## Outcome Regression Estimator

The outcome regression estimator of the optimal treatment regime, $$\widehat{d}^{opt}_{Q,1}(h_{1})$$, is characterized by the estimated rule

$\widehat{d}^{opt}_{Q,1}(h_{1}) = \underset{a_{1} \in \mathcal{A}_{1}}{\arg\!\max}~Q_{1}(h_{1},a_{1};\widehat{\beta}_{1}),$ where $$Q_{1}(h_{1},a_{1};\beta_{1})$$ is a model for $$Q(h_{1},a_{1}) = E(Y|H_{1} = h_{1}, A_{1} = a_{1})$$ and $$\widehat{\beta}_{1}$$ is a suitably obtained estimator of $$\beta_{1}$$.

The value, $$\mathcal{V}(d^{opt})$$ can be estimated by the sample average

$\widehat{\mathcal{V}}_{Q}(d^{opt}) = n^{-1} \sum_{i=1}^n \underset{a_{1} \in \mathcal{A}_{1}}{\max}~Q_{1}(H_{1i},a_{1}; \widehat{\beta}_{1}).$

A general implementation of the regression estimator is provided in R package DynTxRegime through function qLearn().

R Function The function call for DynTxRegime::qLearn() can be seen using R’s structure display function utils::str()

utils::str(object = DynTxRegime::qLearn)
function (..., moMain, moCont, data, response, txName, fSet = NULL, iter = 0L, verbose = TRUE)  

We briefly describe the input arguments for DynTxRegime::qLearn() below

Input Argument Description
$$\dots$$ Ignored; included only to require named inputs.
moMain A “modelObj” object.
The modeling object for the $$\nu_{1}(h_{1}; \phi_{1})$$ component of $$Q_{1}(h_{1},a_{1};\beta_{1})$$.
moCont A “modelObj” object.
The modeling object for the $$\text{C}_{1}(h_{1}; \psi_{1})$$ component of $$Q_{1}(h_{1},a_{1};\beta_{1})$$.
data A “data.frame” object.
The covariate history and the treatment received.
response A “numeric” vector.
The outcome of interest, where larger values are better.
txName A “character” object.
The column header of data corresponding to the treatment variable.
fSet A “function”.
A user defined function specifying treatment or model subset structure.
iter An “integer” object.
The maximum number of iterations for iterative algorithm.
verbose A “logical” object.
If TRUE progress information is printed to screen.

Implementation Notes

Methods implemented in DynTxRegime break the outcome model into two components: a main effects component and a contrasts component. For example, for binary treatments, $$Q_{1}(h_{1}, a_{1}; \beta_{1})$$ can be written as

$Q_{1}(h_{1}, a_{1}; \beta_{1})= \nu_{1}(h_{1}; \phi_{1}) + a_{1} \text{C}_{1}(h_{1}; \psi_{1}),$

where $$\beta_{1} = (\phi^{\intercal}_{1}, \psi^{\intercal}_{1})^{\intercal}$$. Here, $$\nu_{1}(h_{1}; \phi_{1})$$ comprises the terms of the outcome regression model that are independent of treatment (so called “main effects” or “common effects”), and $$\text{C}_{1}(h_{1}; \psi_{1})$$ comprises the terms of the model that interact with treatment (so called “contrasts”). Input arguments moMain and moCont specify $$\nu_{1}(h_{1}; \phi_{1})$$ and $$\text{C}_{1}(h_{1}; \psi_{1})$$, respectively.

In the examples provided in this chapter, the two components of $$Q_{1}(h_{1}, a_{1}; \beta_{1})$$ are both linear models, the parameters of which are estimated using stats::lm(). Because both components are of the same model class, the methods of DynTxRegime combine the two modeling objects into a single regression object and complete one regression step. If we instead specify $$\nu_{1}(h_{1}; \phi_{1})$$ and $$\text{C}_{1}(h_{1}; \psi_{1})$$ as arising from different model classes, say $$\nu_{1}(h_{1}; \phi_{1})$$ is linear and $$\text{C}_{1}(h_{1}; \psi_{1})$$ is non-linear, the methods of DynTxRegime use an iterative algorithm to obtain parameter estimates. This iterative solution is beyond the scope of our discussions here, but such generalizations of the software may be important for data sets more complicated than the toy used here.

Value Object

The value object returned by DynTxRegime::qLearn() is an S4 object of class “QLearn”, which stores all pertinent analysis results in slot @analysis.

Slot Name Description
@step For single decision point analyses, this will always be 1.
@analysis@outcome The outcome regression analysis.
@analysis@txInfo The treatment information.
@analysis@call The unevaluated function call.
@analysis@optimal The estimated value, $$Q$$-functions, and optimal treatment for the training data.

There are several methods available for objects of this class that assist with model diagnostics, the exploration of training set results, and the estimation of optimal treatments for future patients. We explore these methods in the Methods section.

We continue to consider the three outcome regression models introduced in Chapter 2, which represent a range of model (mis)specification. For brevity, we discuss the function call to DynTxRegime::qLearn() using only $$Q^{3}_{1}(h_{1},a_{1};\beta_{1})$$. The estimated values and recommended treatments under all outcome models considered are summarized under the heading Comparison below.

moMain, moCont, iter

Inputs moMain and moCont are modeling objects specifying the outcome regression step. To illustrate, we will use the true outcome regression model

$Q^{3}_{1}(h_{1},a_{1};\beta_{1}) = \beta_{10} + \beta_{11} \text{Ch} + \beta_{12} \text{K} + a_{1}~(\beta_{13} + \beta_{14} \text{Ch} + \beta_{15} \text{K}),$

which is defined as a modeling objects as follows

q3Main <- modelObj::buildModelObj(model = ~ (Ch + K),
solver.method = 'lm',
predict.method = 'predict.lm')
q3Cont <- modelObj::buildModelObj(model = ~ (Ch + K),
solver.method = 'lm',
predict.method = 'predict.lm')

Note that the formula in the contrast component does not contain the treatment variable; it contains only the covariates that interact with the treatment.

Both components of the outcome regression model are of the same class, and the models for each decision point should be fit as a single combined object. Thus, the iterative algorithm is not required, and iter should keep its default value, 0.

data, response, txName

As for all methods discussed in this chapter: the “data.frame” containing the baseline covariates and treatment received is data set dataSBP, the treatment is contained in column $A of dataSBP, and the outcome of interest is the change in systolic blood pressure measured six months after treatment, $$y = \text{SBP0} - \text{SBP6}$$, which is already defined in our R environment. fSet Circumstances under which this input would be utilized are not represented by the data set generated for illustration in this chapter. R Function Call The optimal treatment regime, $$\widehat{d}_{Q,1}^{opt}(h_{1})$$, is estimated as follows. QL3 <- DynTxRegime::qLearn(moMain = q3Main, moCont = q3Cont, data = dataSBP, response = y, txName = 'A', fSet = NULL, verbose = TRUE) First step of the Q-Learning Algorithm. Outcome regression. Combined outcome regression model: ~ Ch+K + A + A:(Ch+K) . Regression analysis for Combined: Call: lm(formula = YinternalY ~ Ch + K + A + Ch:A + K:A, data = data) Coefficients: (Intercept) Ch K A Ch:A K:A -15.6048 -0.2035 12.2849 -61.0979 0.5048 -6.6099 Recommended Treatments: 0 1 238 762 Estimated value: 13.21562  Above, we opted to set verbose to TRUE to highlight some of the information that should be verified by a user. Notice the following: • The first line of the verbose output indicates that the selected value estimator is the first step of the Q-learning algorithm. As will be discussed in later chapters, the outcome regression estimator is equivalent to the first step of the Q-learning algorithm introduced in Chapter 5. Users should verify that the intended estimator was used. • The information provided for the outcome regression is not defined within DynTxRegime::qLearn(), but is specified by the statistical method selected to obtain parameter estimates; in this example it is defined by stats::lm(). Users should verify that the model was correctly interpreted by the software and that there are no warnings or messages reported by the regression method. • Finally, a tabled summary of the recommended treatments and the estimated value for the training data are shown. The sum of the elements of the table should be the number of individuals in the training data. If it is not, the data set is likely not complete; method implementation in DynTxRegime require complete data sets. The first step of the post-analysis should always be model diagnostics. DynTxRegime comes with several tools to assist in this task. However, we have explored the outcome regression models previously and will skip that step here. Available model diagnostic tools are described under the Methods tab. For the regression estimator, the form of the outcome regression model dictates the class of regimes under consideration. For model $$Q^{3}_{1}(h_{1},a_{1};\beta_{1})$$ the regime is of the form $\widehat{d}_{Q,1}^{opt}(H_{1}) = \text{I}(\widehat{\beta}_{13} + \widehat{\beta}_{14}~\text{Ch} + \widehat{\beta}_{15} \text{K} > 0).$ The parameter estimates, $$\widehat{\beta}$$ can be retrieved using DynTxRegime::coef() DynTxRegime::coef(object = QL3) $outcome
$outcome$Combined
(Intercept)          Ch           K           A        Ch:A         K:A
-15.6048448  -0.2034722  12.2848519 -61.0979087   0.5048157  -6.6098761 

and thus $$\widehat{d}^{opt}_{Q,1}(h_{1}) = \text{I}$$ (-61.10 + 0.50 Ch - 6.61 K > 0) or equivalently $$\widehat{d}^{opt}_{Q,1}(h_{1}) = \text{I}$$(-0.99 + 0.01 Ch - 0.11 K > 0), where we have required $$|\eta_{1}| = 1$$.

There are several methods available for the returned object that assist with model diagnostics, the exploration of training set results, and the estimation of optimal treatments for future patients. A complete description of these methods can be found under the Methods tab.

In the table below, we show the estimated value under each of the outcome regression models considered and the total number of individuals in the training data recommended to each treatment.

 $$Q^{1}_{1}(h_{1},a_{1};\beta_{1})$$ $$Q^{2}_{1}(h_{1},a_{1};\beta_{1})$$ $$Q^{3}_{1}(h_{1},a_{1};\beta_{1})$$ $$\widehat{\mathcal{V}}_{Q}(d^{opt})$$ 14.26 13.16 13.22 $$(n_{\widehat{d} = 0}, n_{\widehat{d} = 1})$$ (0, 1000) (238, 762) (238, 762)

We illustrate the methods available for objects of class “QLearn” by considering the following analysis:

q3Main <- modelObj::buildModelObj(model = ~ (Ch + K),
solver.method = 'lm',
predict.method = 'predict.lm')
q3Cont <- modelObj::buildModelObj(model = ~ (Ch + K),
solver.method = 'lm',
predict.method = 'predict.lm')
result <- DynTxRegime::qLearn(moMain = q3Main,
moCont = q3Cont,
data = dataSBP,
response = y,
txName = 'A',
iter = 0L,
verbose = FALSE)

Available Methods

Function Description
Call(name, …) Retrieve the unevaluated call to the statistical method.
coef(object, …) Retrieve estimated parameters of outcome model(s).
DTRstep(object) Print description of method used to estimate the treatment regime and value.
estimator(x, …) Retrieve the estimated value of the estimated optimal treatment regime for the training data set.
fitObject(object, …) Retrieve the regression analysis object(s) without the modelObj framework.
optTx(x, …) Retrieve the estimated optimal treatment regime and decision functions for the training data.
optTx(x, newdata, …) Predict the optimal treatment regime for new patient(s).
outcome(object, …) Retrieve the regression analysis for the outcome regression step.
plot(x, suppress = FALSE, …) Generate diagnostic plots for the regression object (input suppress = TRUE suppresses title changes indicating regression step.).
print(x, …) Print main results.
show(object) Show main results.
summary(object, …) Retrieve summary information from regression analyses.

General Functions

Call(name, …)

The unevaluated call to the statistical method can be retrieved as follows

DynTxRegime::Call(name = result)
DynTxRegime::qLearn(moMain = q3Main, moCont = q3Cont, data = dataSBP,
response = y, txName = "A", iter = 0L, verbose = FALSE)

The returned object can be used to re-call the analysis with modified inputs.

For example, to complete the analysis with a different outcome regression model requires only the following code.

q3Main <- modelObj::buildModelObj(model = ~ (K + Ch + Cr),
solver.method = 'lm',
predict.method = 'predict.lm')
eval(expr = DynTxRegime::Call(name = result))
Q-Learning: step 1
Outcome Regression Analysis
Combined

Call:
lm(formula = YinternalY ~ K + Ch + Cr + A + Ch:A + K:A, data = data)

Coefficients:
(Intercept)            K           Ch           Cr            A         Ch:A          K:A
-15.4733      12.2874      -0.2035      -0.1761     -61.0865       0.5048      -6.6132

Recommended Treatments:
0   1
238 762

Estimated value: 13.21521 

DTRstep(object)

This function provides a reminder of the analysis used to obtain the object.

DynTxRegime::DTRstep(object = result)
Q-Learning: step 1 

summary(object, …)

The summary() function provides a list containing the main results of the analysis, including regression steps, cross-validation steps, optimization steps, and estimated optimal values. The exact structure of the object returned depends on the statistical method and chosen inputs.

