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geeCRT is an R package for implementing the bias-corrected generalized estimating equations in analyzing cluster randomized trials.
Population-averaged models have been increasingly used in the design and analysis of cluster randomized trials (CRTs). To facilitate the applications of population-averaged models in CRTs, we implement the generalized estimating equations (GEE) and matrix-adjusted estimating equations (MAEE) approaches to jointly estimate the marginal mean models correlation models both for general CRTs and stepped wedge CRTs.
Despite the general GEE/MAEE approach, we also implement a fast cluster-period GEE method specifically for stepped wedge CRTs with large and variable cluster-period sizes. The individual-level GEE/MAEE approach becomes computationally infeasible in this setting due to inversion of high-dimensional covariance matrices and the enumeration of a high-dimensional design matrix for the correlation estimation equations. The package gives a simple and efficient estimating equations approach based on the cluster-period means to estimate the intervention effects as well as correlation parameters.
In addition, the package also provides functions for generating correlated binary data with specific mean vector and correlation matrix based on the multivariate probit method (Emrich and Piedmonte 1991) or the conditional linear family method (Qaqish 2003). These two functions facilitate generating correlated binary data in future simulation studies.
geemaee()
examples: matrix-adjusted GEE for estimating
the mean and correlation parameters in SW-CRTsThe geemaee()
function implements the matrix-adjusted
GEE or regular GEE developed for analyzing cluster randomized trials
(CRTs). It provides valid estimation and inference for the treatment
effect and intraclass correlation parameters within the
population-averaged modeling framework. The program allows for flexible
marginal mean model specifications. The program also offers
bias-corrected intraclass correlation coefficient (ICC) estimates as
well as bias-corrected sandwich variances for both the treatment effect
parameter and the ICC parameters. The technical details of the
matrix-adjusted GEE approach are provided in (Preisser, Lu, and Qaqish 2008) and (Li, Turner, and Preisser 2018).
For the individual-level data, we use the geemaee()
function to estimate the marginal mean and correlation parameters in
CRTs. We use two simulated stepped wedge CRT datasets with true nested
exchangeable correlation structure to illustrate the
geemaee()
function examples.
period1 | period2 | period3 | period4 | treatment | id | period | y_bin | y_con |
---|---|---|---|---|---|---|---|---|
1 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | -0.5728721 |
1 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 1.0462372 |
1 | 0 | 0 | 0 | 0 | 1 | 1 | 1 | 0.6033255 |
1 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | -0.8680703 |
1 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | -1.8845704 |
0 | 1 | 0 | 0 | 1 | 1 | 2 | 0 | -0.5572751 |
We first create an auxiliary function createzCrossSec()
to help create the design matrix for the estimating equations of the
correlation parameters assuming that the correlations follow a nested
exchangeable structure. We then collect design matrix X
for
the mean parameters with five period indicators and the treatment
indicator.
# Z matrix for nested exchangeable correlation structure
createzCrossSec <- function(m) {
Z <- NULL
n <- dim(m)[1]
for (i in 1:n) {
alpha_0 <- 1
alpha_1 <- 2
n_i <- c(m[i, ])
n_length <- length(n_i)
POS <- matrix(alpha_1, sum(n_i), sum(n_i))
loc1 <- 0
loc2 <- 0
for (s in 1:n_length) {
n_t <- n_i[s]
loc1 <- loc2 + 1
loc2 <- loc1 + n_t - 1
for (k in loc1:loc2) {
for (j in loc1:loc2) {
if (k != j) {
POS[k, j] <- alpha_0
} else {
POS[k, j] <- 0
}
}
}
}
zrow <- diag(2)
z_c <- NULL
for (j in 1:(sum(n_i) - 1)) {
for (k in (j + 1):sum(n_i)) {
z_c <- rbind(z_c, zrow[POS[j, k], ])
}
}
Z <- rbind(Z, z_c)
}
return(Z)
}
We implement the geemaee()
function on continuous,
binary and count outcomes using the nested exchangeable correlation
structure, and consider both matrix-adjusted estimating equations (MAEE)
with alpadj = TRUE
and uncorrected generalized estimating
equations (GEE) with alpadj = FALSE
. We use the binary
outcome for the count outcome type of the geemaee()
function, and consider both poisson
and
quasipoisson
distributions for the count outcome. For the
shrink
argument, we use the "ALPHA"
method to
tune step sizes and focus on using estimated variances in the
correlation estimating equations rather than using unit variances by
specifying makevone = FALSE
.
