def exposure_model(self,
model,
custom_model=None,
bound=False,
print_results=True):
"""Estimation of Pr(A=1|L), which is termed as g(A=1|L) in the literature
Parameters
----------
model : str
Independent variables to predict the exposure. Example) 'var1 + var2 + var3'
custom_model : optional
Input for a custom model that is used in place of the logit model (default). The model must have the
"fit()" and "predict()" attributes. Both sklearn and supylearner are supported as custom models. In the
background, TMLE will fit the custom model and generate the predicted probablities
bound : float, list, optional
Value between 0,1 to truncate predicted probabilities. Helps to avoid near positivity violations.
Specifying this argument can improve finite sample performance for random positivity violations. However,
truncating weights leads to additional confounding. Default is False, meaning no truncation of
predicted probabilities occurs. Providing a single float assumes symmetric trunctation, where values below
or above the threshold are set to the threshold value. Alternatively a list of floats can be provided for
asymmetric trunctation, with the first value being the lower bound and the second being the upper bound
print_results : bool, optional
Whether to print the fitted model results. Default is True (prints results)
"""
self._exp_model = self.exposure + ' ~ ' + model
self.__mweight = model
# Step 3) Estimation of g-model (exposure model)
if custom_model is None:
fitmodel = propensity_score(self.df,
self._exp_model,
print_results=print_results)
self.g1W = fitmodel.predict(self.df)
# User-specified prediction model
else:
# TODO need to create smart warning system
# warnings.warn("TMLE can result in confidence intervals below nominal coverage when used with "
# "certain machine learning algorithms")
self._exp_model_custom = True
data = patsy.dmatrix(model + ' - 1', self.df)
self.g1W = exposure_machine_learner(xdata=np.asarray(data),
ydata=np.asarray(
self.df[self.exposure]),
ml_model=custom_model,
print_results=print_results)
self.g0W = 1 - self.g1W
if bound: # Bounding predicted probabilities if requested
self.g1W = _bounding_(self.g1W, bounds=bound)
self.g0W = _bounding_(self.g0W, bounds=bound)
self._fit_exposure_model = True
def exposure_model(self, model, bound=False, print_results=True):
r"""Specify the propensity score / inverse probability weight model. Model used to predict the exposure via a
logistic regression model. This model estimates
.. math::
\widehat{\Pr}(A=1|L) = logit^{-1}(\widehat{\beta_0} + \widehat{\beta} L)
Parameters
----------
model : str
Independent variables to predict the exposure. For example, 'var1 + var2 + var3'
bound : float, list, optional
Value between 0,1 to truncate predicted probabilities. Helps to avoid near positivity violations.
Specifying this argument can improve finite sample performance for random positivity violations. However,
truncating weights leads to additional confounding. Default is False, meaning no truncation of
predicted probabilities occurs. Providing a single float assumes symmetric trunctation, where values below
or above the threshold are set to the threshold value. Alternatively a list of floats can be provided for
asymmetric trunctation, with the first value being the lower bound and the second being the upper bound
print_results : bool, optional
Whether to print the fitted model results. Default is True (prints results)
"""
self.__mweight = model
self._exp_model = self.exposure + ' ~ ' + model
d, n, iptw = iptw_calculator(df=self.df,
treatment=self.exposure,
model_denom=model,
model_numer='1',
weight=self._weight_,
stabilized=False,
standardize='population',
bound=None,
print_results=print_results)
self.df['_g1_'] = d
self.df['_g0_'] = 1 - d
# Applying bounds AFTER extracting g1 and g0
if bound:
self.df['_g1_'] = _bounding_(self.df['_g1_'], bounds=bound)
self.df['_g0_'] = _bounding_(self.df['_g0_'], bounds=bound)
self._fit_exposure_ = True
def missing_model(self,
model_denominator,
model_numerator=None,
stabilized=True,
bound=False,
print_results=True):
"""Estimation of Pr(M=0|A=a,L), which is the missing data mechanism for the outcome. The corresponding
observation probabilities are used to account for informative censoring by observed variables. The missing_model
only accounts for missing outcome data.