DynTxRegime::summary(object = result)
$outcome$outcome$Combined Call: lm(formula = YinternalY ~ Ch + K + A + Ch:A + K:A, data = data) Residuals: Min 1Q Median 3Q Max -9.0371 -1.9376 0.0051 2.0127 9.6452 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -15.604845 1.636349 -9.536 <2e-16 *** Ch -0.203472 0.002987 -68.116 <2e-16 *** K 12.284852 0.358393 34.278 <2e-16 *** A -61.097909 2.456637 -24.871 <2e-16 *** Ch:A 0.504816 0.004422 114.168 <2e-16 *** K:A -6.609876 0.538386 -12.277 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.925 on 994 degrees of freedom Multiple R-squared: 0.961, Adjusted R-squared: 0.9608 F-statistic: 4897 on 5 and 994 DF, p-value: < 2.2e-16$optTx
0   1
238 762

$value  13.21562 Model Diagnostics Though the required regression analysis is performed within the function, users should perform diagnostics to ensure that the posited model is suitable. DynTxRegime includes limited functionality for such tasks. For most R regression methods, the following functions are defined. coef(object, …) The estimated parameters of the regression model(s) can be retrieved using DynTxRegime::coef(). The value object returned is a list, the elements of which correspond to the individual regression steps of the method. DynTxRegime::coef(object = result) $outcome
$outcome$Combined
(Intercept)          Ch           K           A        Ch:A         K:A
-15.6048448  -0.2034722  12.2848519 -61.0979087   0.5048157  -6.6098761 

plot(x, suppress, …)

If defined by the regression methods, standard diagnostic plots can be generated using DynTxRegime::plot(). The plots generated are defined by the regression method and thus might vary from that shown here. If alternative or additional plots are desired, see function DynTxRegime::fitObject() below.

graphics::par(mfrow = c(2,2))
DynTxRegime::plot(x = result) The value of input variable suppress determines if the plot titles are concatenated with an identifier of the regression analysis being plotted. For example, below we plot the Residuals vs Fitted for the outcome regression with and without the title concatenation.

graphics::par(mfrow = c(1,2))
DynTxRegime::plot(x = result, which = 1)
DynTxRegime::plot(x = result, suppress = TRUE, which = 1) fitObject(object, …)

If there are additional diagnostic tools defined for a regression method used in the analysis but not implemented in DynTxRegime, the value object returned by the regression method can be extracted using function DynTxRegime::fitObject(). This function extracts the regression method and strips away the modeling object framework.

fitObj <- DynTxRegime::fitObject(object = result)
fitObj
$outcome$outcome$Combined Call: lm(formula = YinternalY ~ Ch + K + A + Ch:A + K:A, data = data) Coefficients: (Intercept) Ch K A Ch:A K:A -15.6048 -0.2035 12.2849 -61.0979 0.5048 -6.6099  As for DynTxRegime::coef(), a list is returned with each element corresponding to a regression step. The class of each list element is that returned by the modeling fitting function. For example, is(object = fitObj$outcome$Combined)  "lm" "oldClass" As such, these objects can be passed to any tool defined for these classes. For example, the methods available for the object returned by the outcome regression are utils::methods(class = is(object = fitObj$outcome$Combined)[1L])   add1 alias anova case.names coerce confint cooks.distance deviance  dfbeta dfbetas drop1 dummy.coef effects extractAIC family formula  hatvalues influence initialize kappa labels logLik model.frame model.matrix  nobs plot predict print proj qr residuals rstandard  rstudent show simulate slotsFromS3 summary variable.names vcov see '?methods' for accessing help and source code So, to plot the residuals graphics::plot(x = residuals(object = fitObj$outcome$Combined)) Or, to retrieve the variance-covariance matrix of the parameters stats::vcov(object = fitObj$outcome$Combined)  (Intercept) Ch K A Ch:A K:A (Intercept) 2.677636513 -1.845763e-03 -5.448948e-01 -2.677636513 1.845763e-03 5.448948e-01 Ch -0.001845763 8.922966e-06 1.833617e-05 0.001845763 -8.922966e-06 -1.833617e-05 K -0.544894783 1.833617e-05 1.284459e-01 0.544894783 -1.833617e-05 -1.284459e-01 A -2.677636513 1.845763e-03 5.448948e-01 6.035065761 -4.114621e-03 -1.218665e+00 Ch:A 0.001845763 -8.922966e-06 -1.833617e-05 -0.004114621 1.955124e-05 -4.548556e-06 K:A 0.544894783 -1.833617e-05 -1.284459e-01 -1.218665266 -4.548556e-06 2.898598e-01 outcome(object, …) The methods DynTxRegime::outcome() return the value objects for the outcome regression. DynTxRegime::outcome(object = result) $Combined

Call:
lm(formula = YinternalY ~ Ch + K + A + Ch:A + K:A, data = data)

Coefficients:
(Intercept)           Ch            K            A         Ch:A          K:A
-15.6048      -0.2035      12.2849     -61.0979       0.5048      -6.6099  

Estimated Regime and Value

Once satisfied that the postulated model is suitable, the estimated optimal treatment, the estimated $$Q$$-functions, and the estimated value for the dataset used for the analysis can be retrieved.

optTx(x, …)

Function DynTxRegime::optTx() returns for all individuals in the training data, $$\widehat{d}^{opt}_{Q,1}(H_{1i})$$, the estimated optimal treatment, and $$Q_{1}(H_{1i}, a_{1}; \widehat{\beta}_{1}), a_{1} \in \mathcal{A}_{1}$$, the estimated $$Q$$-function under each treatment.

