Description Usage Arguments Details Value Author(s) References Examples
ivbounds
computes non-parametric bounds for counterfactual outcome probabilities
in instrumental variables scenarios. Let Y, X, and Z
be the outcome, exposure, and instrument, respectively. Y and X must be binary,
whereas Z can be either binary or ternary.
Ternary instruments are common in, for instance, Mendelian randomization.
Let p(Y_x=1) be the counterfactual probability of the outcome, had all
subjects been exposed to level x. ivbounds
computes bounds for the
counterfactuals probabilities p(Y_1=1) and p(Y_0=1). Below, we define
p_{yx.z}=p(Y=y,X=x|Z=x).
1 |
data |
either a data frame containing the variables in the model, or a named vector
|
Z |
a string containing the name of the instrument Z in |
X |
a string containing the name of the exposure X in |
Y |
a string containing the name of the outcome Y in |
monotonicity |
logical. It is sometimes realistic to make the monotonicity assumption z ≥q z' \Rightarrow X_z ≥q X_{z'}. Should the bounds be computed under this assumption? |
weights |
an optional vector of ‘prior weights’ to be used in the fitting process.
Should be NULL or a numeric vector. Only applicable if |
ivbounds
uses linear programming techniques to bound the counterfactual probabilities
p(Y_1=1) and p(Y_0=1). Bounds for a causal effect, defined as a contrast between these,
are obtained by plugging in the bounds for p(Y_1=1) and p(Y_0=1) into the
contrast. For instance, bounds for the causal risk difference p(Y_1=1)-p(Y_0=1)
are obtained as [min\{p(Y_1=1)\}-max\{p(Y_0=1)\},max\{p(Y_1=1)\}-min\{p(Y_0=1)\}].
In addition to the bounds, ivbounds
evaluates the IV inequality
\max\limits_{x}∑_{y}\max\limits_{z}p_{yx.z}≤q 1.
An object of class "ivbounds"
is a list containing
call |
the matched call. |
p0 |
a named vector with elements |
p1 |
a named vector with elements |
p0.symbolic |
a named vector with elements |
p1.symbolic |
a named vector with elements |
IVinequality |
logical. Does the IV inequality hold? |
conditions |
a character vector containing the violated condiations, if |
Arvid Sjolander.
Balke, A. and Pearl, J. (1997). Bounds on treatment effects from studies with imperfect compliance. Journal of the American Statistical Association 92(439), 1171-1176.
Sjolander A., Martinussen T. (2019). Instrumental variable estimation with the R package ivtools. Epidemiologic Methods 8(1), 1-20.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 | ##Vitamin A example from Balke and Pearl (1997).
n000 <- 74
n001 <- 34
n010 <- 0
n011 <- 12
n100 <- 11514
n101 <- 2385
n110 <- 0
n111 <- 9663
n0 <- n000+n010+n100+n110
n1 <- n001+n011+n101+n111
#with data frame...
data <- data.frame(Y=c(0,0,0,0,1,1,1,1), X=c(0,0,1,1,0,0,1,1),
Z=c(0,1,0,1,0,1,0,1))
n <- c(n000, n001, n010, n011, n100, n101, n110, n111)
b <- ivbounds(data=data, Z="Z", X="X", Y="Y", weights=n)
summary(b)
#...or with vector of probabilities
p <- n/rep(c(n0, n1), 4)
names(p) <- c("p00.0", "p00.1", "p01.0", "p01.1",
"p10.0", "p10.1", "p11.0", "p11.1")
b <- ivbounds(data=p)
summary(b)
|
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