intxsurv | R Documentation |
Coefficients of the CATE estimated with random forest, boosting, naive Poisson, two regression, and contrast regression
intxsurv(
y,
d,
trt,
x.cate,
x.ps,
x.ipcw,
yf = NULL,
tau0,
surv.min = 0.025,
score.method = c("randomForest", "boosting", "poisson", "twoReg", "contrastReg"),
ps.method = "glm",
minPS = 0.01,
maxPS = 0.99,
ipcw.method = "breslow",
initial.predictor.method = "randomForest",
tree.depth = 3,
n.trees.rf = 1000,
n.trees.boosting = 150,
B = 3,
Kfold = 5,
plot.gbmperf = TRUE,
error.maxNR = 0.001,
max.iterNR = 100,
tune = c(0.5, 2),
...
)
y |
Observed survival or censoring time; vector of size |
d |
The event indicator, normally |
trt |
Treatment received; vector of size |
x.cate |
Matrix of |
x.ps |
Matrix of |
x.ipcw |
Matrix of |
yf |
Follow-up time, interpreted as the potential censoring time; vector of size |
tau0 |
The truncation time for defining restricted mean time lost. |
surv.min |
Lower truncation limit for probability of being censored (positive and very close to 0). |
score.method |
A vector of one or multiple methods to estimate the CATE score.
Allowed values are: |
ps.method |
A character vector for the method to estimate the propensity score.
Allowed values include one of:
|
minPS |
A numerical value (in '[0, 1]') below which estimated propensity scores should be
truncated. Default is |
maxPS |
A number above which estimated propensity scores should be trimmed; scalar |
ipcw.method |
The censoring model. Allowed values are: |
initial.predictor.method |
A character vector for the method used to get initial
outcome predictions conditional on the covariates in |
tree.depth |
A positive integer specifying the depth of individual trees in boosting
(usually 2-3). Used only if |
n.trees.rf |
A positive integer specifying the maximum number of trees in random forest.
Used if |
n.trees.boosting |
A positive integer specifying the maximum number of trees in boosting
(usually 100-1000). Used if |
B |
A positive integer specifying the number of time cross-fitting is repeated in
|
Kfold |
A positive integer specifying the number of folds (parts) used in cross-fitting
to partition the data in |
plot.gbmperf |
A logical value indicating whether to plot the performance measures in
boosting. Used only if |
error.maxNR |
A numerical value > 0 indicating the minimum value of the mean absolute
error in Newton Raphson algorithm. Used only if |
max.iterNR |
A positive integer indicating the maximum number of iterations in the
Newton Raphson algorithm. Used only if |
tune |
A vector of 2 numerical values > 0 specifying tuning parameters for the
Newton Raphson algorithm. |
... |
Additional arguments for |
Depending on what score.method is, the outputs is a combination of the following:
result.randomForest: Results of random forest fit, for trt = 0 and trt = 1 separately
result.boosting: Results of boosting fit, for trt = 0 and trt = 1 separately
result.poisson: Naive Poisson estimator (beta1 - beta0); vector of length p.cate
+ 1
result.twoReg: Two regression estimator (beta1 - beta0); vector of length p.cate
+ 1
result.contrastReg: A list of the contrast regression results with 2 elements:
$delta.contrastReg: Contrast regression DR estimator; vector of length p.cate
+ 1
$converge.contrastReg: Indicator that the Newton Raphson algorithm converged for delta_0
; boolean
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