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WeightIt: Weighting for Covariate Balance in Observational Studies

Overview

WeightIt is a one-stop package to generate balancing weights for point and longitudinal treatments in observational studies. Support is included for binary, multi-category, and continuous treatments, a variety of estimands including the ATE, ATT, ATC, ATO, and others, and support for a wide variety of weighting methods, including those that rely on parametric modeling, machine learning, or optimization. WeightIt also provides functionality for fitting regression models in weighted samples that account for estimation of the weights in quantifying uncertainty. WeightIt uses a familiar formula interface and is meant to complement MatchIt as a package that provides a unified interface to basic and advanced weighting methods.

For a complete vignette, see the website for WeightIt or vignette("WeightIt").

To install and load WeightIt , use the code below:

#CRAN version
pak::pkg_install("WeightIt")

#Development version
pak::pkg_install("ngreifer/WeightIt")

library("WeightIt")

The workhorse function of WeightIt is weightit(), which generates weights from a given formula and data input according to methods and other parameters specified by the user. Below is an example of the use of weightit() to generate propensity score weights for estimating the ATT:

data("lalonde", package = "cobalt")

W <- weightit(treat ~ age + educ + nodegree + 
                married + race + re74 + re75, 
              data = lalonde, method = "glm", 
              estimand = "ATT")
W

#> A weightit object
#>  - method: "glm" (propensity score weighting with GLM)
#>  - number of obs.: 614
#>  - sampling weights: none
#>  - treatment: 2-category
#>  - estimand: ATT (focal: 1)
#>  - covariates: age, educ, nodegree, married, race, re74, re75

Evaluating weights has two components: evaluating the covariate balance produced by the weights, and evaluating whether the weights will allow for sufficient precision in the eventual effect estimate. For the first goal, functions in the cobalt package, which are fully compatible with WeightIt, can be used, as demonstrated below:

library("cobalt")

bal.tab(W, un = TRUE)

#> Balance Measures
#>                 Type Diff.Un Diff.Adj
#> prop.score  Distance  1.7941  -0.0205
#> age          Contin. -0.3094   0.1188
#> educ         Contin.  0.0550  -0.0284
#> nodegree      Binary  0.1114   0.0184
#> married       Binary -0.3236   0.0186
#> race_black    Binary  0.6404  -0.0022
#> race_hispan   Binary -0.0827   0.0002
#> race_white    Binary -0.5577   0.0021
#> re74         Contin. -0.7211  -0.0021
#> re75         Contin. -0.2903   0.0110
#> 
#> Effective sample sizes
#>            Control Treated
#> Unadjusted  429.       185
#> Adjusted     99.82     185

For the second goal, qualities of the distributions of weights can be assessed using summary(), as demonstrated below.

summary(W)

#>                   Summary of weights
#> 
#> - Weight ranges:
#> 
#>            Min                                  Max
#> treated 1.0000         ||                    1.0000
#> control 0.0092 |---------------------------| 3.7432
#> 
#> - Units with the 5 most extreme weights by group:
#>                                            
#>               5      4      3      2      1
#>  treated      1      1      1      1      1
#>             597    573    381    411    303
#>  control 3.0301 3.0592 3.2397 3.5231 3.7432
#> 
#> - Weight statistics:
#> 
#>         Coef of Var   MAD Entropy # Zeros
#> treated       0.000 0.000   0.000       0
#> control       1.818 1.289   1.098       0
#> 
#> - Effective Sample Sizes:
#> 
#>            Control Treated
#> Unweighted  429.       185
#> Weighted     99.82     185

Desirable qualities include small coefficients of variation close to 0 and large effective sample sizes.

Finally, we can estimate the effect of the treatment using a weighted outcome model, accounting for estimation of the weights in the standard error of the effect estimate:

fit <- glm_weightit(re78 ~ treat, data = lalonde,
                    weightit = W)

summary(fit, ci = TRUE)

#> 
#> Call:
#> glm_weightit(formula = re78 ~ treat, data = lalonde, weightit = W)
#> 
#> Coefficients:
#>             Estimate Std. Error z value Pr(>|z|)  2.5 % 97.5 %    
#> (Intercept)   5135.1      583.8   8.797   <1e-06 3990.9 6279.2 ***
#> treat         1214.1      798.2   1.521    0.128 -350.3 2778.4    
#> Standard error: HC0 robust (adjusted for estimation of weights)

The tables below contains the available methods in WeightIt for estimating weights for binary, multi-category, and continuous treatments. Many of these methods do not require any other package to use; see vignette("installing-packages") for information on how to install packages that are used.

Binary Treatments

Multi-Category Treatments

Continuous Treatments

In addition, WeightIt implements the subgroup balancing propensity score using the function sbps(). Several other tools and utilities are available, including trim() to trim or truncate weights, calibrate() to calibrate propensity scores, get_w_from_ps() to compute weights from propensity scores.

WeightIt provides functions to fit weighted models that account for the uncertainty in estimating the weights. These include glm_weightit() for fitting generalized linear models, ordinal_weightit() for ordinal regression models, multinom_weightit() for multinomial regression models, and coxph_weightit() for Cox proportional hazards models. Several methods are available for computing the parameter variances, including asymptotically correct M-estimation-base variances, robust variances that treat the weights as fixed, and traditional and fractional weighted bootstrap variances. Clustered variances are supported. See vignette("estimating-effects") for information on how to use these after weighting to estimate treatment effects.

Please submit bug reports, questions, comments, or other issues to https://github.com/ngreifer/WeightIt/issues. If you would like to see your package or method integrated into WeightIt, please contact the author. Fan mail is greatly appreciated.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.