Type: | Package |
Title: | IPW and Mean Score Methods for Time-Course Missing Data |
Version: | 0.1.2 |
Maintainer: | Atanu Bhattacharjee <atanustat@gmail.com> |
Description: | Contains functions for data analysis of Repeated measurement using GEE. Data may contain missing value in response and covariates. For parameter estimation through Fisher Scoring algorithm, Mean Score and Inverse Probability Weighted method combining with Multiple Imputation are used when there is missing value in covariates/response. Reference for mean score method, inverse probability weighted method is Wang et al(2007)<doi:10.1093/biostatistics/kxl024>. |
Imports: | mice,Matrix,MASS |
License: | GPL-3 |
Encoding: | UTF-8 |
LazyData: | true |
Depends: | R (≥ 2.10), lme4, spatstat |
RoxygenNote: | 7.3.2 |
NeedsCompilation: | no |
Author: | Atanu Bhattacharjee [aut, cre, ctb], Bhrigu Kumar Rajbongshi [aut, ctb], Gajendra K Vishwakarma [aut, ctb] |
Repository: | CRAN |
Suggests: | knitr, rmarkdown |
VignetteBuilder: | knitr |
Packaged: | 2025-04-16 04:56:43 UTC; bhrigu |
Date/Publication: | 2025-04-21 19:10:02 UTC |
Fit a geeglm model using AIPW
Description
provides augmented inverse probability weighted estimates of parameters for GEE model of response variable using different covariance structure
Usage
AIPW(
data,
formula,
id,
visit,
family,
init.beta = NULL,
init.alpha = NULL,
init.phi = NULL,
tol = 0.001,
weights = NULL,
corstr = "independent",
maxit = 50,
m = 2,
pMat,
method = NULL
)
Arguments
data |
longitudinal data set where each subject's outcome has been measured at same time points and number of visits for each patient is similar. Covariance structure of the outcome variable like "unstructured","independent","AR-1" ,"exchangeable" |
formula |
formula for the response model |
id |
column name of id of subjects in the dataset |
visit |
column name of timepoints of visit in the dataset |
family |
name of the distribution for the response variable, For more information on how to use |
init.beta |
initial values for the regression coefficient of GEE model |
init.alpha |
initial values for the correlation structure |
init.phi |
initial values for the csale parameter for |
tol |
tolerance in calculation of coefficients |
weights |
A vector of weights for each observation. If an observation has weight 0, it is excluded from the calculations of any parameters. Observations with a NA anywhere (even in variables not included in the model) will be assigned a weight of 0. Weights are updated as the mentioned the details. |
corstr |
a character string specifying the correlation structure. It could "independence", "exchangeable", "AR-1", "unstructured" |
maxit |
maximum number iteration for newton-raphson |
m |
number of imputation used to update the missing score function value due incomplete data. |
pMat |
predictor matrix as obtained in |
method |
method option for mice model,for information see mice |
Details
AIPW
It uses the inverse probability weighted method to reduce the bias
due to missing values in GEE model for longitudinal data. The response variable \mathbf{Y}
is related to the coariates as g(\mu)=\mathbf{X}\beta
, where g
is the link function for the glm. The estimating equation is
\sum_{i=1}^{k}\sum_{j=1}^{n}(\frac{\delta_{ij}}{\pi_{ij}}S(Y_{ij},\mathbf{X}_{ij},\mathbf{X}'_{ij})+(1-\frac{\delta_{ij}}{\pi_{ij}})\phi(\mathbf{V}=\mathbf{v}))=0
where \delta_{ij}=1
if there is missing value in covariates and 0 otherwise,
\mathbf{X}
is fully observed all subjects and \mathbf{X}'
is partially missing,
where \mathbf{V}=(Y,\mathbf{X})
. The missing score function values due to incomplete data are estimated
using an imputation model through mice which we have considered as \phi(\mathbf{V}=\mathbf{v}))
.
Value
A list of objects containing the following objects
- call
details about arguments passed in the function
- beta
estimated regression coeffictient value for the response model
- niter
number of iteration required
- betalist
list of beta values at different iteration
- weight
estimated weights for the observations
- mu
mu values according glm
- phi
etsimated phi value for the
glm
model- hessian
estimated hessian matrix obtained from the last iteration
- betaSand
sandwich estimator value for the variance covariance matrix of the beta
Author(s)
Atanu Bhattacharjee, Bhrigu Kumar Rajbongshi and Gajendra Kumar Vishwakarma
References
Wang, C. Y., Shen-Ming Lee, and Edward C. Chao. "Numerical equivalence of imputing scores and weighted estimators in regression analysis with missing covariates." Biostatistics 8.2 (2007): 468-473.
Seaman, Shaun R., and Stijn Vansteelandt. "Introduction to double robust methods for incomplete data." Statistical science: a review journal of the Institute of Mathematical Statistics 33.2 (2018): 184.
Vansteelandt, Stijn, James Carpenter, and Michael G. Kenward. "Analysis of incomplete data using inverse probability weighting and doubly robust estimators." Methodology: European Journal of Research Methods for the Behavioral and Social Sciences 6.1 (2010): 37.
