Package 'causalCmprsk'

Title: Nonparametric and Cox-Based Estimation of Average Treatment Effects in Competing Risks
Description: Estimation of average treatment effects (ATE) of point interventions on time-to-event outcomes with K competing risks (K can be 1). The method uses propensity scores and inverse probability weighting for emulation of baseline randomization, which is described in Charpignon et al. (2022) <doi:10.1038/s41467-022-35157-w>.
Authors: Bella Vakulenko-Lagun [aut, cre], Colin Magdamo [aut], Marie-Laure Charpignon [aut], Bang Zheng [aut], Mark Albers [aut], Sudeshna Das [aut]
Maintainer: Bella Vakulenko-Lagun <[email protected]>
License: GPL (>= 2)
Version: 2.0.0
Built: 2025-01-25 04:25:55 UTC
Source: https://github.com/bella2001/causalcmprsk

Help Index


Estimation of Average Treatment Effects (ATE) of Point Intervention on Time-to-Event Outcomes with Competing Risks

Description

The package accompanies the paper of Charpignon et al. (2022). It can be applied to data with any number of competing events, including the case of only one type of event. The method uses propensity scores weighting for emulation of baseline randomization. The package implements different types of weights: ATE, stabilized ATE, ATT, ATC and overlap weights, as described in Li et al. (2018), and different treatment effect measures (hazard ratios, risk differences, risk ratios, and restricted mean time differences).

Details

The causalCmprsk package provides two main functions: fit.cox that assumes Cox proportional hazards structural models for cause-specific hazards, and fit.nonpar that does not assume any model for potential outcomes. The function get.weights returns estimated weights that are aimed for emulation of a baseline randomization in observational data where the treatment was not assigned randomly, and where conditional exchangeability is assumed. The function get.pointEst extracts a point estimate corresponding to a specific time point from the time-varying functionals returned by fit.cox and fit.nonpar. The function get.numAtRisk allows to obtain the number-at-risk statistic in the raw and weighted data.

References

M.-L. Charpignon, B. Vakulenko-Lagun, B. Zheng, C. Magdamo, B. Su, K.E. Evans, S. Rodriguez, et al. 2022. Causal inference in medical records and complementary systems pharmacology for metformin drug repurposing towards dementia. Nature Communications 13:7652.

F. Li, K.L. Morgan, and A.M. Zaslavsky. 2018. Balancing Covariates via Propensity Score Weighting. Journal of the American Statistical Association 113 (521): 390–400.


Cox-based estimation of ATE corresponding to the target population

Description

Implements Cox-based estimation of ATE assuming a structural proportional hazards model for two potential outcomes. It provides three measures of treatment effects on time-to-event outcomes: (1) cause-specific hazard ratios which are time-dependent measures under a nonparametric model, (2) risk-based measures such as cause-specific risk differences and cause-specific risk ratios, and (3) restricted-mean-time differences which quantify how much time on average was lost (or gained) due to treatment by some specified time point. Please see our package vignette for more details.

Usage

fit.cox(
  df,
  X,
  E,
  trt.formula,
  A,
  C = NULL,
  wtype = "unadj",
  cens = 0,
  conf.level = 0.95,
  bs = FALSE,
  nbs.rep = 400,
  seed = 17,
  parallel = FALSE,
  verbose = FALSE
)

Arguments

df

a data frame that includes time-to-event X, type of event E, a treatment indicator A and covariates C.

X

a character string specifying the name of the time-to-event variable in df.

E

a character string specifying the name of the "event type" variable in df.

trt.formula

a formula expression, of the form response ~ predictors. The response is a binary treatment/exposure variable, for which a logistic regression model (a Propensity Scores model) will be fit using glm. See the documentation of glm and formula for details. As an alternative to specifying formula, arguments A and C, defined below, can be specified. Either formula or a pair of A and C must be specified.

A

a character specifying the name of the treatment/exposure variable. It is assumed that A is a numeric binary indicator with 0/1 values, where A=1 is assumed a treatment group, and A=0 a control group.

C

a vector of character strings with variable names (potential confounders) in the logistic regression model for Propensity Scores, i.e. P(A=1|C=c). The default value of C is NULL corresponding to wtype="unadj" that will estimate treatment effects in the raw (observed) data.

wtype

a character string variable indicating the type of weights that will define the target population for which the ATE will be estimated. The default is "unadj" - this will not adjust for possible treatment selection bias and will not use propensity scores weighting. It can be used, for example, in data from a randomized controlled trial (RCT) where there is no need for emulation of baseline randomization. Other possible values are "stab.ATE", "ATE", "ATT", "ATC" and "overlap". See Table 1 from Li, Morgan, and Zaslavsky (2018). "stab.ATE" is defined as P(A=a)/P(A=a|C=c) - see Hernán et al. (2000).

cens

an integer value in E that corresponds to censoring times recorded in X. By default fit.nonpar assumes cens=0

conf.level

the confidence level that will be used in the bootstrap confidence intervals. The default is 0.95

bs

a logical flag indicating whether to perform bootstrap in order to obtain confidence intervals. There are no analytical confidence intervals in fit.nonpar

nbs.rep

number of bootstrap replications

seed

the random seed for the bootstrap, in order to make the results reproducible

parallel

a logical flag indicating whether to perform bootstrap sequentially or in parallel, using several cores simultaneously. The default value is FALSE. In parallel execution, the number of available cores is detected, and the parallel jobs are assigned to the number of detected available cores minus one.

verbose

a logical flag indicating whether to show a progress of bootstrap. The progress bar is shown only for sequential bootstrap computation. The default value is FALSE.