########################################################################
### Example 1): simulated SW-CRT with small cluster-period sizes (5~10)
########################################################################
sampleSWCRT <- sampleSWCRTSmall
### Individual-level id, period, outcome, and design matrix
id <- sampleSWCRT$id
period <- sampleSWCRT$period
X <- as.matrix(sampleSWCRT[, c("period1", "period2", "period3", "period4", "treatment")])
m <- as.matrix(table(id, period))
n <- dim(m)[1]
t <- dim(m)[2]
### design matrix for correlation parameters
Z <- createzCrossSec(m)
### (1) Matrix-adjusted estimating equations and GEE
### on continuous outcome with nested exchangeable correlation structure
### MAEE
est_maee_ind_con <- geemaee(
y = sampleSWCRT$y_con,
X = X, id = id, Z = Z,
family = "continuous",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = TRUE,
shrink = "ALPHA", makevone = FALSE
)
### GEE
est_uee_ind_con <- geemaee(
y = sampleSWCRT$y_con,
X = X, id = id, Z = Z,
family = "continuous",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = FALSE,
shrink = "ALPHA", makevone = FALSE
)
### (2) Matrix-adjusted estimating equations and GEE
### on binary outcome with nested exchangeable correlation structure
### MAEE
est_maee_ind_bin <- geemaee(
y = sampleSWCRT$y_bin,
X = X, id = id, Z = Z,
family = "binomial",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = TRUE,
shrink = "ALPHA", makevone = FALSE
)
### GEE
est_uee_ind_bin <- geemaee(
y = sampleSWCRT$y_bin,
X = X, id = id, Z = Z,
family = "binomial",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = FALSE,
shrink = "ALPHA", makevone = FALSE
)
### (3) Matrix-adjusted estimating equations and GEE
### on count outcome with nested exchangeable correlation structure
### using Poisson distribution
### MAEE
est_maee_ind_cnt_poisson <- geemaee(
y = sampleSWCRT$y_bin,
X = X, id = id, Z = Z,
family = "poisson",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = TRUE,
shrink = "ALPHA", makevone = FALSE
)
### GEE
est_uee_ind_cnt_poisson <- geemaee(
y = sampleSWCRT$y_bin,
X = X, id = id, Z = Z,
family = "poisson",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = FALSE,
shrink = "ALPHA", makevone = FALSE
)
### (4) Matrix-adjusted estimating equations and GEE
### on count outcome with nested exchangeable correlation structure
### using Quasi-Poisson distribution
### MAEE
est_maee_ind_cnt_quasipoisson <- geemaee(
y = sampleSWCRT$y_bin,
X = X, id = id, Z = Z,
family = "quasipoisson",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = TRUE,
shrink = "ALPHA", makevone = FALSE
)
### GEE
est_uee_ind_cnt_quasipoisson <- geemaee(
y = sampleSWCRT$y_bin,
X = X, id = id, Z = Z,
family = "quasipoisson",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = FALSE,
shrink = "ALPHA", makevone = FALSE
)
Then we have the following output for continuous and binary outcomes:
## GEE for correlated data
## Number of Iterations: 6
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.1563400 0.1233724 0.11343910 0.1185200 0.1238356 0.1185676
## [2,] 1 0.2598417 0.1396584 0.15564306 0.1665805 0.1783248 0.1655108
## [3,] 2 0.2750434 0.1744216 0.09769357 0.1056224 0.1143643 0.1037000
## [4,] 3 0.3265847 0.2269849 0.20527795 0.2202021 0.2363784 0.2191884
## [5,] 4 -0.1846654 0.1916254 0.14636555 0.1592412 0.1733169 0.1587060
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.07335831 0.0385460 0.04035981 0.04226387 0.04042324
## [2,] 1 0.03210581 0.0160329 0.01683282 0.01767569 0.01684501
## GEE for correlated data
## Number of Iterations: 4
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.1558990 0.1174052 0.11335326 0.1184565 0.1237977 0.1185069
## [2,] 1 0.2600341 0.1331291 0.15660456 0.1676591 0.1795345 0.1666850
## [3,] 2 0.2744039 0.1658703 0.09732366 0.1052335 0.1139553 0.1035272
## [4,] 3 0.3294253 0.2163095 0.20723038 0.2223924 0.2388282 0.2219057
## [5,] 4 -0.1857484 0.1828737 0.14726062 0.1602631 0.1744810 0.1599123
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.05304519 0.03055184 0.03200002 0.03352079 0.03204680
## [2,] 1 0.03019984 0.01459571 0.01532844 0.01610073 0.01533637
## GEE for correlated data
## Number of Iterations: 7
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.7731496 0.2861811 0.2397046 0.2507701 0.2623524 0.2528516
## [2,] 1 -0.5067925 0.3163229 0.3125495 0.3364462 0.3626966 0.3340832
## [3,] 2 -0.6159656 0.4107850 0.5793391 0.6398733 0.7076154 0.6341025
## [4,] 3 -0.5932682 0.5956314 0.5498687 0.6043812 0.6650312 0.6087172
## [5,] 4 -0.9959081 0.4904630 0.5373051 0.5918909 0.6525862 0.5889413
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.09615638 0.03212815 0.03375024 0.03546144 0.03373575
## [2,] 1 0.03369215 0.03077853 0.03223000 0.03375486 0.03224127
## GEE for correlated data
## Number of Iterations: 4
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.7716253 0.2693959 0.2404336 0.2516128 0.2633193 0.2537330
## [2,] 1 -0.5040824 0.2983658 0.3111895 0.3349180 0.3609889 0.3328046
## [3,] 2 -0.6329007 0.3872258 0.5796856 0.6406367 0.7089294 0.6350176
## [4,] 3 -0.5905097 0.5625779 0.5551809 0.6102428 0.6715582 0.6149354
## [5,] 4 -0.9942493 0.4649278 0.5404357 0.5954360 0.6566581 0.5926395
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.06909291 0.02771682 0.02909958 0.03055802 0.02908517
## [2,] 1 0.03017185 0.02749985 0.02879600 0.03015777 0.02880640
In addition, we have the following output for count outcomes using Poisson and Quasi-Poisson distributions:
## GEE for correlated data
## Number of Iterations: 6
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -1.1521619 0.3489214 0.1673871 0.1753755 0.1837532 0.1758285
## [2,] 1 -0.9604021 0.3518871 0.1762732 0.1890095 0.2028242 0.1881040
## [3,] 2 -1.1052655 0.5223114 0.4286854 0.4823239 0.5434271 0.4806275
## [4,] 3 -1.0109748 1.0115124 0.4402988 0.4845222 0.5343777 0.4839782
## [5,] 4 -0.7592537 0.8089485 0.4209105 0.4648193 0.5143975 0.4635516
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.06817046 0.02179020 0.02284202 0.02395004 0.02281778
## [2,] 1 0.02099757 0.02218181 0.02321486 0.02429979 0.02321545
## GEE for correlated data
## Number of Iterations: 5
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -1.1520612 0.3422800 0.1677249 0.1757617 0.1841923 0.1761798
## [2,] 1 -0.9599799 0.3443619 0.1757498 0.1884550 0.2022358 0.1875591
## [3,] 2 -1.1098392 0.5139263 0.4302872 0.4843235 0.5459324 0.4826701
## [4,] 3 -1.0107860 1.0016898 0.4414726 0.4858718 0.5359647 0.4852324
## [5,] 4 -0.7590982 0.8016988 0.4222038 0.4663158 0.5161605 0.4650724
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.04900710 0.01927730 0.02019439 0.02116040 0.02017570
## [2,] 1 0.01868904 0.01986653 0.02078916 0.02175808 0.02078932
## GEE for correlated data
## Number of Iterations: 8
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -1.1519918 0.3131953 0.1667100 0.1746142 0.1829002 0.1752801
## [2,] 1 -0.9589155 0.3160741 0.1767755 0.1895442 0.2033914 0.1887524
## [3,] 2 -1.1016110 0.4675363 0.4245096 0.4772228 0.5371973 0.4754787
## [4,] 3 -1.0117241 0.8967909 0.4369452 0.4806150 0.5297870 0.4802468
## [5,] 4 -0.7575391 0.7177545 0.4163786 0.4595912 0.5083364 0.4578985
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.09147181 0.03137139 0.03294759 0.03461028 0.03292827
## [2,] 1 0.03231153 0.02918904 0.03056169 0.03200342 0.03056347
## GEE for correlated data
## Number of Iterations: 6
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -1.1518131 0.3055318 0.1671095 0.1750714 0.1834202 0.1756915
## [2,] 1 -0.9582190 0.3073944 0.1760662 0.1887880 0.2025830 0.1880073
## [3,] 2 -1.1073986 0.4578675 0.4265375 0.4797512 0.5403581 0.4780556
## [4,] 3 -1.0112083 0.8856530 0.4384607 0.4823527 0.5318224 0.4818385
## [5,] 4 -0.7575221 0.7095470 0.4179946 0.4614577 0.5105308 0.4597734
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.06509981 0.02703596 0.02837863 0.02979514 0.02836241
## [2,] 1 0.02868138 0.02603577 0.02725574 0.02853701 0.02725674
We also consider the simple exchangeable correlation structure for
the cluster-period responses, where we specify the Z
matrix
as a single column of 1’s. We implement the geemaee()
function on both the continuous outcome and binary outcome, and consider
both matrix-adjusted estimating equations (MAEE) with
alpadj = TRUE
and uncorrected generalized estimating
equations (GEE) with alpadj = FALSE
. For the
shrink
argument, we use the "ALPHA"
method to
tune step sizes and focus on using estimated variances in the
correlation estimating equations rather than using unit variances by
specifying makevone = FALSE
.
sampleSWCRT <- sampleSWCRTSmall
### Individual-level id, period, outcome, and design matrix
id <- sampleSWCRT$id
period <- sampleSWCRT$period
X <- as.matrix(sampleSWCRT[, c("period1", "period2", "period3", "period4", "treatment")])
m <- as.matrix(table(id, period))
n <- dim(m)[1]
t <- dim(m)[2]
### design matrix for correlation parameters (simple exchangeable correlation structure)
Z <- createzCrossSec(m)
Z <- matrix(1, dim(Z)[1], 1)
### (1) Matrix-adjusted estimating equations and GEE
### on continuous outcome with nested exchangeable correlation structure
### MAEE
est_maee_ind_con <- geemaee(
y = sampleSWCRT$y_con,
X = X, id = id, Z = Z,
family = "continuous",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = TRUE,
shrink = "ALPHA", makevone = FALSE
)
### GEE
est_uee_ind_con <- geemaee(
y = sampleSWCRT$y_con,
X = X, id = id, Z = Z,
family = "continuous",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = FALSE,
shrink = "ALPHA", makevone = FALSE
)
### (2) Matrix-adjusted estimating equations and GEE
### on binary outcome with nested exchangeable correlation structure
### MAEE
est_maee_ind_bin <- geemaee(
y = sampleSWCRT$y_bin,
X = X, id = id, Z = Z,
family = "binomial",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = TRUE,
shrink = "ALPHA", makevone = FALSE
)
### GEE
est_uee_ind_bin <- geemaee(
y = sampleSWCRT$y_bin,
X = X, id = id, Z = Z,
family = "binomial",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = FALSE,
shrink = "ALPHA", makevone = FALSE
)
Then we have the following output:
## GEE for correlated data
## Number of Iterations: 6
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.1546654 0.1138036 0.1132300 0.1183400 0.1236901 0.1183735
## [2,] 1 0.2575634 0.1286791 0.1577178 0.1688563 0.1808451 0.1686030
## [3,] 2 0.2655184 0.1588560 0.1005199 0.1085032 0.1172738 0.1091556
## [4,] 3 0.3254756 0.2066790 0.2188951 0.2353741 0.2532413 0.2385154
## [5,] 4 -0.1803555 0.1738138 0.1555551 0.1694989 0.1847540 0.1700911
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.04161855 0.01626681 0.01707934 0.017935 0.01710478
## GEE for correlated data
## Number of Iterations: 4
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.1548400 0.1119522 0.1132388 0.1183621 0.1237270 0.1184054
