R/optweight.R

In optweight: Targeted Stable Balancing Weights Using Optimization

optweight <- function(formula, data = NULL, tols = 0, estimand = "ATE", targets = NULL, s.weights = NULL, focal = NULL, verbose = FALSE, force = FALSE, ...) {

  if (!is.list(formula)) formula.list <- list(formula)
  else formula.list <- formula
  times <- seq_along(formula.list)
  onetime <- length(formula.list) == 1
  if (!onetime && !force) stop("Optweights are currently not valid for longitudinal treatments. Set force = TRUE to bypass this message at your own risk.", call. = FALSE)

  if (!is.list(tols)) tols.list <- list(tols)
  else tols.list <- tols
  if (length(tols.list) == 1) tols.list <- replicate(max(times), tols.list[[1]], simplify = FALSE)

  #Process targets
  tryCatch(targets <- check.targets(formula.list[[1]], data, targets, stop = TRUE),
           error = function(e) {
             e. <- conditionMessage(e)
             stop(e., call. = FALSE)})
  if (isTRUE(attr(targets, "ATE"))) {
    estimand <- "ATE"
    targets <- rep(NA_real_, length(targets))
  }

  reported.covs.list <- covs.list <- treat.list <- ct <- vector("list", length(formula.list))
  n <- rep(NA_integer_, length(times))
  for (i in times) {
    #Process treat and covs from formula and data
    t.c <- get.covs.and.treat.from.formula(formula.list[[i]], data, sep = "_")
    reported.covs.list[[i]] <- t.c[["reported.covs"]]
    covs.list[[i]] <- t.c[["model.covs"]]
    treat.list[[i]] <- t.c[["treat"]]
    #treat.name <- t.c[["treat.name"]]

    #Get treat type
    treat.list[[i]] <- assign.treat.type(treat.list[[i]])
    treat.type <- attr(treat.list[[i]], "treat.type")

    if (onetime) {
      if (is_null(covs.list[[i]])) stop("No covariates were specified.", call. = FALSE)
      if (is_null(treat.list[[i]])) stop("No treatment variable was specified.", call. = FALSE)
      if (any(is.na(treat.list[[i]]))) {
        stop("No missing values are allowed in the treatment variable.", call. = FALSE)
      }

      #Process estimand and focal
      f.e.r <- process.focal.and.estimand(focal, estimand, targets, treat.list[[i]], treat.type)
      focal <- f.e.r[["focal"]]
      estimand <- f.e.r[["estimand"]]
      reported.estimand <- f.e.r[["reported.estimand"]]
    }
    else {
      if (is_null(covs.list[[i]])) stop(paste0("No covariates were specified in formula ", i, "."), call. = FALSE)
      if (is_null(treat.list[[i]])) stop(paste0("No treatment variable was specified in formula ", i, "."), call. = FALSE)
      if (any(!is.finite(treat.list[[i]]))) {
        stop(paste0("No missing or non-finite values are allowed in the treatment variable. Missing or non-finite values were found in treatment ", i, "."), call. = FALSE)
      }
      if (is_not_null(estimand) && toupper(estimand) != "ATE") stop("The only estimand allowed with longitudinal treatments is the ATE.", call. = FALSE)
      focal <- NULL
      estimand <- toupper(estimand)
      reported.estimand <- estimand
    }

    n[i] <- length(treat.list[[i]])

    if (any(bad.covs <- !sapply(reported.covs.list[[i]], is.finite)) || nrow(reported.covs.list[[i]]) != n[i]) {
      stop(paste0("No missing or non-finite values are allowed in the covariates. Missing or non-finite values were found in the following covariates:\n", paste(names(reported.covs.list[[i]])[bad.covs], collapse = ", ")), call. = FALSE)
    }

    tryCatch(ct[[i]] <- check.tols(formula.list[[i]], data, tols.list[[i]], stop = TRUE),
             error = function(e) {
               if (onetime) e. <- conditionMessage(e)
               else e. <- paste0("For treatment ", i, ", ", conditionMessage(e))
               stop(e., call. = FALSE)})
    tols.list[[i]] <- attr(ct[[i]], "internal.tols")
  }

  if (!all_the_same(n)) stop("The same number of units must be present in each time point.", call. = FALSE)

  #Process s.weights
  sw <- process.s.weights(s.weights, data)

  ###Run optweight.fit
  fit_out <- optweight.fit(treat.list = treat.list,
                           covs.list = covs.list,
                           tols = tols.list,
                           estimand = estimand,
                           focal = focal,
                           targets = targets,
                           s.weights = sw,
                           verbose = verbose,
                           force = force,
                           ...)