Value

A list of class cmprsk with the following fields:

time
a vector of time points for which all the parameters are estimated
trt.0
a list of estimates of the counterfactual parameters corresponding to A=0 and the type of event E. trt.0 has K fields as the number of competing events in the data set. For each competing risk there is a list of point estimates, their standard errors and conf.level% confidence intervals:
  • CumHaz a vector of cumulative hazard estimates

  • CIF a vector of cumulative incidence functions (CIF)

  • RMT a vector of restricted mean time (RMT) estimates

  • CumHaz.CI.L a vector of bootstrap-based quantile estimate of lower confidence limits for cumulative hazard estimates

  • CumHaz.CI.U a vector of bootstrap-based quantile estimate of upper confidence limits for cumulative hazard estimates

  • CumHaz.SE a vector of the bootstrap-based estimated standard errors of cumulative hazard estimates

  • CIF.CI.L a vector of bootstrap-based quantile estimate of lower confidence limits for CIF estimates

  • CIF.CI.U a vector of bootstrap-based quantile estimate of upper confidence limits for CIF estimates

  • CIF.SE a vector of bootstrap-based estimated standard error of CIF estimates

  • RMT.CI.L a vector of bootstrap-based quantile estimate of lower confidence limits for RMT estimates

  • RMT.CI.U a vector of bootstrap-based quantile estimate of upper confidence limits for RMT estimates

  • RMT.SE a vector of the bootstrap-based estimated standard errors of RMT estimates

  • bs.CumHaz a matrix of dimension nbs.rep by the length of time vector, with cumulative hazard estimates for nbs.rep bootstrap samples

trt.1
a list of estimates of the counterfactual parameters corresponding to A=1 and the type of event E. trt.1 has K fields as the number of competing events (risks) in the data set. For each competing risk there is a list of point estimates:
  • CumHaz a vector of cumulative hazard estimates

  • CIF a vector of cumulative incidence functions

  • RMT a vector of restricted mean time estimates

  • CumHaz.CI.L a vector of bootstrap-based quantile estimate of lower confidence limits for cumulative hazard estimates

  • CumHaz.CI.U a vector of bootstrap-based quantile estimate of upper confidence limits for cumulative hazard estimates

  • CumHaz.SE a vector of the bootstrap-based estimated standard errors of cumulative hazard estimates

  • CIF.CI.L a vector of bootstrap-based quantile estimate of lower confidence limits for CIF estimates

  • CIF.CI.U a vector of bootstrap-based quantile estimate of upper confidence limits for CIF estimates

  • CIF.SE a vector of bootstrap-based estimated standard error for CIF estimates

  • RMT.CI.L a vector of bootstrap-based quantile estimate of lower confidence limits for RMT estimates

  • RMT.CI.U a vector of bootstrap-based quantile estimate of upper confidence limits for RMT estimates

  • RMT.SE a vector of the bootstrap-based estimated standard errors of the RMT estimates

  • bs.CumHaz a matrix of dimension nbs.rep by the length of time vector, with cumulative hazard estimates for nbs.rep bootstrap samples

trt.eff
a list of estimates of the treatment effect measures corresponding to the type of event E. trt.eff has the number of fields as the number of different types of events (risks) in the data set. For each competing risk there is a list of estimates:
  • log.CumHazR an estimate of the log of the hazard ratio. It is a scalar since the Cox model is assumed.

  • RD a vector of time-varying Risk Difference between two treatment arms

  • RR a vector of time-varying Risk Ratio between two treatment arms

  • ATE.RMT a vector of the time-varying Restricted Mean Time Difference between two treatment arms

  • log.CumHazR.CI.L a bootstrap-based quantile estimate of the lower confidence limit of log.CumHazR

  • log.CumHazR.CI.U a bootstrap-based quantile estimate of the upper confidence limit of log.CumHazR

  • log.CumHazR.SE a bootstrap-based estimated standard error of log.CumHazR

  • log.CumHazR.pvalue p-value from a Wald test of a two-sided hypothesis H0: HR(A=1)/HR(A=0)=1

  • RD.CI.L a vector of bootstrap-based quantile estimates of the lower confidence limits of the Risk Difference estimates

  • RD.CI.U a vector of bootstrap-based quantile estimate of the upper confidence limits of the Risk Difference estimates

  • RD.SE a vector of the bootstrap-based estimated standard errors of the Risk Difference

  • RR.CI.L a vector of bootstrap-based quantile estimates of the lower confidence limits of the Risk Ratio estimates

  • RR.CI.U a vector of bootstrap-based quantile estimate of the upper confidence limits of the Risk Ratio estimates

  • RR.SE a vector of the bootstrap-based estimated standard errors of the Risk Ratio

  • ATE.RMT.CI.L a vector of bootstrap-based quantile estimate of lower confidence limits for the RMT difference estimates

  • ATE.RMT.CI.U a vector of bootstrap-based quantile estimate of upper confidence limits for the RMT difference estimates

  • ATE.RMT.SE a vector of bootstrap-based estimated standard errors of the RMT difference estimates

References

F. Li, K.L. Morgan, and A.M. Zaslavsky. 2018. Balancing Covariates via Propensity Score Weighting. Journal of the American Statistical Association, 113 (521): 390–400.

M.A. Hernán, B. Brumback, and J.M. Robins. 2000. Marginal structural models and to estimate the causal effect of zidovudine on the survival of HIV-positive men. Epidemiology, 11 (5): 561-570.