## [2,] 1 0.2586067 0.1269062 0.1578532 0.1690319 0.1810577 0.1685156
## [3,] 2 0.2685238 0.1570543 0.0989460 0.1068758 0.1155986 0.1066848
## [4,] 3 0.3288218 0.2048429 0.2153506 0.2314405 0.2488849 0.2334599
## [5,] 4 -0.1832029 0.1728612 0.1526576 0.1662888 0.1812008 0.1665749
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.03563676 0.0145224 0.01524472 0.01600543 0.01526096
## GEE for correlated data
## Number of Iterations: 6
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.7680520 0.2551979 0.2402408 0.2515042 0.2633056 0.2560060
## [2,] 1 -0.4922456 0.2801734 0.3139606 0.3377667 0.3639014 0.3395136
## [3,] 2 -0.6703178 0.3598533 0.5664151 0.6258843 0.6926011 0.6241206
## [4,] 3 -0.5918583 0.5167021 0.5636072 0.6189357 0.6805468 0.6320340
## [5,] 4 -0.9783470 0.4282247 0.5386478 0.5930714 0.6537034 0.5930284
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.04820458 0.02878404 0.03018486 0.0316581 0.03021869
## GEE for correlated data
## Number of Iterations: 4
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.7682900 0.2492772 0.2407543 0.2520694 0.2639264 0.2557018
## [2,] 1 -0.4935666 0.2750558 0.3121951 0.3358868 0.3619068 0.3364044
## [3,] 2 -0.6710571 0.3546461 0.5707372 0.6310024 0.6986599 0.6278109
## [4,] 3 -0.5894580 0.5122764 0.5645206 0.6201814 0.6822145 0.6305004
## [5,] 4 -0.9820253 0.4257111 0.5412118 0.5961231 0.6573418 0.5951026
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.03937419 0.02544412 0.02668884 0.02799821 0.02670961
period1 | period2 | period3 | period4 | period5 | treatment | id | period | y_bin | y_con |
---|---|---|---|---|---|---|---|---|---|
1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 1 | 0.6789756 |
1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 1 | 0.3776961 |
1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 1 | -0.5519475 |
1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 1 | -1.3102658 |
1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 1 | 0.2654200 |
1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 1 | -0.3327958 |
Using the nested exchangeable correlation structure, we have the following results.
########################################################################
### Example 2): simulated SW-CRT with larger cluster-period sizes (20~30)
########################################################################
## This will elapse longer.
sampleSWCRT <- sampleSWCRTLarge
### Individual-level id, period, outcome, and design matrix
id <- sampleSWCRT$id
period <- sampleSWCRT$period
X <- as.matrix(sampleSWCRT[, c("period1", "period2", "period3", "period4", "period5", "treatment")])
m <- as.matrix(table(id, period))
n <- dim(m)[1]
t <- dim(m)[2]
### design matrix for correlation parameters
Z <- createzCrossSec(m)
### (1) Matrix-adjusted estimating equations and GEE
### on continous outcome with nested exchangeable correlation structure
### MAEE
est_maee_ind_con <- geemaee(
y = sampleSWCRT$y_con,
X = X, id = id, Z = Z,
family = "continuous",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = TRUE,
shrink = "ALPHA", makevone = FALSE
)
print(est_maee_ind_con)
## GEE for correlated data
## Number of Iterations: 6
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.19231933 0.1048518 0.13134291 0.13722549 0.14337189 0.13681137
## [2,] 1 0.13855318 0.1089971 0.08559214 0.09070281 0.09631631 0.08746208
## [3,] 2 0.14135330 0.1246032 0.09471802 0.10092099 0.10769442 0.10114962
## [4,] 3 0.20421027 0.1452583 0.10146597 0.11068698 0.12096977 0.11160100
## [5,] 4 0.24716971 0.1684305 0.17177784 0.18728285 0.20433337 0.18746260
## [6,] 5 -0.08406266 0.1322349 0.13858326 0.15310151 0.16917367 0.15161045
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.09465688 0.02442148 0.02594067 0.02764751 0.02572805
## [2,] 1 0.03469533 0.01939519 0.02047886 0.02163615 0.02033902
### GEE
est_uee_ind_con <- geemaee(
y = sampleSWCRT$y_con,
X = X, id = id, Z = Z,
family = "continuous",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = FALSE,
shrink = "ALPHA", makevone = FALSE
)
print(est_uee_ind_con)
## GEE for correlated data
## Number of Iterations: 4
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.19190139 0.0996732 0.13145806 0.1373518 0.1435101 0.1369554
## [2,] 1 0.13814149 0.1035213 0.08569554 0.0908225 0.0964508 0.0875894
## [3,] 2 0.14064776 0.1185910 0.09464091 0.1008293 0.1075822 0.1010819
## [4,] 3 0.20346170 0.1383136 0.10102922 0.1101788 0.1203834 0.1111059
## [5,] 4 0.24633487 0.1602727 0.17211627 0.1876575 0.2047488 0.1878631
## [6,] 5 -0.08318282 0.1259570 0.13859217 0.1531209 0.1692063 0.1516836
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.08146407 0.02277749 0.02412259 0.02563971 0.02397541
## [2,] 1 0.03076420 0.01819528 0.01919418 0.02026185 0.01907859
### (2) Matrix-adjusted estimating equations and GEE
### on binary outcome with nested exchangeable correlation structure
### MAEE
est_maee_ind_bin <- geemaee(
y = sampleSWCRT$y_bin,
X = X, id = id, Z = Z,
family = "binomial",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = TRUE,
shrink = "ALPHA", makevone = FALSE
)
print(est_maee_ind_bin)
## GEE for correlated data
## Number of Iterations: 7
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.03457213 0.2241538 0.2392075 0.2498653 0.2610001 0.2473707
## [2,] 1 -0.34208716 0.2377506 0.2099319 0.2248003 0.2408185 0.2234759
## [3,] 2 -0.67675480 0.2823888 0.2743190 0.2961203 0.3199988 0.2912959
## [4,] 3 0.02997130 0.3119529 0.2000433 0.2183246 0.2399443 0.2115277
## [5,] 4 -0.42930737 0.3863814 0.1803455 0.1973792 0.2176510 0.1991261
## [6,] 5 -0.81816822 0.2919980 0.2800864 0.3069737 0.3365978 0.3032212
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.11496936 0.04117568 0.04294094 0.04478275 0.04281833