DynTxRegime::optTx(x = result)
$optimalTx  0 0 1 1 1 1 1 0 1 1 1 1 1 0 0 1 0 0 0 1 1 1 0 1 1 1 1 1 1 1 1 1 0 1 1 1 1 1 0 0 1 1 1 0 1 1 1 0 1 1 1 1 1 1 1 1 1 1 1  1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 1 0 1 1 0 1 1 1 0 1 1 1 1 1 1 1 1 1 1 1 1 0 1 1 1 1 1 0 1 1 1 1 1 1 0 1 1 1 1 1 0 1  0 1 1 1 1 1 1 0 0 0 1 1 1 1 1 0 1 1 1 1 0 1 1 1 1 1 0 1 1 1 0 1 1 1 1 1 1 0 1 1 1 1 1 1 1 0 1 1 1 1 1 1 1 0 1 0 1 1 1  1 1 1 1 1 1 1 1 0 1 1 0 1 1 1 1 1 1 1 0 1 1 1 0 0 1 0 1 1 0 1 1 0 0 0 1 1 1 0 1 1 1 1 1 1 1 1 1 1 1 0 1 1 1 1 1 0 1 1  1 1 1 0 1 0 1 0 1 1 1 1 0 1 1 1 1 1 1 0 1 1 0 0 0 0 1 1 0 1 1 0 1 1 1 1 1 0 1 1 1 1 0 1 1 1 0 1 0 1 0 1 1 1 0 1 1 1 1  1 1 1 1 1 1 1 1 1 1 1 0 1 1 0 1 1 1 1 1 0 0 1 0 1 1 1 0 1 1 0 1 1 1 1 1 1 1 1 1 1 0 1 1 0 0 1 1 1 1 1 1 1 1 1 0 1 1 1  1 0 1 1 1 1 1 1 1 1 1 1 1 0 1 1 0 0 1 0 1 1 1 1 1 1 1 0 1 0 1 1 1 1 1 0 0 1 0 1 1 0 1 1 1 1 1 1 1 1 1 1 1 0 1 1 0 1 1  1 1 1 0 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 1 0 1 1 0 1 1 1 1 1 1 1 0 0 0 1 1 1 1 1 1 1 1 0 1 1 1 1 1 1 1 0 1  0 1 1 1 0 1 0 1 1 1 1 0 1 0 1 1 1 1 1 1 1 1 0 0 1 1 1 1 0 0 1 0 0 1 1 0 1 1 1 0 1 1 1 0 1 1 1 1 0 1 1 1 1 1 1 1 0 1 0  0 1 1 1 0 1 1 1 1 1 0 0 1 0 1 1 1 1 0 1 1 1 0 1 0 1 0 1 1 1 1 1 1 1 1 1 1 1 0 1 0 0 1 1 0 1 1 1 0 1 0 1 1 1 1 1 0 0 1  1 0 1 1 1 1 1 0 1 1 1 1 1 1 1 1 1 0 1 0 0 1 0 1 1 1 1 1 0 0 1 1 1 1 1 0 1 1 0 0 0 1 1 0 0 1 1 1 0 1 0 1 1 0 1 1 1 1 1  1 1 1 1 1 1 0 1 1 1 1 1 1 1 1 1 0 1 1 1 1 0 1 1 1 1 1 1 1 0 0 1 0 1 1 1 1 0 0 0 0 1 1 1 1 1 0 0 1 1 1 1 1 1 1 1 1 1 1  1 1 1 1 1 1 1 0 1 0 1 0 1 1 0 1 0 0 1 1 1 0 1 1 0 1 1 0 1 0 0 1 1 0 0 1 0 1 1 1 1 1 0 1 1 0 0 1 1 1 1 1 0 0 0 1 1 1 1  0 1 1 1 1 0 1 1 1 0 1 1 1 1 1 1 1 1 1 0 0 1 1 0 0 1 0 1 1 1 1 0 1 1 1 0 1 1 1 1 1 1 0 0 1 1 0 1 0 1 1 1 1 0 1 0 1 0 0  0 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 0 1 0 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 1 1 1 1 1 1 1 1 1 0 1 0 1 0 0 1 1 0 1 1 1  1 0 1 1 1 0 1 0 1 1 1 1 1 0 1 1 1 0 1 0 1 0 1 1 1 1 0 1 1 1 1 1 1 0 1 0 1 0 0 0 1 1 0 1 1 1 1 1 1 1 1 1 1 1 0 1 1 1 1  1 0 1 1 1 1 1 1 1 1 0 1 1 1 1 0 1 1 0 0 1 1 1 1 1 0 1 1 1 1 1 1 0 1 1 0 1 1 1 1 1 0 0 1 0 1 1 0 1 0 0 0 1 1 1 1$decisionFunc
0           1
[1,]  -4.27317742  -5.1700387
[2,]   2.96295528   0.8214458
[3,] -11.29296760   5.2263119
[4,] -25.70888388  36.1239344
[5,] -21.97021401  16.2655940
[6,] -23.20374219  20.4793479
[7,]  -9.44641376   7.2653376
[8,]   7.06544119  -7.6412514
[9,] -12.20337418  20.8959777
[10,]  -1.36335002   9.6156208
[11,]  -6.98683428  15.5571428
[12,] -13.31481905  24.9289255
[13,] -16.93418996  18.3547783
[14,]   7.04752786 -19.5491786
[15,]  10.35908138 -19.6798261
[16,] -29.91832410  30.4236833
[17,]   3.31390098  -4.4720896
[18,]   0.90527716  -3.2917949
[19,]   0.83658339  -5.5769504
[20,]  -0.21886282   3.1468458
[21,]  -7.12178792  -0.9512297
[22,]  -9.35493890  -2.4177027
[23,]   4.44830219  -1.3783617
[24,] -23.87259127  28.6305915
[25,] -19.37585611  21.9709002
[26,] -15.46153816  18.5606637
[27,]  -5.41766462   1.2987364
[28,]   2.32714853   6.5368621
[29,]   2.22541244   6.6875338
[30,]  -6.61554136  10.2334730
[31,]  -3.65249966   3.4582994
[32,] -22.19646729  28.5351334
[33,]   6.12442617  -1.4738199
[34,]  -7.44212519  13.8445399
[35,] -12.28476305  21.0165151
[36,] -13.14456443   7.9685378
[37,] -26.06487258  46.1987213
[38,]  -7.83133144   7.2602825
[39,]   7.43169111  -8.1836697
[40,]   0.44494326  -0.2231463
[41,]  -9.87353011  26.9930305
[42,] -13.10873776  31.7843921
[43,]   2.90452274   8.0686589
[44,]   7.05778908 -10.0168100
[45,] -19.65810805  29.5495912
[46,]  -7.42943008  11.4388470
[47,]  -3.91440437  11.0068560
[48,]   2.33723452  -3.0256408
[49,] -12.92074503   7.6370599
[50,] -14.65530155  14.9797311
[51,] -22.11003542  23.6333445
[52,] -11.47348345  12.6543311
[53,]  -3.56589256  17.6513821
[54,] -18.98664986  28.5551576
[55,]   1.62003890   2.8103129
[56,]  -0.59276486   1.3137055
[57,]   1.64803823   5.1557371
[58,] -15.49214660   9.0584294
[59,] -11.33105292  12.4433907
[60,]  -8.03984662  12.3428775
[61,] -19.65045594  31.9251497
[62,]  -8.23062369  10.2385281
[63,] -12.17798396  16.0845919
[64,]  -5.01819714  17.4153623
[65,]  -4.17891821  11.3986025
[66,] -14.39583072  19.3692360
[67,]  -7.04283294  10.8662944
[68,] -20.53808141  35.6266197
[69,]  -8.12645371  -1.8502052
[70,]  -8.74939013  20.5543898
[71,] -10.46359943  27.8669266
[72,]  -4.00605447   1.5950248
[73,]  -2.17984785   3.6641848
[74,] -19.53359085  17.4307236
[75,]  -6.02547204   9.3595769
[76,]   1.32752574   0.8566352
[77,] -22.44828601  26.5211870
[78,]   5.47070608  -7.6663307
[79,]  -7.47273363   4.3423057
[80,]  -9.13859638  13.9701324
[81,]  10.75333063 -17.8768202
[82,] -11.17836117  21.7648188
[83,]  -9.25807058  21.3077485
[84,]  -4.22969864  21.0213742
[85,]   4.37456543   1.1177342
[86,] -18.44492708  25.3659716
[87,] -13.35812260  17.8323842
[88,]  -5.12497623  22.3472855
[89,] -26.44399284  30.0519610
[90,]  -5.35401385   8.3651433
[91,] -12.96369812  38.7302616
[92,]  -5.48374927   6.1703909
[93,] -20.27878581  20.9212531
[94,] -10.00587464  17.6414680
[95,] -11.04114887   7.2402583
[96,]  -8.91234310   1.7005930
[97,]  -5.93138806   6.8333466
[98,]  -2.73948396  -5.0545564
[99,] -11.77869171  13.1063464
[100,]  -5.99486360  18.8618111
[101,] -16.93905773  42.2309013
[102,]  -2.43931869  -0.7253201
[103,]  -8.88938677   8.8272687
[104,]   2.91460874  -1.4938441
[105,]  -5.30323342  -1.2576283
[106,]   0.11938777   0.2590033
[107,]  -9.18955204   4.4980325
[108,] -30.52613153  38.4845238
[109,] -16.26012265  24.5171548
[110,] -14.28644252  21.5941228
[111,]   4.11005160   1.5094808
[112,] -25.40367561  35.6719192
[113,] -22.85766426  39.0619355
[114,]  -6.62075959  -4.0801470
[115,]  -7.60490293  14.0856147
[116,]  -5.55487692  15.8232969
[117,]  12.40910739 -17.9421439
[118,] -16.16603867  21.9909244
[119,]  -0.45798644  -1.2727935
[120,] -13.20038786  22.3725609
[121,]  -7.77272367  19.1079410
[122,]  -7.06057104  18.0532387
[123,] -11.67434651  20.1124846
[124,] -16.58063514  20.2180529
[125,]  -2.86643504  19.0023727
[126,]   4.74081535   0.5753159
[127,]  -2.65044298  -2.7995352
[128,]   2.30419220  -0.5898136
[129,] -11.87034181   3.6945152
[130,] -16.16360479  10.0528630
[131,]  -5.70252567   1.7206172
[132,] -14.69338687  22.1968098
[133,]  -7.83133144   7.2602825
[134,]  14.96277086 -12.1765690
[135,] -15.65718300  40.3324372
[136,] -15.56570813  30.6493969
[137,] -18.65083314  37.6053766
[138,] -12.20841718  25.6772292
[139,]  14.25061823 -11.1218668
[140,]   4.62395027  15.0697421
[141,] -14.46452448  17.0840805
[142,] -15.84309230  14.3519648
[143,]  -2.57896487  25.7373019
[144,] -14.44417726  17.0539462
[145,]   3.88605697 -17.2539129
[146,] -11.32600992   7.6621392
[147,]  -0.34598913   8.1089033
[148,] -10.31369202  10.9366732
[149,]   5.32062345  -9.8309488
[150,]  -6.44006851   7.5867053
[151,]  -9.07494562  21.0365394
[152,]  -0.83693147   1.6753177
[153,]   2.44157973   3.9804974
[154,] -10.66463773  16.2302086
[155,] -10.81715425  26.0036520
[156,]   5.47331520  -0.5095207
[157,] -15.26815197  27.8218231
[158,]  -3.11321077  12.2071749
[159,] -29.79624080  30.2428772
[160,] -27.16623146  40.6691662
[161,] -18.99430197  26.1795991
[162,] -14.75199464  10.3491514
[163,]  -9.23268036  16.4963627
[164,]   5.89295466  -3.5179006
[165,] -15.65474911  28.3943757
[166,] -25.67584155  33.6881072
[167,]  -3.59650100   8.1491478
[168,]  -7.15726413  13.4226590
[169,]   4.66203559   7.8526634
[170,]  -3.93996982  -3.2766297
[171,] -16.20412400  29.2080032
[172,]   4.68985969  -8.8967840
[173,] -15.92691506  26.4105637
[174,]   0.06843211  -9.2130966
[175,]  -8.53078896   5.9092919
[176,]  -9.23789859   2.1827426
[177,]  -0.97936200   1.8862582
[178,]  -7.97115285  14.6280330
[179,]  -5.87034641   6.7429435
[180,] -19.37585611  21.9709002
[181,] -12.52127755  23.7536859
[182,] -19.00438796  35.7421020
[183,] -18.91291309  26.0590617
[184,]   1.58195358  10.0273916
[185,] -30.80594958  34.1251533
[186,]   9.90135659  -9.4543674
[187,] -11.17070906  24.1403774
[188,]  -7.61516415   4.5532461
[189,]   8.82295404  -7.8572469
[190,] -13.74211063  25.5617469
[191,]  -7.37847442  20.9109469
[192,]  -5.87538941  11.5241950
[193,] -11.56252443  10.3993100
[194,]  -6.36633175   5.0906093
[195,]  -6.61049836   5.4522215
[196,]  -0.21625371  10.3036558
[197,]   0.40929182  -4.9441291
[198,] -13.74732886  11.2481268
[199,]  -0.23155793   5.5525387
[200,]  -9.70570937  21.9707042
[201,]   8.61704798   4.3821581
[202,]   4.82220422   0.4547785
[203,] -15.52762281  23.4323182
[204,]  15.55023106 -20.2072752
[205,]  -8.24592791   5.4874110
[206,]  -3.76675562  25.1095356
[207,]   0.17782031  -6.9882098
[208,]  -7.20561068  11.1073692
[209,]  -7.65064036  18.9271349
[210,]   1.48508525 -13.6980597
[211,]   9.42067547  -6.3555845
[212,]  13.59689814 -17.3143776
[213,]  -9.12590128  11.5644395
[214,]  -0.49607176   5.9442852
[215,] -16.62132958  20.2783216
[216,]   2.54053147 -22.4218559
[217,]  -9.08259773  18.6609808
[218,]  -9.41841444   9.6107618
[219,]  -3.26068429  17.1993668
[220,] -22.52967489  26.6417244
[221,] -10.81211125  21.2224005
[222,]  -9.83544479  19.7759517
[223,]  -7.32769399  11.2881753
[224,] -22.88322970  24.7784498
[225,]  -9.88379134  17.4606619
[226,] -12.92074503   7.6370599
[227,] -16.66967613  17.9630317
[228,]  -1.47030434  -4.5473275
[229,]  -9.88118222  24.6174719
[230,]  -8.98103687  -0.5845625
[231,]  -8.85634445   6.3914414
[232,] -11.63887030   5.7385959
[233,]  -3.61684822   8.1792822
[234,]  17.85711880 -21.2368982
[235,]   3.40050808   9.7209930
[236,]  -6.51641438   2.9259912
[237,]   1.63030012  12.3426815
[238,] -10.28308358  20.4389074
[239,]  -3.45407047   7.9382074
[240,]  13.32734131 -12.1413796
[241,]  -7.61516415   4.5532461
[242,]  11.52652491 -19.0219255
[243,]  -6.12216513   4.7289972
[244,]  24.63796059 -16.9580166
[245,] -15.16398200  15.7330898
[246,] -11.27505426  17.1342391
[247,]  -3.26329340  10.0425568
[248,] -21.67265785  13.4380202
[249,]   8.59913464  -7.5257691
[250,] -25.14438000  20.9665526
[251,]  -5.95677828  11.6447324
[252,] -18.11693771  12.9457605
[253,] -20.18209272  25.5518328
[254,]  -5.72026377   8.9075616
[255,] -31.14924317  41.7942472
[256,]  -3.12608110  -4.4820037
[257,]  -3.77440773  22.7339770
[258,] -16.80184543  27.7063408
[259,]  13.09343592  -2.2473989
[260,]   3.90901330 -10.1272372
[261,]  -0.77084682  -3.1963368
[262,]  14.68051892  -4.5978781
[263,]  -9.15894360  14.0002667
[264,] -13.10630388  19.8463306
[265,]   7.63777241  -1.3282032
[266,]  -6.87501220   5.8439681
[267,]  -4.72081621  -4.5070830
[268,]   3.15877535  -1.8554563
[269,]  -2.48001313  -0.6650514
[270,]  -2.10611109   1.1680888
[271,]  -2.32732138   8.6563767
[272,]  -8.02471762  -2.0008769
[273,] -24.17275654  24.3013553
[274,]   9.81492472  -4.5525786
[275,]  -4.78429175   7.5213815
[276,]  -1.27430904  11.8706420
[277,] -15.08763613  20.3938039
[278,]  -0.86232169   6.4867035
[279,]   4.63142715  -1.6495709
[280,] -14.30939885  14.4674472
[281,]   0.80110719   8.7969383
[282,] -14.38556949  28.9016046
[283,]   5.94634421  -5.9838622
[284,]  -8.44679097  12.9455645
[285,]   8.84851949   6.4262388
[286,] -31.09846274  32.1714756
[287,]   1.19518121  -8.4949273
[288,]  -8.13636448  26.8071693
[289,] -17.46826062  23.9195228
[290,]  -5.60339869  -5.5868645
[291,]   0.62041611  -2.8699140
[292,]  -9.91683366  19.8964891
[293,]  -3.16660031  14.6731365
[294,]   1.21309454   3.4129999
[295,] -16.49924627  20.0975155
[296,] -19.85914634  17.9128731
[297,]  -0.28233836  15.1753103
[298,]  -8.28401323  12.7044897
[299,]  -6.02042904   4.5783254
[300,] -16.76376010  20.4892620
[301,] -17.70216601  33.8135036
[302,] -20.97824333  19.5702624
[303,]  -3.71354131   3.5487025
[304,] -13.99132024  30.7046105
[305,]  -4.89107083  12.4533048
[306,]  -6.53919549  14.8941871
[307,]   3.70815023  -2.6690837
[308,] -15.85578741  16.7576577
[309,]  -6.04581926   9.3897112
[310,]  11.99955392 -24.4962670
[311,]  -8.46452908  20.1325089
[312,] -17.24948422  28.3692964
[313,]  -8.25862302   7.8931039
[314,]  -8.55861306  22.6587392
[315,]   3.43355041   7.2851658
[316,]  13.96575718 -10.6999859
[317,]   5.39192632  -0.3889833
[318,] -11.02584465  11.9913754
[319,]   8.34992503  -2.3829054
[320,] -16.39246719  15.1655923
[321,]  -4.93680827  17.2948249
[322,]  -9.64971071  26.6615526
[323,]   5.68183037  -5.5921156
[324,] -17.62338625  26.5361562
[325,]  -5.32862363   3.5537575
[326,]   4.31334855 -17.8867343
[327,]  -8.25097090  10.2686624
[328,] -13.41916426  17.9227872
[329,] -14.07270911  30.8251479
[330,]  -8.47739942   3.4433302
[331,] -12.63831786  19.1532405
[332,] -13.01221990  17.3201002
[333,]  -8.04749873   9.9673189
[334,] -24.74995552  41.8644300
[335,]  -6.18824978   9.6006517
[336,]  -3.42102815   5.5023801
[337,]   2.12871935   2.0569541
[338,] -13.24630052   8.1192095
[339,]  -5.45574994   8.5158151
[340,]   1.62508190  -1.9709386
[341,]  -0.78354193  -0.7906439
[342,] -13.28681972  27.2743497
[343,] -17.60060515  14.5679603
[344,] -12.85726949  -4.3914046
[345,] -13.13691232  10.3440963
[346,]  -2.34766860   8.6865111
[347,]   3.56328582   9.4799182
[348,]   1.50056470  10.1479290
[349,]  -9.27859302   2.2430113
[350,] -15.40814861  16.0947020
[351,]  10.64916066  -5.7880869
[352,]  -9.11824916  13.9399980
[353,] -14.67808265  26.9479270
[354,]  -2.03480822  10.6100544
[355,]  -2.12889220  13.1362847
[356,]  10.94932593  -1.4588507
[357,] -18.64074715  28.0428737
[358,] -11.41748479  17.3451795
[359,]  -7.46264763  -5.2201973
[360,] -10.21438982  22.7240629
[361,]  -1.44734801   2.5793482
[362,] -24.74247864  25.1451171
[363,] -19.82088579  29.7906659
[364,] -14.84086040  27.1890017
[365,] -23.50129835  23.3069217
[366,] -19.24612069  24.1656527
[367,]  -7.10387459  10.9566974
[368,]   4.80933389 -16.2344001
[369,]  -0.22651493   0.7712872
[370,] -16.56533092  24.9691700
[371,]   8.10071542   2.7599583
[372,]   5.22410558   4.6333430
[373,] -24.84925773  30.0770403
[374,]   7.22578505   4.0557353
[375,] -10.91384734  21.3730723
[376,] -30.18283794  30.8154299
[377,] -15.35475907  13.6287404
[378,] -19.74210603  22.5133185
[379,]  -9.16659571  11.6247082
[380,] -11.47348345  12.6543311
[381,] -35.60024090  43.6124184
[382,]   1.39100128 -11.1718293
[383,]  -3.95248970  18.2239347
[384,]   6.76023292  -7.1892362
[385,] -20.85859390  31.3275178
[386,]  -6.57484693  10.1732043
[387,]  -0.02043364   7.6267537
[388,] -11.07662508  21.6141471
[389,] -24.55413545  39.1875280
[390,]  20.63721077  -8.6459911
[391,]  16.64637172 -28.9913401
[392,]  -2.17723874  10.8209948
[393,]  20.58625511 -18.1180910
[394,] -13.15969342  22.3122922
[395,] -11.63887030   5.7385959
[396,]   3.55041549  -7.2092604
[397,]  -1.10648830   6.8483157
[398,] -18.85952355  23.5931000
[399,]  -1.33795981   4.8042350
[400,] -12.95883035  14.8541386
[401,] -15.87856851  28.7258536
[402,]  -1.85672625  15.1200967
[403,] -29.80632679  39.8053802
[404,] -15.17163411  13.3575313
[405,]  -3.61945733   1.0224721
[406,] -22.01838532  33.0451757
[407,] -14.04488501  14.0757006
[408,]   2.28627886 -12.4977407
[409,]   5.10967439   7.1897077
[410,] -19.91757888  25.1600862
[411,]   3.31651010   2.6847204
[412,] -26.53807682  32.5781913
[413,] -10.61124818  13.7642470
[414,]  -0.66650162   3.8098015
[415,] -11.75069239  15.4517706
[416,] -15.42327761  30.4384564
[417,]   2.86121919   0.9721175
[418,] -13.04526222  19.7559275
[419,] -13.58194200  18.1638620
[420,] -14.22296698   9.5656583
[421,]  -6.39433108   2.7451851
[422,]  -5.54740003  -0.8960161
[423,]  -7.68124880   9.4249006
[424,]  -1.69151462   2.9409604
[425,]  -6.43745940  14.7435153
[426,] -12.69431652  14.4623921
[427,] -31.48245077  39.9008383
[428,]  -2.91234770   4.7490214
[429,]  -5.23958265   5.8087787
[430,]  -5.53713881   8.6363525
[431,]   5.31575568  14.0451742
[432,]  -6.11694691  19.0426172
[433,] -29.98945175  40.0765893
[434,]  -4.92411316  14.8891320
[435,]  -8.14419182   5.3367392
[436,] -13.96610526   6.7983532
[437,] -14.90694505  32.0606563
[438,]  -3.27094551   7.6669982
[439,]   4.92133120  -6.8527032
[440,]  -7.11917881   6.2055803
[441,]   8.85860548  -3.1362641
[442,]  -2.88434837   7.0944456
[443,]  -6.19068367  21.5387132
[444,]   9.71057952 -11.5587169
[445,]   0.37885861   4.6485082
[446,] -10.46377466   8.7720551
[447,]  -7.44212519  13.8445399
[448,] -24.18545165  26.7070482
[449,] -27.71578157  22.3879221
[450,]   2.42123251   4.0106318
[451,]   0.80875930  11.1724969
[452,]   9.36467682 -11.0464329
[453,]   6.47537187  -6.7673553
[454,]   3.52502527  -2.3978746
[455,] -16.38742419  10.3843408
[456,]  -3.40329004  -1.6845643
[457,] -18.04563483  22.3877261
[458,] -11.34374803  14.8490836
[459,] -18.20580346  29.7856109
[460,] -12.13972341  27.9623847
[461,]  -0.50615776  15.5067882
[462,]  -4.17387521   6.6173511
[463,]   9.35198171  -8.6407400
[464,] -13.01221990  17.3201002
[465,]  -4.53247302   9.5353279
[466,]  -6.24668233  16.8478647
[467,]  -2.51044634   8.9275858
[468,] -23.27486984  30.1322539
[469,] -10.81211125  21.2224005
[470,]  -9.25807058  21.3077485
[471,]  -1.56438832  -2.0210972
[472,]  -1.92037702   8.0536897
[473,]   3.54032949   2.3532426
[474,] -10.37716756  22.9651377
[475,]  -5.52444370   6.2306596
[476,]  -9.35980667  21.4584202
[477,]  16.84236701 -12.5733707
[478,] -12.25432984  11.4238778
[479,]  -6.73779990  -8.6805924
[480,]  -4.53751602  14.3165794
[481,] -17.11731492  18.6259874
[482,]  -5.49905349   1.4192738
[483,]  -3.21494686  12.3578466
[484,]  -1.54665022  -9.2080416
[485,]   0.69676198   1.7908000
[486,]  20.05983656 -10.1777879
[487,] -10.45107955   6.3663622
[488,]  -6.32563731   5.0303406
[489,] -13.51829123  25.2302690
[490,]  -9.88379134  17.4606619
[491,] -11.67191263   8.1744231
[492,] -10.55524953  18.4550954
[493,]  -1.02770854  -0.4290317
[494,] -12.19328818  11.3334748
[495,]  12.70422967  -8.8316562
[496,]  15.77161658  -8.6006916
[497,] -21.71074317  20.6550990
[498,]  -2.75965595  14.0704495
[499,] -18.63309504  30.4184322
[500,]  -2.91739070   9.5302728
[ reached getOption("max.print") -- omitted 500 rows ]