See Also

fit.nonpar, get.pointEst, causalCmprsk

Examples

# create a data set
n <- 1000
set.seed(7)
c1 <- runif(n)
c2 <- as.numeric(runif(n)< 0.2)
set.seed(77)
cf.m.T1 <- rweibull(n, shape=1, scale=exp(-(-1 + 2*c1)))
cf.m.T2 <-  rweibull(n, shape=1, scale=exp(-(1 + 1*c2)))
cf.m.T <- pmin( cf.m.T1, cf.m.T2)
cf.m.E <- rep(0, n)
cf.m.E[cf.m.T1<=cf.m.T2] <- 1
cf.m.E[cf.m.T2<cf.m.T1] <- 2
set.seed(77)
cf.s.T1 <- rweibull(n, shape=1, scale=exp(-1*c1 ))
cf.s.T2 <-  rweibull(n, shape=1, scale=exp(-2*c2))
cf.s.T <- pmin( cf.s.T1, cf.s.T2)
cf.s.E <- rep(0, n)
cf.s.E[cf.s.T1<=cf.s.T2] <- 1
cf.s.E[cf.s.T2<cf.s.T1] <- 2
exp.z <- exp(0.5 + 1*c1 - 1*c2)
pr <- exp.z/(1+exp.z)
TRT <- ifelse(runif(n)< pr, 1, 0)
X <- ifelse(TRT==1, cf.m.T, cf.s.T)
E <- ifelse(TRT==1, cf.m.E, cf.s.E)
covs.names <- c("c1", "c2")
data <- data.frame(X=X, E=E, TRT=TRT, c1=c1, c2=c2)
form.txt <- paste0("TRT", " ~ ", paste0(covs.names, collapse = "+"))
trt.formula <- as.formula(form.txt)
wei <- get.weights(formula=trt.formula, data=data, wtype = "overlap")
hist(wei$ps[data$TRT==1], col="red", breaks = seq(0,1,0.05))
hist(wei$ps[data$TRT==0], col="blue", breaks = seq(0,1,0.05))
# Cox-based estimation:
res.cox.ATE <- fit.cox(df=data, X="X", E="E", trt.formula=trt.formula, wtype="stab.ATE")
cox.pe <- get.pointEst(res.cox.ATE, 0.5)
cox.pe$trt.eff[[1]]$RD

# please see our package vignette for practical examples

Nonparametric estimation of ATE corresponding to the target population

Description

Implements nonparametric estimation (based on the weighted Aalen-Johansen estimator) of ATE meaning that it does not assume any model for potential outcomes. It provides three measures of treatment effects on time-to-event outcomes: (1) cause-specific hazard ratios which are time-dependent measures under a nonparametric model, (2) risk-based measures such as cause-specific risk differences and cause-specific risk ratios, and (3) restricted-mean-time differences which quantify how much time on average was lost (or gained) due to treatment by some specified time point. Please see our package vignette for more details.

Usage

fit.nonpar(
  df,
  X,
  E,
  trt.formula,
  A,
  C = NULL,
  wtype = "unadj",
  cens = 0,
  conf.level = 0.95,
  bs = FALSE,
  nbs.rep = 400,
  seed = 17,
  parallel = FALSE,
  verbose = FALSE
)

Arguments

df

a data frame that includes time-to-event X, type of event E, a treatment indicator A and covariates C.

X

a character string specifying the name of the time-to-event variable in df.

E

a character string specifying the name of the "event type" variable in df.

trt.formula

a formula expression, of the form response ~ predictors. The response is a binary treatment/exposure variable, for which a logistic regression model (a Propensity Scores model) will be fit using glm. See the documentation of glm and formula for details. As an alternative to specifying formula, arguments A and C, defined below, can be specified. Either formula or a pair of A and C must be specified.

A

a character specifying the name of the treatment/exposure variable. It is assumed that A is a numeric binary indicator with 0/1 values, where A=1 is assumed a treatment group, and A=0 a control group.

C

a vector of character strings with variable names (potential confounders) in the logistic regression model for Propensity Scores, i.e. P(A=1|C=c). The default value of C is NULL corresponding to wtype="unadj" that will estimate treatment effects in the raw (observed) data.

wtype

a character string variable indicating the type of weights that will define the target population for which the ATE will be estimated. The default is "unadj" - this will not adjust for possible treatment selection bias and will not use propensity scores weighting. It can be used, for example, in data from a randomized controlled trial (RCT) where there is no need for emulation of baseline randomization. Other possible values are "stab.ATE", "ATE", "ATT", "ATC" and "overlap". See Table 1 from Li, Morgan, and Zaslavsky (2018). "stab.ATE" is defined as P(A=a)/P(A=a|C=c) - see Hernán et al. (2000).

cens

an integer value in E that corresponds to censoring times recorded in X. By default fit.nonpar assumes cens=0

conf.level

the confidence level that will be used in the bootstrap confidence intervals. The default is 0.95

bs

a logical flag indicating whether to perform bootstrap in order to obtain confidence intervals. There are no analytical confidence intervals in fit.nonpar

nbs.rep

number of bootstrap replications

seed

the random seed for the bootstrap, in order to make the results reproducible

parallel

a logical flag indicating whether to perform bootstrap sequentially or in parallel, using several cores simultaneously. The default value is FALSE. In parallel execution, the number of available cores is detected, and the parallel jobs are assigned to the number of detected available cores minus one.

verbose

a logical flag indicating whether to show a progress of bootstrap. The progress bar is shown only for sequential bootstrap computation. The default value is FALSE.

