Title: | Model-Based Estimation of Confounder-Adjusted Attributable Fractions |
Version: | 0.1.5 |
Author: | Elisabeth Dahlqwist and Arvid Sjolander |
Maintainer: | Elisabeth Dahlqwist <elisabeth.dahlqwist88@gmail.com> |
Description: | Estimates the attributable fraction in different sampling designs adjusted for measured confounders using logistic regression (cross-sectional and case-control designs), conditional logistic regression (matched case-control design), Cox proportional hazard regression (cohort design with time-to- event outcome), gamma-frailty model with a Weibull baseline hazard and instrumental variables analysis. An exploration of the AF with a genetic exposure can be found in the package 'AFheritability' Dahlqwist E et al. (2019) <doi:10.1007/s00439-019-02006-8>. |
License: | GPL-2 | GPL-3 |
Encoding: | UTF-8 |
LazyData: | true |
Depends: | stats, base, graphics, survival, drgee, stdReg, R (≥ 3.5.0), data.table, ivtools |
RoxygenNote: | 6.1.1 |
NeedsCompilation: | no |
Packaged: | 2019-05-20 08:21:41 UTC; elidah |
Repository: | CRAN |
Date/Publication: | 2019-05-20 18:00:10 UTC |
Attributable fraction for mached and non-matched case-control sampling designs. NOTE! Deprecated function. Use AFglm
(for unmatched case-control studies) or AFclogit
(for matched case-control studies).
Description
AF.cc
estimates the model-based adjusted attributable fraction for data from matched and non-matched case-control sampling designs.
Usage
AF.cc(formula, data, exposure, clusterid, matched = FALSE)
Arguments
formula |
an object of class " |
data |
an optional data frame, list or environment (or object coercible by |
exposure |
the name of the exposure variable as a string. The exposure must be binary (0/1) where unexposed is coded as 0. |
clusterid |
the name of the cluster identifier variable as a string, if data are clustered (e.g. matched). |
matched |
a logical that specifies if the sampling design is matched (TRUE) or non-matched (FALSE) case-control. Default setting is non-matched ( |
Details
Af.cc
estimates the attributable fraction for a binary outcome Y
under the hypothetical scenario where a binary exposure X
is eliminated from the population.
The estimate is adjusted for confounders Z
by logistic regression for unmatched case-control (glm
) and conditional logistic regression for matched case-control (gee
).
The estimation assumes that the outcome is rare so that the risk ratio can be approximated by the odds ratio, for details see Bruzzi et. al.
Let the AF be defined as
AF = 1 - \frac{Pr(Y_0=1)}{Pr(Y = 1)}
where Pr(Y_0=1)
denotes the counterfactual probability of the outcome if
the exposure would have been eliminated from the population. If Z
is sufficient for confounding control then the probability Pr(Y_0=1)
can be expressed as
Pr(Y_0=1)=E_Z\{Pr(Y=1\mid{X}=0,Z)\}.
Using Bayes' theorem this implies that the AF can be expressed as
AF = 1-\frac{E_Z\{Pr(Y=1\mid X=0,Z)\}}{Pr(Y=1)}=1-E_Z\{RR^{-X}(Z)\mid{Y = 1}\}
where RR(Z)
is the risk ratio
\frac{Pr(Y=1\mid{X=1,Z})}{Pr(Y=1\mid{X=0,Z})}.
Moreover, the risk ratio can be approximated by the odds ratio if the outcome is rare. Thus,
AF \approx 1 - E_Z\{OR^{-X}(Z)\mid{Y = 1}\}.
The odds ratio is estimated by logistic regression or conditional logistic regression.
If clusterid
is supplied, then a clustered sandwich formula is used in all variance calculations.
Value
AF.est |
estimated attributable fraction. |
AF.var |
estimated variance of |
log.or |
a vector of the estimated log odds ratio for every individual.
then
then |
object |
the fitted model. Fitted using logistic regression, |
Author(s)
Elisabeth Dahlqwist, Arvid Sjölander
References
Bruzzi, P., Green, S. B., Byar, D., Brinton, L. A., and Schairer, C. (1985). Estimating the population attributable risk for multiple risk factors using case-control data. American Journal of Epidemiology 122, 904-914.
See Also
The new and more general version of the function: AFglm
for non-matched and AFclogit
for matched case-control sampling designs. glm
and gee
used for fitting the logistic regression model (for non-matched case-control) and the conditional logistic regression model (for matched case-control).
Examples
expit <- function(x) 1 / (1 + exp( - x))
NN <- 1000000
n <- 500
# Example 1: non matched case-control
# Simulate a sample from a non matched case-control sampling design
# Make the outcome a rare event by setting the intercept to -6
intercept <- -6
Z <- rnorm(n = NN)
X <- rbinom(n = NN, size = 1, prob = expit(Z))
Y <- rbinom(n = NN, size = 1, prob = expit(intercept + X + Z))
population <- data.frame(Z, X, Y)
Case <- which(population$Y == 1)
Control <- which(population$Y == 0)
# Sample cases and controls from the population
case <- sample(Case, n)
control <- sample(Control, n)
data <- population[c(case, control), ]
# Estimation of the attributable fraction
AF.cc_est <- AF.cc(formula = Y ~ X + Z + X * Z, data = data, exposure = "X")
summary(AF.cc_est)
# Example 2: matched case-control
# Duplicate observations in order to create a matched data sample
# Create an unobserved confounder U common for each pair of individuals
U <- rnorm(n = NN)
Z1 <- rnorm(n = NN)
Z2 <- rnorm(n = NN)
X1 <- rbinom(n = NN, size = 1, prob = expit(U + Z1))
X2 <- rbinom(n = NN, size = 1, prob = expit(U + Z2))
Y1 <- rbinom(n = NN, size = 1, prob = expit(intercept + U + Z1 + X1))
Y2 <- rbinom(n = NN, size = 1, prob = expit(intercept + U + Z2 + X2))
# Select discordant pairs
discordant <- which(Y1!=Y2)
id <- rep(1:n, 2)
# Sample from discordant pairs
incl <- sample(x = discordant, size = n, replace = TRUE)
data <- data.frame(id = id, Y = c(Y1[incl], Y2[incl]), X = c(X1[incl], X2[incl]),
Z = c(Z1[incl], Z2[incl]))
# Estimation of the attributable fraction
AF.cc_match <- AF.cc(formula = Y ~ X + Z + X * Z, data = data,
exposure = "X", clusterid = "id", matched = TRUE)
summary(AF.cc_match)
Attributable fraction function for cohort sampling designs with time-to-event outcomes. NOTE! Deprecated function. Use AFcoxph
.
