surv_iptw_cox | R Documentation |
This page explains the details of estimating inverse probability of treatment weighted survival curves using a weighted univariate cox-regression for single event time-to-event data (method="iptw_cox"
in the adjustedsurv
function). All regular arguments of the adjustedsurv
function can be used. Additionally, the treatment_model
argument has to be specified in the adjustedsurv
call. Further arguments specific to this method are listed below.
treatment_model |
[required] Must be either a model object with |
weight_method |
Method used in |
stabilize |
Whether to stabilize the weights or not. Is set to |
trim |
Can be either |
trim_quantiles |
Alternative argument to trim weights based on quantiles. Can be either |
... |
Further arguments passed to |
Type of Adjustment: Requires a model describing the treatment assignment mechanism. This must be either a glm
or multinom
object.
Doubly-Robust: Estimates are not Doubly-Robust.
Categorical groups: Any number of levels in variable
are allowed. Must be a factor variable.
Approximate Variance: Calculations to approximate the variance and confidence intervals are not available.
Allowed Time Values: Allows both continuous and integer time.
Bounded Estimates: Estimates are guaranteed to be bounded in the 0 to 1 probability range.
Monotone Function: Estimates are guaranteed to be monotone.
Dependencies: This method relies on the survival package. Additionally, the WeightIt package is required if treatment_model
is a formula object.
This method works by modeling the treatment assignment mechanism. Adjusted survival curves are calculated by first estimating appropriate case-weights for each observation in data
. This can be done using inverse probability of treatment weights using the propensity score (usually estimated using a logistic regression model) or by some other method (see ?weightit
). Those estimates are then used to fit a weighted Cox-Regression model, stratified by variable
. Survival Curves based on this model are estimated using the method implemented in the survfit.coxph
function. More information can be found in the literature listed under "references". The only difference to the iptw_km
method is a slightly different weighting approach.
By default this method uses a a robust sandwich-type variance estimator (robust=TRUE
in the coxph
function call) to calculate the standard error used in the construction of confidence intervals. This estimator has been shown to be biased by Austin (2016). Coupled with stabilized weights however (stabilize=TRUE
) this gives conservative estimates of the variance and confidence intervals (Xu et al. 2010). It is still recommended to use bootstrap confidence intervals instead. This can be done by setting bootstrap=TRUE
in the adjustedsurv
function call.
Adds the following additional objects to the output of the adjustedsurv
function:
cox_model
: The stratified and weighted coxph
model.
survfit
: The survfit
object created using the cox_model
object.
weights
: The final weights used in the analysis.
Returns a list
object containing a data.frame
with the estimated adjusted survival probabilities for some points in time for each level of variable
, the weighted coxph
model, the weighted survfit
object and the weights used in the analysis.
Robin Denz
Stephen R. Cole and Miguel A. HernĂ¡n (2004). "Adjusted Survival Curves with Inverse Probability Weights". In: Computer Methods and Programs in Biomedicine 2003.75, pp. 45-49
Peter C. Austin (2016). "Variance Estimation when Using Inverse Probability of Treatment Weighting (IPTW) with Survival Analysis". In: Statistics in Medicine 35, pp. 5642-5655
Stanley Xu, Colleen Ross and Marsha A. Raebel, Susan Shetterly, Christopher Blanchette, and David Smith (2010). "Use of Stabilized Inverse Propensity Scores as Weights to Directly Estimate Relative Risk and Its Confidence Intervals". In: Value in Health 13.2, pp. 273-277
weightit
, coxph
, survfit.coxph
library(adjustedCurves)
library(survival)
set.seed(42)
# simulate some data as example
sim_dat <- sim_confounded_surv(n=50, max_t=1.2)
sim_dat$group <- as.factor(sim_dat$group)
# estimate a treatment assignment model
glm_mod <- glm(group ~ x1 + x3 + x5 + x6, data=sim_dat, family="binomial")
# use it to calculate adjusted survival curves
adjsurv <- adjustedsurv(data=sim_dat,
variable="group",
ev_time="time",
event="event",
method="iptw_cox",
treatment_model=glm_mod)
# Alternatively, use custom weights
# In this example we use weights calculated using the propensity score,
# which is equal to using the glm model directly in the function
ps_score <- glm_mod$fitted.values
weights <- ifelse(sim_dat$group==1, 1/ps_score, 1/(1-ps_score))
adjsurv <- adjustedsurv(data=sim_dat,
variable="group",
ev_time="time",
event="event",
method="iptw_cox",
treatment_model=weights)
if (requireNamespace("WeightIt")) {
# And a third alternative: use the WeightIt package
# here an example with equal results to the ones above:
adjsurv <- adjustedsurv(data=sim_dat,
variable="group",
ev_time="time",
event="event",
method="iptw_cox",
treatment_model=group ~ x1 + x3 + x5 + x6,
weight_method="ps")
# here an example using Entropy Balancing Weighting:
adjsurv <- adjustedsurv(data=sim_dat,
variable="group",
ev_time="time",
event="event",
method="iptw_cox",
treatment_model=group ~ x1 + x3 + x5 + x6,
weight_method="ebal")
}
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