wtrg_est {causaldrf}

The weighted regression estimator

Description

This method uses weight matrices to estimate parameters for an ADRF with quadratic or linear fits.

Usage

wtrg_est(Y,
         treat,
         covar_formula,
         data,
         e_treat_1,
         e_treat_2,
         e_treat_3,
         e_treat_4,
         degree)

Arguments

Y

is the output

treat

is the treatment variable

covar_formula

is the formula for the covariates model of the form: ~ X.1 + ....

data

will contain all the data: X, treat, and Y

e_treat_1

is estimated treatment

e_treat_2

is estimated treatment squared

e_treat_3

is estimated treatment cubed

e_treat_4

is estimated treatment to the fourth

degree

is 1 for linear fit and 2 for quadratic fit

Details

This function estimates the ADRF by the method described in Schafer and Galagate (2015) which uses weight matrices to adjust for possible bias.

Value

wtrg_est returns an object of class "causaldrf", a list that contains the following components:

param

the estimated parameters.

call

the matched call.

References

Schafer, J.L., Galagate, D.L. (2015). Causal inference with a continuous treatment and outcome: alternative estimators for parametric dose-response models. Manuscript in preparation.

See Also

iptw_est, ismw_est, reg_est, aipwee_est, wtrg_est, etc. for other estimates.

t_mod, overlap_fun to prepare the data for use in the different estimates.

Examples

## Example from Schafer (2015).

example_data <- sim_data


t_mod_list <- t_mod(treat = T,
              treat_formula = T ~ B.1 + B.2 + B.3 + B.4 + B.5 + B.6 + B.7 + B.8,
              data = example_data,
              treat_mod = "Normal")

cond_exp_data <- t_mod_list$T_data
full_data <- cbind(example_data, cond_exp_data)

wtrg_list <- wtrg_est(Y = Y,
                      treat = T,
                      covar_formula = ~ B.1 + B.2 + B.3 + B.4 + B.5 + B.6 + B.7 + B.8,
                      data = example_data,
                      e_treat_1 = full_data$est_treat,
                      e_treat_2 = full_data$est_treat_sq,
                      e_treat_3 = full_data$est_treat_cube,
                      e_treat_4 = full_data$est_treat_quartic,
                      degree = 1)

sample_index <- sample(1:1000, 100)

plot(example_data$T[sample_index],
      example_data$Y[sample_index],
      xlab = "T",
      ylab = "Y",
      main = "weighted regression estimate")

abline(wtrg_list$param[1],
        wtrg_list$param[2],
        lty = 2,
        lwd = 2,
        col = "blue")

legend('bottomright',
        "weighted regression estimate",
        lty = 2,
        lwd = 2,
        col = "blue",
        bty='Y',
        cex=1)

rm(example_data, t_mod_list, cond_exp_data, full_data, wtrg_list, sample_index)