See Also
Examples
## Not run:
##
formula<-C6kine~ActivinRIB+ActivinRIIA+ActivinRIIAB+Adiponectin+AgRP+ALCAM
pMat<-mice::make.predictorMatrix(srdata1[names(srdata1)%in%all.vars(formula)])
m1<-AIPW(data=srdata1,
formula<-formula,id='ID',
visit='Visit',family='gaussian',init.beta = NULL,
init.alpha=NULL,init.phi=1,tol=.00001,weights = NULL,
corstr = 'exchangeable',maxit=50,m=3,pMat=pMat)
##
## End(Not run)
Fit a geeglm model using meanScore
Description
provides mean score estimates of parameters for GEE model of response variable using different covariance structure
Usage
MeanScore(
data,
formula,
id,
visit,
family,
init.beta = NULL,
init.alpha = NULL,
init.phi = NULL,
tol = 0.001,
weights = NULL,
corstr = "independent",
maxit = 50,
m = 2,
pMat,
method = NULL
)
Arguments
data |
longitudinal data set where each subject's outcome has been measured at same time points and number of visits for each patient is similar. Covariance structure of the outcome variable like "unstructured","independent" ,"AR-1","exchnageable" |
formula |
formula for the response model |
id |
column name of id of subjects in the dataset |
visit |
column name of timepoints of visit in the dataset |
family |
name of the distribution for the response variable, For more information on how to use |
init.beta |
initial values for the regression coefficient of GEE model |
init.alpha |
initial values for the correlation structure |
init.phi |
initial values for the scale parameter |
tol |
tolerance in calculation of coefficients |
weights |
A vector of weights for each observation. If an observation has weight 0, it is excluded from the calculations of any parameters. Observations with a NA anywhere (even in variables not included in the model) will be assigned a weight of 0. Weights are updated as the mentioned the details. |
corstr |
a character string specifying the correlation structure. It could "independence", "exchangeable", "AR-1", "unstructured" |
maxit |
maximum number iteration for newton-raphson |
m |
number of imputation used to update the missing score function value due incomplete data. |
pMat |
predictor matrix as obtained in |
method |
method option for mice model,for information see mice |
Details
meanScore
It uses the mean score method to reduce the bias
due to missing covariate in GEE model.The response variable \mathbf{Y}
is related to the coariates as g(\mu)=\mathbf{X}\beta
, where g
is the link function for the glm. The estimating equation is
\sum_{i=1}^{k}\sum_{j=1}^{n}(\delta_{ij}S(Y_{ij},\mathbf{X}_{ij},\mathbf{X}'_{ij})+(1-\delta_{ij})\phi(\mathbf{V}=\mathbf{v}))=0
where \delta_{ij}=1
if there is missing value in covariates and 0 otherwise,
\mathbf{X}
is fully observed all subjects and \mathbf{X}'
is partially missing,
where \mathbf{V}=(Y,\mathbf{X})
. The missing score function values due to incomplete data are estimated
using an imputation model through mice which we have considered as \phi(\mathbf{V}=\mathbf{v}))
. The estimated value \phi(\mathbf{V}=\mathbf{v}))
is obtained
through multiple imputation.
Value
A list of objects containing the following objects
- call
details about arguments passed in the function
- beta
estimated regression coeffictient value for the response model
- niter
number of iteration required
- betalist
list of beta values at different iteration
- weight
estimated weights for the observations
- mu
mu values according glm
- phi
etsimated phi value for the
glm
model- hessian
estimated hessian matrix obtained from the last iteration
- betaSand
sandwich estimator value for the variance covariance matrix of the beta
Author(s)
Atanu Bhattacharjee, Bhrigu Kumar Rajbongshi and Gajendra Kumar Vishwakarma
References
Wang, C. Y., Shen-Ming Lee, and Edward C. Chao. "Numerical equivalence of imputing scores and weighted estimators in regression analysis with missing covariates." Biostatistics 8.2 (2007): 468-473.
Seaman, Shaun R., and Stijn Vansteelandt. "Introduction to double robust methods for incomplete data." Statistical science: a review journal of the Institute of Mathematical Statistics 33.2 (2018): 184.
Vansteelandt, Stijn, James Carpenter, and Michael G. Kenward. "Analysis of incomplete data using inverse probability weighting and doubly robust estimators." Methodology: European Journal of Research Methods for the Behavioral and Social Sciences 6.1 (2010): 37.
See Also
Examples
## Not run:
##
formula<-C6kine~ActivinRIB+ActivinRIIA+ActivinRIIAB+Adiponectin+AgRP+ALCAM
pMat<-mice::make.predictorMatrix(srdata1[names(srdata1)%in%all.vars(formula)])
m1<-MeanScore(data=srdata1,
formula<-formula,id='ID',
visit='Visit',family='gaussian',init.beta = NULL,
init.alpha=NULL,init.phi=1,tol=.00001,weights = NULL,
corstr = 'exchangeable',maxit=50,m=2,pMat=pMat)
##
## End(Not run)
Model Selection criteria QIC
Description
It provides model selection criteria such as quasi-likelihood under the independence model criterion (QIC), an approximation to QIC under large sample i.e QICu and quasi likelihood
Usage
QICmiipw(model.R, model.indep, family)
Arguments
model.R |
fitted object obtained from GEE model |
model.indep |
same fitted object as in |
family |
currently we have inlcuded "poisson","binomial","gaussian" |
Details
QICmiipw
Value
returns a list containing QIC,QICu,Quasi likelihood
References
Pan, Wei. "Akaike's information criterion in generalized estimating equations." Biometrics 57.1 (2001): 120-125.
