mnps: Propensity score estimation for multiple treatments

View source: R/mnps.R

mnpsR Documentation

Propensity score estimation for multiple treatments


mnps calculates propensity scores for more than two treatment groups using gradient boosted logistic regression, and diagnoses the resulting propensity scores using a variety of methods.


  n.trees = 10000,
  interaction.depth = 3,
  shrinkage = 0.01,
  bag.fraction = 1,
  n.minobsinnode = 10,
  perm.test.iters = 0,
  print.level = 2,
  verbose = TRUE,
  estimand = "ATE",
  stop.method = c("es.max"),
  sampw = NULL,
  version = "gbm",
  ks.exact = NULL,
  n.keep = 1,
  n.grid = 25,
  treatATT = NULL,



A formula for the propensity score model with the treatment indicator on the left side of the formula and the potential confounding variables on the right side.


The dataset, includes treatment assignment as well as covariates.


Number of gbm iterations passed on to gbm. Default: 10000.


A positive integer denoting the tree depth used in gradient boosting. Default: 3.


A numeric value between 0 and 1 denoting the learning rate. See gbm for more details. Default: 0.01.


A numeric value between 0 and 1 denoting the fraction of the observations randomly selected in each iteration of the gradient boosting algorithm to propose the next tree. See gbm for more details. Default: 1.0.


An integer specifying the minimum number of observations in the terminal nodes of the trees used in the gradient boosting. See gbm for more details. Default: 10.


A non-negative integer giving the number of iterations of the permutation test for the KS statistic. If perm.test.iters=0 then the function returns an analytic approximation to the p-value. Setting perm.test.iters=200 will yield precision to within 3% if the true p-value is 0.05. Use perm.test.iters=500 to be within 2%. Default: 0.


The amount of detail to print to the screen. Default: 2.


If TRUE, lots of information will be printed to monitor the the progress of the fitting. Default: TRUE.


"ATE" (average treatment effect) or "ATT" (average treatment effect on the treated) : the causal effect of interest. ATE estimates the change in the outcome if the treatment were applied to the entire population versus if the control were applied to the entire population. ATT estimates the analogous effect, averaging only over the treated population. Default: "ATE".


A method or methods of measuring and summarizing balance across pretreatment variables. Current options are ks.mean, ks.max, es.mean, and es.max. ks refers to the Kolmogorov-Smirnov statistic and es refers to standardized effect size. These are summarized across the pretreatment variables by either the maximum (.max) or the mean (.mean). Default: c("es.mean").


Optional sampling weights.


"gbm", "xgboost", or "legacy", indicating which version of the twang package to use.


uses gradient boosting from the gbm package.


uses gradient boosting from the xgboost package.


uses the prior implementation of the ps function.

Default: "gbm".


NULL or a logical indicating whether the Kolmogorov-Smirnov p-value should be based on an approximation of exact distribution from an unweighted two-sample Kolmogorov-Smirnov test. If NULL, the approximation based on the exact distribution is computed if the product of the effective sample sizes is less than 10,000. Otherwise, an approximation based on the asymptotic distribution is used. **Warning:** setting ks.exact = TRUE will add substantial computation time for larger sample sizes. Default: NULL.


A numeric variable indicating the algorithm should only consider every n.keep-th iteration of the propensity score model and optimize balance over this set instead of all iterations. Default: 1.


A numeric variable that sets the grid size for an initial search of the region most likely to minimize the stop.method. A value of n.grid=50 uses a 50 point grid from 1:n.trees. It finds the minimum, say at grid point 35. It then looks for the actual minimum between grid points 34 and 36. If specified with n.keep>1, n.grid corresponds to a grid of points on the kept iterations as defined by n.keep. Default: 25.


If the estimand is specified to be ATT, this argument is used to specify which treatment condition is considered 'the treated'. It must be one of the levels of the treatment variable. It is ignored for ATE analyses.


Additional arguments that are passed to ps function.


For user more comfortable with the options of xgboost, the options for mnps controlling the behavior of the gradient boosting algorithm can be specified using the xgboost naming scheme. This includes nrounds, max_depth, eta, and subsample. In addition, the list of parameters passed to xgboost can be specified with params.

Note that unlike earlier versions of twang, the plotting functions are no longer included in the mnps function. See plot for details of the plots.


Returns an object of class mnps, which consists of the following.


A list of ps objects with length equal to the number of time periods.


The number of ps objects (i.e., the number of distinct time points).


The specified estimand.


For ATT fits, the treatment category that is considered "the treated".


The levels of the treatment variable.


The levels of the treatment variable, excluding the treatATT level.


The data used to fit the model.


The vector of treatment indicators.


The stopping rules specified in the call to mnps.


Sampling weights provided to mnps, if any.


Lane Burgette '<>', Beth Ann Griffin '<>', Dan Mc- Caffrey '<>'


Dan McCaffrey, G. Ridgeway, Andrew Morral (2004). "Propensity Score Estimation with Boosted Regression for Evaluating Adolescent Substance Abuse Treatment", *Psychological Methods* 9(4):403-425.

See Also

ps, gbm, xgboost, plot, bal.table

twang documentation built on May 29, 2024, 4:40 a.m.