Value

A list of class cmprsk with the following fields:

time
a vector of time points for which all the parameters are estimated
trt.0
a list of estimates of the absolute counterfactual parameters corresponding to A=0 and the type of event E. trt.0 has the number of fields as the number of different types of events in the data set. For each type of event there is a list of estimates:
  • CumHaz a vector of cumulative hazard estimates

  • CIF a vector of cumulative incidence functions (CIF)

  • RMT a vector of restricted mean time (RMT) estimates

  • CumHaz.CI.L a vector of bootstrap-based quantile estimate of lower confidence limits for cumulative hazard estimates

  • CumHaz.CI.U a vector of bootstrap-based quantile estimate of upper confidence limits for cumulative hazard estimates

  • CumHaz.SE a vector of the bootstrap-based estimated standard errors of cumulative hazard estimates

  • CIF.CI.L a vector of bootstrap-based quantile estimate of lower confidence limits for CIF estimates

  • CIF.CI.U a vector of bootstrap-based quantile estimate of upper confidence limits for CIF estimates

  • CIF.SE a vector of bootstrap-based estimated standard error of CIF estimates

  • RMT.CI.L a vector of bootstrap-based quantile estimate of lower confidence limits for RMT estimates

  • RMT.CI.U a vector of bootstrap-based quantile estimate of upper confidence limits for RMT estimates

  • RMT.SE a vector of the bootstrap-based estimated standard errors of RMT estimates

  • bs.CumHaz a matrix of dimension nbs.rep by the length of time vector, with cumulative hazard estimates for nbs.rep bootstrap samples

trt.1
a list of estimates of the absolute counterfactual parameters corresponding to A=1 and the type of event E. trt.1 has the number of fields as the number of different types of events in the data set. For each type of event there is a list of estimates:
  • CumHaz a vector of cumulative hazard estimates

  • CIF a vector of cumulative incidence functions

  • RMT a vector of restricted mean time estimates

  • CumHaz.CI.L a vector of bootstrap-based quantile estimate of lower confidence limits for cumulative hazard estimates

  • CumHaz.CI.U a vector of bootstrap-based quantile estimate of upper confidence limits for cumulative hazard estimates

  • CumHaz.SE a vector of the bootstrap-based estimated standard errors of cumulative hazard estimates

  • CIF.CI.L a vector of bootstrap-based quantile estimate of lower confidence limits for CIF estimates

  • CIF.CI.U a vector of bootstrap-based quantile estimate of upper confidence limits for CIF estimates

  • CIF.SE a vector of bootstrap-based estimated standard error for CIF estimates

  • RMT.CI.L a vector of bootstrap-based quantile estimate of lower confidence limits for RMT estimates

  • RMT.CI.U a vector of bootstrap-based quantile estimate of upper confidence limits for RMT estimates

  • RMT.SE a vector of the bootstrap-based estimated standard errors of the RMT estimates

  • bs.CumHaz a matrix of dimension nbs.rep by the length of time vector, with cumulative hazard estimates for nbs.rep bootstrap samples

trt.eff
a list of estimates of the treatment effect measures corresponding to the type of event E. trt.eff has the number of fields as the number of different types of events in the data set. For each type of event there is a list of estimates:
  • log.CumHazR a vector of the log of the time-varying ratio of hazards in two treatment arms

  • RD a vector of time-varying Risk Difference between two treatment arms

  • RR a vector of time-varying Risk Ratio between two treatment arms

  • ATE.RMT a vector of the time-varying Restricted Mean Time Difference between two treatment arms

  • log.CumHazR.CI.L a vector of bootstrap-based quantile estimates of the lower confidence limits of log.CumHazR

  • log.CumHazR.CI.U a vector of bootstrap-based quantile estimates of the upper confidence limits of log.CumHazR

  • log.CumHazR.SE a vector of bootstrap-based estimated standard errors of log.CumHazR

  • RD.CI.L a vector of bootstrap-based quantile estimates of the lower confidence limits of the Risk Difference estimates

  • RD.CI.U a vector of bootstrap-based quantile estimate of the upper confidence limits of the Risk Difference estimates

  • RD.SE a vector of the bootstrap-based estimated standard errors of the Risk Difference

  • RR.CI.L a vector of bootstrap-based quantile estimates of the lower confidence limits of the Risk Ratio estimates

  • RR.CI.U a vector of bootstrap-based quantile estimate of the upper confidence limits of the Risk Ratio estimates

  • RR.SE a vector of the bootstrap-based estimated standard errors of the Risk Ratio

  • ATE.RMT.CI.L a vector of bootstrap-based quantile estimate of lower confidence limits for the RMT difference estimates

  • ATE.RMT.CI.U a vector of bootstrap-based quantile estimate of upper confidence limits for the RMT difference estimates

  • ATE.RMT.SE a vector of bootstrap-based estimated standard errors of the RMT difference estimates

References

F. Li, K.L. Morgan, and A.M. Zaslavsky. 2018. Balancing Covariates via Propensity Score Weighting. Journal of the American Statistical Association 113 (521): 390–400.

M.A. Hernán, B. Brumback, and J.M. Robins. 2000. Marginal structural models and to estimate the causal effect of zidovudine on the survival of HIV-positive men. Epidemiology, 11 (5): 561-570.