Examples
## Not run:
##
formula<-C6kine~ActivinRIB+ActivinRIIA+ActivinRIIAB+Adiponectin+AgRP+ALCAM
pMat<-mice::make.predictorMatrix(srdata1[names(srdata1)%in%all.vars(formula)])
m1<-MeanScore(data=srdata1,
formula<-formula,id='ID',
visit='Visit',family='gaussian',init.beta = NULL,
init.alpha=NULL,init.phi=1,tol=.00001,weights = NULL,
corstr = 'exchangeable',maxit=50,m=2,pMat=pMat)
m11<-MeanScore(data=srdata1,
formula<-formula,id='ID',
visit='Visit',family='gaussian',init.beta = NULL,
init.alpha=NULL,init.phi=1,tol=.00001,weights = NULL,
corstr = 'independent',maxit=50,m=2,pMat=pMat)
QICmiipw(model.R=m1,model.indep=m11,family="gaussian")
##
## End(Not run)
Fit a geeglm model using SIPW
Description
provides simple inverse probability weighted estimates of parameters for GEE model of response variable using different covariance structure
Usage
SIPW(
data,
formula,
id,
visit,
family,
init.beta = NULL,
init.alpha = NULL,
init.phi = NULL,
tol = 0.001,
weights = NULL,
corstr = "independent",
maxit = 10,
maxvisit = NULL
)
Arguments
data |
longitudinal data set where each subject's outcome has been measured at same time points and number of visits for each patient is similar. Covariance structure of the outcome variable like "unstructured","independent" ,"exchangeable" |
formula |
formula for the response model |
id |
column name of id of subjects in the dataset |
visit |
column name of timepoints of visit in the dataset |
family |
name of the distribution for the response variable, For more information on how to use |
init.beta |
initial values for the regression coefficient of GEE model |
init.alpha |
initial values for the correlation structure |
init.phi |
initial values for the scale parameter |
tol |
tolerance in calculation of coefficients |
weights |
A vector of weights for each observation. If an observation has weight 0, it is excluded from the calculations of any parameters. Observations with a NA anywhere (even in variables not included in the model) will be assigned a weight of 0. Weights are updated as the mentioned the details. |
corstr |
a character string specifying the correlation structure. It could "independence", "exchangeable", "AR-1", "unstructured" |
maxit |
maximum number of iteration |
maxvisit |
maximum number of visit |
Details
SIPW
It uses the simple inverse probability weighted method to reduce the bias
due to missing values in GEE model for longitudinal data.The response variable \mathbf{Y}
is related to the coariates as g(\mu)=\mathbf{X}\beta
, where g
is the link function for the glm. The estimating equation is
\sum_{i=1}^{k}\sum_{j=1}^{n}\frac{\delta_{ij}}{\pi_{ij}}S(Y_{ij},\mathbf{X}_{ij},\mathbf{X}'_{ij})
=0
where \delta_{ij}=1
if there is missing no value in covariates and 0 otherwise.
\mathbf{X}
is fully observed all subjects and \mathbf{X}'
is partially missing.
Value
A list of objects containing the following objects
- call
details about arguments passed in the function
- beta
estimated regression coeffictient value for the response model
- niter
number of iteration required
- betalist
list of beta values at different iteration
- weight
estimated weights for the observations
- mu
mu values according glm
- phi
etsimated phi value for the
glm
model- hessian
estimated hessian matrix obtained from the last iteration
- betaSand
sandwich estimator value for the variance covariance matrix of the beta
Author(s)
Atanu Bhattacharjee, Bhrigu Kumar Rajbongshi and Gajendra Kumar Vishwakarma
References
Wang, C. Y., Shen-Ming Lee, and Edward C. Chao. "Numerical equivalence of imputing scores and weighted estimators in regression analysis with missing covariates." Biostatistics 8.2 (2007): 468-473.
Seaman, Shaun R., and Stijn Vansteelandt. "Introduction to double robust methods for incomplete data." Statistical science: a review journal of the Institute of Mathematical Statistics 33.2 (2018): 184.
Vansteelandt, Stijn, James Carpenter, and Michael G. Kenward. "Analysis of incomplete data using inverse probability weighting and doubly robust estimators." Methodology: European Journal of Research Methods for the Behavioral and Social Sciences 6.1 (2010): 37.
See Also
Examples
## Not run:
##
formula<-C6kine~ActivinRIB+ActivinRIIA+ActivinRIIAB+Adiponectin+AgRP+ALCAM
m1<-SIPW(data=srdata1,formula<-formula,id='ID',
visit='Visit',family='gaussian',corstr = 'exchangeable',maxit=5)
##
## End(Not run)
internal function for updating scale parameter
Description
internal function for updating scale parameter
Usage
UpdatePhi(y, x, vfun, mu, w)
Arguments
y |
response value for GEE model |
x |
model matrix for the GEE model |
vfun |
variance function for the GLM |
mu |
mu vector for the GLM |
w |
weight matrix |
Fits a marginal model using AIPW
Description
provides augmented inverse probability weighted estimates of parameters for semiparametric marginal model of response variable of interest. The augmented terms are estimated by using multiple imputation model.