The inverse probability weights calculated by this function account for informative censoring (missing data on
the outcome) by observed variables. The parametric model should be sufficiently flexible to capture any
interaction terms and functional forms of continuous variables
Note
----
The treatment variable should be included in the model
Parameters
----------
model_denominator: str
String listing variables predicting missingness of outcomes via `patsy` syntax. For example, `
'var1 + var2 + var3'. This is for the predicted probabilities of the denominator
model_numerator : str, optional
Optional string listing variables to predict the exposure, separated by +. Only used to calculate the
numerator. Default (None) calculates the probability of censoring by treatment only. In general this is
recommended. If assessing effect modifcation, this variable should be included in the numerator as well.
Argument is only used when calculating stabilized weights
stabilized : bool, optional
Whether to use stabilized inverse probability of censoring weights
bound : float, list, optional
Value between 0,1 to truncate predicted probabilities. Helps to avoid near positivity violations.
Specifying this argument can improve finite sample performance for random positivity violations. However,
inference becomes limited to the restricted population. Default is False, meaning no truncation of
predicted probabilities occurs. Providing a single float assumes symmetric trunctation. A collection of
floats can be provided for asymmetric trunctation
print_results: bool, optional
"""
# Error if no missing outcome data
if not self._miss_flag:
raise ValueError(
"No missing outcome data is present in the data set")
# Warning if exposure is not included in the missingness of outcome model
if self.treatment not in model_denominator:
warnings.warn(
"For the specified missing outcome model, the exposure variable should be included in the "
"model", UserWarning)
self._miss_model = self._missing_indicator + ' ~ ' + model_denominator
fitmodel = propensity_score(self.df,
self._miss_model,
print_results=print_results)
if stabilized:
if model_numerator is None:
mnum = self.treatment
else:
mnum = model_numerator
numerator_model = propensity_score(self.df,
self._missing_indicator +
' ~ ' + mnum,
weights=self._weight_,
print_results=print_results)
n = numerator_model.predict(self.df)
else:
n = 1
if bound: # Bounding predicted probabilities if requested
d = _bounding_(fitmodel.predict(self.df), bounds=bound)
else:
d = fitmodel.predict(self.df)
self.ipmw = np.where(self.df[self._missing_indicator] == 1, n / d,
np.nan)
self._fit_missing_ = True
def outcome_model(self,
model,
custom_model=None,
bound=False,
print_results=True,
continuous_distribution='gaussian'):
"""Estimation of E(Y|A,L,M=1), which is also written sometimes as Q(A,W,M=1) or Pr(Y=1|A,W,M=1). Estimation
of this model is based on complete observations of Y only
Parameters
----------
model : str
Independent variables to predict the exposure. Example) 'var1 + var2 + var3'
custom_model : optional
Input for a custom model that is used in place of the logit model (default). The model must have the
"fit()" and "predict()" attributes. Both sklearn and supylearner are supported as custom models. In the
background, TMLE will fit the custom model and generate the predicted probablities
bound : bool, optional
This argument should ONLY be used if the outcome is continuous. Value between 0,1 to truncate the bounded
predicted outcomes. Default is `False`, meaning no truncation of predicted outcomes occurs (unless a
predicted outcome is outside the bounded continuous outcome). Providing a single float assumes symmetric
trunctation. A list of floats can be provided for asymmetric trunctation.
