surv_iptw_km: Inverse Probability of Treatment Weighted Kaplan-Meier...

In RobinDenz1/adjustedCurves: Confounder-Adjusted Survival Curves and Cumulative Incidence Functions

Inverse Probability of Treatment Weighted Kaplan-Meier estimates

Description

This page explains the details of estimating inverse probability of treatment weighted survival curves using a weighted version of the Kaplan-Meier estimator for single event time-to-event data (method="iptw_km" 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.

Arguments

treatment_model	[required] Must be either a model object with variable as response variable, a vector of weights or a formula which can be passed to WeightIt.
weight_method	Method used in WeightIt function call. Ignored if treatment_model is not a formula object. Defaults to "ps".
stabilize	Whether to stabilize the weights or not. Is set to FALSE by default. Stabilizing weights ensures that the sum of all weights is equal to the original sample size. It has no effect on point estimates, only on the asymptotic variance calculations and confidence intervals.
trim	Can be either FALSE (default) or a numeric value at which to trim the weights. If FALSE, weights are used as calculated or supplied. If a numeric value is supplied, all weights that are bigger than trim are set to trim before the analysis is carried out. Useful when some weights are extremely large.
trim_quantiles	Alternative argument to trim weights based on quantiles. Can be either FALSE (default) to use no trimming, or a numeric vector containing exactly two values between 0 and 1. These values specify the quantiles that the weights should be trimmed at. For example, if c(0.01, 0.99) is supplied to this argument, all weights that are lower than the 0.01 quantile of the weight distribution will be set to that quantile and all weights that are higher than the 0.99 quantile of the weight distributions will be set to the 0.99 quantile.
...	Further arguments passed to weightit.

Details

• 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 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 does not depend on other packages directly. However 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 weights are used in a weighted version of the Kaplan-Meier estimator proposed by Xie and Liu (2005). If the weights are correctly estimated the resulting estimates will be unbiased. The only difference to the iptw_cox method is a slightly different weighting approach.

Asymptotic variances are calculated using the equations given in Xie and Liu (2005). It is also recommended to use stabilized weights by using stabilize=TRUE (the default value). More information can be found in the cited literature.

Value

Adds the following additional objects to the output of the adjustedsurv function:

• weights: The final weights used in the analysis.

• n_at_risk: A data.frame containing the weighted number at risk and weighted number of events used in the calculations at each point in time for both groups.

Author(s)

Robin Denz

References

Jun Xie and Chaofeng Liu (2005). "Adjusted Kaplan-Meier Estimator and Log- Rank Test with Inverse Probability of Treatment Weighting for Survival Data". In: Statistics in Medicine 24, pp. 3089-3110

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

See Also

weightit

Examples

library(adjustedCurves)

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_km",
                        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_km",
                        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_km",
                        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_km",
                        treatment_model=group ~ x1 + x3 + x5 + x6,
                        weight_method="ebal")
}

RobinDenz1/adjustedCurves documentation built on Sept. 27, 2024, 7:04 p.m.