Usage
lmeaipw(
data,
M = 5,
id,
analysis.model,
wgt.model,
imp.model,
qpoints = 4,
psiCov,
nu,
psi,
sigma = NULL,
sigmaMiss,
sigmaR,
dist,
link,
conv = 1e-04,
maxiter,
maxpiinv = -1,
se = TRUE,
verbose = FALSE
)
Arguments
data |
longitudinal data with each subject specified discretely |
M |
number of imputation to be used in the estimation of augmentation term |
id |
cloumn names which shows identification number for each subject |
analysis.model |
A formula to be used as analysis model |
wgt.model |
Formula for weight model, which consider subject specific random intercept |
imp.model |
For for missing response imputation, which consider subject specific random intercept |
qpoints |
Number of quadrature points to be used while evaluating the numerical integration |
psiCov |
working model parameter |
nu |
working model parameter |
psi |
working model parameter |
sigma |
working model parameter |
sigmaMiss |
working model parameter |
sigmaR |
working model parameter |
dist |
distribution for imputation model. Currently available options are Gaussian, Binomial |
link |
Link function for the mean |
conv |
convergence tolerance |
maxiter |
maximum number of iteration |
maxpiinv |
maximum value pi can take |
se |
Logical for Asymptotic SE for regression coefficient of the regression model. |
verbose |
logical argument |
Details
lmeaipw
It uses the augmented inverse probability weighted method to reduce the bias
due to missing values in response model for longitudinal data. The response variable \mathbf{Y}
is related to the coariates as g(\mu)=\mathbf{X}\beta
, where g
is the link function for the glm. The estimating equation is
\sum_{i=1}^{n}\sum_{j=t_1}^{t_k}\int_{a_i}\int_{b_i}(\frac{\delta_{ij}}{\hat\pi_{ij}(a_i)}S(Y_{ij},\mathbf{X}_{ij};\beta)+(1-\frac{\delta_{ij}}{\hat\pi_{ij}(a_i)})\phi(\mathbf{V}_{ij},b_i;\psi))da_idb_i=0
where \delta_{ij}=1
if there is missing value in the response and 0 otherwise,
\mathbf{X}
is fully observed all subjects,
where \mathbf{V}_{ij}=(\mathbf{X}_{ij},A_{ij})
. The missing score function values due to incomplete data are estimated
using an imputation model through FCS (here we have considered a mixed effect model) which we have considered as \phi(\mathbf{V}_{ij}=\mathbf{v}_{ij}))
. The estimated value \hat{\phi}(\mathbf{V}_{ij}=\mathbf{v}_{ij}))
is obtained
through multiple imputation. The working model for imputation of missing response is
Y_{ij}|b_i\sim N(\mathbf{V}_{ij}\psi+b_i,\sigma)\; ; b_i\sim N(0,\sigma_{miss})
and for the missing data probability
Logit(P(\delta_{ij}=1|\mathbf{V}_{ij}\nu+a_i))\;;a_i\sim N(0,\sigma_R)
Value
A list of objects containing the following objects
- Call
details about arguments passed in the function
- nr.conv
logical for checking convergence in Newton Raphson algorithm
- nr.iter
number of iteration required
- nr.diff
absolute difference for roots of Newton Raphson algorithm
- beta
estimated regression coefficient for the analysis model
- var.beta
Asymptotic SE for beta
Author(s)
Atanu Bhattacharjee, Bhrigu Kumar Rajbongshi and Gajendra Kumar Vishwakarma
References
Wang, C. Y., Shen-Ming Lee, and Edward C. Chao. "Numerical equivalence of imputing scores and weighted estimators in regression analysis with missing covariates." Biostatistics 8.2 (2007): 468-473.
Seaman, Shaun R., and Stijn Vansteelandt. "Introduction to double robust methods for incomplete data." Statistical science: a review journal of the Institute of Mathematical Statistics 33.2 (2018): 184.
Vansteelandt, Stijn, James Carpenter, and Michael G. Kenward. "Analysis of incomplete data using inverse probability weighting and doubly robust estimators." Methodology: European Journal of Research Methods for the Behavioral and Social Sciences 6.1 (2010): 37.
See Also
Examples
## Not run:
##
library(JMbayes2)
library(lme4)
library(insight)
library(numDeriv)
library(stats)
lmer(log(alkaline)~drug+age+year+(1|id),data=na.omit(pbc2))
data1<-pbc2
data1$alkaline<-log(data1$alkaline)
names(pbc2)
apply(pbc2,2,function(x){sum(is.na(x))})
r.ij<-ifelse(is.na(data1$alkaline)==T,0,1)
data1<-cbind.data.frame(data1,r.ij)
data1$drug<-factor(data1$drug,levels=c("placebo","D-penicil"),labels = c(0,1))
data1$sex<-factor(data1$sex,levels=c('male','female'),labels=c(1,0))
data1$drug<-as.numeric(as.character(data1$drug))
data1$sex<-as.numeric(as.character(data1$sex))
r.ij~year+age+sex+drug+serBilir+(1|id)
model.r<-glmer(r.ij~year+age+sex+drug+serBilir+(1|id),family=binomial(link='logit'),data=data1)
model.y<-lmer(alkaline~year+age+sex+drug+serBilir+(1|id),data=na.omit(data1))
nu<-model.r@beta
psi<-model.y@beta
sigma<-get_variance_residual(model.y)
sigmaR<-get_variance(model.r)$var.random
sigmaMiss<-get_variance(model.y)$var.random
m11<-lmeaipw(data=data1,id='id',
analysis.model = alkaline~year,
wgt.model=~year+age+sex+drug+serBilir+(1|id),
imp.model = ~year+age+sex+drug+serBilir+(1|id),
psiCov = vcov(model.y),nu=nu,psi=psi,
sigma=sigma,sigmaMiss=sigmaMiss,sigmaR=sigmaR,dist='gaussian',link='identity',
maxiter = 200)
m11
##
## End(Not run)
Fits a marginal model using IPW
Description
provides inverse probability weighted estimates of parameters for semiparametric marginal model of response variable of interest. The weights are computed using a generalized linear mixed effect model.