print_results : bool, optional
Whether to print the fitted model results. Default is True (prints results)
continuous_distribution : str, optional
Distribution to use for continuous outcomes. Options are 'gaussian' for normal distributions and 'poisson'
for Poisson distributions
"""
self._out_model = self.outcome + ' ~ ' + model
if self._miss_flag:
cc = self.df.copy().dropna()
else:
cc = self.df.copy()
# Step 1) Prediction for Q (estimation of Q-model)
if custom_model is None: # Logistic Regression model for predictions
self._continuous_type = continuous_distribution
if self._continuous_outcome:
if (continuous_distribution
== 'gaussian') or (continuous_distribution
== 'normal'):
f = sm.families.family.Gaussian()
elif continuous_distribution == 'poisson':
f = sm.families.family.Poisson()
else:
raise ValueError(
"Only 'gaussian' and 'poisson' distributions are supported"
)
log = smf.glm(self._out_model, cc, family=f).fit()
else:
f = sm.families.family.Binomial()
log = smf.glm(self._out_model, cc, family=f).fit()
if print_results:
print(
'\n----------------------------------------------------------------'
)
print('MODEL: ' + self._out_model)
print(
'-----------------------------------------------------------------'
)
print(log.summary())
# Step 2) Estimation under the scenarios
dfx = self.df.copy()
dfx[self.exposure] = 1
self.QA1W = log.predict(dfx)
dfx = self.df.copy()
dfx[self.exposure] = 0
self.QA0W = log.predict(dfx)
# User-specified model
else:
# TODO need to create smart warning system
# warnings.warn("TMLE can result in confidence intervals below nominal coverage when used with "
# "certain machine learning algorithms")
self._out_model_custom = True
data = patsy.dmatrix(model + ' - 1', cc)
dfx = self.df.copy()
dfx[self.exposure] = 1
adata = patsy.dmatrix(model + ' - 1', dfx)
dfx = self.df.copy()
dfx[self.exposure] = 0
ndata = patsy.dmatrix(model + ' - 1', dfx)
self.QA1W, self.QA0W = outcome_machine_learner(
xdata=np.asarray(data),
ydata=np.asarray(cc[self.outcome]),
all_a=adata,
none_a=ndata,
ml_model=custom_model,
continuous=self._continuous_outcome,
print_results=print_results)
if not bound: # Bounding predicted probabilities if requested
bound = self._cb
# This bounding step prevents continuous outcomes from being outside the range
self.QA1W = _bounding_(self.QA1W, bounds=bound)
self.QA0W = _bounding_(self.QA0W, bounds=bound)
self.QAW = self.QA1W * self.df[self.exposure] + self.QA0W * (
1 - self.df[self.exposure])
self._fit_outcome_model = True
def missing_model(self,
model,
custom_model=None,
bound=False,
print_results=True):
"""Estimation of Pr(M=1|A,L), which is the missing data mechanism for the outcome. The corresponding observation
probabilities are used to update the clever covariates for estimation of Qn.
The initial estimate of Q is still based on complete observations only
Parameters
----------
model : str
Independent variables to predict the exposure. Example) 'var1 + var2 + var3'. The treatment must be
included for the missing data model
custom_model : optional
Input for a custom model that is used in place of the logit model (default). The model must have the
"fit()" and "predict()" attributes. Both sklearn and supylearner are supported as custom models. In the
background, TMLE will fit the custom model and generate the predicted probablities
bound: float, list, optional
Value between 0,1 to truncate predicted probabilities. Helps to avoid near positivity violations.
Specifying this argument can improve finite sample performance for random positivity violations. However,
truncating weights leads to additional confounding. Default is False, meaning no truncation of
predicted probabilities occurs. Providing a single float assumes symmetric trunctation, where values below
or above the threshold are set to the threshold value. Alternatively a list of floats can be provided for
asymmetric trunctation, with the first value being the lower bound and the second being the upper bound
print_results : bool, optional
Whether to print the fitted model results. Default is True (prints results)
"""
# Error if no missing outcome data
if not self._miss_flag:
raise ValueError(
"No missing outcome data is present in the data set")
# Warning if exposure is not included in the missingness of outcome model
if self.exposure not in model:
warnings.warn(
"For the specified missing outcome model, the exposure variable should be included in the "
"model", UserWarning)
self._miss_model = self._missing_indicator + ' ~ ' + model
# Step 3b) Prediction for M if missing outcome data exists
if custom_model is None: # Logistic Regression model for predictions
fitmodel = propensity_score(self.df,
self._miss_model,
print_results=print_results)
dfx = self.df.copy()
dfx[self.exposure] = 1
self.m1W = fitmodel.predict(dfx)
dfx = self.df.copy()
dfx[self.exposure] = 0
self.m0W = fitmodel.predict(dfx)
# User-specified model
else:
# TODO need to create smart warning system
# warnings.warn("TMLE can result in confidence intervals below nominal coverage when used with "
# "certain machine learning algorithms")
self._miss_model_custom = True
data = patsy.dmatrix(model + ' - 1', self.df)
dfx = self.df.copy()
dfx[self.exposure] = 1
adata = patsy.dmatrix(model + ' - 1', dfx)
dfx = self.df.copy()
dfx[self.exposure] = 0
ndata = patsy.dmatrix(model + ' - 1', dfx)
self.m1W, self.m0W = missing_machine_learner(
xdata=np.array(data),
mdata=self.df[self._missing_indicator],
all_a=adata,
none_a=ndata,
ml_model=custom_model,
print_results=print_results)
if bound: # Bounding predicted probabilities if requested
self.m1W = _bounding_(self.m1W, bounds=bound)
self.m0W = _bounding_(self.m0W, bounds=bound)
self._fit_missing_model = True
def missing_model(self, model, bound=False, print_results=True):
r"""Estimation of Pr(M=0|A,L), which is the missing data mechanism for the outcome. Predicted probabilities are
used to create inverse probability of censoring weights to account for informative missing data on the outcome.