Description
AF.ch
estimates the model-based adjusted attributable fraction function for data from cohort sampling designs with time-to-event outcomes.
Usage
AF.ch(formula, data, exposure, ties = "breslow", times, clusterid)
Arguments
formula |
a formula object, with the response on the left of a ~ operator, and the terms on the right. The response must be a survival object as returned by the |
data |
an optional data frame, list or environment (or object coercible by |
exposure |
the name of the exposure variable as a string. The exposure must be binary (0/1) where unexposed is coded as 0. |
ties |
a character string specifying the method for tie handling. If there are no tied death times all the methods are equivalent. Uses the Breslow method by default. |
times |
a scalar or vector of time points specified by the user for which the attributable fraction function is estimated. If not specified the observed death times will be used. |
clusterid |
the name of the cluster identifier variable as a string, if data are clustered. |
Details
Af.ch
estimates the attributable fraction for a time-to-event outcome
under the hypothetical scenario where a binary exposure X
is eliminated from the population. The estimate is adjusted for confounders Z
by the Cox proportional hazards model (coxph
). Let the AF function be defined as
AF=1-\frac{\{1-S_0(t)\}}{\{1-S(t)\}}
where S_0(t)
denotes the counterfactual survival function for the event if
the exposure would have been eliminated from the population at baseline and S(t)
denotes the factual survival function.
If Z
is sufficient for confounding control, then S_0(t)
can be expressed as E_Z\{S(t\mid{X=0,Z })\}
.
The function uses Cox proportional hazards regression to estimate S(t\mid{X=0,Z})
, and the marginal sample distribution of Z
to approximate the outer expectation (Sjölander and Vansteelandt, 2014). If clusterid
is supplied, then a clustered sandwich formula is used in all variance calculations.
Value
AF.est |
estimated attributable fraction function for every time point specified by |
AF.var |
estimated variance of |
S.est |
estimated factual survival function; |
S.var |
estimated variance of |
S0.est |
estimated counterfactual survival function if exposure would be eliminated; |
S0.var |
estimated variance of |
object |
the fitted model. Fitted using Cox proportional hazard, |
Author(s)
Elisabeth Dahlqwist, Arvid Sjölander
References
Chen, L., Lin, D. Y., and Zeng, D. (2010). Attributable fraction functions for censored event times. Biometrika 97, 713-726.
Sjölander, A. and Vansteelandt, S. (2014). Doubly robust estimation of attributable fractions in survival analysis. Statistical Methods in Medical Research. doi: 10.1177/0962280214564003.
See Also
The new and more general version of the function: AFcoxph
. coxph
and Surv
used for fitting the Cox proportional hazards model.
Examples
# Simulate a sample from a cohort sampling design with time-to-event outcome
expit <- function(x) 1 / (1 + exp( - x))
n <- 500
time <- c(seq(from = 0.2, to = 1, by = 0.2))
Z <- rnorm(n = n)
X <- rbinom(n = n, size = 1, prob = expit(Z))
Tim <- rexp(n = n, rate = exp(X + Z))
C <- rexp(n = n, rate = exp(X + Z))
Tobs <- pmin(Tim, C)
D <- as.numeric(Tobs < C)
#Ties created by rounding
Tobs <- round(Tobs, digits = 2)
# Example 1: non clustered data from a cohort sampling design with time-to-event outcomes
data <- data.frame(Tobs, D, X, Z)
# Estimation of the attributable fraction
AF.ch_est <- AF.ch(formula = Surv(Tobs, D) ~ X + Z + X * Z, data = data,
exposure = "X", times = time)
summary(AF.ch_est)
# Example 2: clustered data from a cohort sampling design with time-to-event outcomes
# Duplicate observations in order to create clustered data
id <- rep(1:n, 2)
data <- data.frame(Tobs = c(Tobs, Tobs), D = c(D, D), X = c(X, X), Z = c(Z, Z), id = id)
# Estimation of the attributable fraction
AF.ch_clust <- AF.ch(formula = Surv(Tobs, D) ~ X + Z + X * Z, data = data,
exposure = "X", times = time, clusterid = "id")
summary(AF.ch_clust)
plot(AF.ch_clust, CI = TRUE)
Attributable fraction for cross-sectional sampling designs. NOTE! Deprecated function. Use AFglm
.
Description
AF.cs
estimates the model-based adjusted attributable fraction for data from cross-sectional sampling designs.
Usage
AF.cs(formula, data, exposure, clusterid)
Arguments
formula |
an object of class " |
data |
an optional data frame, list or environment (or object coercible by |
exposure |
the name of the exposure variable as a string. The exposure must be binary (0/1) where unexposed is coded as 0. |
clusterid |
the name of the cluster identifier variable as a string, if data are clustered. |
Details
Af.cs
estimates the attributable fraction for a binary outcome Y
under the hypothetical scenario where a binary exposure X
is eliminated from the population.
The estimate is adjusted for confounders Z
by logistic regression (glm
).
Let the AF be defined as
AF=1-\frac{Pr(Y_0=1)}{Pr(Y=1)}
where Pr(Y_0=1)
denotes the counterfactual probability of the outcome if
the exposure would have been eliminated from the population and Pr(Y = 1)
denotes the factual probability of the outcome.