Usage
lmeipw(
data,
M = 5,
id,
analysis.model,
wgt.model,
qpoints = 4,
nu,
sigmaR,
dist,
link,
conv = 1e-04,
maxiter,
maxpiinv = -1,
se = TRUE,
verbose = FALSE
)
Arguments
data |
longitudinal data with each subject specified discretely |
M |
number of imputation to be used in the estimation of augmentation term |
id |
cloumn names which shows identification number for each subject |
analysis.model |
A formula to be used as analysis model |
wgt.model |
Formula for weight model, which consider subject specific random intercept |
qpoints |
Number of quadrature points to be used while evaluating the numerical integration |
nu |
working model parameter |
sigmaR |
working model parameter |
dist |
distribution for imputation model. Currently available options are Gaussian, Binomial |
link |
Link function for the mean |
conv |
convergence tolerance |
maxiter |
maximum number of iteration |
maxpiinv |
maximum value pi can take |
se |
Logical for Asymptotic SE for regression coefficient of the regression model. |
verbose |
logical argument |
Details
lmeipw
It uses the simple inverse probability weighted method to reduce the bias
due to missing values in response model for longitudinal data.The response variable \mathbf{Y}
is related to the covariates as g(\mu)=\mathbf{X}\beta
, where g
is the link function for the glm. The estimating equation is
\sum_{i=1}^{n}\sum_{j=t_1}^{t_k}\int_{a_i}\frac{\delta_{ij}}{\hat\pi_{ij}(a_i)}S(Y_{ij},\mathbf{X}_{ij})da_i=0
where \delta_{ij}=1
if there is missing no value in response and 0 otherwise.
\mathbf{X}
is fully observed all subjects and for the missing data probability
Logit(P(\delta_{ij}=1|\mathbf{V}_{ij}\nu+a_i))\;;a_i\sim N(0,\sigma_R)
; where \mathbf{V}_{ij}=(\mathbf{X}_{ij},A_{ij})
Value
A list of objects containing the following objects
- Call
details about arguments passed in the function
- nr.conv
logical for checking convergence in Newton Raphson algorithm
- nr.iter
number of iteration required
- nr.diff
absolute difference for roots of Newton Raphson algorithm
- beta
estimated regression coefficient for the analysis model
- var.beta
Asymptotic SE for beta
Author(s)
Atanu Bhattacharjee, Bhrigu Kumar Rajbongshi and Gajendra Kumar Vishwakarma
References
Wang, C. Y., Shen-Ming Lee, and Edward C. Chao. "Numerical equivalence of imputing scores and weighted estimators in regression analysis with missing covariates." Biostatistics 8.2 (2007): 468-473.
Seaman, Shaun R., and Stijn Vansteelandt. "Introduction to double robust methods for incomplete data." Statistical science: a review journal of the Institute of Mathematical Statistics 33.2 (2018): 184.
Vansteelandt, Stijn, James Carpenter, and Michael G. Kenward. "Analysis of incomplete data using inverse probability weighting and doubly robust estimators." Methodology: European Journal of Research Methods for the Behavioral and Social Sciences 6.1 (2010): 37.
See Also
Examples
## Not run:
##
library(JMbayes2)
library(lme4)
library(insight)
library(numDeriv)
library(stats)
lmer(log(alkaline)~drug+age+year+(1|id),data=na.omit(pbc2))
data1<-pbc2
data1$alkaline<-log(data1$alkaline)
names(pbc2)
apply(pbc2,2,function(x){sum(is.na(x))})
r.ij<-ifelse(is.na(data1$alkaline)==T,0,1)
data1<-cbind.data.frame(data1,r.ij)
data1$drug<-factor(data1$drug,levels=c("placebo","D-penicil"),labels = c(0,1))
data1$sex<-factor(data1$sex,levels=c('male','female'),labels=c(1,0))
data1$drug<-as.numeric(as.character(data1$drug))
data1$sex<-as.numeric(as.character(data1$sex))
r.ij~year+age+sex+drug+serBilir+(1|id)
model.r<-glmer(r.ij~year+age+sex+drug+serBilir+(1|id),family=binomial(link='logit'),data=data1)
nu<-model.r@beta
sigmaR<-get_variance(model.r)$var.random
m11<-lmeipw(data=data1,id='id',
analysis.model = alkaline~year,
wgt.model=~year+age+sex+drug+serBilir+(1|id),
nu=nu,sigmaR=sigmaR,dist='gaussian',link='identity',qpoints=4,
maxiter = 200)
m11
##
## End(Not run)
Fits a marginal model using meanscore
Description
provides meanscore estimates of parameters for semiparametric marginal model of response variable of interest. The augmented terms are estimated by using multiple imputation model.
