Targeted Minimum Loss Estimate of Counterfactual Mean of Stochastic Shift Intervention
Source:R/tmle_txshift.R
tmle_txshift.RdTargeted Minimum Loss Estimate of Counterfactual Mean of Stochastic Shift Intervention
Arguments
- data_internal
A
data.tableconstructed internally by a call totxshift. This contains most of the data for computing the targeted minimum loss (TML) estimator.- C_samp
A
numericindicator for whether a given observation was included in the second-stage sample, used to compute an IPC-weighted one-step estimator in cases where two-stage sampling is performed. Default assumes no censoring due to sampling.- V
The covariates that are used in determining the sampling procedure that gives rise to censoring. The default is
NULLand corresponds to scenarios in which there is no censoring (in which case all values in the preceding argumentC_sampmust be 1. To specify this, pass in a NAMEDlistidentifying variables amongst W, A, Y that are thought to have played a role in defining the sampling mechanism.- delta
A
numericvalue indicating the shift in the treatment to be used in defining the target parameter. This is defined with respect to the scale of the treatment (A).- samp_estim
An object providing the value of the sampling mechanism evaluated across the full data. This object is passed in after being constructed by a call to the internal function
est_samp.- gn_cens_weights
An object providing the value of inverse probability of censoring weights, the inverse of the censoring mechanism estimate. The weights are used as part of the IPCW-TMLE procedure to implement a joint intervention that removes the contribution of the censoring process.
- Qn_estim
An object providing the value of the outcome evaluated after imposing a shift in the treatment. This object is passed in after being constructed by a call to the internal function
est_Q.- Hn_estim
An object providing values of the auxiliary ("clever") covariate, constructed from the treatment mechanism and required for targeted minimum loss-based estimation. This object object should be passed in after being constructed by a call to
est_Hn.- fluctuation
The method to be used in the submodel fluctuation step (targeting step) to compute the TML estimator. The choices are "standard" and "weighted" for where to place the auxiliary covariate in the logistic tilting regression.
- max_iter
A
numericinteger giving the maximum number of steps to be taken in iterating to a solution of the efficient influence function.- eif_reg_type
Whether a flexible nonparametric function ought to be used in the dimension-reduced nuisance regression of the targeting step for the censored data case. By default, the method used is a nonparametric regression based on the Highly Adaptive Lasso (from hal9001). Set this to
"glm"to instead use a simple linear regression model. In this step, the efficient influence function (EIF) is regressed against covariates contributing to the censoring mechanism (i.e., EIF ~ V | C = 1).- samp_fit_args
A
listof arguments, all but one of which are passed toest_samp. For details, consult the documentation forest_samp. The first element (i.e.,fit_type) is used to determine how this regression is fit: "glm" for generalized linear model, "sl" for a Super Learner, and "external" for a user-specified input of the form produced byest_samp.- ipcw_efficiency
Whether to invoke an augmentation of the IPCW-TMLE procedure that performs an iterative process to ensure efficiency of the resulting estimate. The default is
TRUE; set toFALSEto use an IPC-weighted loss rather than the IPC-augmented influence function.