Compute weights from propensity scores
Given a vector or matrix of propensity scores, outputs a vector of weights that target the provided estimand.
get_w_from_ps(ps,
treat,
estimand = "ATE",
focal = NULL,
treated = NULL,
subclass = NULL,
stabilize = FALSE)ps |
A vector, matrix, or data frame of propensity scores. See Details. |
treat |
A vector of treatment status for each individual. See Details. |
estimand |
The desired estimand that the weights should target. Current options include "ATE" (average treatment effect), "ATT" (average treatment effect on the treated), "ATC" (average treatment effect on the control), "ATO" (average treatment effect in the overlap), "ATM" (average treatment effect in the matched sample), and "ATOS" (average treatment effect in the optimal subset). |
focal |
When the estimand is the ATT or ATC, which group should be consider the (focal) "treated" or "control" group, respectively. If not |
treated |
When treatment is binary, the value of |
subclass |
|
stabilize |
|
get_w_from_ps applies the formula for computing weights from propensity scores for the desired estimand. See the References section for information on these estimands and the formulas.
ps can be entered a variety of ways. For binary treatments, when ps is entered as a vector or unnamed single-column matrix or data frame, get_w_from_ps has to know which value of treat corresponds to the "treated" group. For 0/1 variables, 1 will be considered treated. For other types of variables, get_w_from_ps() will try to figure it out using heuristics, but it's safer to supply an argument to treated. When estimand is "ATT" or "ATC", supplying a value to focal is sufficient (for ATT, focal is the treated group, and for ATC, focal is the control group). When entered as a matrix or data frame, the columns must be named with the levels of the treatment, and it is assumed that each column corresponds to the probability of being in that treatment group. This is the safest way to supply ps unless treat is a 0/1 variable.
For multi-category treatments, ps can be entered as a vector or a matrix or data frame. When entered as a vector, it is assumed the value corresponds to the probability of being in the treatment actually received; this is only possible when the estimand is "ATE". Otherwise, ps must be entered as a named matrix or data frame as described above for binary treatments. When the estimand is "ATT" or "ATC", a value for focal must be specified.
When subclass is not NULL, marginal mean weighting through stratification (MMWS) weights are computed. The implementation differs slightly from that described in Hong (2010, 2012). First, subclasses are formed by finding the quantiles of the propensity scores in the target group (for the ATE, all units; for the ATT or ATC, just the units in the focal group). Any subclasses lacking members of a treatment group will be filled in with them from neighboring subclasses so each subclass will always have at least one member of each treatment group. A new subclass-propensity score matrix is formed, where each unit's subclass-propensity score for each treatment value is computed as the proportion of units with that treatment value in the unit's subclass. For example, if a subclass had 10 treated units and 90 control units in it, the subclass-propensity score for being treated would be .1 and the subclass-propensity score for being control would be .9 for all units in the subclass. For multi-category treatments, the propensity scores for each treatment are stratified separately as described in Hong (2012); for binary treatments, only one set of propensity scores are stratified and the subclass-propensity scores for the other treatment are computed as the complement of the propensity scores for the stratified treatment. After the subclass-propensity scores have been computed, the standard propensity score weighting formulas are used to compute the unstabilized MMWS weights. To estimate MMWS weights equivalent to those described in Hong (2010, 2012), stabilize must be set to TRUE, but, as with standard propensity score weights, this is optional. Note that MMWS weights are also known as fine stratification weights and described by Desai et al. (2017).
get_w_from_ps() is not compatible with continuous treatments.
A vector of weights. When subclass is not NULL, the subclasses are returned as the "subclass" attribute. When estimand = "ATOS", the chosen value of alpha (the smallest propensity score allowed to remain in the sample) is returned in the "alpha" attribute.
