overlap weights. American Journal of Epidemiology, 188(1), 250-257.
Li, F., Li, F. (2019). Propensity score weighting for causal inference with multiple treatments. The Annals of Applied Statistics, 13(4), 2389-2415.
Zhou, Y., Matsouaka, R. A., Thomas, L. (2020). Propensity score weighting under limited overlap and model misspecification. Statistical Methods in Medical Research 29(12), 3721-3756.
Li, F., Zaslavsky, A. M., & Landrum, M. B. (2013). Propensity score weighting with multilevel data. Statistics in Medicine, 32(19), 3373-3387.
data("psdata_cl")
# the propensity model
# ps.formula<-trt~cov1+cov2+cov3+cov4+cov5+cov6+(1|clt)
# using SumStat to estimate propensity scores
# msstat <- SumStat_cl(ps.formula, trtgrp="1", data=psdata_cl,
# weight=c("IPW","overlap","treated","entropy","matching"))
#summary(msstat)
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