Usage
lmemeanscore(
data,
M = 5,
id,
analysis.model,
imp.model,
qpoints = 4,
psiCov,
psi,
sigma = NULL,
sigmaMiss,
dist,
link,
conv = 1e-04,
maxiter,
maxpiinv = -1,
se = TRUE,
verbose = FALSE
)
Arguments
data |
longitudinal data with each subject specified discretely |
M |
number of imputation to be used in the estimation of augmentation term |
id |
cloumn names which shows identification number for each subject |
analysis.model |
A formula to be used as analysis model |
imp.model |
For for missing response imputation, which consider subject specific random intercept |
qpoints |
Number of quadrature points to be used while evaluating the numerical integration |
psiCov |
working model parameter |
psi |
working model parameter |
sigma |
working model parameter |
sigmaMiss |
working model parameter |
dist |
distribution for imputation model. Currently available options are Gaussian, Binomial |
link |
Link function for the mean |
conv |
convergence tolerance |
maxiter |
maximum number of iteration |
maxpiinv |
maximum value pi can take |
se |
Logical for Asymptotic SE for regression coefficient of the regression model. |
verbose |
logical argument |
Details
lmemeanscore
It uses the mean score method to reduce the bias
due to missing values in response model for longitudinal data.The response variable \mathbf{Y}
is related to the coariates as g(\mu)=\mathbf{X}\beta
, where g
is the link function for the glm. The estimating equation is
\sum_{i=1}^{n}\sum_{j=t_1}^{t_k}\int_{b_i}(\delta_{ij}S(Y_{ij},\mathbf{X}_{ij})+(1-\delta_{ij})\phi(\mathbf{V}_{ij},b_i;\psi))db_i=0
where \delta_{ij}=1
if there is missing value in response and 0 otherwise,
\mathbf{X}
is fully observed all subjects and
\mathbf{V}_{ij}=(\mathbf{X}_{ij},A_{ij})
. The missing score function values due to incomplete data are estimated
using an imputation model through mice which we have considered as
Y_{ij}|b_i\sim N(\mathbf{V}_{ij}\gamma+b_i,\sigma)\; ; b_i\sim N(0,\sigma_{miss})
through multiple imputation.
Value
A list of objects containing the following objects
- Call
details about arguments passed in the function
- nr.conv
logical for checking convergence in Newton Raphson algorithm
- nr.iter
number of iteration required
- nr.diff
absolute difference for roots of Newton Raphson algorithm
- beta
estimated regression coefficient for the analysis model
- var.beta
Asymptotic SE for beta
Author(s)
Atanu Bhattacharjee, Bhrigu Kumar Rajbongshi and Gajendra Kumar Vishwakarma
References
Wang, C. Y., Shen-Ming Lee, and Edward C. Chao. "Numerical equivalence of imputing scores and weighted estimators in regression analysis with missing covariates." Biostatistics 8.2 (2007): 468-473.
Seaman, Shaun R., and Stijn Vansteelandt. "Introduction to double robust methods for incomplete data." Statistical science: a review journal of the Institute of Mathematical Statistics 33.2 (2018): 184.
Vansteelandt, Stijn, James Carpenter, and Michael G. Kenward. "Analysis of incomplete data using inverse probability weighting and doubly robust estimators." Methodology: European Journal of Research Methods for the Behavioral and Social Sciences 6.1 (2010): 37.
See Also
Examples
## Not run:
##
library(JMbayes2)
library(lme4)
library(insight)
library(numDeriv)
library(stats)
lmer(log(alkaline)~drug+age+year+(1|id),data=na.omit(pbc2))
data1<-pbc2
data1$alkaline<-log(data1$alkaline)
names(pbc2)
apply(pbc2,2,function(x){sum(is.na(x))})
r.ij<-ifelse(is.na(data1$alkaline)==T,0,1)
data1<-cbind.data.frame(data1,r.ij)
data1$drug<-factor(data1$drug,levels=c("placebo","D-penicil"),labels = c(0,1))
data1$sex<-factor(data1$sex,levels=c('male','female'),labels=c(1,0))
data1$drug<-as.numeric(as.character(data1$drug))
data1$sex<-as.numeric(as.character(data1$sex))
model.y<-lmer(alkaline~year+age+sex+drug+serBilir+(1|id),data=na.omit(data1))
psi<-model.y@beta
sigma<-get_variance_residual(model.y)
sigmaMiss<-get_variance(model.y)$var.random
m11<-lmemeanscore(data=data1,id='id',
analysis.model = alkaline~year,
imp.model = ~year+age+sex+drug+serBilir+(1|id),
psiCov = vcov(model.y),psi=psi,
sigma=sigma,sigmaMiss=sigmaMiss,dist='gaussian',link='identity',qpoints = 4,
maxiter = 200)
m11
##
## End(Not run)
Fit a geeglm model using miAIPW
Description
provides augmented inverse probability weighted estimates of parameters for GEE model of response variable using different covariance structure. The augmented terms are estimated by using multiple imputation model.
