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Matching on generalized propensity scores with continuous exposures


An R package for implementing matching on generalized propensity scores with continuous exposures. We developed an innovative approach for estimating causal effects using observational data in settings with continuous exposures, and introduce a new framework for GPS caliper matching that jointly matches on both the estimated GPS and exposure levels to fully adjust for confounding bias.




Input parameters:

Y: a vector of observed outcome
w: a vector of observed continues exposure
c: data frame or matrix of observed baseline covariates
matching_fun: specified matching function
pred_model: prediction model gps_model: model type for estimating GPS (parametric, non-parametric) bin_seq: sequence of treatment (w) to generate pseudo population scale: specified scale parameter to control the relative weight that is attributed to the distance measures of the exposure versus the GPS estimates
delta_n: specified caliper parameter on the exposure
sl_lib: a set of machine learning methods used for estimating GPS
ci_appr: causal inference approach
covar_bl_method: specified covariate balance method
covar_bl_trs: specified covariate balance threshold
max_attempt: maximum number of attempt to satisfy covariate balance use_cov_transform: If TRUE, uses internal transformers to achieve covariate balance. transformers: List of transformers (default: list(“pow2”,“pow3”)). Users can define a unary function and pass as transformer to the list. trim_quantiles: a vector of two indicating upper and lower trimming quantiles (default: c(0.01, 0.99)).

pseudo_pop <- generate_pseudo_pop(Y,
                                  ci_appr = "matching",
                                  pred_model = "sl",
                                  gps_model = "parametric",
                                  use_cov_transform = TRUE,
                                  transformers = list("pow2", "pow3"),
                                  sl_lib = c("m_xgboost","","SL.gam",
                                  params = list(xgb_nrounds=c(10,20,30),
                                  nthread = 1,
                                  covar_bl_method = "absolute",
                                  covar_bl_trs = 0.1,
                                  trim_quantiles = c(0.01,0.99),
                                  max_attempt = 1,
                                  matching_fun = "matching_l1",
                                  delta_n = 1,
                                  scale = 0.5)

matching_l1 is Manhattan distance matching approach. For prediciton model we use SuperLearner package. User need to pass sl as pred_model to use SuperLearner package. SuperLearner supports different machine learning methods and packages. params is a list of hyperparameters that users can pass to the third party libraries in the SuperLearner package. All hyperparameters go into the params list. The prefixes are used to distinguished parameters for different libraries. The following table shows the external package names, their equivalent name that should be used in sl_lib, the prefixes that should be used for their hyperparameters in the params list, and available hyperparameters.

Package name sl_lib name prefix available hyperparameters
XGBoost m_xgboost xgb_ nrounds, eta, max_depth, min_child_weight
ranger m_ranger rgr_ num.trees, write.forest, replace, verbose, family

nthread is the number of available threads (cores). XGBoost needs OpenMP installed on the system to parallize the processing. use_covariate_transform activates transforming covariates in order to achieve covariate balance. Users can pass custom function name in a list to be included in the processing. At each iteration, which is set by the users using max_attempt, the column that provides the worst covariate balance will be transformed.

data_with_gps <- estimate_gps(Y,
                              pred_model = "sl",
                              gps_model = "parametric",
                              internal_use = FALSE,
                              params = list(xgb_max_depth = c(3,4,5),
                                            xgb_rounds = c(10,20,30,40)),
                              nthread = 1,                                
                              sl_lib = c("m_xgboost")

If internal_use is set to be TRUE, the program will return additional vectors to be used by the selected causal inference approach to generate a pseudo population. See ?estimate_gps for more details.

erf <- estimate_erf(Y,
syn_data <- generate_syn_data(sample_size=1000,
                              seed = 403,
                              outcome_sd = 10,
                              gps_spec = 1,
                              cova_spec = 1)


For more information about reporting bugs and contribution, please read the contribution page from the package web page.


  1. Wu, X., Mealli, F., Kioumourtzoglou, M.A., Dominici, F. and Braun, D., 2018. Matching on generalized propensity scores with continuous exposures. arXiv preprint arXiv:1812.06575. (