Either a single formula (long format) or a list with formulas
data
The dataset, includes treatment assignment as well as covariates
timeInvariant
An optional formula (with no left-hand variable) specifying time-invariant chararacteristics.
n.trees
number of gbm iterations passed on to gbm
stop.method
A method or methods of measuring and summarizing balance across
pretreatment variables. Current options are ks.mean, ks.max, es.mean,
and es.max. ks refers to the
Kolmogorov-Smirnov statistic and es refers to standardized effect size. These are summarized
across the pretreatment variables by either the maximum (.max) or the mean (.mean).
cumulative
If TRUE, the time t model includes time-varying characteristics from times 1 through t-1.
timeIndicators
For long format fits, a vector of times for each observation.
ID
For long format fits, a vector of numeric identifiers for unique analytic units.
priorTreatment
For long format fits, includes treatment levels from previous times if TRUE. This argument is ignored for wide format fits.
...
Additional arguments that are passed to ps function.
Details
This function uses generalized boosted models to estimate inverse probability of treatment weights for sequential treatments.
Value
Returns an object of class iptw, a list containing
psList
A list of ps objects with length equal to the number of time periods.
estimand
The specified estimand.
stop.methods
The stopping rules used to optimize iptw balance.
nFits
The number of ps objects (i.e., the number of distinct time points.)