## [2,] 1 0.06242691 0.03481106 0.03630878 0.03787122 0.03624330
### GEE
est_uee_ind_bin <- geemaee(
y = sampleSWCRT$y_bin,
X = X, id = id, Z = Z,
family = "binomial",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = FALSE,
shrink = "ALPHA", makevone = FALSE
)
print(est_uee_ind_bin)
## GEE for correlated data
## Number of Iterations: 4
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.03532021 0.2130112 0.2391542 0.2498171 0.2609580 0.2472393
## [2,] 1 -0.34154512 0.2256323 0.2100181 0.2248984 0.2409307 0.2236170
## [3,] 2 -0.67644339 0.2683572 0.2745740 0.2964326 0.3203797 0.2916198
## [4,] 3 0.03090417 0.2963087 0.2002704 0.2186117 0.2403231 0.2117340
## [5,] 4 -0.43011798 0.3665889 0.1798608 0.1969091 0.2172283 0.1986538
## [6,] 5 -0.81865546 0.2768705 0.2801134 0.3070590 0.3367553 0.3032859
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.09974917 0.03709677 0.03868651 0.04034505 0.03857485
## [2,] 1 0.05686766 0.03128090 0.03262829 0.03403398 0.03256722
Using the simple exchangeable correlation structure, we have the following results.
sampleSWCRT <- sampleSWCRTLarge
### Individual-level id, period, outcome, and design matrix
id <- sampleSWCRT$id
period <- sampleSWCRT$period
X <- as.matrix(sampleSWCRT[, c("period1", "period2", "period3", "period4", "period5", "treatment")])
m <- as.matrix(table(id, period))
n <- dim(m)[1]
t <- dim(m)[2]
### design matrix for correlation parameters
Z <- createzCrossSec(m)
Z <- matrix(1, dim(Z)[1], 1)
### (1) Matrix-adjusted estimating equations and GEE
### on continous outcome with nested exchangeable correlation structure
### MAEE
est_maee_ind_con <- geemaee(
y = sampleSWCRT$y_con,
X = X, id = id, Z = Z,
family = "continuous",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = TRUE,
shrink = "ALPHA", makevone = FALSE
)
print(est_maee_ind_con)
## GEE for correlated data
## Number of Iterations: 5
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.18627032 0.08414604 0.13279197 0.13883272 0.14515097 0.13737503
## [2,] 1 0.13815534 0.08568755 0.08728350 0.09253851 0.09827924 0.08831436
## [3,] 2 0.14554680 0.09591310 0.09561107 0.10175525 0.10851515 0.10198254
## [4,] 3 0.20689929 0.10841530 0.09868192 0.10735199 0.11704766 0.10988201
## [5,] 4 0.25610889 0.12165483 0.17022286 0.18525460 0.20174120 0.19006405
## [6,] 5 -0.09300219 0.08850272 0.13636987 0.15009052 0.16522319 0.14914568
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.04611516 0.0213304 0.02261646 0.0239952 0.0222351
### GEE
est_uee_ind_con <- geemaee(
y = sampleSWCRT$y_con,
X = X, id = id, Z = Z,
family = "continuous",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = FALSE,
shrink = "ALPHA", makevone = FALSE
)
print(est_uee_ind_con)
## GEE for correlated data
## Number of Iterations: 4
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.18623550 0.08157593 0.13280807 0.13885009 0.14516968 0.13758490
## [2,] 1 0.13775315 0.08314994 0.08726205 0.09252299 0.09826906 0.08851174
## [3,] 2 0.14459742 0.09363651 0.09541116 0.10153431 0.10826320 0.10169514
## [4,] 3 0.20603548 0.10636160 0.09830339 0.10692622 0.11656789 0.10913963
## [5,] 4 0.25474380 0.11977319 0.17041119 0.18547805 0.20200601 0.18958752
## [6,] 5 -0.09160689 0.08834620 0.13623821 0.14998489 0.16515087 0.14894388
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.0408165 0.02379864 0.02536501 0.02705457 0.0247663
### (2) Matrix-adjusted estimating equations and GEE
### on binary outcome with nested exchangeable correlation structure
### MAEE
est_maee_ind_bin <- geemaee(
y = sampleSWCRT$y_bin,
X = X, id = id, Z = Z,
family = "binomial",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = TRUE,
shrink = "ALPHA", makevone = FALSE
)
print(est_maee_ind_bin)
## GEE for correlated data
## Number of Iterations: 5
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.03973392 0.1901734 0.2375264 0.2482506 0.2594763 0.2402294
## [2,] 1 -0.33441396 0.1969079 0.2191302 0.2343650 0.2508029 0.2379983
## [3,] 2 -0.67365821 0.2291302 0.2926954 0.3160152 0.3416383 0.3157696
## [4,] 3 0.04551938 0.2377877 0.2306274 0.2508583 0.2745651 0.2450061
## [5,] 4 -0.43406855 0.2864244 0.1708418 0.1874952 0.2077659 0.1954336
## [6,] 5 -0.82474970 0.1978452 0.2759903 0.3032872 0.3334597 0.3001580
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.07132474 0.03467243 0.03613621 0.03766221 0.03596639
### GEE
est_uee_ind_bin <- geemaee(
y = sampleSWCRT$y_bin,
X = X, id = id, Z = Z,
family = "binomial",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = FALSE,
shrink = "ALPHA", makevone = FALSE
)
print(est_uee_ind_bin)
## GEE for correlated data
## Number of Iterations: 4
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.04019172 0.1849222 0.2377030 0.2484296 0.2596563 0.2411474
## [2,] 1 -0.33482763 0.1916991 0.2182129 0.2334232 0.2498335 0.2363416
## [3,] 2 -0.67397738 0.2240146 0.2909303 0.3141572 0.3396799 0.3131966
## [4,] 3 0.04476860 0.2342217 0.2278055 0.2479068 0.2715079 0.2418171
## [5,] 4 -0.43477643 0.2828052 0.1707430 0.1874088 0.2076964 0.1944779
## [6,] 5 -0.82448172 0.1978906 0.2761830 0.3034841 0.3336617 0.3003341
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.06511568 0.03162665 0.03296549 0.03436137 0.03282115
geemaee()
examples: matrix-adjusted GEE for estimating
the mean and correlation parameters in SW-CRTs when some clusters had
only 1 observationWe can use the geemaee()
function for SW-CRTs when some
clusters had only one observation.
