medltmle: medltmle

View source: R/medltmle.R

medltmleR Documentation

medltmle

Description

Estimates parameters for longitudinal mediation analysis with time-varying mediators.

Usage

medltmle(
  data,
  Anodes,
  Znodes,
  Cnodes = NULL,
  Lnodes = NULL,
  Ynodes,
  Inodes = NULL,
  W2nodes = NULL,
  Dnodes = NULL,
  survivalOutcome = NULL,
  QLform = NULL,
  QZform = NULL,
  gform = NULL,
  qzform = NULL,
  qLform = NULL,
  abar,
  abar.prime,
  rule = NULL,
  gbounds = c(0.01, 1),
  Yrange = NULL,
  deterministic.g.function = NULL,
  deterministic.Q.function = NULL,
  stratify = FALSE,
  SL.library = NULL,
  estimate.time = TRUE,
  gcomp = FALSE,
  iptw.only = FALSE,
  IC.variance.only = FALSE,
  observation.weights = NULL,
  CSE,
  time.end,
  past = 1,
  YisL = TRUE
)

Arguments

data

Dataframe containing the data in a wide format.

Anodes

names of columns containing A covariates (exposure) (character).

Znodes

names of columns containing Z covariates (mediator) (character).

Cnodes

names of columns containing C covariates (censoring) (character).

Lnodes

names of columns containing L covariates (covariate) (character).

Ynodes

names of columns containing Y covariates (outcome) (character).

Inodes

names of columns containing I covariates (instrument) (character).

W2nodes

names of columns containing W2 covariates (baseline covariates in need of fluctuation) (character).

Dnodes

names of columns containing D covariates (death indicator) (character).

survivalOutcome

If TRUE, then Y nodes are indicators of an event, and if Y at some time point is 1, then all following should be 1. Required to be TRUE or FALSE if outcomes are binary and there are multiple Ynodes.

QLform

character vector of regression formulas for Q corresponding to L covariates.

QZform

character vector of regression formulas for Q corresponding to Z covariates.

gform

character vector of regression formulas for g or a matrix/array of prob(A=1).

qzform

g form for Z covariates.

qLform

g form for L covariates.

abar

binary vector (numAnodes x 1) or matrix (n x numAnodes) of counterfactual treatment or a list of length 2.

abar.prime

binary vector (numAnodes x 1) or matrix (n x numAnodes) of counterfactual treatment or a list of length 2.

rule

a function to be applied to each row (a named vector) of data that returns a numeric vector of length numAnodes.

gbounds

lower and upper bounds on estimated cumulative probabilities for g-factors. Vector of length 2, order unimportant.

Yrange

NULL or a numerical vector where the min and max of Yrange specify the range of all Y nodes.

deterministic.g.function

optional information on A and C nodes that are given deterministically. Default NULL indicates no deterministic links.

deterministic.Q.function

optional information on Q given deterministically. See 'Details'. Default NULL indicates no deterministic links.

stratify

if TRUE stratify on following abar when estimating Q and g. If FALSE, pool over abar.

SL.library

optional character vector of libraries to pass to SuperLearner. NULL indicates glm should be called instead of SuperLearner. 'default' indicates a standard set of libraries. May be separately specified for Q and g.

estimate.time

if TRUE, run an initial estimate using only 50 observations and use this to print a very rough estimate of the total time to completion. No action if there are fewer than 50 observations.

gcomp

if TRUE, run the maximum likelihood based G-computation estimate instead of TMLE.

iptw.only

by default (iptw.only = FALSE), both TMLE and IPTW are run in ltmle and ltmleMSM. If iptw.only = TRUE, only IPTW is run, which is faster.

IC.variance.only

Only estimate variance through the influence curve

observation.weights

observation (sampling) weights. Vector of length n. If NULL, assumed to be all 1.

CSE

Logical specifying if the estimand is estimated by fully conditioning on the past (TRUE), or with the data-dependent estimate (FALSE).

time.end

How many time points in the longitudinal data?

past

Number indicating Markov order for the conditional densities.

YisL

Logical indicating whether Y is a function of time-varying covariate.

Value

Returns estimate of E[Y_{τ}(a, \overline{Γ}^{a^'})]


podTockom/medltmle documentation built on Aug. 9, 2022, 9:32 a.m.