Doubly Robust Inference for Cox Marginal Structural Model with Informative Censoring
Overview
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Robustness - Distributed Linear Regression, Informative Censoring, Causal Inference, and Non-Proportional Hazards [Unpublished doctoral dissertation].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.
- CoxAIPW function now includes an additional crossFit parameter, which can be turned to FALSE to stop cross-fitting when all nuisance function estimators are root-n.
- CoxAIPW function now includes an additional augmentation parameter in replacement of the previous 'random_censoring' parameter. Augmentation with respect to either propensity score, censoring or both can be selected.
- Under non-proportional hazard model, CoxAIPW estimates a causal estimated that is a weighted average of the time-varying log hazard ratio. It also outputs x and y values for producing a smoothed plot of the time-varying log hazard ratio.
- Update reference articles in the DESCRIPTION.
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- ERROR12 OK, 1 ERROR2026-06-08
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- RR 4.2.0 released · 2022-04-22
Package metadata
- First published
- 2023-02-08
- Total releases
- 3 / 3 yrs
- License
- GPL-3 OSI
- Download size
- 8.4 KB
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