If Z
is sufficient for confounding control, then Pr(Y_0=1)
can be expressed as
E_Z\{Pr(Y=1\mid{X=0,Z})\}.
The function uses logistic regression to estimate Pr(Y=1\mid{X=0,Z})
, and the marginal sample distribution of Z
to approximate the outer expectation (Sjölander and Vansteelandt, 2012).
If clusterid
is supplied, then a clustered sandwich formula is used in all variance calculations.
Value
AF.est |
estimated attributable fraction. |
AF.var |
estimated variance of |
P.est |
estimated factual proportion of cases; |
P.var |
estimated variance of |
P0.est |
estimated counterfactual proportion of cases if exposure would be eliminated; |
P0.var |
estimated variance of |
object |
the fitted model. Fitted using logistic regression, |
Author(s)
Elisabeth Dahlqwist, Arvid Sjölander
References
Greenland, S. and Drescher, K. (1993). Maximum Likelihood Estimation of the Attributable Fraction from logistic Models. Biometrics 49, 865-872.
Sjölander, A. and Vansteelandt, S. (2011). Doubly robust estimation of attributable fractions. Biostatistics 12, 112-121.
See Also
The new and more general version of the function: AFglm
.
Examples
# Simulate a cross-sectional sample
expit <- function(x) 1 / (1 + exp( - x))
n <- 1000
Z <- rnorm(n = n)
X <- rbinom(n = n, size = 1, prob = expit(Z))
Y <- rbinom(n = n, size = 1, prob = expit(Z + X))
# Example 1: non clustered data from a cross-sectional sampling design
data <- data.frame(Y, X, Z)
# Estimation of the attributable fraction
AF.cs_est <- AF.cs(formula = Y ~ X + Z + X * Z, data = data, exposure = "X")
summary(AF.cs_est)
# Example 2: clustered data from a cross-sectional sampling design
# Duplicate observations in order to create clustered data
id <- rep(1:n, 2)
data <- data.frame(id = id, Y = c(Y, Y), X = c(X, X), Z = c(Z, Z))
# Estimation of the attributable fraction
AF.cs_clust <- AF.cs(formula = Y ~ X + Z + X * Z, data = data,
exposure = "X", clusterid = "id")
summary(AF.cs_clust)
Attributable fraction estimation based on a conditional logistic regression model as a clogit
object (commonly used for matched case-control sampling designs).
Description
AFclogit
estimates the model-based adjusted attributable fraction from a conditional logistic regression model in form of a clogit
object. This model is model is commonly used for data from matched case-control sampling designs.
Usage
AFclogit(object, data, exposure, clusterid)
Arguments
object |
a fitted conditional logistic regression model object of class " |
data |
an optional data frame, list or environment (or object coercible by |
exposure |
the name of the exposure variable as a string. The exposure must be binary (0/1) where unexposed is coded as 0. |
clusterid |
the name of the cluster identifier variable as a string. Because conditional logistic regression is only used for clustered data, this argument must be supplied. |
Details
AFclogit
estimates the attributable fraction for a binary outcome Y
under the hypothetical scenario where a binary exposure X
is eliminated from the population.
The estimate is adjusted for confounders Z
by conditional logistic regression.
The estimation assumes that the outcome is rare so that the risk ratio can be approximated by the odds ratio, for details see Bruzzi et. al.
Let the AF be defined as
AF = 1 - \frac{Pr(Y_0=1)}{Pr(Y = 1)}
where Pr(Y_0=1)
denotes the counterfactual probability of the outcome if
the exposure would have been eliminated from the population. If Z
is sufficient for confounding control then the probability Pr(Y_0=1)
can be expressed as
Pr(Y_0=1)=E_Z\{Pr(Y=1\mid{X}=0,Z)\}.
Using Bayes' theorem this implies that the AF can be expressed as
AF = 1-\frac{E_Z\{Pr(Y=1\mid X=0,Z)\}}{Pr(Y=1)}=1-E_Z\{RR^{-X}(Z)\mid{Y = 1}\}
where RR(Z)
is the risk ratio
\frac{Pr(Y=1\mid{X=1,Z})}{Pr(Y=1\mid{X=0,Z})}.
Moreover, the risk ratio can be approximated by the odds ratio if the outcome is rare. Thus,
AF \approx 1 - E_Z\{OR^{-X}(Z)\mid{Y = 1}\}.
The odds ratio is estimated by conditional logistic regression.
The function gee
in the drgee
package is used to get the score contributions for each cluster and the hessian.
A clustered sandwich formula is used in the variance calculation.
Value
AF.est |
estimated attributable fraction. |
AF.var |
estimated variance of |
log.or |
a vector of the estimated log odds ratio for every individual.
then
then |
Author(s)
Elisabeth Dahlqwist, Arvid Sjölander
References
Bruzzi, P., Green, S. B., Byar, D., Brinton, L. A., and Schairer, C. (1985). Estimating the population attributable risk for multiple risk factors using case-control data. American Journal of Epidemiology 122, 904-914.
See Also
clogit
used for fitting the conditional logistic regression model for matched case-control designs. For non-matched case-control designs see AFglm
.