## let the cluster 5 and cluster 10 be with only 1 observation
sampleSWCRT <- sampleSWCRTSmall[sampleSWCRTSmall$id != 5 & sampleSWCRTSmall$id != 10, ]
sampleSWCRT5 <- sampleSWCRTSmall[sampleSWCRTSmall$id == 5, ][1, ]
sampleSWCRT10 <- sampleSWCRTSmall[sampleSWCRTSmall$id == 10, ][1, ]
sampleSWCRT <- rbind(sampleSWCRT, sampleSWCRT5)
sampleSWCRT <- rbind(sampleSWCRT, sampleSWCRT10)
sampleSWCRT <- sampleSWCRT[order(sampleSWCRT$id), ]
id <- sampleSWCRT$id
period <- sampleSWCRT$period
X <- as.matrix(sampleSWCRT[, c("period1", "period2", "period3", "period4", "treatment")])
m <- as.matrix(table(id, period))
n <- dim(m)[1]
t <- dim(m)[2]
## function to generate Z matrix (ignore the clusters with only 1 observation)
createzCrossSecIgnoreOneObsCount <- function(m) {
Z <- NULL
n <- dim(m)[1]
for (i in 1:n) {
alpha_0 <- 1
alpha_1 <- 2
n_i <- c(m[i, ])
n_i <- c(n_i[n_i > 0])
n_length <- length(n_i)
POS <- matrix(alpha_1, sum(n_i), sum(n_i))
loc1 <- 0
loc2 <- 0
for (s in 1:n_length) {
n_t <- n_i[s]
loc1 <- loc2 + 1
loc2 <- loc1 + n_t - 1
for (k in loc1:loc2) {
for (j in loc1:loc2) {
if (k != j) {
POS[k, j] <- alpha_0
} else {
POS[k, j] <- 0
}
}
}
}
zrow <- diag(2)
z_c <- NULL
if (sum(n_i) > 1) {
for (j in 1:(sum(n_i) - 1)) {
for (k in (j + 1):sum(n_i)) {
z_c <- rbind(z_c, zrow[POS[j, k], ])
}
}
}
Z <- rbind(Z, z_c)
}
return(Z)
}
Z <- createzCrossSecIgnoreOneObsCount(m)
### (1) Matrix-adjusted estimating equations and GEE
### on continuous outcome with nested exchangeable correlation structure
### MAEE
est_maee_ind_con <- geemaee(
y = sampleSWCRT$y_con,
X = X, id = id, Z = Z,
family = "continuous",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = TRUE,
shrink = "ALPHA", makevone = FALSE
)
### GEE
est_uee_ind_con <- geemaee(
y = sampleSWCRT$y_con,
X = X, id = id, Z = Z,
family = "continuous",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = FALSE,
shrink = "ALPHA", makevone = FALSE
)
### (2) Matrix-adjusted estimating equations and GEE
### on binary outcome with nested exchangeable correlation structure
### MAEE
est_maee_ind_bin <- geemaee(
y = sampleSWCRT$y_bin,
X = X, id = id, Z = Z,
family = "binomial",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = TRUE,
shrink = "ALPHA", makevone = FALSE
)
### GEE
est_uee_ind_bin <- geemaee(
y = sampleSWCRT$y_bin,
X = X, id = id, Z = Z,
family = "binomial",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = FALSE,
shrink = "ALPHA", makevone = FALSE
)
Then we have the following output:
## GEE for correlated data
## Number of Iterations: 7
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.1348986 0.1291859 0.1697842 0.1826380 0.1965769 0.1798168
## [2,] 1 0.2713850 0.1746512 0.2001488 0.2195470 0.2408760 0.2172481
## [3,] 2 0.2242936 0.2143205 0.1243187 0.1373906 0.1523610 0.1347270
## [4,] 3 0.3421334 0.2696461 0.2414682 0.2634955 0.2879108 0.2629327
## [5,] 4 -0.1824207 0.2269258 0.1775156 0.1973096 0.2194501 0.1954393
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.11814099 2.1459619 2.3092102 2.4863313 2.2717905
## [2,] 1 0.04415164 0.6888222 0.7410199 0.7976414 0.7290764
## GEE for correlated data
## Number of Iterations: 4
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.1377223 0.1237580 0.1615739 0.1722903 0.1837689 0.1702791
## [2,] 1 0.2723025 0.1649076 0.2018461 0.2215163 0.2431605 0.2194440
## [3,] 2 0.2235232 0.2018022 0.1238738 0.1368429 0.1516911 0.1346751
## [4,] 3 0.3454827 0.2542602 0.2435906 0.2659183 0.2906703 0.2662424
## [5,] 4 -0.1829646 0.2143018 0.1784264 0.1984112 0.2207730 0.1968959
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.08866912 0.7162528 0.7860288 0.8628203 0.7786015
## [2,] 1 0.04087645 0.3630319 0.3979786 0.4364026 0.3943828
## GEE for correlated data
## Number of Iterations: 9
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.7177697 0.3243579 0.2504724 0.2626788 0.2755610 0.2670747
## [2,] 1 -0.5057164 0.3866767 0.4184022 0.4634919 0.5148205 0.4598584
## [3,] 2 -0.7507158 0.5041838 0.7566394 0.8607488 0.9814278 0.8526778
## [4,] 3 -0.4215410 0.6903277 0.6457526 0.7317282 0.8307258 0.7387263
## [5,] 4 -1.1000030 0.5788407 0.6358341 0.7220682 0.8212615 0.7152954
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.12872351 0.04214012 0.04501392 0.04811026 0.04504987