The object returned is a list. The element names are $optimalTx and$decisionFunc and correspond to $$\widehat{d}^{opt}_{Q,1}(H_{1i})$$ and $$Q(H_{1i},a_{1};\widehat{\beta}_{1})$$, respectively.

estimator(x, …)

Function DynTxRegime::estimator() retrieves $$\widehat{\mathcal{V}}_{Q}(\widehat{d}^{opt})$$, the estimated value under the estimated optimal treatment regime.

DynTxRegime::estimator(x = result)
 13.21562

Recommend Treatment for New Patient

optTx(x, newdata, …)

Function DynTxRegime::optTx() is also used to recommend treatment for new patients based on the analysis provided. For instance, consider the following new patients:

The first new patient has the following baseline covariates

print(x = patient1)
  SBP0    W   K  Cr    Ch
1  162 72.6 4.2 0.8 209.2

The recommended treatment based on the previous analysis is obtained by providing the object returned by DynTxRegime::qLearn() as well as a data.frame object that contains the baseline covariates of the new patient.

DynTxRegime::optTx(x = result, newdata = patient1)
$optimalTx  1$decisionFunc
0       1
[1,] -6.574847 10.1732

Treatment A= 1 is recommended as $$Q_{1}(H_{1i},1;\widehat{\beta}_{1})$$ is larger than $$Q_{1}(H_{1i},0;\widehat{\beta}_{1})$$

The second new patient has the following baseline covariates

print(x = patient2)
  SBP0    W   K  Cr    Ch
1  153 68.2 4.5 0.8 178.8

And the recommended treatment is obtained by calling

DynTxRegime::optTx(x = result, newdata = patient2)
$optimalTx  0$decisionFunc
0        1
[1,] 3.296163 2.714855

Treatment A= 0 is recommended as $$Q_{1}(H_{1i},0;\widehat{\beta}_{1})$$ is larger than $$Q_{1}(H_{1i},1;\widehat{\beta}_{1})$$

## Value Search Estimators

For binary treatment $$A_{1}$$ coded as {0,1}, the augmented inverse probability weighted estimator for the value of regime $$d_{1}(H_{1}; \eta_{1})$$ with fixed $$\eta = \eta_{1}$$ is

$\widehat{\mathcal{V}}_{AIPW}(d_{\eta}) = n^{-1} \sum_{i=1}^{n} \left[ \frac{\mathcal{C}_{d_{\eta},i} Y_{i}}{\pi_{d_{\eta,1}}(H_{1i}; \eta_{1}, \widehat{\gamma}_{1})} - \frac{\mathcal{C}_{d_{\eta},i} - \pi_{d_{\eta,1}}(H_{1i}; \eta_{1}, \widehat{\gamma}_{1})}{\pi_{d_{\eta,1}}(H_{1i}; \eta_{1}, \widehat{\gamma}_{1})} \mathcal{Q}_{d_{\eta},1} (H_{1i}; \eta_{1}, \widehat{\beta}_{1}) \right],$

where $$C_{d_{\eta}} = \text{I}\{A_{1} = d_{1}(H_{1}; \eta_{1})\}$$ is the indicator of whether or not the treatment option actually received coincides with the option dictated by $$d$$. The propensity for receiving treatment consistent with regime $$d$$ given an individual’s history is $$\pi_{d,1}(H_{1}) = P(\mathcal{C}_{d} = 1|H_{1})$$. It is straightforward to deduce that,

$\pi_{d,1}(H_{1}) = \pi_{1}(H_{1}) ~ \text{I}\{d_{1}(H_{1}) = 1\} + \{1-\pi_{1}(H_{1})\} ~ \text{I}\{d_{1}(H_{1}) = 0\},$ which can be estimated by positing a model $$\pi_{1}(H_{1};\gamma_{1})$$ for $$\pi_{1}(H_{1}) = P(A_{1} = 1|H_{1})$$. Thus

$\pi_{d,1}(H_{1}; \gamma_{1}) = \pi_{1}(H_{1}; \gamma_{1}) ~ \text{I}\{d_{1}(H_{1}) = 1\} + \{1-\pi_{1}(H_{1}; \gamma_{1})\} ~ \text{I}\{d_{1}(H_{1}) = 0\},$ and $$\widehat{\gamma}_{1}$$ is a suitable estimator for $$\gamma_{1}$$.

Finally, $\mathcal{Q}_{d_{\eta},1} (H_{1}; \eta_{1}, \beta_{1})= \sum_{a_{1} \in \mathcal{A}_{1}} Q_{1}(H_{1},a_{1} ; \beta_{1})~\text{I}\{d_{1}(H_{1}; \eta_{1})=a_{1}\},$

where $$Q_{1}(h_{1},a_{1}; \beta_{1})$$ is a model for $$Q_{1}(h_{1},a_{1})=E(Y | H_{1}=h_{1},A_{1}=a_{1})$$ and $$\widehat{\beta}_{1}$$ is a suitable estimator for $$\beta_{1}$$.

The optimal treatment regime, $$\widehat{d}_{\eta,AIPW}^{opt} = \{d_{1}(h_{1},\widehat{\eta}_{1,AIPW}^{opt})\}$$, is that which maximizes the value, and thus

$\widehat{\eta}_{1,AIPW}^{opt} = \underset{\eta_{1}}{\mathrm{\arg\!\max}}~n^{-1} \sum_{i=1}^{n} \left[\frac{\mathcal{C}_{d_{\eta},i} Y_{i}}{\pi_{d_{\eta,1}}(H_{1i}; \eta_{1}, \widehat{\gamma}_{1})} - \frac{\mathcal{C}_{d_{\eta},i} - \pi_{d_{\eta,1}}(H_{1i}; \eta_{1}, \widehat{\gamma}_{1})}{\pi_{d_{\eta,1}}(H_{1i}; \eta_{1}, \widehat{\gamma}_{1})} \mathcal{Q}_{d_{\eta},1} (H_{1i}; \eta_{1}, \widehat{\beta}_{1}) \right].$

The simple inverse probability weighted estimator is the special case where $$\mathcal{Q}_{d_{\eta},1}(h_{1},a_{1}) \equiv 0$$:

$\widehat{\mathcal{V}}_{IPW}(d_{\eta}) = n^{-1} \sum_{i=1}^{n} \frac{\mathcal{C}_{d_{\eta},i} Y_{i}}{\pi_{d_{\eta,1}}(H_{1i}; \eta_{1}, \widehat{\gamma}_{1})},$

and the optimal treatment regime is $$\widehat{d}_{\eta,IPW}^{opt} = \{d_{1}(h_{1},\widehat{\eta}_{1,IPW}^{opt})\}$$ is defined in terms of $$\widehat{\eta}_{1,IPW}^{opt}$$

$\widehat{\eta}_{1,IPW}^{opt} = \underset{\eta_{1}}{\mathrm{\arg\!\max}}~n^{-1} \sum_{i=1}^{n} \frac{\mathcal{C}_{d_{\eta},i} Y_{i}}{\pi_{d_{\eta,1}}(H_{1i}; \eta_{1}, \widehat{\gamma}_{1})} .$

A general implementation of the value search estimator is provided in R package DynTxRegime through function optimalSeq().

R Function The function call for DynTxRegime::optimalSeq() can be seen using R’s structure display function utils::str()

utils::str(object = DynTxRegime::optimalSeq)
function (..., moPropen, moMain, moCont, data, response, txName, regimes, fSet = NULL, refit = FALSE, iter = 0L, verbose = TRUE)  

We briefly describe the input arguments for DynTxRegime::optimalSeq() below

Input Argument Description
$$\dots$$ Additional inputs to be provided to genetic algorithm.
moPropen A “modelObj” object.
The modeling object for the propensity score regression step.
moMain A “modelObj” object.
The modeling object for the $$\nu_{1}(h_{1}; \phi_{1})$$ component of $$Q_{1}(h_{1},a_{1};\beta_{1})$$.
moCont A “modelObj” object.
The modeling object for the $$\text{C}_{1}(h_{1}; \psi_{1})$$ component of $$Q_{1}(h_{1},a_{1};\beta_{1})$$.
data A “data.frame” object.
The covariate history and the treatment received.
response A “numeric” vector.
The outcome of interest, where larger values are better.
txName A “character” object.
The column header of data corresponding to the treatment variable.
regimes A “function”.
A user defined function specifying the class of treatment regime under consideration.
fSet A “function”.
A user defined function specifying treatment or model subset structure.
refit Deprecated.
iter An “integer” object.
The maximum number of iterations for iterative algorithm.
verbose A “logical” object.
If TRUE progress information is printed to screen.

Implementation Notes

Methods implemented in DynTxRegime break the outcome model into two components: a main effects component and a contrasts component. For example, for binary treatments, $$Q_{1}(h_{1}, a_{1}; \beta_{1})$$ can be written as

$Q_{1}(h_{1}, a_{1}; \beta_{1})= \nu_{1}(h_{1}; \phi_{1}) + a_{1} \text{C}_{1}(h_{1}; \psi_{1}),$

where $$\beta_{1} = (\phi^{\intercal}_{1}, \psi^{\intercal}_{1})^{\intercal}$$. Here, $$\nu_{1}(h_{1}; \phi_{1})$$ comprises the terms of the outcome regression model that are independent of treatment (so called “main effects” or “common effects”), and $$\text{C}_{1}(h_{1}; \psi_{1})$$ comprises the terms of the model that interact with treatment (so called “contrasts”). Input arguments moMain and moCont specify $$\nu_{1}(h_{1}; \phi_{1})$$ and $$\text{C}_{1}(h_{1}; \psi_{1})$$, respectively.

In the examples provided in this chapter, the two components of $$Q_{1}(h_{1}, a_{1}; \beta_{1})$$ are both linear models, the parameters of which are estimated using stats::lm(). Because both components are of the same model class, the methods of DynTxRegime combine the two modeling objects into a single regression object and complete one regression step. If we instead specify $$\nu_{1}(h_{1}; \phi_{1})$$ and $$\text{C}_{1}(h_{1}; \psi_{1})$$ as arising from different model classes, say $$\nu_{1}(h_{1}; \phi_{1})$$ is linear and $$\text{C}_{1}(h_{1}; \psi_{1})$$ is non-linear, the methods of DynTxRegime use an iterative algorithm to obtain parameter estimates. This iterative solution is beyond the scope of our discussions here, but such generalizations of the software may be important for data sets more complicated than the toy used here.

DynTxRegime::optimalSeq() uses a genetic algorithm to estimate $$\eta$$. The choice of genetic algorithm, rgenoud::genoud, is hard coded into the software and cannot be changed by the user. However, several of the inputs to this function can be modified by the user through the ellipsis. Please see ?rgenoud::genoud for details of the implemented algorithm.

Value Object

The value object returned by DynTxRegime::optimalSeq is an S4 object of class “OptimalSeqMissing”, which contains all pertinent analysis results in slot @analysis.

Slot Name Description
@analysis@genetic The genetic algorithm results.
@analysis@propen The propensity regression analysis.
@analysis@outcome The outcome regression analysis. NA if IPW.
@analysis@regime The $$\widehat{d}^{opt}_{\eta}$$ definition.
@analysis@call The unevaluated function call.
@analysis@optimal The estimated value and optimal treatment for the training data.

There are several methods available for objects of this class that assist with model diagnostics, the exploration of training set results, and the estimation of optimal treatments for future patients. We explore methods under the Methods tab.