Examples
expit <- function(x) 1 / (1 + exp( - x))
NN <- 1000000
n <- 500
# Example 1: matched case-control
# Duplicate observations in order to create a matched data sample
# Create an unobserved confounder U common for each pair of individuals
intercept <- -6
U <- rnorm(n = NN)
Z1 <- rnorm(n = NN)
Z2 <- rnorm(n = NN)
X1 <- rbinom(n = NN, size = 1, prob = expit(U + Z1))
X2 <- rbinom(n = NN, size = 1, prob = expit(U + Z2))
Y1 <- rbinom(n = NN, size = 1, prob = expit(intercept + U + Z1 + X1))
Y2 <- rbinom(n = NN, size = 1, prob = expit(intercept + U + Z2 + X2))
# Select discordant pairs
discordant <- which(Y1!=Y2)
id <- rep(1:n, 2)
# Sample from discordant pairs
incl <- sample(x = discordant, size = n, replace = TRUE)
data <- data.frame(id = id, Y = c(Y1[incl], Y2[incl]), X = c(X1[incl], X2[incl]),
Z = c(Z1[incl], Z2[incl]))
# Fit a clogit object
fit <- clogit(formula = Y ~ X + Z + X * Z + strata(id), data = data)
# Estimate the attributable fraction from the fitted conditional logistic regression
AFclogit_est <- AFclogit(fit, data, exposure = "X", clusterid="id")
summary(AFclogit_est)
Attributable fraction function based on a Cox Proportional Hazard regression model as a coxph
object (commonly used for cohort sampling designs with time-to-event outcomes).
Description
AFcoxph
estimates the model-based adjusted attributable fraction function from a Cox Proportional Hazard regression model in form of a coxph
object. This model is commonly used for data from cohort sampling designs with time-to-event outcomes.
Usage
AFcoxph(object, data, exposure, times, clusterid)
Arguments
object |
a fitted Cox Proportional Hazard regression model object of class " |
data |
an optional data frame, list or environment (or object coercible by |
exposure |
the name of the exposure variable as a string. The exposure must be binary (0/1) where unexposed is coded as 0. |
times |
a scalar or vector of time points specified by the user for which the attributable fraction function is estimated. If not specified the observed event times will be used. |
clusterid |
the name of the cluster identifier variable as a string, if data are clustered. Cluster robust standard errors will be calculated. |
Details
AFcoxph
estimates the attributable fraction for a time-to-event outcome
under the hypothetical scenario where a binary exposure X
is eliminated from the population. The estimate is adjusted for confounders Z
by the Cox proportional hazards model (coxph
). Let the AF function be defined as
AF=1-\frac{\{1-S_0(t)\}}{\{1-S(t)\}}
where S_0(t)
denotes the counterfactual survival function for the event if
the exposure would have been eliminated from the population at baseline and S(t)
denotes the factual survival function.
If Z
is sufficient for confounding control, then S_0(t)
can be expressed as E_Z\{S(t\mid{X=0,Z })\}
.
The function uses a fitted Cox proportional hazards regression to estimate S(t\mid{X=0,Z})
, and the marginal sample distribution of Z
to approximate the outer expectation (Sjölander and Vansteelandt, 2014). If clusterid
is supplied, then a clustered sandwich formula is used in all variance calculations.
Value
AF.est |
estimated attributable fraction function for every time point specified by |
AF.var |
estimated variance of |
S.est |
estimated factual survival function; |
S.var |
estimated variance of |
S0.est |
estimated counterfactual survival function if exposure would be eliminated; |
S0.var |
estimated variance of |
Author(s)
Elisabeth Dahlqwist, Arvid Sjölander
References
Chen, L., Lin, D. Y., and Zeng, D. (2010). Attributable fraction functions for censored event times. Biometrika 97, 713-726.
Sjölander, A. and Vansteelandt, S. (2014). Doubly robust estimation of attributable fractions in survival analysis. Statistical Methods in Medical Research. doi: 10.1177/0962280214564003.
See Also
coxph
and Surv
used for fitting the Cox proportional hazards model.
Examples
# Simulate a sample from a cohort sampling design with time-to-event outcome
expit <- function(x) 1 / (1 + exp( - x))
n <- 500
time <- c(seq(from = 0.2, to = 1, by = 0.2))
Z <- rnorm(n = n)
X <- rbinom(n = n, size = 1, prob = expit(Z))
Tim <- rexp(n = n, rate = exp(X + Z))
C <- rexp(n = n, rate = exp(X + Z))
Tobs <- pmin(Tim, C)
D <- as.numeric(Tobs < C)
#Ties created by rounding
Tobs <- round(Tobs, digits = 2)
# Example 1: non clustered data from a cohort sampling design with time-to-event outcomes
data <- data.frame(Tobs, D, X, Z)
# Fit a Cox PH regression model
fit <- coxph(formula = Surv(Tobs, D) ~ X + Z + X * Z, data = data, ties="breslow")
# Estimate the attributable fraction from the fitted Cox PH regression model
AFcoxph_est <- AFcoxph(fit, data=data, exposure ="X", times = time)
summary(AFcoxph_est)
# Example 2: clustered data from a cohort sampling design with time-to-event outcomes
# Duplicate observations in order to create clustered data
id <- rep(1:n, 2)
data <- data.frame(Tobs = c(Tobs, Tobs), D = c(D, D), X = c(X, X), Z = c(Z, Z), id = id)
# Fit a Cox PH regression model
fit <- coxph(formula = Surv(Tobs, D) ~ X + Z + X * Z, data = data, ties="breslow")
# Estimate the attributable fraction from the fitted Cox PH regression model
AFcoxph_clust <- AFcoxph(object = fit, data = data,
exposure = "X", times = time, clusterid = "id")
summary(AFcoxph_clust)
plot(AFcoxph_clust, CI = TRUE)
# Estimate the attributable fraction from the fitted Cox PH regression model, time unspecified
AFcoxph_clust_no_time <- AFcoxph(object = fit, data = data,
exposure = "X", clusterid = "id")
summary(AFcoxph_clust_no_time)
plot(AFcoxph_clust, CI = TRUE)
Attributable fraction estimation based on a logistic regression model from a glm
object (commonly used for cross-sectional or case-control sampling designs).
Description
AFglm
estimates the model-based adjusted attributable fraction for data from a logistic regression model in the form of a glm
object. This model is commonly used for data from a cross-sectional or non-matched case-control sampling design.
