Nothing
#' PS-Integrated Composite Likelihood Estimation
#'
#' Estimate the mean of the outcome based on PS-integrated composite likelihood
#' approach. Variance is estimated by Jack-Knife method. Applies to the case
#' when there is only one external data source.
#'
#' @inheritParams psrwe_powerp
#'
#' @param ... Parameters for \code{rwe_cl}
#'
#' @return A data frame with class name \code{PSRWE_RST}. It contains the
#' composite estimation of the mean for each stratum as well as the
#' jackknife estimation for each subject. The results should be further
#' summarized by its S3 method \code{summary}.
#'
#' @examples
#' data(ex_dta)
#' dta_ps <- psrwe_est(ex_dta,
#' v_covs = paste("V", 1:7, sep = ""),
#' v_grp = "Group",
#' cur_grp_level = "current")
#' ps_borrow <- psrwe_borrow(total_borrow = 30, dta_ps)
#' rst <- psrwe_compl(ps_borrow, v_outcome = "Y_Con")
#' rst
#'
#' @export
#'
psrwe_compl <- function(dta_psbor, v_outcome = "Y",
outcome_type = c("continuous", "binary"),
...) {
## check
stopifnot(inherits(dta_psbor,
what = get_rwe_class("PSDIST")))
outcome_type <- match.arg(outcome_type)
stopifnot(v_outcome %in% colnames(dta_psbor$data))
## observed
rst_obs <- get_observed(dta_psbor$data, v_outcome)
## call estimation
rst <- get_ps_cl_km(dta_psbor, v_outcome = v_outcome,
outcome_type = outcome_type,
f_stratum = get_cl_stratum, ...)
## return
rst$Observed <- rst_obs
rst$Method <- "ps_cl"
rst$Outcome_type <- outcome_type
class(rst) <- get_rwe_class("ANARST")
rst
}
#' Composite Likelihood Estimation
#'
#' Estimate parameter of interest based composite likelihood for a single PS
#' stratum
#'
#' @inheritParams psrwe_powerp
#'
#' @param dta_cur Vector of outcome from a PS stratum in current study
#' @param dta_ext Vector of outcome from a PS stratum in external data source
#' @param n_borrow Number of subjects to be borrowed
#' @param equal_sd Boolean. whether sd is the same between the current study and
#' external data source
#'
#' @return Maximum composite likelihood estimator of the mean
#'
#' @examples
#' x <- rnorm(100, mean = 0, sd = 1)
#' y <- rnorm(1000, mean = 1, sd = 2)
#' rwe_cl(x, y, n_borrow = 20, equal_sd = FALSE)
#'
#' @export
#'
rwe_cl <- function(dta_cur, dta_ext, n_borrow = 0,
outcome_type = c("continuous", "binary"),
equal_sd = TRUE) {
f_ll <- function(pars) {
theta <- pars[1]
sig2_1 <- pars[2]
sig2_0 <- pars[3]
ll <- - n1 * log(sig2_1) / 2
ll <- ll - n1 * mean((dta_cur - theta)^2) / 2 / sig2_1
ll <- ll - n_borrow * log(sig2_0) / 2
ll <- ll - n_borrow * mean((dta_ext - theta)^2) / 2 / sig2_0
ll
}
f_gradient <- function(pars) {
theta <- pars[1]
sig2_1 <- pars[2]
sig2_0 <- pars[3]
g <- numeric(length(pars))
## d logl / d theta
g[1] <- n1 / sig2_1 * (mean(dta_cur) - theta) +
n_borrow / sig2_0 * (mean(dta_ext) - theta)
## d logl / d sig2.1
g[2] <- - n1 / 2 / sig2_1 +
n1 * mean((dta_cur - theta)^2) / 2 / sig2_1 / sig2_1
## d logl / d sig2.0
g[3] <- - n_borrow / 2 / sig2_0 +
n_borrow * mean((dta_cur - theta)^2) / 2 / sig2_0 / sig2_0
return(g)
}
type <- match.arg(outcome_type)
n1 <- length(dta_cur)
## ignore external data
if (0 == n_borrow) {
## placeholder
dta_ext <- dta_cur
equal_sd <- TRUE;
}
init_theta <- (n1 / (n1 + n_borrow)) * mean(dta_cur) +
(n_borrow / (n1 + n_borrow)) * mean(dta_ext)
if (("continuous" == type & equal_sd) |
"binary" == type) {
rst <- init_theta
} else {
init_sig2_1 <- mean((dta_cur - init_theta)^2)
init_sig2_0 <- mean((dta_ext - init_theta)^2)
rst <- optim(c(init_theta, init_sig2_1, init_sig2_0),
method = "L-BFGS-B",
fn = f_ll,
lower = c(-Inf, 1e-6, 1e-6),
upper = rep(Inf, 3),
control = list(fnscale = -1))$par[1];
}
rst
}
#' Get estimation for each stratum
#'
#'
#' @noRd
#'
get_cl_stratum <- function(d1, d0 = NULL, n_borrow = 0, outcome_type, ...) {
## treatment or control only
dta_cur <- d1
ns1 <- length(dta_cur)
if (0 == n_borrow | is.null(d0)) {
theta <- mean(dta_cur)
sd_theta <- switch(outcome_type,
continuous = sd(dta_cur),
binary = sqrt(theta * (1 - theta) / ns1))
return(c(theta, sd_theta))
}
## overall ps-cl
dta_ext <- d0
ns0 <- length(dta_ext)
## overall estimate
overall_theta <- rwe_cl(dta_cur, dta_ext, n_borrow, ...)
##jackknife
jk_theta <- NULL
for (j in seq_len(ns1)) {
cur_jk <- rwe_cl(dta_cur[-j], dta_ext, n_borrow, ...)
jk_theta <- c(jk_theta, cur_jk)
}
if (ns0 > 0) {
for (j in seq_len(ns0)) {
cur_jk <- rwe_cl(dta_cur, dta_ext[-j], n_borrow, ...)
jk_theta <- c(jk_theta, cur_jk)
}
}
## summary
sd_theta <- get_jk_sd(overall_theta, jk_theta)
return(c(overall_theta, sd_theta))
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.