We continue to consider the three propensity score models and the three outcome regression models introduced in Chapter 2, which represent a range of model (mis)specification. For brevity, we illustrate the call to DynTxRegime::optimalSeq() for only one model or one combination of models. The estimated values and recommended treatments under all models are summarized under the heading Comparison.

moMain, moCont, iter

The inverse probability weighted value estimator does not have an outcome regression step, and thus moMain and moCont are not provided as input or are set to NULL. Further iter is kept at its default value of 0.

moPropen

Input moPropen is a modeling object for the propensity score regression. To illustrate the function call for the inverse probability weighted method, we will use the true propensity score model

$\pi^{3}_{1}(h_{1};\gamma_{1}) = \frac{\exp(\gamma_{10} + \gamma_{11}~\text{SBP0} + \gamma_{12}~\text{Ch})}{1+\exp(\gamma_{10} + \gamma_{11}~\text{SBP0}+ \gamma_{12}~\text{Ch})},$ which is defined as a modeling object as follows

p3 <- modelObj::buildModelObj(model = ~ SBP0 + Ch,
solver.method = 'glm',
solver.args = list(family='binomial'),
predict.method = 'predict.glm',
predict.args = list(type='response'))

data, response, txName

As for all methods discussed in this chapter: the “data.frame” containing the baseline covariates and treatment received is data set dataSBP, the treatment is contained in column $A of dataSBP, and the outcome of interest is the change in systolic blood pressure measured six months after treatment, $$y = \text{SBP0} - \text{SBP6}$$, which is already defined in our R environment. regimes To allow for direct comparison with the outcome regression estimator, the restricted class of regimes that we will consider is characterized by rules of the form $d_{1}(h_{1};\eta_{1}) = \text{I}(\eta_{11} + \eta_{12}~\text{Ch} + \eta_{13} ~ \text{K} > 0).$ The rule is specified using a user-defined function, which is passed to the method through input regimes. The user-defined function must accept as input the regime parameter names and the data set, and the function must return a vector of the recommended treatment. For this regime, the function can be specified as reg <- function(eta11, eta12, eta13, data) { tmp <- eta11 + eta12 * data$Ch + eta13 * data$K > 0.0 return( as.integer(x = tmp) ) } where inputs eta11, eta12, and eta13 are the parameters of the regime to be estimated and data is the a ‘data.frame’ object for the analysis. This structure for the input argument list (all parameter names followed by data) is required. Note that the function 1. defines the regime for the entire data set, and 2. returns values of the same class as the treatment variable. fSet Circumstances under which this input would be utilized are not represented by the data set generated for illustration in this chapter. $$\ldots$$ (ellipsis) We must provide some additional inputs required by rgenoud::genoud() to estimate the parameters of the treatment regime • the search space for the $$\eta$$ parameters, • initial guess for the $$\eta$$ parameters, and • population size for the algorithm. Because rgenoud::genoud() searches for all parameters simultaneously, the search space and initial guesses must be provided for all parameters at once. For our example we choose to define these additional inputs to be. Domains <- rbind( c(-1.0,1.0), c(-1.0,1.0), c(-1.0,1.0) ) starting.values <- c(0.0, 0.0, 0.0) pop.size <- 1000L For additional information on these and other available inputs for the genetic algorithm, please see ?rgenound::genoud. R Function Call The optimal treatment regime, $$\widehat{d}_{\eta, IPW}^{opt}(h_{1})$$, is estimated as follows. IPW3 <- DynTxRegime::optimalSeq(moPropen = p3, data = dataSBP, response = y, txName = 'A', regimes = reg, Domains = Domains, pop.size = pop.size, starting.values = starting.values, verbose = TRUE) IPW estimator will be used Value Search - Missing Data Perspective. Propensity for treatment regression. Regression analysis for moPropen: Call: glm(formula = YinternalY ~ SBP0 + Ch, family = "binomial", data = data) Coefficients: (Intercept) SBP0 Ch -15.94153 0.07669 0.01589 Degrees of Freedom: 999 Total (i.e. Null); 997 Residual Null Deviance: 1378 Residual Deviance: 1162 AIC: 1168 Outcome regression. No outcome regression performed. Genetic Algorithm$value
 13.09007

$par  -0.38167184 0.02356612 -0.87251940$gradients
 NA NA NA

$generations  14$peakgeneration
 3

$popsize  1000$operators
 122 125 125 125 125 126 125 126   0

Recommended Treatments:
0   1
216 784

Estimated value: 13.09007 

Above, we opted to set verbose to TRUE to highlight some of the information that should be verified by a user. Notice the following:

• The first line of the verbose output indicates that the selected value estimator is the inverse probability weighted estimator and that the estimator is from the missing data perspective.
Users should verify that this is the intended estimator.
• The information provided for the propensity regression is not defined within DynTxRegime::optimalSeq(), but is specified by the statistical method selected to obtain parameter estimates; in this example it is defined by stats::glm().
Users should verify that the model was correctly interpreted by the software and that there are no warnings or messages reported by the regression method.
• A statement indicates that no outcome regression was performed.
If the augmented inverse probability weighted estimator is desired, this should not be the case.
• The results of the genetic algorithm used to optimize over $$\eta_{1}$$ show the estimated value $$\widehat{\mathcal{V}}_{IPW}(d_{\eta})$$ and the estimated parameters of the optimal restricted regime.
Users should verify that the regime was correctly interpreted by the software and that there are no warnings or messages reported by rgenoud::genoud().
• Finally, a tabled summary of the recommended treatments and the estimated value for the training data are shown. The sum of the elements of the table should be the number of individuals in the training data. If it is not, the data set is likely not complete; method implementation in DynTxRegime require complete data sets.

The first step of the post-analysis should always be model diagnostics. DynTxRegime comes with several tools to assist in this task. However, we have explored the outcome regression models previously and will skip that step here. Available model diagnostic tools are described under the Methods tab.

The first step of the post-analysis should always be model diagnostics. DynTxRegime comes with several tools to assist in this task. However, we have explored the propensity score model previously and will skip that step here. Many of the model diagnostic tools are described under the Methods tab.

The estimated parameters of the optimal treatment regime can be retrieved using DynTxRegime::regimeCoef(), which returns the parameters as determined by the genetic algorithm

DynTxRegime::regimeCoef(object = IPW3)
      eta11       eta12       eta13
-0.38167184  0.02356612 -0.87251940 

To determine the parameters uniquely, we further require that $$|n_{1}| = 1$$. From this, the estimated optimal treatment regime is

$d_{1}(h_{1};\widehat{\eta}_{1}) = \text{I} (-0.40 + 0.02 Ch - 0.92 K > 0).$

There are several methods available for the returned object that assist with model diagnostics, the exploration of training set results, and the estimation of optimal treatments for future patients. A complete description of these methods can be found under the Methods tab.

moMain, moCont, iter

For the augmented inverse probability weighted value estimator, moMain and moCont are modeling objects specifying the outcome regression. To illustrate, we will use the true outcome regression model

$Q^{3}_{1}(h_{1},a_{1};\beta_{1}) = \beta_{10} + \beta_{11} \text{Ch} + \beta_{12} \text{K} + a_{1}~(\beta_{13} + \beta_{14} \text{Ch} + \beta_{15} \text{K}),$

which is defined as modeling objects as follows

q3Main <- modelObj::buildModelObj(model = ~ (Ch + K),
solver.method = 'lm',
predict.method = 'predict.lm')
q3Cont <- modelObj::buildModelObj(model = ~ (Ch + K),
solver.method = 'lm',
predict.method = 'predict.lm')

Note that the formula in the contrast component does not contain the treatment variable; it contains only the covariates that interact with the treatment.

Both components of the outcome regression model are of the same class, and the models for each decision point should be fit as a single combined object. Thus, the iterative algorithm is not required, and iter should keep its default value.

moPropen

Input moPropen is a modeling object for the propensity score regression. We will again use the true propensity score model

$\pi^{3}_{1}(h_{1};\gamma_{1}) = \frac{\exp(\gamma_{10} + \gamma_{11}~\text{SBP0} + \gamma_{12}~\text{Ch})}{1+\exp(\gamma_{10} + \gamma_{11}~\text{SBP0}+ \gamma_{12}~\text{Ch})},$ which is defined as a modeling object as follows

p3 <- modelObj::buildModelObj(model = ~ SBP0 + Ch,
solver.method = 'glm',
solver.args = list(family='binomial'),
predict.method = 'predict.glm',
predict.args = list(type='response'))

data, response, txName

As for all methods discussed in this chapter: the “data.frame” containing the baseline covariates and treatment received is data set dataSBP, the treatment is contained in column $A of dataSBP, and the outcome of interest is the change in systolic blood pressure measured six months after treatment, $$y = \text{SBP0} - \text{SBP6}$$, which is already defined in our R environment. regimes To allow for direct comparison with the outcome regression estimator, the restricted class of regimes that we will consider is characterized by rules of the form $d_{1}(h_{1};\eta_{1}) = \text{I}(\eta_{11} + \eta_{12}~\text{Ch} + \eta_{13} ~ \text{K} > 0).$ The rule is specified using a user-defined function, which is passed to the method through input regimes. The user-defined function must accept as input the regime parameter names and the data set, and the function must return a vector of the recommended treatment. For this regime, the function can be specified as reg <- function(eta11, eta12, eta13, data) { tmp <- eta11 + eta12 * data$Ch + eta13 * data$K > 0.0 return( as.integer(x = tmp) ) } where inputs eta11, eta12, and eta13 are the parameters of the regime to be estimated and data is the a ‘data.frame’ object for the analysis. This structure for the input argument list (all parameter names followed by data) is required. Note that the function 1. defines the regime for the entire data set, and 2. returns values of the same class as the treatment variable. fSet Circumstances under which this input would be utilized are not represented by the data set generated for illustration in this chapter. $$\ldots$$ (ellipsis) We must provide some additional inputs required by rgenoud::genoud() to estimate the parameters of the treatment regime • the search space for the $$\eta$$ parameters, • initial guess for the $$\eta$$ parameters, and • population size for the algorithm. Because rgenoud::genoud() searches for all parameters simultaneously, the search space and initial guesses must be provided for all parameters at once. For our example we choose to define these additional inputs to be. Domains <- rbind( c(-1.0,1.0), c(-1.0,1.0), c(-1.0,1.0) ) starting.values <- c(0.0, 0.0, 0.0) pop.size <- 1000L For additional information on these and other available inputs for the genetic algorithm, please see ?rgenound::genoud. R Function Call The optimal treatment regime, $$\widehat{d}_{AIPW,1}^{opt}(h_{1})$$, is estimated as follows. AIPW33 <- DynTxRegime::optimalSeq(moPropen = p3, moMain = q3Main, moCont = q3Cont, data = dataSBP, response = y, txName = 'A', regimes = reg, Domains = Domains, pop.size = pop.size, starting.values = starting.values, verbose = TRUE) Value Search - Missing Data Perspective. Propensity for treatment regression. Regression analysis for moPropen: Call: glm(formula = YinternalY ~ SBP0 + Ch, family = "binomial", data = data) Coefficients: (Intercept) SBP0 Ch -15.94153 0.07669 0.01589 Degrees of Freedom: 999 Total (i.e. Null); 997 Residual Null Deviance: 1378 Residual Deviance: 1162 AIC: 1168 Outcome regression. Combined outcome regression model: ~ Ch+K + A + A:(Ch+K) . Regression analysis for Combined: Call: lm(formula = YinternalY ~ Ch + K + A + Ch:A + K:A, data = data) Coefficients: (Intercept) Ch K A Ch:A K:A -15.6048 -0.2035 12.2849 -61.0979 0.5048 -6.6099 Genetic Algorithm$value
 13.14356

$par  -0.92419308 0.01204358 -0.27660824$gradients
 NA NA NA

$generations  19$peakgeneration
 8

$popsize  1000$operators
 122 125 125 125 125 126 125 126   0

Recommended Treatments:
0   1
221 779

Estimated value: 13.14356 

Above, we opted to set verbose to TRUE to highlight some of the information that should be verified by a user. Notice the following:

• The first line of the verbose output indicates that the selected value estimator is the value search estimator from the missing data perspective.
Users should verify that this is the intended estimator.
• The information provided for the propensity score and outcome regressions is not defined within DynTxRegime::optimalSeq(), but is specified by the statistical method selected to obtain parameter estimates; in this example it is defined by stats::glm() and stats::lm().
Users should verify that the models were correctly interpreted by the software and that there are no warnings or messages reported by the regression methods.
• The results of the genetic algorithm used to optimize over $$\eta_{1}$$ show the estimated value, $$\widehat{\mathcal{V}}_{AIPW}(d_{\eta})$$, and the estimated parameters of the optimal restricted regime.
Users should verify that the model was correctly interpreted by the software and that there are no warnings or messages reported by rgenoud::genoud().
• Finally, a tabled summary of the recommended treatments and the estimated value for the training data are shown. The sum of the elements of the table should be the number of individuals in the training data. If it is not, the data set is likely not complete; method implementation in DynTxRegime require complete data sets.

The first step of the post-analysis should always be model diagnostics. DynTxRegime comes with several tools to assist in this task. However, we have explored the outcome regression models previously and will skip that step here. Available model diagnostic tools are described under the Methods tab.

The estimated parameters of the optimal treatment regime can be retrieved using DynTxRegime::regimeCoef(), which returns the parameters as determined by the genetic algorithm

DynTxRegime::regimeCoef(object = AIPW33)
      eta11       eta12       eta13
-0.92419308  0.01204358 -0.27660824 

To determine the parameters uniquely, we further require that $$|n_{1}| = 1$$. From this, the estimated optimal treatment regime is

$d_{1}(h_{1};\widehat{\eta}_{1}) = \text{I} (-0.96 + 0.01 Ch - 0.29 K > 0).$

There are several methods available for the returned object that assist with model diagnostics, the exploration of training set results, and the estimation of optimal treatments for future patients. A complete description of these methods can be found under the Methods tab.

In the table below, we show the estimated value obtained using the simple inverse probability weighted estimator under each of the propensity score models considered and using the augmented inverse probability weighted estimator under all combinations of the outcome and propensity score models. In parentheses, we show the total number of individuals in the training data recommended to each treatment. The shaded region indicates the results for the augmented inverse probability weighted estimator.

 (mmHg) $$\widehat{\mathcal{V}}_{IPW}(d^{opt})$$ $$Q^{1}_{1}(h_{1},a_{1};\beta_{1})$$ $$Q^{2}_{1}(h_{1},a_{1};\beta_{1})$$ $$Q^{3}_{1}(h_{1},a_{1};\beta_{1})$$ $$\pi^{1}_{1}(h_{1};\gamma_{1})$$ 16.95 (216, 784) 16.05 (188, 812) 13.26 (219, 781) 13.13 (219, 781) $$\pi^{2}_{1}(h_{1};\gamma_{1})$$ 13.23 (217, 783) 13.21 (261, 739) 13.20 (217, 783) 13.13 (219, 781) $$\pi^{3}_{1}(h_{1};\gamma_{1})$$ 13.09 (216, 784) 13.19 (243, 757) 13.19 (217, 783) 13.14 (221, 779)

Next, we show the parameters of the estimated optimal treatment regime obtained using the same estimators and model combinations as above.

