## File Name: iptw.R ## File version: 1.0 #' Compute inverse probability of treatement weights (IPTW) for use with PCM #' #' This function computes IPTW weights for causal inference with the pcm function #' #' @param df data.frame containing the data #' @param Y string containing the name of the column where the dependent variable is stored in df #' @param X vector of strings containing the names of the columns where the independent variables are stored in df #' @param target string containing the target causal effect of interest. Either "ate" (average treatment effect, default), "stab-ate" (stabilized ATE), "att" (average treatment effect on the treated) or "atu" (average treatment effect on the untreated) #' @return A vector of IPT weights #' @export iptw <- function(df=NULL,Y=NULL,X=NULL,target="ate") { if (any(!(Y %in% colnames(df)))) { stop("ERROR: provided Y variable name does not exist in df") } if (!("id"%in%colnames(df))) { stop('ERROR: no column named id provided') } if (target !="ate" & target != "att" & target !="atu" & target !="stab-ate") dff <- df[,c(Y,X)] if (length(X)==1) { formu <- paste0(Y,"~",X) } else { formu <- paste0(Y,"~",X[1]) for (k in 2:length(X)) { xx <- X[k] formu <- paste0(formu,"+",xx) } } lr_out <- glm(formula = as.formula(formu),data=df,family = binomial(link = 'logit')) if (target == "ate") { psw <- df$TT/fitted(lr_out) + (1-df$TT)/(1-fitted(lr_out)) } else if (target=="stab-ate") { pt <- sum(df$TT)/nrow(df) psw <- pt*(df$TT/fitted(lr_out)) + (1-pt)*(1-df$TT)/(1-fitted(lr_out)) } else if (target=="att") { psw <- fitted(lr_out)/(1-fitted(lr_out)) psw[df[,Y]==1] <- 1 } else if (target=="atu") { psw <- (1-fitted(lr_out))/(fitted(lr_out)) psw[df[,Y]==0] <- 1 } return(psw) }