Usage
AFglm(object, data, exposure, clusterid, case.control = FALSE)
Arguments
object |
a fitted logistic regression model object of class " |
data |
an optional data frame, list or environment (or object coercible by |
exposure |
the name of the exposure variable as a string. The exposure must be binary (0/1) where unexposed is coded as 0. |
clusterid |
the name of the cluster identifier variable as a string, if data are clustered. Cluster robust standard errors will be calculated. |
case.control |
can be set to |
Details
AFglm
estimates the attributable fraction for a binary outcome Y
under the hypothetical scenario where a binary exposure X
is eliminated from the population.
The estimate is adjusted for confounders Z
by logistic regression using the (glm
) function.
The estimation strategy is different for cross-sectional and case-control sampling designs even if the underlying logististic regression model is the same.
For cross-sectional sampling designs the AF can be defined as
AF=1-\frac{Pr(Y_0=1)}{Pr(Y=1)}
where Pr(Y_0=1)
denotes the counterfactual probability of the outcome if
the exposure would have been eliminated from the population and Pr(Y = 1)
denotes the factual probability of the outcome.
If Z
is sufficient for confounding control, then Pr(Y_0=1)
can be expressed as
E_Z\{Pr(Y=1\mid{X=0,Z})\}.
The function uses logistic regression to estimate Pr(Y=1\mid{X=0,Z})
, and the marginal sample distribution of Z
to approximate the outer expectation (Sjölander and Vansteelandt, 2012).
For case-control sampling designs the outcome prevalence is fixed by sampling design and absolute probabilities (P.est
and P0.est
) can not be estimated.
Instead adjusted log odds ratios (log.or
) are estimated for each individual.
This is done by setting case.control
to TRUE
. It is then assumed that the outcome is rare so that the risk ratio can be approximated by the odds ratio.
For case-control sampling designs the AF be defined as (Bruzzi et. al)
AF = 1 - \frac{Pr(Y_0=1)}{Pr(Y = 1)}
where Pr(Y_0=1)
denotes the counterfactual probability of the outcome if
the exposure would have been eliminated from the population. If Z
is sufficient for confounding control then the probability Pr(Y_0=1)
can be expressed as
Pr(Y_0=1)=E_Z\{Pr(Y=1\mid{X}=0,Z)\}.
Using Bayes' theorem this implies that the AF can be expressed as
AF = 1-\frac{E_Z\{Pr(Y=1\mid X=0,Z)\}}{Pr(Y=1)}=1-E_Z\{RR^{-X}(Z)\mid{Y = 1}\}
where RR(Z)
is the risk ratio
\frac{Pr(Y=1\mid{X=1,Z})}{Pr(Y=1\mid{X=0,Z})}.
Moreover, the risk ratio can be approximated by the odds ratio if the outcome is rare. Thus,
AF \approx 1 - E_Z\{OR^{-X}(Z)\mid{Y = 1}\}.
If clusterid
is supplied, then a clustered sandwich formula is used in all variance calculations.
Value
AF.est |
estimated attributable fraction. |
AF.var |
estimated variance of |
P.est |
estimated factual proportion of cases; |
P.var |
estimated variance of |
P0.est |
estimated counterfactual proportion of cases if exposure would be eliminated; |
P0.var |
estimated variance of |
log.or |
a vector of the estimated log odds ratio for every individual.
then
then |
Author(s)
Elisabeth Dahlqwist, Arvid Sjölander
References
Bruzzi, P., Green, S. B., Byar, D., Brinton, L. A., and Schairer, C. (1985). Estimating the population attributable risk for multiple risk factors using case-control data. American Journal of Epidemiology 122, 904-914.
Greenland, S. and Drescher, K. (1993). Maximum Likelihood Estimation of the Attributable Fraction from logistic Models. Biometrics 49, 865-872.
Sjölander, A. and Vansteelandt, S. (2011). Doubly robust estimation of attributable fractions. Biostatistics 12, 112-121.
See Also
glm
used for fitting the logistic regression model. For conditional logistic regression (commonly for data from a matched case-control sampling design) see AFclogit
.
Examples
# Simulate a cross-sectional sample
expit <- function(x) 1 / (1 + exp( - x))
n <- 1000
Z <- rnorm(n = n)
X <- rbinom(n = n, size = 1, prob = expit(Z))
Y <- rbinom(n = n, size = 1, prob = expit(Z + X))
# Example 1: non clustered data from a cross-sectional sampling design
data <- data.frame(Y, X, Z)
# Fit a glm object
fit <- glm(formula = Y ~ X + Z + X * Z, family = binomial, data = data)
# Estimate the attributable fraction from the fitted logistic regression
AFglm_est <- AFglm(object = fit, data = data, exposure = "X")
summary(AFglm_est)
# Example 2: clustered data from a cross-sectional sampling design
# Duplicate observations in order to create clustered data
id <- rep(1:n, 2)
data <- data.frame(id = id, Y = c(Y, Y), X = c(X, X), Z = c(Z, Z))
# Fit a glm object
fit <- glm(formula = Y ~ X + Z + X * Z, family = binomial, data = data)
# Estimate the attributable fraction from the fitted logistic regression
AFglm_clust <- AFglm(object = fit, data = data,
exposure = "X", clusterid = "id")
summary(AFglm_clust)
# Example 3: non matched case-control
# Simulate a sample from a non matched case-control sampling design
# Make the outcome a rare event by setting the intercept to -6
expit <- function(x) 1 / (1 + exp( - x))
NN <- 1000000
n <- 500
intercept <- -6
Z <- rnorm(n = NN)
X <- rbinom(n = NN, size = 1, prob = expit(Z))
Y <- rbinom(n = NN, size = 1, prob = expit(intercept + X + Z))
population <- data.frame(Z, X, Y)
Case <- which(population$Y == 1)
Control <- which(population$Y == 0)
# Sample cases and controls from the population
case <- sample(Case, n)
control <- sample(Control, n)
data <- population[c(case, control), ]
# Fit a glm object
fit <- glm(formula = Y ~ X + Z + X * Z, family = binomial, data = data)
# Estimate the attributable fraction from the fitted logistic regression
AFglm_est_cc <- AFglm(object = fit, data = data, exposure = "X", case.control = TRUE)
summary(AFglm_est_cc)
Attributable fraction function based on Instrumental Variables (IV) regression as an ivglm
object in the ivtools
package.
