## ----message=FALSE, warning=FALSE, include=FALSE------------------------------ knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ## ----setup, message=FALSE, warning=FALSE, include=FALSE----------------------- library(rdborrow) ## ----------------------------------------------------------------------------- # Initialize an empty data list set.seed(2023) data_matrix_list_null <- list() data_matrix_list_alt <- list() # a small ntrial keeps this vignette fast to build; use hundreds to # thousands of trials for stable operating characteristic estimates ntrial <- 20 # Specify the significance level alpha alpha <- 0.05 # Specify the true effect size at the end of the study true_effect <- 0 alt_effect <- 2.0 # tune this # Specify column names covariates_col_name <- c("x1", "x2", "x3", "x4", "x5") outcome_col_name <- c("y1", "y2") treatment_col_name <- "A" trial_status_col_name <- "S" ## ----------------------------------------------------------------------------- # Sequentially adding in datasets for (trial_iter in 1:ntrial) { # simulate 300 sample normal <- copula::normalCopula(param = c(0.8), dim = 4, dispstr = "ar1") # ========== generate internal covariates ============= X_int <- simulate_X_copula( n = 200, p = 4, cp = normal, # copula margins = c("binom", "binom", "binom", "exp"), # specify marginal distributions paramMargins = list( list(size = 1, prob = 0.7), # specify parameters for marginals list(size = 1, prob = 0.9), list(size = 1, prob = 0.3), list(rate = 1 / 10) ) ) X_int$x4 <- round(X_int$x4) + 1 X_int$x5 <- 30 + 10 * X_int$x1 + (7) * X_int$x2 + (-6) * X_int$x3 + (-0.5) * X_int$x4 + rnorm(200, mean = 0, sd = 10) varnames <- c("1", paste0("x", 1:5)) # ============ generate external covariates ============== X_ext <- simulate_X_copula( n = 100, p = 4, cp = normal, # copula margins = c("binom", "binom", "binom", "exp"), # specify marginal distributions paramMargins = list( list(size = 1, prob = 0.7), # specify parameters for marginals list(size = 1, prob = 0.9), list(size = 1, prob = 0.3), list(rate = 1 / 10) ) ) X_ext$x4 <- round(X_ext$x4) + 1 X_ext$x5 <- 50 + 10 * X_ext$x1 + (2) * X_ext$x2 + (-1) * X_ext$x3 + (-0.3) * X_ext$x4 + rnorm(100, mean = 0, sd = 10) varnames <- c("1", paste0("x", 1:5)) # ============ Specify outcome models ============== model_form_x_t1 <- setNames(c(10.0, 0.05, -1.5, -1.0, -0.2, -0.1), varnames) # 1.5*A, sigma = 4.0 model_form_x_t2 <- setNames(c(6.0, 0.5, -0.5, -1.0, -0.3, -0.06), varnames) # 1.8*A, sigma = 4.0 # model_form_x_t3 = setNames(c(5.0, 1.9, 1.4, -1.3, -0.4, -0.15), varnames) # 1.6*A, sigma = 4.0 # model_form_x_t4 = setNames(c(1.2, 1.0, 2.0, -0.5, -0.4, -0.10), varnames) # 2.5*A, sigma = 5.0 outcome_model_specs <- list( list( effect = 0, model_form_x = model_form_x_t1, # from data: true_effect = 1.5 noise_mean = 0, noise_sd = 4 ), # model form for the first time point, given by model_form1 list( effect = true_effect, model_form_x = model_form_x_t2, # from data: true_effect = 1.8 noise_mean = 0, noise_sd = 4 ) # model form for the second time point, given by model_form2 ) # =========== generate trial data ============ Data <- simulate_trial(X_int, X_ext, num_treated = 100, OLE_flag = FALSE, T_cross = 2, outcome_model_specs ) data_matrix_list_null[[trial_iter]] <- Data } head(data_matrix_list_null[[1]]) ## ----------------------------------------------------------------------------- # Sequentially adding in datasets for (trial_iter in 1:ntrial) { # simulate 300 sample normal <- copula::normalCopula(param = c(0.8), dim = 4, dispstr = "ar1") # ========== generate internal covariates ============= X_int <- simulate_X_copula( n = 200, p = 4, cp = normal, # copula margins = c("binom", "binom", "binom", "exp"), # specify marginal distributions paramMargins = list( list(size = 1, prob = 0.7), # specify parameters for marginals list(size = 1, prob = 0.9), list(size = 1, prob = 0.3), list(rate = 1 / 10) ) ) X_int$x4 <- round(X_int$x4) + 1 X_int$x5 <- 30 + 10 * X_int$x1 + (7) * X_int$x2 + (-6) * X_int$x3 + (-0.5) * X_int$x4 + rnorm(200, mean = 0, sd = 10) varnames <- c("1", paste0("x", 1:5)) # ============ generate external covariates ============== X_ext <- simulate_X_copula( n = 100, p = 4, cp = normal, # copula margins = c("binom", "binom", "binom", "exp"), # specify marginal distributions paramMargins = list( list(size = 1, prob = 0.7), # specify parameters for marginals list(size = 1, prob = 0.9), list(size = 1, prob = 0.3), list(rate = 1 / 10) ) ) X_ext$x4 <- round(X_ext$x4) + 1 X_ext$x5 <- 50 + 10 * X_ext$x1 + (2) * X_ext$x2 + (-1) * X_ext$x3 + (-0.3) * X_ext$x4 + rnorm(100, mean = 0, sd = 10) varnames <- c("1", paste0("x", 1:5)) # ============ Specify outcome models ============== model_form_x_t1 <- setNames(c(10.0, 0.05, -1.5, -1.0, -0.2, -0.1), varnames) # 1.5*A, sigma = 4.0 model_form_x_t2 <- setNames(c(6.0, 0.5, -0.5, -1.0, -0.3, -0.06), varnames) # 1.8*A, sigma = 4.0 # model_form_x_t3 = setNames(c(5.0, 1.9, 1.4, -1.3, -0.4, -0.15), varnames) # 1.6*A, sigma = 4.0 # model_form_x_t4 = setNames(c(1.2, 1.0, 2.0, -0.5, -0.4, -0.10), varnames) # 2.5*A, sigma = 5.0 outcome_model_specs <- list( list( effect = 0, model_form_x = model_form_x_t1, # from data: true_effect = 1.5 noise_mean = 0, noise_sd = 4 ), # model form for the first time point, given by model_form1 list( effect = alt_effect, model_form_x = model_form_x_t2, # from data: true_effect = 1.8 noise_mean = 0, noise_sd = 4 ) # model form for the second time point, given by model_form2 ) # =========== generate trial data ============ Data <- simulate_trial(X_int, X_ext, num_treated = 100, OLE_flag = FALSE, T_cross = 2, outcome_model_specs ) data_matrix_list_alt[[trial_iter]] <- Data } head(data_matrix_list_alt[[1]]) ## ----------------------------------------------------------------------------- method_IPW_optimal_weight <- ec_ipw( ps_formula = "S ~ x1 + x2 + x3 + x4 + x5" ) method_AIPW_optimal_weight <- ec_aipw( ps_formula = "S ~ x1 + x2 + x3 + x4 + x5", outcome_formula = c( "y1 ~ x1 + x2 + x3 + x4 + x5", "y2 ~ x1 + x2 + x3 + x4 + x5" ) ) method_IPW_zero_weight <- ec_ipw( ps_formula = "S ~ x1 + x2 + x3 + x4 + x5", weight = 0 ) method_AIPW_zero_weight <- ec_aipw( ps_formula = "S ~ x1 + x2 + x3 + x4 + x5", outcome_formula = c( "y1 ~ x1 + x2 + x3 + x4 + x5", "y2 ~ x1 + x2 + x3 + x4 + x5" ), weight = 0 ) method_obj_list <- list( method_IPW_optimal_weight, method_AIPW_optimal_weight, method_IPW_zero_weight, method_AIPW_zero_weight ) ## ----------------------------------------------------------------------------- # create a simulation object for primary analysis simulation_primary_obj <- setup_simulation_primary( data_matrix_list_null = data_matrix_list_null, # two scenarios data_matrix_list_alt = data_matrix_list_alt, trial_status_col_name = trial_status_col_name, treatment_col_name = treatment_col_name, outcome_col_name = outcome_col_name, covariates_col_name = covariates_col_name, method_obj_list = method_obj_list, true_effect = true_effect, alt_effect = alt_effect, alpha = alpha, method_description = c( "IPW, optimal weight", "AIPW, optimal weight", "IPW, zero weight", "AIPW, zero weight" ) ) ## ----------------------------------------------------------------------------- simulation_report <- run_simulation(simulation_primary_obj, quiet = TRUE) ## ----------------------------------------------------------------------------- simulation_report # Type I error and Power ## ----------------------------------------------------------------------------- method_IPW_optimal_weight <- ec_ipw( ps_formula = "S ~ x1 + x2 + x3 + x4 + x5", bootstrap = 50, bootstrap_ci_type = "perc" ) method_AIPW_optimal_weight <- ec_aipw( ps_formula = "S ~ x1 + x2 + x3 + x4 + x5", outcome_formula = c( "y1 ~ x1 + x2 + x3 + x4 + x5", "y2 ~ x1 + x2 + x3 + x4 + x5 + y1" ), bootstrap = 50, bootstrap_ci_type = "perc" ) method_IPW_zero_weight <- ec_ipw( ps_formula = "S ~ x1 + x2 + x3 + x4 + x5", weight = 0, bootstrap = 50, bootstrap_ci_type = "perc" ) method_AIPW_zero_weight <- ec_aipw( ps_formula = "S ~ x1 + x2 + x3 + x4 + x5", outcome_formula = c( "y1 ~ x1 + x2 + x3 + x4 + x5", "y2 ~ x1 + x2 + x3 + x4 + x5 + y1" ), weight = 0, bootstrap = 50, bootstrap_ci_type = "perc" ) method_obj_list <- list( method_IPW_optimal_weight, method_AIPW_optimal_weight, method_IPW_zero_weight, method_AIPW_zero_weight ) ## ----------------------------------------------------------------------------- # create a simulation object for primary analysis simulation_primary_obj <- setup_simulation_primary( data_matrix_list_null = data_matrix_list_null, data_matrix_list_alt = data_matrix_list_alt, trial_status_col_name = trial_status_col_name, treatment_col_name = treatment_col_name, outcome_col_name = outcome_col_name, covariates_col_name = covariates_col_name, method_obj_list = method_obj_list, true_effect = true_effect, alt_effect = alt_effect, alpha = alpha, method_description = c( "IPW, optimal weight, bootstrap", "AIPW, optimal weight, bootstrap", "IPW, zero weight, bootstrap", "AIPW, zero weight, bootstrap" ) ) ## ----------------------------------------------------------------------------- simulation_report_bs <- run_simulation(simulation_primary_obj, quiet = TRUE) ## ----------------------------------------------------------------------------- simulation_report_bs