ps_pond  R Documentation 
Implement the weighting on propensity score with Matching Weights (MW)
or the Inverse Probability of Treatment Weighting (IPTW) for all the
drug exposures of the input drug matrix x
which have more
than a given number of cooccurence with the outcome.
The binary outcome is regressed on a drug exposure through a
classical weighted regression, for each drug exposure
considered after filtering.
With this approach, a pvalue is obtained for each drug and a
variable selection is performed over the corrected for multiple
comparisons pvalues.
ps_pond(
x,
y,
n_min = 3,
betaPos = TRUE,
weights_type = c("mw", "iptw"),
truncation = FALSE,
q = 0.025,
est_type = "bic",
threshold = 0.05,
ncore = 1
)
x 
Input matrix, of dimension nobs x nvars. Each row is an observation
vector. Can be in sparse matrix format (inherit from class

y 
Binary response variable, numeric. 
n_min 
Numeric, Minimal number of cooccurence between a drug covariate and the outcome y to estimate its score. See details belows. Default is 3. 
betaPos 
Should the covariates selected by the procedure be
positively associated with the outcome ? Default is 
weights_type 
Character. Indicates which type of weighting is implemented. Could be either "mw" or "iptw". 
truncation 
Bouleen, should we do weight truncation?
Default is 
q 
If 
est_type 
Character, indicates which approach is used to estimate the propensity score. Could be either "bic", "hdps" or "xgb". Default is "bic". 
threshold 
Threshold for the pvalues. Default is 0.05. 
ncore 
The number of calcul units used for parallel computing. Default is 1, no parallelization is implemented. 
The MW are defined by
mw_i = min(PS_i, 1PS_i)/[(expo_i) * PS_i + (1expo_i) * (1PS_i) ]
and weights from IPTW by
iptw_i = expo_i/PS_i + (1expo_i)/(1PS_i)
where expo_i
is the drug exposure indicator.
The PS could be estimated in different ways: using lassobic approach,
the hdps algorithm or gradient tree boosting.
The scores are estimated using the default parameter values of
est_ps_bic
, est_ps_hdps
and est_ps_xgb
functions
(see documentation for details).
We apply the same filter and the same multiple testing correction as in
the paper UPCOMING REFERENCE: first, PS are estimated only for drug covariates which have
more than n_min
cooccurence with the outcome y
.
Adjustment on the PS is performed for these covariates and
one sided or twosided (depend on betaPos
parameter)
pvalues are obtained.
The pvalues of the covariates not retained after filtering are set to 1.
All these pvalues are then adjusted for multiple comparaison with the
BenjaminiYekutieli correction.
COULD BE VERY LONG. Since this approach (i) estimate a score for several
drug covariates and (ii) perform an adjustment on these scores,
parallelization is highly recommanded.
An object with S3 class "ps", "*" ,"**"
,
where "*"
is "mw"
or "iptw"
, same as the
input parameter weights_type
, and "**"
is
"bic"
, "hdps"
or "xgb"
according on how the
score was estimated.
estimates 
Regression coefficients associated with the drug covariates. Numeric, length equal to the number of selected variables with this approach. Some elements could be NA if (i) the corresponding covariate was filtered out, (ii) weigted regression did not converge. Trying to estimate the score in a different way could help, but it's not insured. 
corrected_pvals 
One sided pvalues if 
selected_variables 
Character vector, names of variable(s)
selected with the weighting on PS based approach.
If 
Emeline Courtois
Maintainer: Emeline Courtois
emeline.courtois@inserm.fr
Benjamini, Y., & Yekuteli, D. (2001). "The Control of the False Discovery Rate in Multiple Testing under Dependency". The Annals of Statistics. 29(4), 1165–1188, doi: \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1214/aos/1013699998")}.
set.seed(15)
drugs < matrix(rbinom(100*20, 1, 0.2), nrow = 100, ncol = 20)
colnames(drugs) < paste0("drugs",1:ncol(drugs))
ae < rbinom(100, 1, 0.3)
pondps < ps_pond(x = drugs, y = ae, n_min = 10, weights_type = "iptw")
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