Description
AFivglm
estimates the model-based adjusted attributable fraction from a Instrumental Variable regression from a ivglm
object. The IV regression can be estimated by either G-estimation or Two Stage estimation for a binary exposure and outcome.
Usage
AFivglm(object, data)
Arguments
object |
a fitted Instrumental Variable regression of class " |
data |
an optional data frame, list or environment (or object coercible by |
Details
AFivglm
estimates the attributable fraction for an IV regression
under the hypothetical scenario where a binary exposure X
is eliminated from the population.
The estimate can be adjusted for IV-outcome confounders L
in the ivglm
function.
Let the AF function be defined as
AF=1-\frac{Pr(Y_0=1)}{Pr(Y=1)}
where Pr(Y_0=1)
denotes the counterfactual outcome prevalence had everyone been unexposed and Pr(Y=1)
denotes the factual outcome prevalence.
If the instrument Z
is valid, conditional on covariates L
, i.e. fulfills the IV assumptions 1) the IV should have a (preferably strong) association with
the exposure, 2) the effect of the IV on the outcome should only go through the exposure and 3) the IV-outcome association should be unconfounded
(Imbens and Angrist, 1994) then Pr(Y_0=1)
can be estimated.
Value
AF.est |
estimated attributable fraction. |
AF.var |
estimated variance of |
Author(s)
Elisabeth Dahlqwist, Arvid Sjölander
References
Dahlqwist E., Kutalik Z., Sjölander, A. (2019). Using Instrumental Variables to estimate the attributable fraction. Manuscript.
See Also
ivglm
used for fitting the causal risk ratio or odds ratio using the G-estimator or Two stage estimator.
Examples
# Example 1
set.seed(2)
n <- 5000
## parameter a0 determines the outcome prevalence
a0 <- -4
psi.true <- 1
l <- rbinom(n, 1, 0.5)
u <- rbinom(n, 1, 0.5)
z <- rbinom(n, 1, plogis(a0))
x <- rbinom(n, 1, plogis(a0+3*z+ u))
y <- rbinom(n, 1, exp(a0+psi.true*x+u))
d <- data.frame(z,u,x,y,l)
## Outcome prevalence
mean(d$y)
####### G-estimation
## log CRR
fitz.l <- glm(z~1, family=binomial, data=d)
gest_log <- ivglm(estmethod="g", X="x", Y="y",
fitZ.L=fitz.l, data=d, link="log")
AFgestlog <- AFivglm(gest_log, data=d)
summary(AFgestlog)
## log COR
## Associational model, saturated
fit_y <- glm(y~x+z+x*z, family="binomial", data=d)
## Estimations of COR and AF
gest_logit <- ivglm(estmethod="g", X="x", Y="y",
fitZ.L=fitz.l, fitY.LZX=fit_y,
data=d, link="logit")
AFgestlogit <- AFivglm(gest_logit, data = d)
summary(AFgestlogit)
####### TS estimation
## log CRR
# First stage
fitx <- glm(x ~ z, family=binomial, data=d)
# Second stage
fity <- glm(y ~ x, family=poisson, data=d)
## Estimations of CRR and AF
TSlog <- ivglm(estmethod="ts", X="x", Y="y",
fitY.LX=fity, fitX.LZ=fitx, data=d, link="log")
AFtslog <- AFivglm(TSlog, data=d)
summary(AFtslog)
## log COR
# First stage
fitx_logit <- glm(x ~ z, family=binomial, data=d)
# Second stage
fity_logit <- glm(y ~ x, family=binomial, data=d)
## Estimations of COR and AF
TSlogit <- ivglm(estmethod="ts", X="x", Y="y",
fitY.LX=fity_logit, fitX.LZ=fitx_logit,
data=d, link="logit")
AFtslogit <- AFivglm(TSlogit, data=d)
summary(AFtslogit)
## Example 2: IV-outcome confounding by L
####### G-estimation
## log CRR
fitz.l <- glm(z~l, family=binomial, data=d)
gest_log <- ivglm(estmethod="g", X="x", Y="y",
fitZ.L=fitz.l, data=d, link="log")
AFgestlog <- AFivglm(gest_log, data=d)
summary(AFgestlog)
## log COR
## Associational model
fit_y <- glm(y~x+z+l+x*z+x*l+z*l, family="binomial", data=d)
## Estimations of COR and AF
gest_logit <- ivglm(estmethod="g", X="x", Y="y",
fitZ.L=fitz.l, fitY.LZX=fit_y,
data=d, link="logit")
AFgestlogit <- AFivglm(gest_logit, data = d)
summary(AFgestlogit)
####### TS estimation
## log CRR
# First stage
fitx <- glm(x ~ z+l, family=binomial, data=d)
# Second stage
fity <- glm(y ~ x+l, family=poisson, data=d)
## Estimations of CRR and AF
TSlog <- ivglm(estmethod="ts", X="x", Y="y",
fitY.LX=fity, fitX.LZ=fitx, data=d,
link="log")
AFtslog <- AFivglm(TSlog, data=d)
summary(AFtslog)
## log COR
# First stage
fitx_logit <- glm(x ~ z+l, family=binomial, data=d)
# Second stage
fity_logit <- glm(y ~ x+l, family=binomial, data=d)
## Estimations of COR and AF
TSlogit <- ivglm(estmethod="ts", X="x", Y="y",
fitY.LX=fity_logit, fitX.LZ=fitx_logit,
data=d, link="logit")
AFtslogit <- AFivglm(TSlogit, data=d)
summary(AFtslogit)
Attributable fraction function based on a Weibull gamma-frailty model as a parfrailty
object (commonly used for cohort sampling family designs with time-to-event outcomes).
