BAC: Bayesian Adjustment for Confounding

Description Usage Arguments

View source: R/BAC_function.R

Description

Function that fits the BAC method of Wang, Parmigianni, Dominici (2012).

Usage

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
BAC(
  X,
  Y,
  D,
  chains,
  Nsims,
  mu_priorX = NULL,
  mu_priorY = NULL,
  Sigma_priorX = NULL,
  Sigma_priorY = NULL,
  alpha_priorX = 0.01,
  alpha_priorY = 0.01,
  beta_priorX = 0.01,
  beta_priorY = 0.01,
  omega = 50000,
  starting_alphas = NULL,
  starting_coefs = NULL,
  starting_vars = NULL
)

Arguments

X

Vector of the treatment

Y

Vector of the outcome.

D

Matrix or data frame where the columns correspond to all possible predictors of Y, and the rows correspond to the units.

chains

Number of MCMC chains.

Nsims

Number of posterior samples we wish to get.

mu_priorX

The mean of the normal prior on the coefficients of the exposure model, where the first element corresponds to the intercept, and the remaining to the coefficients of the columns in D. The length of this vector must be equal to 1 + the number of columns in D.

mu_priorY

The mean of the normal prior on the coefficients of the outcome model, where the first element corresponds to the intercept, the second to the exposure, and the remaining to the coefficients in from of the columns in D. The length of this vector must be equal to 2 + the number of columns in D.

Sigma_priorX

The covariance matrix of the normal prior on the coefficients of the exposure model. The dimension of the matrix should be equal to 1 + the number of columns in D.

Sigma_priorY

The covariance matrix of the normal prior on the coefficients of the outcome model. The dimension of the matrix should be equal to 2 + the number of columns in D.

alpha_priorX

The value of alpha in the inverse gamma prior for the residual variance of the exposure model. Defaults to 0.01.

alpha_priorY

The value of alpha in the inverse gamma prior for the residual variance of the outcome model. Defaults to 0.01.

beta_priorX

The value of beta in the inverse gamma prior for the residual variance of the exposure model. Defaults to 0.01.

beta_priorY

The value of beta in the inverse gamma prior for the residual variance of the outcome model. Defaults to 0.01.

omega

The omega parameter of the BAC prior. Defaults to 50000.

starting_alphas

Array of dimensions: model (exposure or outcome), chains, potential confounders. Entries 0/1 represent exclusion/inclusion of a covariate in the model. If left NULL, values are set from the prior.

starting_coefs

Array with the starting values of all coefficients. Dimensions are: Exposure/Outcome model, chains, and covariate (intercept, coefficient of exposure, covariates). The coefficient of exposure should be NA for the exposure model. If left NULL, values are set from the prior with variance divided by 50 ^ 2.

starting_vars

Array including the starting values for the residual variances. Dimensions correspond to: Exposure/Outcome model, and chains. If NULL, values are set from an inverse gamma with parameters alpha and beta set to the prior values times 200.


gpapadog/BAC documentation built on Feb. 15, 2021, 6:37 a.m.