Pseudo regression integration

Pseudo regression integration

integrate_psi_aw_g(
  at,
  av,
  covars,
  w_names,
  pseudo_model,
  g_model,
  exposure,
  delta,
  psi_aw,
  n_samples,
  density_type,
  integration_method = "AQ"
)

Arguments

at

Training data

av

Validation data

covars

Covariates used in the pseudo model

w_names

Baseline covariates used in the g model

pseudo_model

Pseudo regression model

g_model

The training data

exposure

A numeric indicating the magnitude of the shift to be computed for the exposure A. This is passed to the internal

delta

Object containing a set of instantiated learners from the sl3, to be used in fitting an ensemble model.

psi_aw

Vector of predictions from pseudo regression model

n_samples

Number of MC samples for integration

density_type

Type of density estimation used

integration_method

Type of integration method to be used

Value

A data.table with two columns, containing estimates of the outcome mechanism at the natural value of the exposure Q(A, W) and an upshift of the exposure Q(A + delta, W).

Details

Does the double integration as described in lemma 1