Usage
miAIPW(
data,
formula,
id,
visit,
family,
init.beta = NULL,
init.alpha = NULL,
init.phi = NULL,
tol = 0.001,
weights = NULL,
corstr = "independent",
maxit = 50,
m = 2,
pMat,
method = NULL
)
Arguments
data |
longitudinal data set where each subject's outcome has been measured at same time points and number of visits for each patient is similar. Covariance structure of the outcome variable like "unstuctured","independent","AR1" ,"Exchageable" |
formula |
formula for the response model |
id |
column name of id of subjects in the dataset |
visit |
column name of timepoints of visit in the dataset |
family |
name of the distribution for the response variable, For more information on how to use |
init.beta |
initial values for the regression coefficient of GEE model |
init.alpha |
initial values for the correlation structure |
init.phi |
initial values for the csale parameter for |
tol |
tolerance in calculation of coefficients |
weights |
A vector of weights for each observation. If an observation has weight 0, it is excluded from the calculations of any parameters. Observations with a NA anywhere (even in variables not included in the model) will be assigned a weight of 0. Weights are updated as the mentioned the details. |
corstr |
a character string specifying the correlation structure. It could "independent", "exchangeable", "AR-1", "unstructured" |
maxit |
maximum number iteration for newton-raphson |
m |
number of imputation used to update the missing score function value due incomplete data. |
pMat |
predictor matrix as obtained in |
method |
method option for mice model,for information see mice |
Details
miAIPW
It uses the augmented inverse probability weighted method to reduce the bias
due to missing values in GEE model for longitudinal data. The response variable \mathbf{Y}
is related to the coariates as g(\mu)=\mathbf{X}\beta
, where g
is the link function for the glm. The estimating equation is
\sum_{i=1}^{k}\sum_{j=1}^{n}(\frac{\delta_{ij}}{\pi_{ij}}S(Y_{ij},\mathbf{X}_{ij},\mathbf{X}'_{ij})+(1-\frac{\delta_{ij}}{\pi_{ij}})\phi(\mathbf{V}=\mathbf{v}))=0
where \delta_{ij}=1
if there is missing value in covariates and 0 otherwise,
\mathbf{X}
is fully observed all subjects and \mathbf{X}'
is partially missing,
where \mathbf{V}=(Y,\mathbf{X})
. The missing score function values due to incomplete data are estimated
using an imputation model through mice which we have considered as \phi(\mathbf{V}=\mathbf{v}))
. The estimated value \phi(\mathbf{V}=\mathbf{v}))
is obtained
through multiple imputation.
Value
A list of objects containing the following objects
- call
details about arguments passed in the function
- beta
estimated regression coeffictient value for the response model
- niter
number of iteration required
- betalist
list of beta values at different iteration
- weight
estimated weights for the observations
- mu
mu values according glm
- phi
etsimated phi value for the
glm
model- hessian
estimated hessian matrix obtained from the last iteration
- betaSand
sandwich estimator value for the variance covariance matrix of the beta
Author(s)
Atanu Bhattacharjee, Bhrigu Kumar Rajbongshi and Gajendra Kumar Vishwakarma
References
Wang, C. Y., Shen-Ming Lee, and Edward C. Chao. "Numerical equivalence of imputing scores and weighted estimators in regression analysis with missing covariates." Biostatistics 8.2 (2007): 468-473.
Seaman, Shaun R., and Stijn Vansteelandt. "Introduction to double robust methods for incomplete data." Statistical science: a review journal of the Institute of Mathematical Statistics 33.2 (2018): 184.
Vansteelandt, Stijn, James Carpenter, and Michael G. Kenward. "Analysis of incomplete data using inverse probability weighting and doubly robust estimators." Methodology: European Journal of Research Methods for the Behavioral and Social Sciences 6.1 (2010): 37.
See Also
Examples
## Not run:
##
formula<-C6kine~ActivinRIB+ActivinRIIA+ActivinRIIAB+Adiponectin+AgRP+ALCAM
pMat<-mice::make.predictorMatrix(srdata1[names(srdata1)%in%all.vars(formula)])
m1<-miAIPW(data=srdata1,
formula<-formula,id='ID',
visit='Visit',family='gaussian',init.beta = NULL,
init.alpha=NULL,init.phi=1,tol=.00001,weights = NULL,
corstr = 'exchangeable',maxit=4,m=2,pMat=pMat)
##
## End(Not run)
Fit a geeglm model using miSIPW
Description
provides simple inverse probability weighted estimates of parameters for GEE model of response variable using different covariance structure, missing values in covariates are multiply imputed for those subjects whose response is observed.
Usage
miSIPW(
data,
formula,
id,
visit,
family,
init.beta = NULL,
init.alpha = NULL,
init.phi = NULL,
tol = 0.001,
weights = NULL,
corstr = "independent",
maxit = 50,
m = 2,
pMat,
method = NULL
)
Arguments
data |
longitudinal data set where each subject's outcome has been measured at same time points and number of visits for each patient is similar. Covariance structure of the outcome variable like "unstuctured","independent","AR-1" ,"exchageable" |
formula |
formula for the response model |
id |
column name of id of subjects in the dataset |
visit |
column name of timepoints of visit in the dataset |
family |
name of the distribution for the response variable, For more information on how to use |
init.beta |
initial values for the regression coefficient of GEE model |
init.alpha |
initial values for the correlation structure |
init.phi |
initial values for the scale parameter |
tol |
tolerance in calculation of coefficients |
weights |
A vector of weights for each observation. If an observation has weight 0, it is excluded from the calculations of any parameters. Observations with a NA anywhere (even in variables not included in the model) will be assigned a weight of 0. Weights are updated as the mentioned the details. |
corstr |
a character string specifying the correlation structure. It could "independence", "exchangeable", "AR-1", "unstructured" |
maxit |
maximum number iteration for newton-raphson |
m |
number of imputation used to update the missing score function value due incomplete data. |
pMat |
pMat predictor matrix as obtained in |
method |
method option for mice model,for information see mice |
Details
miSIPW
It uses the simple inverse probability weighted method to reduce the bias
due to missing values in GEE model for longitudinal data. The response variable \mathbf{Y}
is related to the coariates as g(\mu)=\mathbf{X}\beta
, where g
is the link function for the glm. The estimating equation is
\sum_{i=1}^{k}\sum_{j=1}^{n}\frac{\delta_{ij}}{\pi_{ij}}S(Y_{ij},\mathbf{X}_{ij},\mathbf{X}'_{ij})
=0
where \delta_{ij}=1
if there is missing no value in covariates and 0 otherwise.