See Also

fit.cox, get.pointEst, causalCmprsk

Examples

# create a data set
n <- 1000
set.seed(7)
c1 <-  runif(n)
c2 <- as.numeric(runif(n)< 0.2)
set.seed(77)
cf.m.T1 <- rweibull(n, shape=1, scale=exp(-(-1 + 2*c1)))
cf.m.T2 <-  rweibull(n, shape=1, scale=exp(-(1 + 1*c2)))
cf.m.T <- pmin( cf.m.T1, cf.m.T2)
cf.m.E <- rep(0, n)
cf.m.E[cf.m.T1<=cf.m.T2] <- 1
cf.m.E[cf.m.T2<cf.m.T1] <- 2
set.seed(77)
cf.s.T1 <- rweibull(n, shape=1, scale=exp(-1*c1 ))
cf.s.T2 <-  rweibull(n, shape=1, scale=exp(-2*c2))
cf.s.T <- pmin( cf.s.T1, cf.s.T2)
cf.s.E <- rep(0, n)
cf.s.E[cf.s.T1<=cf.s.T2] <- 1
cf.s.E[cf.s.T2<cf.s.T1] <- 2
exp.z <- exp(0.5 + 1*c1 - 1*c2)
pr <- exp.z/(1+exp.z)
TRT <- ifelse(runif(n)< pr, 1, 0)
X <- ifelse(TRT==1, cf.m.T, cf.s.T)
E <- ifelse(TRT==1, cf.m.E, cf.s.E)
covs.names <- c("c1", "c2")
data <- data.frame(X=X, E=E, TRT=TRT, c1=c1, c2=c2)
form.txt <- paste0("TRT", " ~ ", paste0(covs.names, collapse = "+"))
trt.formula <- as.formula(form.txt)
wei <- get.weights(formula=trt.formula, data=data, wtype = "overlap")
hist(wei$ps[data$TRT==1], col="red", breaks = seq(0,1,0.05))
hist(wei$ps[data$TRT==0], col="blue", breaks = seq(0,1,0.05))
# Nonparametric estimation:
res.ATE <- fit.nonpar(df=data, X="X", E="E", trt.formula=trt.formula, wtype="stab.ATE")
nonpar.pe <- get.pointEst(res.ATE, 0.5)
nonpar.pe$trt.eff[[1]]$RD

# please see our package vignette for practical examples

Number-at-risk in raw and weighted data

Description

Obtaining time-varying number-at-risk statistic in both raw and weighted data

Usage

get.numAtRisk(df, X, E, A, C = NULL, wtype = "unadj", cens = 0)

Arguments

df

a data frame that includes time-to-event X, type of event E, a treatment indicator A and covariates C.

X

a character string specifying the name of the time-to-event variable in df.

E

a character string specifying the name of the "event type" variable in df.

A

a character specifying the name of the treatment/exposure variable. It is assumed that A is a numeric binary indicator with 0/1 values, where A=1 is assumed a treatment group, and A=0 a control group.

C

a vector of character strings with variable names (potential confounders) in the logistic regression model for Propensity Scores, i.e. P(A=1|C=c). The default value of C is NULL corresponding to wtype="unadj" that will estimate treatment effects in the raw (observed) data.

wtype

a character string variable indicating the type of weights that will define the target population for which the ATE will be estimated. The default is "unadj" - this will not adjust for possible treatment selection bias and will not use propensity scores weighting. It can be used, for example, in data from a randized controlled trial (RCT) where there is no need for emulation of baseline randomization. Other possible values are "stab.ATE", "ATE", "ATT", "ATC" and "overlap". See Table 1 from Li, Morgan, and Zaslavsky (2018). "stab.ATE" is defined as P(A=a)/P(A=a|C=c) - see Hernán et al. (2000).

cens

an integer value in E that corresponds to censoring times recorded in X. By default fit.nonpar assumes cens=0

Value

A list with two fields:

  • trt.0 a matrix with three columns, time, num and sample corresponding to the treatment arm with A=0. The results for both weighted and unadjusted number-at-risk are returnd in a long-format matrix. The column time is a vector of time points at which we calculate the number-at-risk. The column num is the number-at-risk. The column sample is a factor variable that gets one of two values, "Weighted" or "Unadjusted". The estimated number-at-risk in the weighted sample corresponds to the rows with sample="Weighted".

  • trt.1 a matrix with three columns, time, num and sample corresponding to the treatment arm with A=1. The results for both weighted and unadjusted number-at-risk are returnd in a long-format matrix. The column time is a vector of time points at which we calculate the number-at-risk. The column num is the number-at-risk. The column sample is a factor variable that gets one of two values, "Weighted" or "Unadjusted". The estimated number-at-risk in the weighted sample corresponds to the rows with sample="Weighted".

See Also

get.weights, get.pointEst, causalCmprsk

Examples

# create a data set
n <- 1000
set.seed(7)
c1 <- runif(n)
c2 <- as.numeric(runif(n)< 0.2)
set.seed(77)
cf.m.T1 <- rweibull(n, shape=1, scale=exp(-(-1 + 2*c1)))
cf.m.T2 <-  rweibull(n, shape=1, scale=exp(-(1 + 1*c2)))
cf.m.T <- pmin( cf.m.T1, cf.m.T2)
cf.m.E <- rep(0, n)
cf.m.E[cf.m.T1<=cf.m.T2] <- 1
cf.m.E[cf.m.T2<cf.m.T1] <- 2
set.seed(77)
cf.s.T1 <- rweibull(n, shape=1, scale=exp(-1*c1 ))
cf.s.T2 <-  rweibull(n, shape=1, scale=exp(-2*c2))
cf.s.T <- pmin( cf.s.T1, cf.s.T2)
cf.s.E <- rep(0, n)
cf.s.E[cf.s.T1<=cf.s.T2] <- 1
cf.s.E[cf.s.T2<cf.s.T1] <- 2
exp.z <- exp(0.5 + 1*c1 - 1*c2)
pr <- exp.z/(1+exp.z)
TRT <- ifelse(runif(n)< pr, 1, 0)
X <- ifelse(TRT==1, cf.m.T, cf.s.T)
E <- ifelse(TRT==1, cf.m.E, cf.s.E)
covs.names <- c("c1", "c2")
data <- data.frame(X=X, E=E, TRT=TRT, c1=c1, c2=c2)