 ($$\widehat{\eta}_{1},\widehat{\eta}_{2},\widehat{\eta}_{3}$$) IPW $$Q^{1}_{1}(h_{1},a_{1};\beta_{1})$$ $$Q^{2}_{1}(h_{1},a_{1};\beta_{1})$$ $$Q^{3}_{1}(h_{1},a_{1};\beta_{1})$$ $$\pi^{1}_{1}(h_{1};\gamma_{1})$$ (-0.40, 0.02, -0.92) (-0.80, 0.02, -0.60) (-0.97, 0.01, -0.23) (-0.97, 0.01, -0.23) $$\pi^{2}_{1}(h_{1};\gamma_{1})$$ (-0.98, 0.01, -0.19) (-0.79, 0.02, -0.62) (-0.98, 0.01, -0.21) (-0.97, 0.01, -0.22) $$\pi^{3}_{1}(h_{1};\gamma_{1})$$ (-0.40, 0.02, -0.92) (-0.83, 0.02, -0.55) (-0.97, 0.01, -0.22) (-0.96, 0.01, -0.29)

We illustrate the methods available for objects of class “OptimalSeqMissing” by considering the following analysis:

q3Main <- modelObj::buildModelObj(model = ~ (Ch + K),
solver.method = 'lm',
predict.method = 'predict.lm')
q3Cont <- modelObj::buildModelObj(model = ~ (Ch + K),
solver.method = 'lm',
predict.method = 'predict.lm')
p3 <- modelObj::buildModelObj(model = ~ SBP0 + Ch,
solver.method = 'glm',
solver.args = list(family='binomial'),
predict.method = 'predict.glm',
predict.args = list(type='response'))
reg <- function(eta11, eta12, eta13, data) {
tmp <- eta11 + eta12 * data$Ch + eta13 * data$K > 0.0
return( as.integer(x = tmp) )
}
Domains <- rbind( c(-1.0,1.0), c(-1.0,1.0), c(-1.0,1.0) )
starting.values <- c(0.0, 0.0, 0.0)
pop.size <- 1000L
result <- DynTxRegime::optimalSeq(moPropen = p3,
moMain = q3Main,
moCont = q3Cont,
data = dataSBP,
response = y,
txName = 'A',
regimes = reg,
Domains = Domains,
pop.size = pop.size,
starting.values = starting.values,
verbose = FALSE)

Available Methods

Function Description
Call(name, …) Retrieve the unevaluated call to the statistical method.
coef(object, …) Retrieve estimated parameters of postulated propensity and/or outcome models.
DTRstep(object) Print description of method used to estimate the treatment regime and value.
estimator(x, …) Retrieve the estimated value of the estimated optimal treatment regime for the training data set.
fitObject(object, …) Retrieve the regression analysis object(s) without the modelObj framework.
genetic(object, …) Retrieve the results of the genetic algorithm.
optTx(x, …) Retrieve the estimated optimal treatment regime and decision functions for the training data.
optTx(x, newdata, …) Predict the optimal treatment regime for new patient(s).
outcome(object, …) Retrieve the regression analysis for the outcome regression step.
plot(x, suppress = FALSE, …) Generate diagnostic plots for the regression object (input suppress = TRUE suppresses title changes indicating regression step.).
print(x, …) Print main results.
propen(object, …) Retrieve the regression analysis for the propensity score regression step
regimeCoef(object, …) Retrieve the estimated parameters of the optimal restricted treatment regime.
show(object) Show main results.
summary(object, …) Retrieve summary information from regression analyses.

General Functions

Call(name, …)

The unevaluated call to the statistical method can be retrieved as follows

DynTxRegime::Call(name = result)
DynTxRegime::optimalSeq(Domains = Domains, pop.size = pop.size,
starting.values = starting.values, int.seed = 1234L, unif.seed = 1234L,
moPropen = p3, moMain = q3Main, moCont = q3Cont, data = dataSBP,
response = y, txName = "A", regimes = reg, verbose = FALSE)

The returned object can be used to re-call the analysis with modified inputs.

For example, to complete the analysis with a different outcome regression model requires only the following code.

q3Main <- modelObj::buildModelObj(model = ~ (K + Ch + Cr),
solver.method = 'lm',
predict.method = 'predict.lm')
eval(expr = DynTxRegime::Call(name = result))
Value Search - Missing Data Perspective
Propensity Regression Analysis
moPropen

Call:  glm(formula = YinternalY ~ SBP0 + Ch, family = "binomial", data = data)

Coefficients:
(Intercept)         SBP0           Ch
-15.94153      0.07669      0.01589

Degrees of Freedom: 999 Total (i.e. Null);  997 Residual
Null Deviance:      1378
Residual Deviance: 1162     AIC: 1168
Outcome Regression Analysis
Combined

Call:
lm(formula = YinternalY ~ K + Ch + Cr + A + Ch:A + K:A, data = data)

Coefficients:
(Intercept)            K           Ch           Cr            A         Ch:A          K:A
-15.4733      12.2874      -0.2035      -0.1761     -61.0865       0.5048      -6.6132

Genetic
$value  13.14306$par
 -0.92419308  0.01204358 -0.27660824

$gradients  NA NA NA$generations
 19

$peakgeneration  8$popsize
 1000

$operators  122 125 125 125 125 126 125 126 0 Regime eta11 eta12 eta13 -0.92419308 0.01204358 -0.27660824 Recommended Treatments: 0 1 221 779 Estimated value: 13.14306  DTRstep(object) This function provides a reminder of the analysis used to obtain the object. DynTxRegime::DTRstep(object = result) Value Search - Missing Data Perspective summary(object, …) The summary() function provides a list containing the main results of the analysis, including regression steps, cross-validation steps, optimization steps, and estimated optimal values. The exact structure of the object returned depends on the statistical method and chosen inputs. DynTxRegime::summary(object = result) $propensity

Call:
glm(formula = YinternalY ~ SBP0 + Ch, family = "binomial", data = data)

Deviance Residuals:
Min       1Q   Median       3Q      Max
-2.3891  -0.9502  -0.4940   0.9939   2.1427

Coefficients:
Estimate Std. Error z value Pr(>|z|)
(Intercept) -15.941527   1.299952 -12.263   <2e-16 ***
SBP0          0.076687   0.007196  10.657   <2e-16 ***
Ch            0.015892   0.001753   9.066   <2e-16 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

(Dispersion parameter for binomial family taken to be 1)

Null deviance: 1377.8  on 999  degrees of freedom
Residual deviance: 1161.6  on 997  degrees of freedom
AIC: 1167.6

Number of Fisher Scoring iterations: 3

$outcome$outcome$Combined Call: lm(formula = YinternalY ~ Ch + K + A + Ch:A + K:A, data = data) Residuals: Min 1Q Median 3Q Max -9.0371 -1.9376 0.0051 2.0127 9.6452 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -15.604845 1.636349 -9.536 <2e-16 *** Ch -0.203472 0.002987 -68.116 <2e-16 *** K 12.284852 0.358393 34.278 <2e-16 *** A -61.097909 2.456637 -24.871 <2e-16 *** Ch:A 0.504816 0.004422 114.168 <2e-16 *** K:A -6.609876 0.538386 -12.277 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.925 on 994 degrees of freedom Multiple R-squared: 0.961, Adjusted R-squared: 0.9608 F-statistic: 4897 on 5 and 994 DF, p-value: < 2.2e-16$genetic
$genetic$value
 13.14356

$genetic$par
 -0.92419308  0.01204358 -0.27660824

$genetic$gradients
 NA NA NA

$genetic$generations
 19

$genetic$peakgeneration
 8

$genetic$popsize
 1000

$genetic$operators
 122 125 125 125 125 126 125 126   0

$regime eta11 eta12 eta13 -0.92419308 0.01204358 -0.27660824$optTx
0   1
221 779

$value  13.14356 Model Diagnostics Though the required regression analyses are performed within the function, users should perform diagnostics to ensure that the posited models are suitable. DynTxRegime includes limited functionality for such tasks. For most R regression methods, the following functions are defined. coef(object, …) The estimated parameters of the regression model(s) can be retrieved using DynTxRegime::coef(). The value object returned is a list, the elements of which correspond to the individual regression steps of the method. DynTxRegime::coef(object = result) $propensity
(Intercept)         SBP0           Ch
-15.94152713   0.07668662   0.01589158

$outcome$outcome$Combined (Intercept) Ch K A Ch:A K:A -15.6048448 -0.2034722 12.2848519 -61.0979087 0.5048157 -6.6098761  plot(x, suppress, …) If defined by the regression methods, standard diagnostic plots can be generated using DynTxRegime::plot(). The plots generated are defined by the regression method and thus might vary from that shown here. If alternative or additional plots are desired, see function DynTxRegime::fitObject() below. graphics::par(mfrow = c(2,2)) DynTxRegime::plot(x = result)  The value of input variable suppress determines if the plot titles are concatenated with an identifier of the regression analysis being plotted. For example, below we plot the Residuals vs Fitted for the propensity score and outcome regressions with and without the title concatenation. graphics::par(mfrow = c(2,2)) DynTxRegime::plot(x = result, which = 1) DynTxRegime::plot(x = result, suppress = TRUE, which = 1) fitObject(object, …) If there are additional diagnostic tools defined for a regression method used in the analysis but not implemented in DynTxRegime, the value object returned by the regression method can be extracted using function DynTxRegime::fitObject(). This function extracts the regression method and strips away the modeling object framework. fitObj <- DynTxRegime::fitObject(object = result) fitObj $propensity

Call:  glm(formula = YinternalY ~ SBP0 + Ch, family = "binomial", data = data)

Coefficients:
(Intercept)         SBP0           Ch
-15.94153      0.07669      0.01589

Degrees of Freedom: 999 Total (i.e. Null);  997 Residual
Null Deviance:      1378
Residual Deviance: 1162     AIC: 1168

$outcome$outcome$Combined Call: lm(formula = YinternalY ~ Ch + K + A + Ch:A + K:A, data = data) Coefficients: (Intercept) Ch K A Ch:A K:A -15.6048 -0.2035 12.2849 -61.0979 0.5048 -6.6099  As for DynTxRegime::coef(), a list is returned with each element corresponding to a regression step. The class of each list element is that returned by the modeling fitting function. For example, is(object = fitObj$outcome$Combined)  "lm" "oldClass" is(object = fitObj$propensity)
 "glm"      "lm"       "oldClass"

As such, these objects can be passed to any tool defined for these classes. For example, the methods available for the object returned by the propensity score regression are

utils::methods(class = is(object = fitObj$propensity)[1L])   add1 anova coerce confint cooks.distance deviance drop1 effects  extractAIC family formula influence initialize logLik model.frame nobs  predict print residuals rstandard rstudent show slotsFromS3 summary  vcov weights see '?methods' for accessing help and source code So, to plot the residuals graphics::plot(x = residuals(object = fitObj$propensity)) Or, to retrieve the variance-covariance matrix of the parameters

stats::vcov(object = fitObj$propensity)  (Intercept) SBP0 Ch (Intercept) 1.689875691 -8.970374e-03 -1.095841e-03 SBP0 -0.008970374 5.178554e-05 2.752417e-06 Ch -0.001095841 2.752417e-06 3.072313e-06 genetic(object, …), outcome(object, …), and propen(object, …) The methods DynTxRegime::propen(), DynTxRegime::outcome(), and DynTxRegime::genetic() return the value objects for the propensity score, the outcome, or the genetic algorithm analysis, respectively. DynTxRegime::outcome(object = result) $Combined

Call:
lm(formula = YinternalY ~ Ch + K + A + Ch:A + K:A, data = data)

Coefficients:
(Intercept)           Ch            K            A         Ch:A          K:A
-15.6048      -0.2035      12.2849     -61.0979       0.5048      -6.6099  
DynTxRegime::propen(object = result)

Call:  glm(formula = YinternalY ~ SBP0 + Ch, family = "binomial", data = data)

Coefficients:
(Intercept)         SBP0           Ch
-15.94153      0.07669      0.01589

Degrees of Freedom: 999 Total (i.e. Null);  997 Residual
Null Deviance:      1378
Residual Deviance: 1162     AIC: 1168
DynTxRegime::genetic(object = result)
$value  13.14356$par
 -0.92419308  0.01204358 -0.27660824

