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Doubly robust estimation and inference of log hazard ratio under the Cox marginal structural model with informative censoring. An augmented inverse probability weighted estimator that involves 3 working models, one for conditional failure time T, one for conditional censoring time C and one for propensity score. Both models for T and C can depend on both a binary treatment A and additional baseline covariates Z, while the propensity score model only depends on Z. With the help of cross-fitting techniques, achieves the rate-doubly robust property that allows the use of most machine learning or non-parametric methods for all 3 working models, which are not permitted in classic inverse probability weighting or doubly robust estimators. When the proportional hazard assumption is violated, CoxAIPW estimates a causal estimated that is a weighted average of the time-varying log hazard ratio. Reference: Luo, J. (2023). Statistical Robustness - Distributed Linear Regression, Informative Censoring, Causal Inference, and Non-Proportional Hazards [Unpublished doctoral dissertation]. University of California San Diego.; Luo & Xu (2022) <doi:10.48550/arXiv.2206.02296>; Rava (2021) <https://escholarship.org/uc/item/8h1846gs>.
| Version: | 0.0.3 |
| Imports: | survival, randomForestSRC, polspline, tidyr, ranger, pracma, gbm |
| Published: | 2023-09-20 |
| DOI: | 10.32614/CRAN.package.CoxAIPW |
| Author: | Jiyu Luo [cre, aut], Dennis Rava [aut], Ronghui Xu [aut] |
| Maintainer: | Jiyu Luo <charlesluo1002 at gmail.com> |
| BugReports: | https://github.com/charlesluo1002/CoxAIPW/issues |
| License: | GPL-3 |
| URL: | https://github.com/charlesluo1002/CoxAIPW |
| NeedsCompilation: | no |
| Language: | en-US |
| Materials: | README NEWS |
| CRAN checks: | CoxAIPW results |
| Reference manual: | CoxAIPW.pdf |
| Package source: | CoxAIPW_0.0.3.tar.gz |
| Windows binaries: | r-devel: CoxAIPW_0.0.3.zip, r-release: CoxAIPW_0.0.3.zip, r-oldrel: CoxAIPW_0.0.3.zip |
| macOS binaries: | r-release (arm64): CoxAIPW_0.0.3.tgz, r-oldrel (arm64): CoxAIPW_0.0.3.tgz, r-release (x86_64): CoxAIPW_0.0.3.tgz, r-oldrel (x86_64): CoxAIPW_0.0.3.tgz |
| Old sources: | CoxAIPW archive |
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