num.atrisk <- get.numAtRisk(data, "X", "E", "TRT", C=covs.names, wtype="overlap", cens=0)
plot(num.atrisk$trt.1$time[num.atrisk$trt.1$sample=="Weighted"],
     num.atrisk$trt.1$num[num.atrisk$trt.1$sample=="Weighted"], col="red", type="s",
     xlab="time", ylab="number at risk",
     main="Number at risk in TRT=1", ylim=c(0, max(num.atrisk$trt.1$num)))
lines(num.atrisk$trt.1$time[num.atrisk$trt.1$sample=="Unadjusted"],
      num.atrisk$trt.1$num[num.atrisk$trt.1$sample=="Unadjusted"], col="blue", type="s")
legend("topright", legend=c("Weighted", "Unadjusted"), lty=1:1,  col=c("red", "blue"))
plot(num.atrisk$trt.0$time[num.atrisk$trt.0$sample=="Weighted"],
     num.atrisk$trt.0$num[num.atrisk$trt.0$sample=="Weighted"], col="red", type="s",
     xlab="time", ylab="number at risk",
     main="Number at risk in TRT=0", ylim=c(0, max(num.atrisk$trt.0$num)))
lines(num.atrisk$trt.0$time[num.atrisk$trt.0$sample=="Unadjusted"],
      num.atrisk$trt.0$num[num.atrisk$trt.0$sample=="Unadjusted"], col="blue", type="s")
legend("topright", legend=c("Weighted", "Unadjusted"), lty=1:1,  col=c("red", "blue"))

Returns point estimates and conf.level% confidence intervals corresponding to a specific time point

Description

The confidence interval returned by this function corresponds to the value conf.level passed to the function fit.cox or fit.nonpar. The first input argument cmprsk.obj is a result corresponding to conf.level.

Usage

get.pointEst(cmprsk.obj, timepoint)

Arguments

cmprsk.obj

a cmprsk object returned by one of the functions fit.cox or fit.nonpar

timepoint

a scalar value of the time point of interest

Value

A list with the following fields:

time
a scalar timepoint passed into the function
trt.0
a list of estimates of the absolute counterfactual parameters corresponding to A=0 and the type of event E. trt.0 has the number of fields as the number of different types of events in the data set. For each type of event there is a list of estimates:
  • CumHaz a point estimate of the cumulative hazard

  • CumHaz.CI.L a bootstrap-based quantile estimate of a lower bound of a conf.level% confidence interval for the cumulative hazard

  • CumHaz.CI.U a bootstrap-based quantile estimate of an upper bound of a conf.level% confidence interval for the cumulative hazard

  • CIF a point estimate of the cumulative incidence function

  • CIF.CI.L a bootstrap-based quantile estimate of a lower bound of a conf.level% confidence interval for the cumulative incidence function

  • CIF.CI.U a bootstrap-based quantile estimate of an upper bound of a conf.level% confidence interval for the cumulative incidence function

  • RMT a point estimate of the restricted mean time

  • RMT.CI.L a bootstrap-based quantile estimate of a lower bound of a conf.level% confidence interval for the restricted mean time

  • RMT.CI.U a bootstrap-based quantile estimate of an upper bound of a conf.level% confidence interval for the restricted mean time

trt.1
a list of estimates of the absolute counterfactual parameters corresponding to A=1 and the type of event E. trt.1 has the number of fields as the number of different types of events in the data set. For each type of event there is a list of estimates:
  • CumHaz a point estimate of the cumulative hazard

  • CumHaz.CI.L a bootstrap-based quantile estimate of a lower bound of a conf.level% confidence interval for the cumulative hazard

  • CumHaz.CI.U a bootstrap-based quantile estimate of an upper bound of a conf.level% confidence interval for the cumulative hazard

  • CIF a point estimate of the cumulative incidence function

  • CIF.CI.L a bootstrap-based quantile estimate of a lower bound of a conf.level% confidence interval for the cumulative incidence function

  • CIF.CI.U a bootstrap-based quantile estimate of an upper bound of a conf.level% confidence interval for the cumulative incidence function

  • RMT a point estimate of the restricted mean time

  • RMT.CI.L a bootstrap-based quantile estimate of a lower bound of a conf.level% confidence interval for the restricted mean time

  • RMT.CI.U a bootstrap-based quantile estimate of an upper bound of a conf.level% confidence interval for the restricted mean time

trt.eff
a list of estimates of the treatment effect measures corresponding to the type of event E. trt.eff has the number of fields as the number of different types of events in the data set. For each type of event there is a list of estimates:
  • log.CumHazR a point estimate of the log of the ratio of hazards between two treatment arms

  • log.CumHazR.CI.L a bootstrap-based quantile estimate of a lower bound of a conf.level% confidence interval for the log of the ratio of hazards between two treatment arms

  • log.CumHazR.CI.U a bootstrap-based quantile estimate of an upper bound of a conf.level% confidence interval for the log of the ratio of hazards between two treatment arms

  • RD a point estimate of the risk difference between two treatment arms

  • RD.CI.L a bootstrap-based quantile estimate of a lower bound of a conf.level% confidence interval for the risk difference between two treatment arms

  • RD.CI.U a bootstrap-based quantile estimate of an upper bound of a conf.level% confidence interval for the risk difference between two treatment arms

  • RR a point estimate of the risk ratio between two treatment arms

  • RR.CI.L a bootstrap-based quantile estimate of a lower bound of a conf.level% confidence interval for the risk ratio between two treatment arms

  • RR.CI.U a bootstrap-based quantile estimate of an upper bound of a conf.level% confidence interval for the risk ratio between two treatment arms

  • ATE.RMT a point estimate of the restricted mean time difference between two treatment arms

  • ATE.RMT.CI.L a bootstrap-based quantile estimate of a lower bound of a conf.level% confidence interval for the restricted mean time difference between two treatment arms