Missing weights take the following form
.. math::
\frac{1}{\Pr(C=0|A=a, L)}
Weights are calculated for both A=1 and A=0
Note
----
The treatment variable should be included in the model
Parameters
----------
model : str
Independent variables to predict the exposure. Example) 'var1 + var2 + var3'. The treatment must be
included for the missing data model
bound : float, list, optional
Value between 0,1 to truncate predicted probabilities. Helps to avoid near positivity violations.
Specifying this argument can improve finite sample performance for random positivity violations. However,
truncating weights leads to additional confounding. Default is False, meaning no truncation of
predicted probabilities occurs. Providing a single float assumes symmetric trunctation, where values below
or above the threshold are set to the threshold value. Alternatively a list of floats can be provided for
asymmetric trunctation, with the first value being the lower bound and the second being the upper bound
print_results : bool, optional
Whether to print the fitted model results. Default is True (prints results)
"""
# Error if no missing outcome data
if not self._miss_flag:
raise ValueError(
"No missing outcome data is present in the data set")
# Warning if exposure is not included in the missingness of outcome model
if self.exposure not in model:
warnings.warn(
"For the specified missing outcome model, the exposure variable should be included in the "
"model", UserWarning)
# Warning if exposure is not included in the missingness of outcome model
if self.exposure not in model:
warnings.warn(
"For the specified missing outcome model, the exposure variable should be included in the "
"model", UserWarning)
self._miss_model = self._missing_indicator + ' ~ ' + model
fitmodel = propensity_score(self.df,
self._miss_model,
print_results=print_results)
dfx = self.df.copy()
dfx[self.exposure] = 1
self.df['_ipmw_a1_'] = np.where(self.df[self._missing_indicator] == 1,
fitmodel.predict(dfx), np.nan)
dfx = self.df.copy()
dfx[self.exposure] = 0
self.df['_ipmw_a0_'] = np.where(self.df[self._missing_indicator] == 1,
fitmodel.predict(dfx), np.nan)
# If bounds are requested
if bound:
self.df['_ipmw_a1_'] = _bounding_(self.df['_ipmw_a1_'],
bounds=bound)
self.df['_ipmw_a0_'] = _bounding_(self.df['_ipmw_a0_'],
bounds=bound)
self._fit_missing_ = True
def sampling_model(self,
model_denominator,
model_numerator='1',
bound=None,
stabilized=True,
print_results=True):
"""Logistic regression model(s) for estimating sampling weights. The model denominator must be specified for
both stabilized and unstabilized weights. The optional argument 'model_numerator' allows specification of the
stabilization factor for the weight numerator. By default model results are returned
Parameters
----------
model_denominator : str
String listing variables to predict the exposure, separated by +. For example, 'var1 + var2 + var3'. This
is for the predicted probabilities of the denominator
model_numerator : str, optional
Optional string listing variables to predict the selection separated by +. Only used to calculate the
numerator. Default ('1') calculates the overall probability of selection. In general, this is recommended.
Adding in other variables means they are no longer accounted for in estimation of IPSW. Argument is also
only used when calculating stabilized weights
bound : float, list, optional
Value between 0,1 to truncate predicted probabilities. Helps to avoid near positivity violations.