$gradients  NA NA NA$generations
 19

$peakgeneration  8$popsize
 1000

$operators  122 125 125 125 125 126 125 126 0 Estimated Regime and Value Once satisfied that the postulated models are suitable, the estimated optimal treatment regime, the recommended treatments, and the estimated value for the dataset used for the analysis can be retrieved. regimeCoef(object, …) The estimated optimal treatment regime is retrieved using function DynTxRegime::regimeCoef(), which returns the parameters as determined by the optimization method. For example, DynTxRegime::regimeCoef(object = result)  eta11 eta12 eta13 -0.92419308 0.01204358 -0.27660824  optTx(x, …) Function DynTxRegime::optTx() returns $$\widehat{d}^{opt}_{IPW}$$ or $$\widehat{d}^{opt}_{AIPW}$$, the estimated optimal treatment, for each individual in the training data. DynTxRegime::optTx(x = result) $optimalTx
 1 0 1 1 1 1 1 0 1 1 1 1 1 0 0 1 0 0 0 1 1 1 0 1 1 1 1 1 1 1 1 1 0 1 1 1 1 1 0 1 1 1 1 0 1 1 1 0 1 1 1 1 1 1 1 1 1 1 1
 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 1 1 0 1 1 1 0 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 1 1 1 1 1 1 0 1 1 1 1 1 0 1
 1 1 1 1 1 1 1 0 1 0 1 1 1 1 1 0 1 1 1 1 0 1 1 1 1 1 0 1 1 1 0 1 1 1 1 1 1 0 1 1 1 1 1 1 1 0 1 1 1 1 1 1 1 0 1 0 1 1 1
 1 1 1 1 1 1 1 1 0 1 1 0 1 1 1 1 1 1 1 0 1 1 1 0 0 1 0 1 1 0 1 1 0 0 0 1 1 1 0 1 1 1 1 1 1 1 1 1 1 1 0 1 1 1 1 1 0 1 1
 1 1 1 0 1 0 1 0 1 1 1 1 0 1 1 1 1 1 1 1 1 1 0 0 0 0 1 1 0 1 1 0 1 1 1 1 1 0 1 1 1 1 0 1 1 1 0 1 0 1 0 1 1 1 0 1 1 1 1
 1 1 1 1 1 1 1 1 1 1 1 0 1 1 0 1 1 1 1 1 0 0 1 0 1 1 1 0 1 1 0 1 1 1 1 1 1 1 1 1 1 1 1 1 0 1 1 1 1 1 1 1 1 1 1 0 1 1 1
 1 0 1 1 1 1 1 1 1 1 1 1 1 0 1 1 0 0 1 0 1 1 1 1 1 1 1 0 1 0 1 1 1 1 1 0 0 1 0 1 1 0 1 1 1 1 1 1 1 1 1 1 1 0 1 1 0 1 1
 1 1 1 0 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 1 0 1 1 0 1 1 1 1 1 1 1 0 0 0 1 1 1 1 1 1 1 1 0 1 1 1 1 1 1 1 1 1
 0 1 1 1 0 1 1 1 1 1 1 0 1 0 1 1 1 1 1 1 1 1 0 0 1 1 1 1 0 0 1 0 0 1 1 0 1 1 1 0 1 1 1 0 1 1 1 1 0 1 1 1 1 1 1 1 0 1 0
 0 1 1 1 0 1 1 1 1 1 0 0 1 0 1 1 1 1 0 1 1 1 0 1 0 1 1 1 1 1 1 1 1 1 1 1 1 1 0 1 0 0 1 1 0 1 1 1 0 1 0 1 1 1 1 1 0 0 1
 1 0 1 1 1 1 1 0 1 1 1 1 1 1 1 1 1 0 1 0 0 1 0 1 1 1 1 1 0 0 1 1 1 1 1 0 1 0 1 0 0 1 1 0 0 1 1 1 1 1 0 1 0 0 1 1 1 1 1
 1 1 1 1 1 1 0 1 1 1 1 1 1 1 1 1 0 1 1 1 1 0 1 1 1 1 1 1 1 0 0 1 0 1 1 1 1 0 0 0 0 1 1 1 1 1 0 0 1 1 1 1 1 1 1 1 1 1 1
 1 1 1 1 1 1 1 0 1 0 1 0 1 1 0 1 0 0 1 1 1 0 1 1 0 1 1 0 1 0 0 1 1 1 0 1 0 1 1 1 1 1 0 1 1 0 0 1 1 1 1 1 0 0 0 1 1 1 1
 0 1 1 1 1 0 1 1 1 0 1 1 1 1 1 1 1 1 1 0 0 1 1 0 0 1 0 1 1 1 1 0 1 1 1 0 1 1 1 1 1 1 0 0 1 1 0 1 0 1 1 1 1 0 1 0 1 0 0
 0 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 1 1 0 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 1 1 1 1 1 1 1 1 1 0 1 0 1 1 1 1 1 0 1 1 1
 1 0 1 1 1 0 1 0 1 1 1 1 1 0 1 1 1 0 1 0 1 0 1 1 1 1 0 1 1 1 1 1 1 0 1 0 1 0 0 0 1 1 0 1 1 1 1 1 1 1 1 1 1 1 0 1 1 1 1
 1 0 1 1 1 1 1 1 1 1 0 1 1 1 1 0 1 1 0 1 1 1 1 1 1 0 1 1 1 1 1 1 0 1 1 0 1 1 1 1 1 0 0 1 0 1 1 0 1 0 0 0 1 1 1 1

$decisionFunc  NA The object returned is a list. Element$optimalTx corresponds to the $$\widehat{d}^{opt}_{\eta}(H_{1i}; \widehat{\eta}_{1})$$; element $decisionFunc is NA as it is not defined in this context but is included for continuity across methods. estimator(x, …) Function DynTxRegime::estimator() retrieves $$\widehat{\mathcal{V}}_{AIPW}(d^{opt})$$ or $$\widehat{\mathcal{V}}_{IPW}(d^{opt})$$, the estimated value under the estimated optimal treatment regime. DynTxRegime::estimator(x = result)  13.14356 Recommend Treatment for New Patient optTx(x, newdata, …) Function DynTxRegime::optTx() is also used to recommend treatment for new patients based on the analysis provided. For instance, consider the following new patients: The first new patient has the following baseline covariates print(x = patient1)  SBP0 W K Cr Ch 1 162 72.6 4.2 0.8 209.2 The recommended treatment based on the previous analysis is obtained by providing the object returned by DynTxRegime::optimalSeq() as well as a data.frame object that contains the baseline covariates of the new patient. DynTxRegime::optTx(x = result, newdata = patient1) $optimalTx
 1

$decisionFunc  NA Treatment A= 1 is recommended. The second new patient has the following baseline covariates print(x = patient2)  SBP0 W K Cr Ch 1 153 68.2 4.5 0.8 178.8 And the recommended treatment is obtained by calling DynTxRegime::optTx(x = result, newdata = patient2) $optimalTx
 0

decisionFunc  NA Treatment A= 0 is recommended. ## Comparison of Estimators The table below compares the estimated values and regime parameters for all of the estimators discussed here and under all the models considered in this chapter.  (mmHg) $$\widehat{\mathcal{V}}_{IPW}$$ $$Q^{1}_{1}(h_{1},a_{1};\beta_{1})$$ $$Q^{2}_{1}(h_{1},a_{1};\beta_{1})$$ $$Q^{3}_{1}(h_{1},a_{1};\beta_{1})$$ $$\widehat{\mathcal{V}}_{Q}$$ — 14.26 13.16 13.22 $$\pi^{1}_{1}(h_{1};\gamma_{1})$$ 16.95 16.05 13.26 13.13 $$\pi^{2}_{1}(h_{1};\gamma_{1})$$ 13.23 13.21 13.20 13.13 $$\pi^{3}_{1}(h_{1};\gamma_{1})$$ 13.09 13.19 13.19 13.14  ($$\widehat{\eta}_{1},\widehat{\eta}_{2},\widehat{\eta}_{3}$$) IPW $$Q^{1}_{1}(h_{1},a_{1};\beta_{1})$$ $$Q^{2}_{1}(h_{1},a_{1};\beta_{1})$$ $$Q^{3}_{1}(h_{1},a_{1};\beta_{1})$$ Q — — — (-0.99, 0.01, -0.11) $$\pi^{1}_{1}(h_{1};\gamma_{1})$$ (-0.38, 0.02, -0.87) (-0.80, 0.02, -0.60) (-0.97, 0.01, -0.23) (-0.97, 0.01, -0.23) $$\pi^{2}_{1}(h_{1};\gamma_{1})$$ (-1.00, 0.01, -0.20) (-0.79, 0.02, -0.62) (-0.98, 0.01, -0.21) (-0.97, 0.01, -0.22) $$\pi^{3}_{1}(h_{1};\gamma_{1})$$ (-0.38, 0.02, -0.87) (-0.83, 0.02, -0.55) (-0.97, 0.01, -0.22) (-0.96, 0.01, -0.29) We have carried out a simulation study to evaluate the performances of the presented methods. We generated 1000 Monte Carlo data sets, each with $$n=1000$$. The table below compares the Monte Carlo average estimated value and standard deviation of the estimated value. In addition, the Monte Carlo average of the standard errors as defined previously for each estimator. Using a Monte Carlo simulation with $$10^6$$ replicates, we obtained $$\mathcal{V}(d^{opt}) = 13.46$$.  (mmHg) $$\widehat{\mathcal{V}}_{IPW}(d)$$ $$Q^{1}_{1}(h_{1},a_{1};\beta_{1})$$ $$Q^{2}_{1}(h_{1},a_{1};\beta_{1})$$ $$Q^{3}_{1}(h_{1},a_{1};\beta_{1})$$ $$\widehat{\mathcal{V}}_{Q}(d)$$ --- 14.98 (0.65) 13.43 (0.37) 13.45 (0.36) $$\pi^{1}_{1}(h_{1};\gamma_{1})$$ 17.58 (0.63) 16.63 (0.54) 13.54 (0.38) 13.45 (0.37) $$\pi^{2}_{1}(h_{1};\gamma_{1})$$ 13.46 (0.38) 13.52 (0.43) 13.46 (0.39) 13.45 (0.37) $$\pi^{3}_{1}(h_{1};\gamma_{1})$$ 13.47 (0.40) 13.57 (0.44) 13.46 (0.39) 13.45 (0.37) Below, we compare the Monte Carlo average of the estimated parameters for the optimal treatment regime. For the outcome regression method we have excluded the estimated regimes under models $$Q^{1}_{1}(h_{1},a_{1};\beta_{1})$$ and $$Q^{2}_{1}(h_{1},a_{1};\beta_{1})$$ as the treatment regime of a different form. Recall that the \begin{align} d^{opt}_{1}(h_{1}) &= \text{I} (-65.0 + 0.5 \text{Ch} - 5.5 \text{K} > 0) \\ &= \text{I} (-0.996 + 0.008 \text{Ch} - 0.084 \text{K} > 0) \\ \end{align} where we have normalized the parameters to 1 in the second expression. In the Monte Carlo, parameters were normalized to 1 at each iteration; the MC average of the parameters is not normalized.  ($$\widehat{\eta}_{1},\widehat{\eta}_{2},\widehat{\eta}_{3}$$) $$\widehat{\mathcal{V}}_{IPW}(d)$$ $$Q^{1}_{1}(h_{1},a_{1};\beta_{1})$$ $$Q^{2}_{1}(h_{1},a_{1};\beta_{1})$$ $$Q^{3}_{1}(h_{1},a_{1};\beta_{1})$$ $$\widehat{\mathcal{V}}_{Q}(d)$$ --- --- --- (-0.996, 0.008,-0.085) $$\pi^{1}_{1}(h_{1};\gamma_{1})$$ (-0.700, 0.018,-0.600) (-0.440, 0.022,-0.747) (-0.770, 0.017,-0.541) (-0.894, 0.013,-0.349) $$\pi^{2}_{1}(h_{1};\gamma_{1})$$ (-0.800, 0.016,-0.478) (-0.672, 0.018,-0.577) (-0.850, 0.016,-0.423) (-0.892, 0.014,-0.353) $$\pi^{3}_{1}(h_{1};\gamma_{1})$$ (-0.780, 0.017,-0.505) (-0.626, 0.019,-0.607) (-0.829, 0.015,-0.444) (-0.885, 0.014,-0.371) ## $$Q_{1}(h_{1}, a_{1};\beta_{1})$$ Throughout Chapters 2-4, we consider three outcome regression models selected to represent a range of model (mis)specification. Note that we are not demonstrating a definitive analysis that one might do in practice, in which the analyst would use all sorts of variable selection techniques, etc., to arrive at a posited model. Rather, our objective is to illustrate how the methods work under a range of model (mis)specification. Click on each tab below to see the model and basic model diagnostic steps. Note that this information was discussed previously in Chapter 2 and is repeated here for convenience. The first model is a completely misspecified model $Q^{1}_{1}(h_{1},a_{1};\beta_{1}) = \beta_{10} + \beta_{11} \text{W} + \beta_{12} \text{Cr} + a_{1}~(\beta_{13} + \beta_{14} \text{Cr}).$ ### Modeling Object The parameters of this model will be estimated using ordinary least squares via R’s stats::lm() function. Predictions will be made using stats::predict.lm(), which by default returns predictions on the scale of the response variable. The modeling objects for this regression step is q1 <- modelObj::buildModelObj(model = ~ W + A*Cr, solver.method = 'lm', predict.method = 'predict.lm') ### Model Diagnostics Though ultimately, the regression steps will be performed within the implementations of the treatment effect and value estimators, we make use of modelObj::fit() to perform some preliminary model diagnostics. For $$Q^{1}_{1}(h_{1},a_{1};\beta_{1})$$ the regression can be completed as follows OR1 <- modelObj::fit(object = q1, data = dataSBP, response = y) OR1 <- modelObj::fitObject(object = OR1) OR1  Call: lm(formula = YinternalY ~ W + A + Cr + A:Cr, data = data) Coefficients: (Intercept) W A Cr A:Cr -6.66893 0.02784 16.46653 0.56324 2.41004  where for convenience we have made use of modelObj’s fitObject() function to strip away the modeling object framework making OR1 an object of class “lm.” Let’s examine the regression results for the model under consideration. First, the diagnostic plots defined for “lm” objects. par(mfrow = c(2,2)) graphics::plot(x = OR1) We see that the diagnostic plots for model $$Q^{1}_{1}(h_{1},a_{1};\beta_{1})$$ show some unusual behaviors. The two groupings of residuals in the Residuals vs Fitted and the Scale-Location plots are reflecting the fact that the model includes only the covariates W and Cr, neither of which are associated with outcome in the true regression relationship. Thus, for all practical purposes the model is fitting the two treatment means. Now, let’s examine the summary statistics for the regression step summary(object = OR1)  Call: lm(formula = YinternalY ~ W + A + Cr + A:Cr, data = data) Residuals: Min 1Q Median 3Q Max -35.911 -7.605 -0.380 7.963 35.437 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -6.66893 4.67330 -1.427 0.15389 W 0.02784 0.02717 1.025 0.30564 A 16.46653 5.96413 2.761 0.00587 ** Cr 0.56324 5.07604 0.111 0.91167 A:Cr 2.41004 7.22827 0.333 0.73889 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 11.6 on 995 degrees of freedom Multiple R-squared: 0.3853, Adjusted R-squared: 0.3828 F-statistic: 155.9 on 4 and 995 DF, p-value: < 2.2e-16 We see that the residual standard error is large and that the adjusted R-squared value is small. Readers familiar with R might have noticed that the response variable specified in the call to the regression method is YinternalY. This is an internal naming convention within package modelObj; it is understood to represent the outcome of interest $$y$$. The second model is an incomplete model having only one of the covariates of the true model, $Q^{2}_{1}(h_{1},a_{1};\beta_{1}) = \beta_{10} + \beta_{11} \text{Ch} + a_{1}~(\beta_{12} + \beta_{13} \text{Ch}).$ ### Modeling Object As for $$Q^{1}_{1}(h_{1},a_{1};\beta_{1})$$, the parameters of this model will be estimated using ordinary least squares via R’s stats::lm() function. Predictions will be made using stats::predict.lm(), which by default returns predictions on the scale of the response variable. The modeling object for this regression step is q2 <- modelObj::buildModelObj(model = ~ Ch*A, solver.method = 'lm', predict.method = 'predict.lm') ### Model Diagnostics For $$Q^{2}_{1}(h_{1},a_{1};\beta_{1})$$ the regression can be completed as follows OR2 <- modelObj::fit(object = q2, data = dataSBP, response = y) OR2 <- modelObj::fitObject(object = OR2) OR2  Call: lm(formula = YinternalY ~ Ch + A + Ch:A, data = data) Coefficients: (Intercept) Ch A Ch:A 36.5101 -0.2052 -89.5245 0.5074  where for convenience we have made use of modelObj’s fitObject() function to strip away the modeling object framework making OR2 an object of class “lm.” First, let’s examine the diagnostic plots defined for “lm” objects. par(mfrow = c(2,4)) graphics::plot(x = OR2) graphics::plot(x = OR1) where we have included the diagnostic plots for model $$Q^{1}_{1}(h_{1},a_{1};\beta_{1})$$ for easy comparison. We see that the residuals from the fit of model $$Q^{2}_{1}(h_{1},a_{1};\beta_{1})$$ do not exhibit the two groupings, reflecting the fact that $$Q^{2}_{1}(h_{1},a_{1};\beta_{1})$$ is only partially misspecified in that it includes the important covariate Ch. Now, let’s examine the summary statistics for the regression step summary(object = OR2)  Call: lm(formula = YinternalY ~ Ch + A + Ch:A, data = data) Residuals: Min 1Q Median 3Q Max -16.1012 -2.7476 -0.0032 2.6727 15.1825 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 36.510110 0.933019 39.13 <2e-16 *** Ch -0.205226 0.004606 -44.56 <2e-16 *** A -89.524507 1.471905 -60.82 <2e-16 *** Ch:A 0.507374 0.006818 74.42 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 4.511 on 996 degrees of freedom Multiple R-squared: 0.907, Adjusted R-squared: 0.9068 F-statistic: 3239 on 3 and 996 DF, p-value: < 2.2e-16 Comparing to the diagnostics for model $$Q^{1}_{1}(h_{1},a_{1};\beta_{1})$$, we see that the residual standard error is smaller (4.51 vs 11.6) and that the adjusted R-squared value is larger (0.91 vs 0.38). Both of these results indicate that model $$Q^{2}_{1}(h_{1},a_{1};\beta_{1})$$ is a more suitable model for $$E(Y|X=x,A=a)$$ than model $$Q^{1}_{1}(h_{1},a_{1};\beta_{1})$$. The third model we will consider is the correctly specified model used to generate the dataset, $Q^{3}_{1}(h_{1},a_{1};\beta_{1}) = \beta_{10} + \beta_{11} \text{Ch} + \beta_{12} \text{K} + a_{1}~(\beta_{13} + \beta_{14} \text{Ch} + \beta_{15} \text{K}).$ ### Modeling Object As for $$Q^{1}_{1}(h_{1},a_{1};\beta_{1})$$ and $$Q^{2}_{1}(h_{1},a_{1};\beta_{1})$$, the parameters of this model will be estimated using ordinary least squares via R’s stats::lm() function. Predictions will be made using stats::predict.lm(), which by default returns predictions on the scale of the response variable. The modeling object for this regression step is q3 <- modelObj::buildModelObj(model = ~ (Ch + K)*A, solver.method = 'lm', predict.method = 'predict.lm') ### Model Diagnostics For $$Q^{3}_{1}(h_{1},a_{1};\beta_{1})$$ the regression can be completed as follows OR3 <- modelObj::fit(object = q3, data = dataSBP, response = y) OR3 <- modelObj::fitObject(object = OR3) OR3  Call: lm(formula = YinternalY ~ Ch + K + A + Ch:A + K:A, data = data) Coefficients: (Intercept) Ch K A Ch:A K:A -15.6048 -0.2035 12.2849 -61.0979 0.5048 -6.6099  where for convenience we have made use of modelObj’s fitObject() function to strip away the modeling object framework making OR3 an object of class “lm.” Again, let’s start by examining the diagnostic plots defined for “lm” objects. par(mfrow = c(2,4)) graphics::plot(x = OR3) graphics::plot(x = OR2) where we have included the diagnostic plots for model $$Q^{2}_{1}(h_{1},a_{1};\beta_{1})$$ for easy comparison. We see that the results for models $$Q^{2}_{1}(h_{1},a_{1};\beta_{1})$$ and $$Q^{3}_{1}(h_{1},a_{1};\beta_{1})$$ are very similar, with model $$Q^{3}_{1}(h_{1},a_{1};\beta_{1})$$ yielding slightly better diagnostics (e.g., smaller residuals); a result in line with the knowledge that $$Q^{3}_{1}(h_{1},a_{1};\beta_{1})$$ is the model used to generate the data. Now, let’s examine the summary statistics for the regression step summary(object = OR3)  Call: lm(formula = YinternalY ~ Ch + K + A + Ch:A + K:A, data = data) Residuals: Min 1Q Median 3Q Max -9.0371 -1.9376 0.0051 2.0127 9.6452 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -15.604845 1.636349 -9.536 <2e-16 *** Ch -0.203472 0.002987 -68.116 <2e-16 *** K 12.284852 0.358393 34.278 <2e-16 *** A -61.097909 2.456637 -24.871 <2e-16 *** Ch:A 0.504816 0.004422 114.168 <2e-16 *** K:A -6.609876 0.538386 -12.277 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.925 on 994 degrees of freedom Multiple R-squared: 0.961, Adjusted R-squared: 0.9608 F-statistic: 4897 on 5 and 994 DF, p-value: < 2.2e-16 As for model $$Q^{2}_{1}(h_{1},a_{1};\beta_{1})$$, we see that the residual standard error is smaller (2.93 vs 4.51) and that the adjusted R-squared value is larger (0.96 vs 0.91). Again, these results indicate that model $$Q^{3}_{1}(h_{1},a_{1};\beta_{1})$$ is a more suitable model than both models $$Q^{1}_{1}(h_{1},a_{1};\beta_{1})$$ and $$Q^{2}_{1}(h_{1},a_{1};\beta_{1})$$. ## $$\pi_{1}(h_{1};\gamma_{1})$$ Throughout Chapters 2-4, we consider three propensity score models selected to represent a range of model (mis)specification. Note that we are not demonstrating a definitive analysis that one might do in practice, in which the analyst would use all sorts of variable selection techniques, etc., to arrive at a posited model. Our objective is to illustrate how the methods work under a range of model (mis)specification. Click on each tab below to see the model and basic model diagnostic steps. Note that this information was discussed previously in Chapter 2 and is repeated here for convenience. The first model is a completely misspecified model having none of the covariates used in the data generating model $\pi^{1}_{1}(h_{1};\gamma_{1}) = \frac{\exp(\gamma_{10} + \gamma_{11}~\text{W} + \gamma_{12}~\text{Cr})}{1+\exp(\gamma_{10} + \gamma_{11}~\text{W} + \gamma_{12}~\text{Cr})}.$ ### Modeling Object The parameters of this model will be estimated using maximum likelihood via R’s stats::glm() function. Predictions will be made using stats::predict.glm(), which by default returns predictions on the scale of the linear predictors. We will see in the coming sections that this is not the most convenient scale, so we opt to include a modification to the default input argument of stats::predict.glm() to return predictions on the scale of the response variable, i.e., the probabilities. The modeling object for this model is specified as p1 <- modelObj::buildModelObj(model = ~ W + Cr, solver.method = 'glm', solver.args = list(family='binomial'), predict.method = 'predict.glm', predict.args = list(type='response')) ### Model Diagnostics Though we will implement our treatment effect and value estimators in such a way that the regression step is performed internally, it is convenient to do model diagnostics separately here. We will make use of modelObj::fit() to complete the regression step before considering individual treatment effect estimators. For $$\pi^{1}_{1}(h_{1};\gamma_{1})$$ the regression can be completed as follows: PS1 <- modelObj::fit(object = p1, data = dataSBP, response = dataSBPA)
PS1 <- modelObj::fitObject(object = PS1)
PS1