  • ATE.RMT.CI.U a bootstrap-based quantile estimate of an upper bound of a conf.level% confidence interval for the restricted mean time difference between two treatment arms

See Also

fit.cox, fit.nonpar, causalCmprsk

Examples

# create a data set
n <- 1000
set.seed(7)
c1 <-  runif(n)
c2 <- as.numeric(runif(n)< 0.2)
set.seed(77)
cf.m.T1 <- rweibull(n, shape=1, scale=exp(-(-1 + 2*c1)))
cf.m.T2 <-  rweibull(n, shape=1, scale=exp(-(1 + 1*c2)))
cf.m.T <- pmin( cf.m.T1, cf.m.T2)
cf.m.E <- rep(0, n)
cf.m.E[cf.m.T1<=cf.m.T2] <- 1
cf.m.E[cf.m.T2<cf.m.T1] <- 2
set.seed(77)
cf.s.T1 <- rweibull(n, shape=1, scale=exp(-1*c1 ))
cf.s.T2 <-  rweibull(n, shape=1, scale=exp(-2*c2))
cf.s.T <- pmin( cf.s.T1, cf.s.T2)
cf.s.E <- rep(0, n)
cf.s.E[cf.s.T1<=cf.s.T2] <- 1
cf.s.E[cf.s.T2<cf.s.T1] <- 2
exp.z <- exp(0.5 + 1*c1 - 1*c2)
pr <- exp.z/(1+exp.z)
TRT <- ifelse(runif(n)< pr, 1, 0)
X <- ifelse(TRT==1, cf.m.T, cf.s.T)
E <- ifelse(TRT==1, cf.m.E, cf.s.E)
covs.names <- c("c1", "c2")
data <- data.frame(X=X, E=E, TRT=TRT, c1=c1, c2=c2)
form.txt <- paste0("TRT", " ~ ", paste0(c("c1", "c2"), collapse = "+"))
trt.formula <- as.formula(form.txt)
wei <- get.weights(formula=trt.formula, data=data, wtype = "overlap")
hist(wei$ps[data$TRT==1], col="red", breaks = seq(0,1,0.05))
par(new=TRUE)
hist(wei$ps[data$TRT==0], col="blue", breaks = seq(0,1,0.05))
# Nonparametric estimation:
res.ATE <- fit.nonpar(df=data, X="X", E="E", trt.formula=trt.formula, wtype="stab.ATE")
nonpar.pe <- get.pointEst(res.ATE, 0.5)
nonpar.pe$trt.eff[[1]]$RD
# Cox-based estimation:
res.cox.ATE <- fit.cox(df=data, X="X", E="E", trt.formula=trt.formula, wtype="stab.ATE")
cox.pe <- get.pointEst(res.cox.ATE, 0.5)
cox.pe$trt.eff[[1]]$RD

# please see our package vignette for practical examples

Fitting a logistic regression model for propensity scores and estimating weights

Description

Fits a propensity scores model by logistic regression and returns both estimated propensity scores and requested weights. The estimated propensity scores can be used for further diagnostics, e.g. for testing a positivity assumption and covariate balance.

Usage

get.weights(formula, data, A, C = NULL, wtype = "unadj", case.w = NULL)

Arguments

formula

a formula expression, of the form response ~ predictors. The response is a binary treatment/exposure variable, for which a logistic regression model (a Propensity Scores model) will be fit using glm. See the documentation of glm and formula for details. As an alternative to specifying formula, arguments A and C, defined below, can be specified.

data

a data frame that includes a treatment indicator A and covariates C appearing in formula.

A

a character specifying the name of the treatment/exposure variable. It is assumed that A is a numeric binary indicator with 0/1 values, where A=1 is assumed a treatment group, and A=0 a control group.

C

a vector of character strings with variable names (potential confounders) in the logistic regression model for Propensity Scores, i.e. P(A=1|C=c). The default value of C is NULL corresponding to wtype="unadj" that will estimate treatment effects in the raw (observed) data.

wtype

a character string variable indicating the type of weights that will define the target population for which the ATE will be estimated. The default is "unadj" - this will not adjust for possible treatment selection bias and will not use propensity scores weighting. It can be used, for example, in data from a randomized controlled trial (RCT) where there is no need for emulation of baseline randomization. Other possible values are "stab.ATE", "ATE", "ATT", "ATC" and "overlap". See Table 1 from Li, Morgan, and Zaslavsky (2018).

case.w

a vector of case weights.

Value

A list with the following fields:

  • wtype a character string indicating the type of the estimated weights

  • ps a vector of estimated propensity scores P(A=a|C=c)

  • w a vector of estimated weights

  • summary.glm a summary of the logistic regression fit which is done using stats::glm

function

References

F. Li, K.L. Morgan, and A.M. Zaslavsky. 2018. Balancing Covariates via Propensity Score Weighting. Journal of the American Statistical Association 113 (521): 390–400.

M.A. Hernán, B. Brumback, and J.M. Robins. 2000. Marginal structural models and to estimate the causal effect of zidovudine on the survival of HIV-positive men. Epidemiology, 11 (5): 561-570.