Description
AFparfrailty
estimates the model-based adjusted attributable fraction function from a shared Weibull gamma-frailty model in form of a parfrailty
object. This model is commonly used for data from cohort sampling familty designs with time-to-event outcomes.
Usage
AFparfrailty(object, data, exposure, times, clusterid)
Arguments
object |
a fitted Weibull gamma-parfrailty object of class " |
data |
an optional data frame, list or environment (or object coercible by |
exposure |
the name of the exposure variable as a string. The exposure must be binary (0/1) where unexposed is coded as 0. |
times |
a scalar or vector of time points specified by the user for which the attributable fraction function is estimated. If not specified the observed death times will be used. |
clusterid |
the name of the cluster identifier variable as a string, if data are clustered. |
Details
AFparfrailty
estimates the attributable fraction for a time-to-event outcome
under the hypothetical scenario where a binary exposure X
is eliminated from the population.
The estimate is adjusted for confounders Z
by the shared frailty model (parfrailty
).
The baseline hazard is assumed to follow a Weibull distribution and the unobserved shared frailty effects U
are assumed to be gamma distributed.
Let the AF function be defined as
AF=1-\frac{\{1-S_0(t)\}}{\{1-S(t)\}}
where S_0(t)
denotes the counterfactual survival function for the event if
the exposure would have been eliminated from the population at baseline and S(t)
denotes the factual survival function.
If Z
and U
are sufficient for confounding control, then S_0(t)
can be expressed as E_Z\{S(t\mid{X=0,Z })\}
.
The function uses a fitted Weibull gamma-frailty model to estimate S(t\mid{X=0,Z})
, and the marginal sample distribution of Z
to approximate the outer expectation. A clustered sandwich formula is used in all variance calculations.
Value
AF.est |
estimated attributable fraction function for every time point specified by |
AF.var |
estimated variance of |
S.est |
estimated factual survival function; |
S.var |
estimated variance of |
S0.est |
estimated counterfactual survival function if exposure would be eliminated; |
S0.var |
estimated variance of |
Author(s)
Elisabeth Dahlqwist, Arvid Sjölander
See Also
parfrailty
used for fitting the Weibull gamma-frailty and stdParfrailty
used for standardization of a parfrailty
object.
Examples
# Example 1: clustered data with frailty U
expit <- function(x) 1 / (1 + exp( - x))
n <- 100
m <- 2
alpha <- 1.5
eta <- 1
phi <- 0.5
beta <- 1
id <- rep(1:n,each=m)
U <- rep(rgamma(n, shape = 1 / phi, scale = phi), each = m)
Z <- rnorm(n * m)
X <- rbinom(n * m, size = 1, prob = expit(Z))
# Reparametrize scale as in rweibull function
weibull.scale <- alpha / (U * exp(beta * X)) ^ (1 / eta)
t <- rweibull(n * m, shape = eta, scale = weibull.scale)
# Right censoring
c <- runif(n * m, 0, 10)
delta <- as.numeric(t < c)
t <- pmin(t, c)
data <- data.frame(t, delta, X, Z, id)
# Fit a parfrailty object
library(stdReg)
fit <- parfrailty(formula = Surv(t, delta) ~ X + Z + X * Z, data = data, clusterid = "id")
summary(fit)
# Estimate the attributable fraction from the fitted frailty model
time <- c(seq(from = 0.2, to = 1, by = 0.2))
AFparfrailty_est <- AFparfrailty(object = fit, data = data, exposure = "X",
times = time, clusterid = "id")
summary(AFparfrailty_est)
plot(AFparfrailty_est, CI = TRUE, ylim=c(0.1,0.7))
Birthweight data clustered on the mother.
Description
This dataset is borrowed from "An introduction to Stata for health reserachers" (Juul and Frydenberg, 2010). The dataset contains data on 189 mothers who have given birth to one or several children. In total, the dataset contains data on 487 births.
Usage
data(clslowbwt)
Format
The dataset is structured so that each row corresponds to one birth/child. It contains the following variables:
- id
the identification number of the mother.
- birth
the number of the birth, i.e. "1" for the mother's first birth, "2" for the mother's second birth etc.
- smoke
a categorical variable indicating if the mother is a smoker or not with levels "
0. No
" and "1. Yes
".- race
the race of the mother with levels "
1. White
", "2. Black
" or "3. Other
".- age
the age of the mother at childbirth.
- lwt
weight of the mother at last menstruational period (in pounds).
- bwt
birthweight of the newborn.
- low
a categorical variable indicating if the newborn is categorized as a low birthweight baby (<2500 grams) or not with levels "
0. No
" and "1. Yes
".- smoker
a numeric indicator if the mother is a smoker or not. Recoded version of the variable "
smoke
" where "0.No
" is recoded as "0" and "1.Yes
" is recoded as "1".- lbw
a numeric indicator of whether the newborn is categorized as a low birthweight baby (<2500 grams) or not. Recoded version of the variable "
low
" where "0.No
" is recoded as "0" and "1.Yes
" is recoded as "1".
The following changes have been made to the original data in Juul & Frydenberg (2010):
- The variable "low
" is recoded into the numeric indicator variable "lbw
":
clslowbwt$lbw <- as.numeric(clslowbwt$low == "1. Yes")
- The variable "smoke
" is recoded into the numeric indicator variable "smoker
":
clslowbwt$smoker <- as.numeric(clslowbwt$smoke == "1. Yes")
References
Juul, Svend & Frydenberg, Morten (2010). An introduction to Stata for health researchers, Texas, Stata press, 2010 (Third edition).
http://www.stata-press.com/data/ishr3.html
Plot function for objects of class "AF
" from the function AFcoxph
or AFparfrailty
.