Call:  glm(formula = YinternalY ~ W + Cr, family = "binomial", data = data)

Coefficients:
(Intercept)            W           Cr
0.966434    -0.007919    -0.703766

Degrees of Freedom: 999 Total (i.e. Null);  997 Residual
Null Deviance:      1378
Residual Deviance: 1374     AIC: 1380

where for convenience we have made use of modelObj’s fitObject() function to strip away the modeling object framework making PS1 an object of class “glm.”

Now, let’s examine the regression results for the model under consideration.

summary(object = PS1)

Call:
glm(formula = YinternalY ~ W + Cr, family = "binomial", data = data)

Deviance Residuals:
Min      1Q  Median      3Q     Max
-1.239  -1.104  -1.027   1.248   1.443

Coefficients:
Estimate Std. Error z value Pr(>|z|)
(Intercept)  0.966434   0.624135   1.548   0.1215
W           -0.007919   0.004731  -1.674   0.0942 .
Cr          -0.703766   0.627430  -1.122   0.2620
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

(Dispersion parameter for binomial family taken to be 1)

Null deviance: 1377.8  on 999  degrees of freedom
Residual deviance: 1373.8  on 997  degrees of freedom
AIC: 1379.8

Number of Fisher Scoring iterations: 4

First, in comparing the null deviance (1377.8) and the residual deviance (1373.8), we see that including the independent variables does not significantly reduce the deviance. Thus, this model is not significantly better than the constant propensity score model. However, we know that the data mimics an observational study for which the propensity score is not constant or known. And, note that the Akaike Information Criterion (AIC) is large (1379.772). Though the AIC value alone does not tell us much about the quality of our model, we can compare this to other models to determine a relative quality.

The second model is an incomplete model having only one of the covariates of the true data generating model

$\pi^{2}_{1}(h_{1};\gamma_{1}) = \frac{\exp(\gamma_{10} + \gamma_{11} \text{Ch})}{1+\exp(\gamma_{10} + \gamma_{11} \text{Ch})}.$

### Modeling Object

As for $$\pi_{1}(h_{1};\gamma)$$ the parameters of this model will be estimated using maximum likelihood via R’s stats::glm() function. For convenience in later method implementations, we will again require that the predictions be returned on the scale of the probability.

The modeling objects for this regression step is

p2 <- modelObj::buildModelObj(model = ~ Ch,
solver.method = 'glm',
solver.args = list(family='binomial'),
predict.method = 'predict.glm',
predict.args = list(type='response'))

The regression is completed as follows:

PS2 <- modelObj::fit(object = p2, data = dataSBP, response = dataSBP$A) PS2 <- modelObj::fitObject(object = PS2) PS2  Call: glm(formula = YinternalY ~ Ch, family = "binomial", data = data) Coefficients: (Intercept) Ch -3.06279 0.01368 Degrees of Freedom: 999 Total (i.e. Null); 998 Residual Null Deviance: 1378 Residual Deviance: 1298 AIC: 1302 Again, we use summary() to examine statistics about the fit. summary(PS2)  Call: glm(formula = YinternalY ~ Ch, family = "binomial", data = data) Deviance Residuals: Min 1Q Median 3Q Max -1.7497 -1.0573 -0.7433 1.1449 1.9316 Coefficients: Estimate Std. Error z value Pr(>|z|) (Intercept) -3.062786 0.348085 -8.799 <2e-16 *** Ch 0.013683 0.001617 8.462 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 (Dispersion parameter for binomial family taken to be 1) Null deviance: 1377.8 on 999 degrees of freedom Residual deviance: 1298.2 on 998 degrees of freedom AIC: 1302.2 Number of Fisher Scoring iterations: 4 First, in comparing the null deviance (1377.8) and the residual deviance (1298.2), we see that including the independent variables leads to a smaller deviance than obtained from the intercept only model. And finally, we see that the AIC is large (1302.247), but it is less than that obtained for $$\pi^{1}_{1}(h_{1};\gamma_{1})$$ (1379.772). This result is not unexpected as we know that the model is only partially misspecified. The third model we will consider is the correctly specified model used to generate the data set, $\pi^{3}_{1}(h_{1};\gamma_{1}) = \frac{\exp(\gamma_{10} + \gamma_{11}~\text{SBP0} + \gamma_{12}~\text{Ch})}{1+\exp(\gamma_{10} + \gamma_{11}~\text{SBP0}+ \gamma_{12}~\text{Ch})}.$ The parameters of this model will be estimated using maximum likelihood via R’s stats::glm() function. Predictions will be made using stats::predict.glm(), and we include a modification to the default input argument of stats::predict.glm() to ensure that predictions are returned on the scale of the probability. . The modeling objects for this regression step is p3 <- modelObj::buildModelObj(model = ~ SBP0 + Ch, solver.method = 'glm', solver.args = list(family='binomial'), predict.method = 'predict.glm', predict.args = list(type='response')) The regression is completed as follows: PS3 <- modelObj::fit(object = p3, data = dataSBP, response = dataSBP$A)
PS3 <- modelObj::fitObject(object = PS3)
PS3

Call:  glm(formula = YinternalY ~ SBP0 + Ch, family = "binomial", data = data)

Coefficients:
(Intercept)         SBP0           Ch
-15.94153      0.07669      0.01589

Degrees of Freedom: 999 Total (i.e. Null);  997 Residual
Null Deviance:      1378
Residual Deviance: 1162     AIC: 1168

Again, we use summary() to examine statistics about the fit.

summary(PS3)

Call:
glm(formula = YinternalY ~ SBP0 + Ch, family = "binomial", data = data)

Deviance Residuals:
Min       1Q   Median       3Q      Max
-2.3891  -0.9502  -0.4940   0.9939   2.1427

Coefficients:
Estimate Std. Error z value Pr(>|z|)
(Intercept) -15.941527   1.299952 -12.263   <2e-16 ***
SBP0          0.076687   0.007196  10.657   <2e-16 ***
Ch            0.015892   0.001753   9.066   <2e-16 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

(Dispersion parameter for binomial family taken to be 1)

Null deviance: 1377.8  on 999  degrees of freedom
Residual deviance: 1161.6  on 997  degrees of freedom
AIC: 1167.6

Number of Fisher Scoring iterations: 3

First, we see from the null deviance (1377.8) and the residual deviance (1161.6) that including the independent variables does reduce the deviance as compared to the intercept only model. And finally, we see that the AIC is large (1167.621), but it is less than that obtained for both $$\pi^{1}_{1}(h_{1};\gamma_{1})$$ (1379.772) and $$\pi^{2}_{1}(h_{1};\gamma_{1})$$ (1302.247). This result is in-line with the knowledge that this is the data generating model.