\mathbf{X}
is fully observed all subjects and \mathbf{X}'
is partially missing.
Value
A list of objects containing the following objects
- call
details about arguments passed in the function
- beta
estimated regression coeffictient value for the response model
- niter
number of iteration required
- betalist
list of beta values at different iteration
- weight
estimated weights for the observations
- mu
mu values according glm
- phi
etsimated phi value for the
glm
model- hessian
estimated hessian matrix obtained from the last iteration
- betaSand
sandwich estimator value for the variance covariance matrix of the beta
Author(s)
Atanu Bhattacharjee, Bhrigu Kumar Rajbongshi and Gajendra Kumar Vishwakarma
References
Wang, C. Y., Shen-Ming Lee, and Edward C. Chao. "Numerical equivalence of imputing scores and weighted estimators in regression analysis with missing covariates." Biostatistics 8.2 (2007): 468-473.
Seaman, Shaun R., and Stijn Vansteelandt. "Introduction to double robust methods for incomplete data." Statistical science: a review journal of the Institute of Mathematical Statistics 33.2 (2018): 184.
Vansteelandt, Stijn, James Carpenter, and Michael G. Kenward. "Analysis of incomplete data using inverse probability weighting and doubly robust estimators." Methodology: European Journal of Research Methods for the Behavioral and Social Sciences 6.1 (2010): 37.
See Also
Examples
## Not run:
##
formula<-C6kine~ActivinRIB+ActivinRIIA+ActivinRIIAB+Adiponectin+AgRP+ALCAM
pMat<-mice::make.predictorMatrix(srdata1[names(srdata1)%in%all.vars(formula)])
m1<-miSIPW(data=srdata1,
formula=formula,id='ID',
visit='Visit',family='gaussian',init.beta = NULL,
init.alpha=NULL,init.phi=1,tol=0.001,weights = NULL,
corstr = 'exchangeable',maxit=50,m=2,pMat=pMat)
##
## End(Not run)
print method for ipw
Description
print method for ipw
Usage
print_ipw(x, ...)
Arguments
x |
ipw object |
... |
further argument can be passed |
Value
print result for ipw object
print method for meanscore
Description
print method for meanscore
Usage
print_meanscore(x, ...)
Arguments
x |
meanscore object |
... |
further argument can be passed |
Value
print result for meanscore object
protein data
Description
Repeated measurement dataset, for each id we have four visit observations
Usage
data(srdata1)
Format
A dataframe with 164 rows and 9 columns
- ID
ID of subjects
- Visit
Number of times observations recorded
- C6kine,.....,GFRalpha4
These are covariates
Examples
data(srdata1)
summary method for ipw
Description
summary method for ipw
Usage
summary_ipw(object, ...)
Arguments
object |
ipw object |
... |
further argument can be passed |
Value
summary of ipw object
summary method for meanscore
Description
summary method for meanscore
Usage
summary_meanscore(object, ...)
Arguments
object |
meanscore object |
... |
further argument can be passed |
Value
summary of meanscore object
internal function for updating alpha
Description
internal function for updating alpha
Usage
updateALpha(y, x, vfun, mu, w, phi, corstr, ni, mv = NULL, id, visit)
Arguments
y |
response value for GEE model |
x |
model matrix for the GEE model |
vfun |
variance function for the GLM |
mu |
mu vector for the GLM |
w |
weight matrix |
phi |
scale parameter |
corstr |
correlation structure |
ni |
list of visits per subject |
mv |
NULL |
id |
id column |
visit |
visit column |
Details
arguments are from Fisher Scoring Algorithm
internal function for updating beta through Fisher Scoring
Description
internal function for updating beta through Fisher Scoring
Usage
updateBeta(y, x, vfun, mu, w, D, Ralpha, beta)
Arguments
y |
response value for GEE model |
x |
model matrix for the GEE model |
vfun |
variance function for the GLM |
mu |
mu vector for the GLM |
w |
weight matrix |
D |
derivation of the inverse link function |
Ralpha |
correlation matrix |
beta |
vector of beta value for GEE model |
internal function for sandwich estimator
Description
internal function for sandwich estimator
Usage
updateSandW(y, x, vfun, mu, w, D, Ralpha, beta, hessmat, blockdiag)
Arguments
y |
response value for GEE model |
x |
model matrix for the GEE model |
vfun |
variance function for the GLM |
mu |
mu vector for the GLM |
w |
weight matrix |
D |
derivation of the inverse link function |
Ralpha |
correlation matrix |
beta |
vector of beta value for GEE model |
hessmat |
hessian matrix |
blockdiag |
vector containing the dim of block matrix for block diagonal matrix |
Details
arguments are required for obtaining Sandwich Estimator for variance matrix of regression coefficient of GEE model