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Matching on generalized propensity scores with continuous exposures

An R package for implementing matching on generalized propensity scores with continuous exposures. We developed an innovative approach for estimating causal effects using observational data in settings with continuous exposures, and introduce a new framework for GPS caliper matching that jointly matches on both the estimated GPS and exposure levels to fully adjust for confounding bias.

- Installing from source

```
library("devtools")
install_github("NSAPH-Software/CausalGPS")
library("CausalGPS")
```

- Installing from CRAN

`install.packages("CausalGPS")`

- Setting up docker environment

Developing Docker image can be downloaded from Docker Hub. See more details in docker_singularity.

Input parameters:

** Y** A vector of observed outcome
variable.

`w`

`c`

`ci_appr`

- “matching”: Matching by GPS

- “weighting”: Weighting by GPS

`gps_model`

`use_cov_transform`

`transformers`

Available transformers:

- pow2: to the power of 2

- pow3: to the power of 3

`bin_seq`

`seq(min(w)+delta_n/2,max(w), by=delta_n)`

.`trim_quantiles`

`params`

`sl_lib`

`nthread`

`...`

`ci.appr`

)- if ci.appr = ‘matching’:
*matching_fun*: Matching function. Available options:- matching_l1: Manhattan distance matching

- matching_l1: Manhattan distance matching
*delta_n*: caliper parameter.

*scale*: a specified scale parameter to control the relative weight that is attributed to the distance measures of the exposure versus the GPS.

*covar_bl_method*: covariate balance method. Available options:- ‘absolute’

- ‘absolute’
*covar_bl_trs*: covariate balance threshold

*covar_bl_trs_type*: covariate balance type (mean, median, maximal)

*max_attempt*: maximum number of attempt to satisfy covariate balance.

- See [create_matching()] for more details about the parameters and
default values.

- if ci.appr = ‘weighting’:
*covar_bl_method*: Covariate balance method.

*covar_bl_trs*: Covariate balance threshold

*max_attempt*: Maximum number of attempt to satisfy covariate balance.

- Generating Pseudo Population

```
<- generate_pseudo_pop(Y,
pseudo_pop
w,
c,ci_appr = "matching",
gps_model = "parametric",
use_cov_transform = TRUE,
transformers = list("pow2", "pow3"),
sl_lib = c("m_xgboost"),
params = list(xgb_nrounds = 50,
xgb_max_depth = 6,
xgb_eta = 0.3,
xgb_min_child_weight = 1),
nthread = 1,
covar_bl_method = "absolute",
covar_bl_trs = 0.1,
trim_quantiles = c(0.01,0.99),
max_attempt = 1,
matching_fun = "matching_l1",
delta_n = 1,
scale = 1)
```

`matching_l1`

is Manhattan distance matching approach. For
prediction model we use SuperLearner
package. SuperLearner supports different machine learning methods and
packages. `params`

is a list of hyperparameters that users
can pass to the third party libraries in the SuperLearner package. All
hyperparameters go into the params list. The prefixes are used to
distinguished parameters for different libraries. The following table
shows the external package names, their equivalent name that should be
used in `sl_lib`

, the prefixes that should be used for their
hyperparameters in the `params`

list, and available
hyperparameters.

Package name | `sl_lib` name |
prefix | available hyperparameters |
---|---|---|---|

XGBoost | `m_xgboost` |
`xgb_` |
nrounds, eta, max_depth, min_child_weight |

ranger | `m_ranger` |
`rgr_` |
num.trees, write.forest, replace, verbose, family |

`nthread`

is the number of available threads (cores).
XGBoost needs OpenMP installed on the system to parallel the processing.
`use_covariate_transform`

activates transforming covariates
in order to achieve covariate balance. Users can pass custom function
name in a list to be included in the processing. At each iteration,
which is set by the users using `max_attempt`

, the column
that provides the worst covariate balance will be transformed.

- Estimating GPS

```
<- estimate_gps(Y,
data_with_gps
w,
c,gps_model = "parametric",
internal_use = FALSE,
params = list(xgb_nrounds = 50,
xgb_max_depth = 6,
xgb_eta = 0.3,
xgb_min_child_weight = 1),
nthread = 1,
sl_lib = c("m_xgboost")
)
```

If `internal_use`

is set to be TRUE, the program will
return additional vectors to be used by the selected causal inference
approach to generate a pseudo population. See `?estimate_gps`

for more details.

- Estimating Exposure Rate Function

```
<- function(matched_Y,
estimate_npmetric_erf
matched_w,matched_counter = NULL,
bw_seq = seq(0.2,2,0.2),
w_vals, nthread)
```

- Generating Synthetic Data

```
<- generate_syn_data(sample_size=1000,
syn_data outcome_sd = 10,
gps_spec = 1,
cova_spec = 1)
```

For more information about reporting bugs and contribution, please read the contribution page from the package web page.

- Wu, X., Mealli, F., Kioumourtzoglou, M.A., Dominici, F. and Braun, D., 2022. Matching on generalized propensity scores with continuous exposures. Journal of the American Statistical Association, pp.1-29.