## [2,] 1 0.04998133 0.03776135 0.04003308 0.04245568 0.04005637
## GEE for correlated data
## Number of Iterations: 5
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.7188014 0.3023277 0.2496582 0.2622189 0.2754855 0.2667267
## [2,] 1 -0.5039354 0.3602724 0.4176725 0.4625818 0.5137026 0.4594518
## [3,] 2 -0.7763118 0.4698037 0.7586941 0.8634678 0.9850709 0.8557903
## [4,] 3 -0.4189338 0.6440289 0.6529553 0.7396359 0.8395257 0.7474897
## [5,] 4 -1.0977160 0.5424980 0.6395300 0.7262417 0.8260927 0.7200144
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.09112146 0.03407652 0.03633943 0.03877574 0.03634703
## [2,] 1 0.04312784 0.03280064 0.03476699 0.03686398 0.03478916
## let the cluster 2, 3 be with only 1 observation
sampleSWCRT <- sampleSWCRTLarge[sampleSWCRTLarge$id != 2 & sampleSWCRTLarge$id != 3, ]
sampleSWCRT2 <- sampleSWCRTLarge[sampleSWCRTLarge$id == 2 & sampleSWCRTLarge$period == 4, ][1, ]
sampleSWCRT3 <- sampleSWCRTLarge[sampleSWCRTLarge$id == 3 & sampleSWCRTLarge$period == 5, ][1, ]
sampleSWCRT <- rbind(sampleSWCRT, sampleSWCRT2)
sampleSWCRT <- rbind(sampleSWCRT, sampleSWCRT3)
sampleSWCRT <- sampleSWCRT[order(sampleSWCRT$id, sampleSWCRT$period), ]
id <- sampleSWCRT$id
period <- sampleSWCRT$period
X <- as.matrix(sampleSWCRT[, c("period1", "period2", "period3", "period4", "treatment")])
m <- as.matrix(table(id, period))
n <- dim(m)[1]
t <- dim(m)[2]
Z <- createzCrossSecIgnoreOneObsCount(m)
### (1) Matrix-adjusted estimating equations and GEE
### on continous outcome with nested exchangeable correlation structure
### MAEE
est_maee_ind_con <- geemaee(
y = sampleSWCRT$y_con,
X = X, id = id, Z = Z,
family = "continuous",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = TRUE,
shrink = "ALPHA", makevone = FALSE
)
print(est_maee_ind_con)
## GEE for correlated data
## Number of Iterations: 6
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.13025902 0.10414063 0.14548511 0.15353994 0.16204526 0.15345862
## [2,] 1 0.12125392 0.10194268 0.08757724 0.09236968 0.09743277 0.09233367
## [3,] 2 -0.01152763 0.10473717 0.07926497 0.08413526 0.08937669 0.08354342
## [4,] 3 0.05478654 0.10981242 0.08594124 0.09157935 0.09765350 0.09060846
## [5,] 4 0.12204008 0.08165944 0.06041418 0.06465424 0.06933952 0.06347192
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.07157622 0.01991177 0.02113983 0.02245462 0.02103462
## [2,] 1 0.02153243 0.01752621 0.01849796 0.01952503 0.01850074
### GEE
est_uee_ind_con <- geemaee(
y = sampleSWCRT$y_con,
X = X, id = id, Z = Z,
family = "continuous",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = FALSE,
shrink = "ALPHA", makevone = FALSE
)
print(est_uee_ind_con)
## GEE for correlated data
## Number of Iterations: 5
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.12957321 0.09939525 0.14566793 0.15374768 0.16228061 0.15366905
## [2,] 1 0.12114456 0.09713322 0.08772912 0.09254067 0.09762440 0.09250431
## [3,] 2 -0.01223224 0.09990992 0.07909036 0.08393932 0.08915773 0.08334936
## [4,] 3 0.05415555 0.10491006 0.08545354 0.09102402 0.09702424 0.09006645
## [5,] 4 0.12265071 0.07812056 0.06039500 0.06464649 0.06934418 0.06347013
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.06145065 0.04021457 0.04271976 0.04541452 0.04241073
## [2,] 1 0.01997608 0.02157226 0.02280360 0.02411449 0.02274367
### (2) Matrix-adjusted estimating equations and GEE
### on binary outcome with nested exchangeable correlation structure
### MAEE
est_maee_ind_bin <- geemaee(
y = sampleSWCRT$y_bin,
X = X, id = id, Z = Z,
family = "binomial",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = TRUE,
shrink = "ALPHA", makevone = FALSE
)
print(est_maee_ind_bin)
## GEE for correlated data
## Number of Iterations: 7
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.1332629 0.2420923 0.2798308 0.2962875 0.3137376 0.2943275
## [2,] 1 -0.1804980 0.2392136 0.2110722 0.2241744 0.2381715 0.2225689
## [3,] 2 -0.5076878 0.2584549 0.2920199 0.3125656 0.3347155 0.3087142
## [4,] 3 0.3840753 0.2504374 0.1895220 0.2003438 0.2121205 0.1992634
## [5,] 4 -1.0262224 0.2207822 0.2506467 0.2692117 0.2893322 0.2650143
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.1169820 0.04023116 0.04231185 0.04450122 0.04223456