  #Check for convergence
  if (fit_out$info$status_val == -2) {
    warning(paste("The optimization failed to find a solution after", fit_out$info$iter, "iterations. The problem may be infeasible or more iterations may be required. Check the dual variables to see which constraints are likely causing this issue."), call. = FALSE)
  }
  else if (fit_out$info$status_val != 1) {
    warning("The optimization failed to find a stable solution.", call. = FALSE)
  }

  warn <- FALSE
  test.w <- if (is_null(sw)) fit_out$w else fit_out$w*sw
  if (any(is.na(test.w))) stop("Some weights are NA, which means something went wrong.", call. = FALSE)
  if (any(sapply(treat.list, function(t) attr(t, "treat.type") == "continuous"))) {if (sd(test.w)/mean(test.w) > 4) warn <- TRUE}
  else if (any(sapply(treat.list, function(t) any(vapply(unique(t), function(x) coef.of.var(test.w[t == x]) > 4, logical(1L)))))) warn <- TRUE
  if (warn) warning("Some extreme weights were generated. Examine them with summary() and maybe relax the constraints.", call. = FALSE)
  call <- match.call()

  #Process duals
  for (i in times) {
    original.vars <- attr(ct[[i]], "original.vars")
    d <- fit_out$duals[[i]]
    d$cov <- vapply(d$cov, function(c) original.vars[names(original.vars) == c][1], character(1L))
    d$dual <- with(d, ave(dual, constraint, cov, FUN = sum)) #Total effect of constraint on obj. fun. is sum of abs(duals)
    fit_out$duals[[i]] <- unique(d[names(d) != "treat"])
    rownames(fit_out$duals[[i]]) <- NULL
  }

  if (onetime) {
    out <- list(weights = fit_out$w,
                treat = treat.list[[1]],
                covs = reported.covs.list[[1]],
                s.weights = sw,
                estimand = if (treat.type == "continuous") NULL else reported.estimand,
                focal = focal,
                call = call,
                tols = tols.list[[1]],
                duals = fit_out$duals[[1]],
                info = fit_out$info)

    class(out) <- "optweight"
  }
  else {
    out <- list(weights = fit_out$w,
                treat.list = treat.list,
                covs.list = reported.covs.list,
                s.weights = sw,
                #estimand = reported.estimand,
                call = call,
                tols = tols.list,
                duals = fit_out$duals,
                info = fit_out$info)

    class(out) <- c("optweightMSM", "optweight")
  }
  return(out)
}

print.optweight <- function(x, ...) {
  treat.type <- attr(x[["treat"]], "treat.type")

  cat("An optweight object\n")
  cat(paste0(" - number of obs.: ", length(x[["weights"]]), "\n"))
  cat(paste0(" - sampling weights: ", ifelse(all_the_same(x[["s.weights"]]),"none", "present"), "\n"))
  cat(paste0(" - treatment: ", ifelse(treat.type == "continuous", "continuous", paste0(nunique(x[["treat"]]), "-category", ifelse(treat.type == "multinomial", paste0(" (", paste(levels(x[["treat"]]), collapse = ", "), ")"), ""))), "\n"))
  if (is_not_null(x[["estimand"]])) cat(paste0(" - estimand: ", x[["estimand"]], ifelse(is_not_null(x[["focal"]]), paste0(" (focal: ", x[["focal"]], ")"), ""), "\n"))
  cat(paste0(" - covariates: ", ifelse(length(names(x[["covs"]])) > 60, "too many to name", paste(names(x[["covs"]]), collapse = ", ")), "\n"))
  invisible(x)
}
print.optweightMSM <- function(x, ...) {
  treat.types <- sapply(x[["treat.list"]], function(y) attr(y, "treat.type"))

  cat("An optweightMSM object\n")
  cat(paste0(" - number of obs.: ", length(x[["weights"]]), "\n"))
  cat(paste0(" - sampling weights: ", ifelse(all_the_same(x[["s.weights"]]), "none", "present"), "\n"))
  cat(paste0(" - number of time points: ", length(x[["treat.list"]]), "\n"))
  cat(paste0(" - treatment: \n",
             paste0(sapply(1:length(x$covs.list), function(i) {
               paste0("    + time ", i, ": ", ifelse(treat.types[i] == "continuous", "continuous", paste0(nunique(x[["treat.list"]][[i]]), "-category", ifelse(treat.types[i] == "multinomial", paste0(" (", paste(levels(x[["treat.list"]][[i]]), collapse = ", "), ")"), ""))), "\n")
             }), collapse = ""), collapse = "\n"))
  cat(paste0(" - covariates: \n",
             paste0(sapply(1:length(x$covs.list), function(i) {
               if (i == 1) {
                 paste0("    + baseline: ", paste(names(x$covs.list[[i]]), collapse = ", "), "\n")
               }
               else {
                 paste0("    + after time ", i-1, ": ", paste(names(x$covs.list[[i]]), collapse = ", "), "\n")
               }
             }), collapse = ""), collapse = "\n"))

  invisible(x)
}