ipw: Inverse Probability Weighted Estimation

In propensity: A Toolkit for Calculating and Working with Propensity Scores

Inverse Probability Weighted Estimation

Description

ipw() is a bring-your-own-model (BYOM) inverse probability weighted estimator for causal inference. You supply a fitted propensity score model and a fitted weighted outcome model; ipw() computes causal effect estimates with standard errors that correctly account for the two-step estimation process.

ipw() currently supports binary exposures with binary or continuous outcomes. For binary outcomes, it returns the risk difference, log risk ratio, and log odds ratio. For continuous outcomes, it returns the difference in means.

Usage

ipw(
  ps_mod,
  outcome_mod,
  .data = NULL,
  estimand = NULL,
  ps_link = NULL,
  conf_level = 0.95
)

## S3 method for class 'ipw'
as.data.frame(x, row.names = NULL, optional = NULL, exponentiate = FALSE, ...)

Arguments

ps_mod	A fitted propensity score model of class stats::glm(), typically a logistic regression with the exposure as the left-hand side of the formula.
outcome_mod	A fitted weighted outcome model of class stats::glm() or stats::lm(), with the outcome as the dependent variable and propensity score weights supplied via the weights argument. The weights should be created with a propensity weight function such as wt_ate().
.data	A data frame containing the exposure, outcome, and covariates. If NULL (the default), ipw() extracts data from the model objects. Supply .data explicitly if the outcome model formula contains transformations that prevent extraction of the exposure variable from stats::model.frame().
estimand	A character string specifying the causal estimand: "ate", "att", "ato", or "atm". If NULL, the estimand is inferred from the weights in outcome_mod. Auto-detection requires weights created with wt_ate(), wt_att(), wt_atm(), or wt_ato().
ps_link	A character string specifying the link function used in the propensity score model: "logit", "probit", or "cloglog". Defaults to the link used by ps_mod.
conf_level	Confidence level for intervals. Default is 0.95.
x	An ipw object.
row.names, optional, ...	Passed to base::as.data.frame().
exponentiate	If TRUE, exponentiate the log risk ratio and log odds ratio to produce risk ratios and odds ratios on their natural scale. The confidence interval bounds are also exponentiated. Standard errors, z statistics, and p-values remain on the log scale. Default is FALSE.

Value

An S3 object of class ipw with the following components:

estimand

The causal estimand: one of "ate", "att", "ato", or "atm".

ps_mod

The fitted propensity score model.

outcome_mod

The fitted outcome model.

estimates

A data frame with one row per effect measure and the following columns: effect (the measure name), estimate (point estimate), std.err (standard error), z (z-statistic), ci.lower and ci.upper (confidence interval bounds), conf.level, and p.value.

as.data.frame() returns the estimates component as a data frame. When exponentiate = TRUE, the log(rr) and log(or) rows are transformed: point estimates and confidence limits are exponentiated and the effect labels become "rr" and "or".

Workflow

ipw() is designed around a three-step workflow:

1. Fit a propensity score model (e.g., logistic regression of exposure on confounders).

2. Calculate propensity score weights for your estimand (e.g., wt_ate()) and fit a weighted outcome model.

3. Pass both models to ipw() to obtain causal effect estimates with correct standard errors.

You are responsible for specifying and fitting both models. ipw() handles the variance estimation.

Effect measures

For binary outcomes (stats::glm() with family = binomial()), ipw() returns three effect measures:

• rd: Risk difference (marginal risk in exposed minus unexposed)

• log(rr): Log risk ratio

• log(or): Log odds ratio

For continuous outcomes (stats::lm() or stats::glm() with family = gaussian()), only the difference in means (diff) is returned.

Use as.data.frame() with exponentiate = TRUE to obtain risk ratios and odds ratios on their natural scale.

Variance estimation

Standard errors are computed via linearization, which correctly accounts for the uncertainty introduced by estimating propensity scores. This avoids the known problem of underestimated standard errors that arises from treating estimated weights as fixed. See Kostouraki et al. (2024) for details.

References

Kostouraki A, Hajage D, Rachet B, et al. On variance estimation of the inverse probability-of-treatment weighting estimator: A tutorial for different types of propensity score weights. Statistics in Medicine. 2024;43(13):2672–2694. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1002/sim.10078")}

See Also

wt_ate(), wt_att(), wt_atm(), wt_ato() for calculating propensity score weights.

ps_trim(), ps_trunc() for handling extreme propensity scores before weighting.

Examples

# Simulate data with a confounder, binary exposure, and binary outcome
set.seed(123)
n <- 200
x1 <- rnorm(n)
z <- rbinom(n, 1, plogis(0.5 * x1))
y <- rbinom(n, 1, plogis(-0.5 + 0.8 * z + 0.3 * x1))
dat <- data.frame(x1, z, y)

# Step 1: Fit a propensity score model
ps_mod <- glm(z ~ x1, data = dat, family = binomial())

# Step 2: Calculate ATE weights and fit a weighted outcome model
wts <- wt_ate(ps_mod)
outcome_mod <- glm(y ~ z, data = dat, family = binomial(), weights = wts)

# Step 3: Estimate causal effects with correct standard errors
result <- ipw(ps_mod, outcome_mod)
result

# Exponentiate log-RR and log-OR to get RR and OR
as.data.frame(result, exponentiate = TRUE)

# Continuous outcome example
y_cont <- 2 + 0.8 * z + 0.3 * x1 + rnorm(n)
dat$y_cont <- y_cont
outcome_cont <- lm(y_cont ~ z, data = dat, weights = wts)
ipw(ps_mod, outcome_cont)

propensity documentation built on March 3, 2026, 1:06 a.m.