Generate constraints to encourage covariate balance — generate

This function generates constraints that encourage covariate balance as specified. The main inputs are formula like objects, where the left hand side indicates the covariate to be balanced and the right hand side indicates the groups within which to balance. The constraints are weighted and standardized by stand() to be used in optimize_controls(). Missingness indicators can also be added and weighted for any covariate that has NA values.

generate_constraints(
  balance_formulas,
  z,
  data,
  default_rhs = NULL,
  weight_by_size = 0,
  denom_variance = "treated",
  treated = 1,
  autogen_missing = 50
)

Arguments

balance_formulas: a list of formulas where the left hand side represents the covariate to be balanced, and the terms on the right hand side represent the populations within which the covariate should be balanced. More information can be found in the details below.
z: a factor with the ith entry equal to the treatment of unit i.
data: a data frame containing the relevant covariates in the columns. The number of rows should equal the length of treated.
default_rhs: the list of balance_formulas can also contain entries that are just the character corresponding to a covariate to balance. If so, the covariate will be balanced according to default_rhs.
weight_by_size: numeric between 0 and 1 stating how to adjust constraints for the size of the population they represent. Default is 0, meaning imbalance within populations is viewed in absolute terms, not relative to the population size. The program may thus prioritize balancing the covariate in larger populations compared to smaller populations. A value of 1 means that imbalance will be measured relative to the population's size, not in absolute terms, implying that it is equally important to balance in every population.
denom_variance: character stating what variance to use in the standardization: either the default "treated", meaning the standardization will use the treated variance (across all strata), where the treated group is declared in the treated argument, or "pooled", meaning the standardization will use the average of the variances of each treatment group.
treated: which treatment value should be considered the treated group. This must be one of the values of z. This is used if denom_variance = "treated" for calculating the variance to use in the standardization or if weight_by_size > 0 to determine which treatment group to use to calculate population sizes.
autogen_missing: whether to automatically generate missingness constraints and how heavily to prioritize them. Should be a numeric or NULL. NULL indicates that constraints to balance the rate of missingness (denoted by NAs in data) should not be automatically generated. Note that this is not recommended unless the user has already accounted for missing values. If not NULL, autogen_missing should be a numeric stating how heavily to prioritize generated missingness constraints over covariate constraints. The default is 50.

Value

A list with two named components:

X: a matrix with constraints as columns and the same number of rows as the inputs. The column names provide information about the constraints, including the covariate names and the factor and level to which it pertains.
importances: a named vector with names corresponding to the constraint names and values corresponding to how heavily that constraint should be prioritized, based on the information provided through balance_formulas, weight_by_size, and autogen_missing.

Details

The balance_formulas argument can include formulas beyond those interpreted by R to be formulas. Their interpretation is also different, as explained below:

Left hand side: The left hand side of the formula contains the covariate to be balanced. It can also be the sum of multiple covariates, in which case each term will be balanced individually according to the right hand side. Additionally, '.' on the left hand side will designate that all covariates in data should be balanced according to the designated or default right hand side (as usual, terms may be subtracted to remove them).
Right hand side: The right hand side should be the sum of factor, character, or boolean variables. The covariate of the left hand side will be balanced within each level of each term on the right hand side. The right hand side can also contain '.', meaning the covariate will be balanced across all levels of all categorical, character, or boolean variables found in data (as usual, terms may be subtracted to remove them). In the most common case, the user will have one term on the right hand side consisting of the strata within which balance in desired.
Coefficients: The formulas can contain coefficients specifying how much to weight a certain set of constraints. Coefficients of the left hand side terms will weight all constraints generated for that covariate, and coefficients of the right hand side will weight the constraints generated for each level of that term.
Intercept: The intercept term, 1, is automatically included on the right hand side of the formula, and designates that the covariate of the left hand side will be balanced across all control units. You may enter a different numeric > 0 that will signify how much to weight the constraint, or you may enter "- 1" or "+ 0" to remove the intercept and its associated constraint, as per usual.

Examples

data('nh0506')

# Create strata
age_cat <- cut(nh0506$age,
               breaks = c(19, 39, 50, 85),
               labels = c('< 40 years', '40 - 50 years', '> 50 years'))
strata <- age_cat : nh0506$sex

# Balance age, race, education, poverty ratio, and bmi both across and within the levels of strata
constraints <- generate_constraints(
                 balance_formulas = list(age + race + education + povertyr + bmi ~ 1 + strata),
                 z = nh0506$z,
                 data = nh0506)

# Balance age and race both across and within the levels of strata,
# with balance for race being prioritized twice as much as for age,
# and balance across strata prioritized twice as much as within.
# Balance education across and within strata,
# with balance within strata prioritized twice as much as across.
# Balance poverty ratio and bmi only within the levels of strata,
# as specified in the default_rhs argument
constraints <- generate_constraints(
                 balance_formulas = list(age + 2 * race ~ 2 + strata,
                                         education ~ 1 + 2 * strata,
                                         'povertyr',
                                         'bmi'),
                 z = nh0506$z,
                 data = nh0506,
                 default_rhs = '0 + strata')