Description
Creates a simple scatterplot for the AF function with time sequence (specified by the user as times
in the AFcoxph
function) on the x-axis and the AF function estimate on the y-axis.
Usage
## S3 method for class 'AF'
plot(x, CI = TRUE, confidence.level, CI.transform, xlab,
main, ylim, ...)
Arguments
x |
an object of class |
CI |
if TRUE confidence intervals are estimated and ploted in the graph. |
confidence.level |
user-specified confidence level for the confidence intervals. If not specified it defaults to 95 percent. Should be specified in decimals such as 0.95 for 95 percent. |
CI.transform |
user-specified transformation of the Wald confidence interval(s). Options are |
xlab |
label on the x-axis. If not specified the label "Time" will be displayed. |
main |
main title of the plot. If not specified the lable "Estimate of the attributable fraction function" will be displayed. |
ylim |
limits on the y-axis of the plot. If not specified the minimum value of the lower bound of the confidence interval will be used as the minimal value and the maximum value of the upper bound of the confidence interval will be used as the maximum of y-axis of the plot. |
... |
further arguments to be passed to the plot function. See |
Author(s)
Elisabeth Dahlqwist, Arvid Sjölander
Cohort study on breast cancer patients from the Netherlands.
Description
This dataset is borrowed from "Flexible parametric survival analysis using Stata: beyond the Cox model" (Roystone and Lambert, 2011). It contains follow-up data on 2982 woman with breast cancer who have gone through breast surgery. The women are followed from the time of surgery until death, relapse or censoring.
Usage
data(rott2)
Format
The dataset rott2
contains the following variables:
- pid
patient ID number.
- year
year of breast surgery (i.e. year of enrollment into the study), between the years 1978-1993.
- rf
relapse free interval measured in months.
- rfi
relapse indicator.
- m
metastasis free.
- mfi
metastasis status.
- os
overall survival
- osi
overall survival indicator
- age
age at surgery measured in years.
- meno
menopausal status with levels "
pre
" and "post
".- size
tumor size in three classes:
<=20mm, >20-50mmm
and>50mm
.- grade
differentiation grade with levels 2 or 3.
- pr
progesterone receptors, fmol/l.
- er
oestrogen receptors, fmol/l.
- nodes
the number of positive lymph nodes.
- hormon
hormonal therapy with levels "
no
" and "yes
".- chemo
categorical variable indicating whether the patient recieved chemotheraphy or not, with levels "
no
" and "yes
".- recent
a numeric indicator of whether the tumor was discovered recently with levels "
1978-87
" and "1988-93
".- no.chemo
a numerical indicator of whether the patient did not recieved chemotherapy. Recoded version of "
chemo
" where "yes
" is recoded as 0 and "no
" is recoded as 1.
The following changes have been made to the original data in Roystone and Lambert (2011):
- The variable "chemo
" is recoded into the numeric indicator variable "no.chemo
":
rott22$no.chemo <- as.numeric(rott2$chemo == "no")
The follwing variables have been removed from the original dataset: enodes, pr_1, enodes_1, _st, _d, _t, _t0
since they are recodings of some existing variables which are not used in this analysis.
References
Royston, Patrick & Lambert, Paul. C (2011). Flexible parametric survival analysis using Stata: beyond the Cox model. College Station, Texas, U.S, Stata press.
http://www.stata-press.com/data/fpsaus.html
Case-control study on oesophageal cancer in Chinese Singapore men.
Description
This dataset is borrowed from "Aetiological factors in oesophageal cancer in Singapore Chinese" by De Jong UW, Breslow N, Hong JG, Sridharan M, Shanmugaratnam K (1974).
Usage
data(singapore)
Format
The dataset contains the following variables:
- Age
age of the patient.
- Dial
dialect group where 1 represent "
Hokhien/Teochew
" and 0 represent "Cantonese/Other
".- Samsu
a numeric indicator of whether the patient consumes Samsu wine or not.
- Cigs
number of cigarettes smoked per day.
- Bev
number of beverage at "burning hot" temperatures ranging between 0 to 3 different drinks per day.
- Everhotbev
a numeric indicator of whether the patients ever drinks "burning hot beverage" or not. Recoded from the variable "
Bev
".- Set
matched set identification number.
- CC
a numeric variable where 1 represent if the patient is a case, 2 represent if the patient is a control from the same ward as the case and 3 represent if the patient is control from orthopedic hospital.
- Oesophagealcancer
a numeric indicator variable of whether the patient is a case of oesophageal cancer or not.
The following changes have been made to the data from the original data in De Jong UW (1974):
- The variable "Bev
" is recoded into the numeric indicator variable "Everhotbev
":
singapore$Everhotbev <- ifelse(singapore$Bev >= 1, 1, 0)
References
De Jong UW, Breslow N, Hong JG, Sridharan M, Shanmugaratnam K. (1974). Aetiological factors in oesophageal cancer in Singapore Chinese. Int J Cancer Mar 15;13(3), 291-303.
http://faculty.washington.edu/heagerty/Courses/b513/WEB2002/datasets.html
Summary function for objects of class "AF
".
Description
Gives a summary of the AF estimate(s) including z-value, p-value and confidence interval(s).
Usage
## S3 method for class 'AF'
summary(object, digits = max(3L, getOption("digits") - 3L),
confidence.level, CI.transform, ...)
Arguments
object |
an object of class |
digits |
maximum number of digits. |
confidence.level |
user-specified confidence level for the confidence intervals. If not specified it defaults to 95 percent. Should be specified in decimals such as 0.95 for 95 percent. |
CI.transform |
user-specified transformation of the Wald confidence interval(s). Options are |
... |
further arguments to be passed to the summary function. See |
Author(s)
Elisabeth Dahlqwist, Arvid Sjölander