Specifying this argument can improve finite sample performance for random positivity violations. However,
inference becomes limited to the restricted population. Default is False, meaning no truncation of
predicted probabilities occurs. Providing a single float assumes symmetric trunctation. A collection of
floats can be provided for asymmetric trunctation
stabilized : bool, optional
Whether to generated stabilized IPSW. Default is True, which returns the stabilized IPSW
print_results : bool, optional
Whether to print the model results from the regression models. Default is True
"""
if not stabilized:
if model_numerator != '1':
raise ValueError(
'Argument for model_numerator is only used for stabilized=True'
)
dmodel = propensity_score(self.df,
self.selection + ' ~ ' + model_denominator,
print_results=print_results)
self.sample['__denom__'] = dmodel.predict(self.sample)
self._denominator_model = True
# Stabilization factor if valid
if stabilized:
nmodel = propensity_score(self.df,
self.selection + ' ~ ' + model_numerator,
print_results=print_results)
self.sample['__numer__'] = nmodel.predict(self.sample)
else:
self.sample['__numer__'] = 1
if bound:
self.sample['__denom__'] = _bounding_(self.sample['__denom__'],
bounds=bound)
self.sample['__numer__'] = _bounding_(self.sample['__numer__'],
bounds=bound)
# Calculate IPSW (generalizability)
if self.generalize:
self.sample['__ipsw__'] = self.sample['__numer__'] / self.sample[
'__denom__']
# Calculate IOSW (transportability)
else:
if stabilized:
self.sample['__ipsw__'] = (((1 - self.sample['__denom__']) /
self.sample['__denom__']) *
(self.sample['__numer__'] /
(1 - self.sample['__numer__'])))
else:
self.sample['__ipsw__'] = (
1 - self.sample['__denom__']) / self.sample['__denom__']
self.ipsw = self.sample['__ipsw__']
def treatment_model(self,
model_denominator,
model_numerator='1',
stabilized=True,
bound=False,
print_results=True):
"""Logistic regression model(s) for propensity score models. The model denominator must be specified for both
stabilized and unstabilized weights. The optional argument 'model_numerator' allows specification of the
stabilization factor for the weight numerator. By default model results are returned
Parameters
------------
model_denominator : str
String listing variables to predict the exposure via `patsy` syntax. For example, `'var1 + var2 + var3'`.
This is for the predicted probabilities of the denominator
model_numerator : str, optional
Optional string listing variables to predict the exposure, separated by +. Only used to calculate the
numerator. Default ('1') calculates the overall probability of exposure. In general this is recommended. If
confounding variables are included in the numerator, they would later need to be adjusted for in the faux
marginal structural argument. Additionally, used for assessment of effect measure modification. Argument is
also only used when calculating stabilized weights
stabilized : bool, optional
Whether to return stabilized or unstabilized weights. Default is stabilized weights (True)
bound : float, list, optional
Value between 0,1 to truncate predicted probabilities. Helps to avoid near positivity violations.
Specifying this argument can improve finite sample performance for random positivity violations. However,
inference becomes limited to the restricted population. Default is False, meaning no truncation of
predicted probabilities occurs. Providing a single float assumes symmetric trunctation. A collection of
floats can be provided for asymmetric trunctation
print_results : bool, optional
Whether to print the model results from the regression models. Default is True
"""
# Calculating denominator probabilities
self.__mdenom = model_denominator
denominator_model = propensity_score(self.df,
self.treatment + ' ~ ' +
model_denominator,
weights=self._weight_,
print_results=print_results)
d = denominator_model.predict(self.df)
self.df['__denom__'] = d
# Calculating numerator probabilities (if stabilized)
if stabilized is True:
numerator_model = propensity_score(self.df,
self.treatment + ' ~ ' +
model_numerator,
weights=self._weight_,
print_results=print_results)
n = numerator_model.predict(self.df)
else:
if model_numerator != '1':
raise ValueError(
'Argument for model_numerator is only used for stabilized=True'
)
n = 1
self.df['__numer__'] = n
# Bounding predicted probabilities if requested
if bound:
self.df['__denom__'] = _bounding_(self.df['__denom__'],
bounds=bound)
self.df['__numer__'] = _bounding_(self.df['__numer__'],
bounds=bound)
# Calculating weights
self.iptw = self._weight_calculator(self.df,
denominator='__denom__',
numerator='__numer__',
stabilized=stabilized)