See Also

fit.nonpar, fit.cox, causalCmprsk

Examples

# create a data set
n <- 1000
set.seed(7)
c1 <- runif(n)
c2 <- as.numeric(runif(n)< 0.2)
set.seed(77)
cf.m.T1 <- rweibull(n, shape=1, scale=exp(-(-1 + 2*c1)))
cf.m.T2 <-  rweibull(n, shape=1, scale=exp(-(1 + 1*c2)))
cf.m.T <- pmin( cf.m.T1, cf.m.T2)
cf.m.E <- rep(0, n)
cf.m.E[cf.m.T1<=cf.m.T2] <- 1
cf.m.E[cf.m.T2<cf.m.T1] <- 2
set.seed(77)
cf.s.T1 <- rweibull(n, shape=1, scale=exp(-1*c1 ))
cf.s.T2 <-  rweibull(n, shape=1, scale=exp(-2*c2))
cf.s.T <- pmin( cf.s.T1, cf.s.T2)
cf.s.E <- rep(0, n)
cf.s.E[cf.s.T1<=cf.s.T2] <- 1
cf.s.E[cf.s.T2<cf.s.T1] <- 2
exp.z <- exp(0.5 + 1*c1 - 1*c2)
pr <- exp.z/(1+exp.z)
TRT <- ifelse(runif(n)< pr, 1, 0)
X <- ifelse(TRT==1, cf.m.T, cf.s.T)
E <- ifelse(TRT==1, cf.m.E, cf.s.E)
covs.names <- c("c1", "c2")
data <- data.frame(X=X, E=E, TRT=TRT, c1=c1, c2=c2)
form.txt <- paste0("TRT", " ~ ", paste0(c("c1", "c2"), collapse = "+"))
trt.formula <- as.formula(form.txt)
wei <- get.weights(formula=trt.formula, data=data, wtype = "overlap")
hist(wei$ps[data$TRT==1], col="red", breaks = seq(0,1,0.05))
par(new=TRUE)
hist(wei$ps[data$TRT==0], col="blue", breaks = seq(0,1,0.05))

# please see our package vignette for practical examples

Summary of Event-specific Cumulative Hazards, Cumulative Incidence Functions and Various Treatment Effects

Description

Returns an object of class data.frame containing the summary extracted from the cmprsk object.

Usage

## S3 method for class 'cmprsk'
summary(object, event, estimand = "CIF", ...)

Arguments

object

an object of class cmprsk (output from fit.nonpar or fit.cox functions)

event

an integer number (a code) of an event of interest

estimand

a character string naming the type of estimand to extract from object. estimand can be one of the following: "CumHaz" (Cumulative Hazard function), "CIF" (Cumulative Incidence Function), "RMT" (Restricted Mean Time), "logHR" (logarithm of the ratio of Cumulative Hazards in two treatment arms), "RD" (Risk Difference, or the difference between the CIFs in two treatment arms), "RR" (Risk Ratio, or the ratio of CIFs in two treatment arms), "ATE.RMT" (Restricted mean time gained/lost due to treatment, or the difference between RMTs in two treatment arms). The default value is "CIF".

...

This is not currently used, included for future methods.

Value

summary.cmprsk returns a data.frame object with 7 or 6 columns: the time vector, an indicator of the treatment arm (if the requested estimand is one of c("logHR", "RD", "RR", "ATE.RMT"), this column is omitted), an indicator of the type of event, the point estimate for the requested estimand, the lower and upper bounds of the confidence interval (for conf.level % of the confidence level), and the standard error of the point estimate. For example, if estimand="CIF", the returned data.frame will include the following columns: time, TRT, Event, CIF, CIL.CIF, CIU.CIF, SE.CIF.

References

M.-L. Charpignon, B. Vakulenko-Lagun, B. Zheng, C. Magdamo, B. Su, K.E. Evans, S. Rodriguez, et al. 2022. Causal inference in medical records and complementary systems pharmacology for metformin drug repurposing towards dementia. Nature Communications 13:7652.

See Also

fit.cox, fit.nonpar, causalCmprsk

Examples

# create a data set
n <- 1000
set.seed(7)
c1 <-  runif(n)
c2 <- as.numeric(runif(n)< 0.2)
set.seed(77)
cf.m.T1 <- rweibull(n, shape=1, scale=exp(-(-1 + 2*c1)))
cf.m.T2 <-  rweibull(n, shape=1, scale=exp(-(1 + 1*c2)))
cf.m.T <- pmin( cf.m.T1, cf.m.T2)
cf.m.E <- rep(0, n)
cf.m.E[cf.m.T1<=cf.m.T2] <- 1
cf.m.E[cf.m.T2<cf.m.T1] <- 2
set.seed(77)
cf.s.T1 <- rweibull(n, shape=1, scale=exp(-1*c1 ))
cf.s.T2 <-  rweibull(n, shape=1, scale=exp(-2*c2))
cf.s.T <- pmin( cf.s.T1, cf.s.T2)
cf.s.E <- rep(0, n)
cf.s.E[cf.s.T1<=cf.s.T2] <- 1
cf.s.E[cf.s.T2<cf.s.T1] <- 2
exp.z <- exp(0.5 + c1 - c2)
pr <- exp.z/(1+exp.z)
TRT <- ifelse( runif(n)< pr, 1, 0)
X <- ifelse(TRT==1, cf.m.T, cf.s.T)
E <- ifelse(TRT==1, cf.m.E, cf.s.E)
covs.names <- c("c1", "c2")
data <- data.frame(X=X, E=E, TRT=TRT, c1=c1, c2=c2)
# Nonparametric estimation:
form.txt <- paste0("TRT", " ~ ", paste0(c("c1", "c2"), collapse = "+"))
trt.formula <- as.formula(form.txt)
res.ATE <- fit.nonpar(df=data, X="X", E="E", trt.formula=trt.formula, wtype="stab.ATE")
# summarizing results on the Risk Difference for event=2
fit.summary <- summary(object=res.ATE, event = 2, estimand="RD")
head(fit.summary)
# summarizing results on the CIFs for event=1
fit.summary <- summary(object=res.ATE, event = 1, estimand="CIF")
head(fit.summary)