Noah Greifer
Binary treatments
- estimand = "ATO"
Li, F., Morgan, K. L., & Zaslavsky, A. M. (2018). Balancing covariates via propensity score weighting. Journal of the American Statistical Association, 113(521), 390–400. doi: 10.1080/01621459.2016.1260466
- estimand = "ATM"
Li, L., & Greene, T. (2013). A Weighting Analogue to Pair Matching in Propensity Score Analysis. The International Journal of Biostatistics, 9(2). doi: 10.1515/ijb-2012-0030
- estimand = "ATOS"
Crump, R. K., Hotz, V. J., Imbens, G. W., & Mitnik, O. A. (2009). Dealing with limited overlap in estimation of average treatment effects. Biometrika, 96(1), 187–199. doi: 10.1093/biomet/asn055
- Other estimands
Austin, P. C. (2011). An Introduction to Propensity Score Methods for Reducing the Effects of Confounding in Observational Studies. Multivariate Behavioral Research, 46(3), 399–424. doi: 10.1080/00273171.2011.568786
- Marginal mean weighting through stratification (MMWS)
Hong, G. (2010). Marginal mean weighting through stratification: Adjustment for selection bias in multilevel data. Journal of Educational and Behavioral Statistics, 35(5), 499–531. doi: 10.3102/1076998609359785
Desai, R. J., Rothman, K. J., Bateman, B. . T., Hernandez-Diaz, S., & Huybrechts, K. F. (2017). A Propensity-score-based Fine Stratification Approach for Confounding Adjustment When Exposure Is Infrequent: Epidemiology, 28(2), 249–257. doi: 10.1097/EDE.0000000000000595
Multinomial Treatments
- estimand = "ATO"
Li, F., & Li, F. (2019). Propensity score weighting for causal inference with multiple treatments. The Annals of Applied Statistics, 13(4), 2389–2415. doi: 10.1214/19-AOAS1282
- estimand = "ATM"
Yoshida, K., Hernández-Díaz, S., Solomon, D. H., Jackson, J. W., Gagne, J. J., Glynn, R. J., & Franklin, J. M. (2017). Matching weights to simultaneously compare three treatment groups: Comparison to three-way matching. Epidemiology (Cambridge, Mass.), 28(3), 387–395. doi: 10.1097/EDE.0000000000000627
- Other estimands
McCaffrey, D. F., Griffin, B. A., Almirall, D., Slaughter, M. E., Ramchand, R., & Burgette, L. F. (2013). A Tutorial on Propensity Score Estimation for Multiple Treatments Using Generalized Boosted Models. Statistics in Medicine, 32(19), 3388–3414. doi: 10.1002/sim.5753
- Marginal mean weighting through stratification
Hong, G. (2012). Marginal mean weighting through stratification: A generalized method for evaluating multivalued and multiple treatments with nonexperimental data. Psychological Methods, 17(1), 44–60. doi: 10.1037/a0024918
library("cobalt")
data("lalonde", package = "cobalt")
ps.fit <- glm(treat ~ age + educ + race + married +
nodegree + re74 + re75, data = lalonde,
family = binomial)
ps <- ps.fit$fitted.values
w1 <- get_w_from_ps(ps, treat = lalonde$treat,
estimand = "ATT")
treatAB <- factor(ifelse(lalonde$treat == 1, "A", "B"))
w2 <- get_w_from_ps(ps, treat = treatAB,
estimand = "ATT", focal = "A")
all.equal(w1, w2)
w3 <- get_w_from_ps(ps, treat = treatAB,
estimand = "ATT", treated = "A")
all.equal(w1, w3)
#Using MMWS
w4 <- get_w_from_ps(ps, treat = lalonde$treat,
estimand = "ATE", subclass = 20,
stabilize = TRUE)
#A multi-category example using GBM predicted probabilities
library(gbm)
T3 <- factor(sample(c("A", "B", "C"), nrow(lalonde), replace = TRUE))
gbm.fit <- gbm(T3 ~ age + educ + race + married +
nodegree + re74 + re75, data = lalonde,
distribution = "multinomial", n.trees = 200,
interaction.depth = 3)
ps.multi <- drop(predict(gbm.fit, type = "response",
n.trees = 200))
w <- get_w_from_ps(ps.multi, T3, estimand = "ATE")Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.