## [2,] 1 0.0568873 0.03534790 0.03723443 0.03922241 0.03719636
### GEE
est_uee_ind_bin <- geemaee(
y = sampleSWCRT$y_bin,
X = X, id = id, Z = Z,
family = "binomial",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = FALSE,
shrink = "ALPHA", makevone = FALSE
)
print(est_uee_ind_bin)
## GEE for correlated data
## Number of Iterations: 5
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.1342372 0.2291780 0.2799810 0.2964751 0.3139675 0.2944929
## [2,] 1 -0.1786338 0.2261284 0.2107070 0.2237640 0.2377126 0.2221467
## [3,] 2 -0.5060056 0.2446274 0.2918120 0.3123570 0.3345099 0.3084656
## [4,] 3 0.3879678 0.2371757 0.1886817 0.1994177 0.2111038 0.1983400
## [5,] 4 -1.0247733 0.2089581 0.2503983 0.2689825 0.2891230 0.2647720
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.10039349 0.03525647 0.03708828 0.03901615 0.03702046
## [2,] 1 0.05101663 0.03088627 0.03254034 0.03428364 0.03250674
geemaee()
examples: matrix-adjusted GEE for estimating
the mean and correlation parameters in general CRTsWe can also use the geemaee()
function for general CRTs
with only one time period. We need to specify a single column of 1’s for
the Z
matrix.
### use only the second period data to get a general CRT data
sampleSWCRT <- sampleSWCRTSmall[sampleSWCRTSmall$period == 2, ]
### Individual-level id, period, outcome, and design matrix
id <- sampleSWCRT$id
period <- sampleSWCRT$period
X <- as.matrix(sampleSWCRT[, c("period2", "treatment")])
m <- as.matrix(table(id, period))
n <- dim(m)[1]
t <- dim(m)[2]
### design matrix for correlation parameters
Z <- createzCrossSec(m)
Z <- matrix(1, dim(Z)[1], 1)
### (1) Matrix-adjusted estimating equations and GEE
### on continuous outcome with nested exchangeable correlation structure
### MAEE
est_maee_ind_con <- geemaee(
y = sampleSWCRT$y_con,
X = X, id = id, Z = Z,
family = "continuous",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = TRUE,
shrink = "ALPHA", makevone = FALSE
)
### GEE
est_uee_ind_con <- geemaee(
y = sampleSWCRT$y_con,
X = X, id = id, Z = Z,
family = "continuous",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = FALSE,
shrink = "ALPHA", makevone = FALSE
)
### (2) Matrix-adjusted estimating equations and GEE
### on binary outcome with nested exchangeable correlation structure
### MAEE
est_maee_ind_bin <- geemaee(
y = sampleSWCRT$y_bin,
X = X, id = id, Z = Z,
family = "binomial",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = TRUE,
shrink = "ALPHA", makevone = FALSE
)
### GEE
est_uee_ind_bin <- geemaee(
y = sampleSWCRT$y_bin,
X = X, id = id, Z = Z,
family = "binomial",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = FALSE,
shrink = "ALPHA", makevone = FALSE
)
Then we have the following output:
## GEE for correlated data
## Number of Iterations: 8
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.2528124 0.1764069 0.1665441 0.1786009 0.1915347 0.1788929
## [2,] 1 -0.1552832 0.3252919 0.2292350 0.2550014 0.2844740 0.2623835
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.1431597 0.1247514 0.1349427 0.1462297 0.1371536
## GEE for correlated data
## Number of Iterations: 5
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.2531152 0.1630992 0.1679072 0.1801949 0.1933876 0.1804643
## [2,] 1 -0.1541036 0.3048830 0.2302462 0.2561750 0.2858361 0.2632618
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.1008046 0.1028606 0.1116841 0.1215172 0.1130576
## GEE for correlated data
## Number of Iterations: 7
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.4629654 0.3016316 0.2796365 0.2988104 0.3193427 0.2994913
## [2,] 1 -1.3155222 0.7460472 0.7225963 0.8252954 0.9440864 0.8440973
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.04877651 0.0773374 0.08170456 0.08638036 0.08171905
## GEE for correlated data
## Number of Iterations: 4
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.4615411 0.2795648 0.2783017 0.2974810 0.3180402 0.2981008
## [2,] 1 -1.3237328 0.7077150 0.7244316 0.8276765 0.9471870 0.8455774
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.02148542 0.06797361 0.07165351 0.075578 0.0716616
### use only the second period data to get a general CRT data
sampleSWCRT <- sampleSWCRTLarge[sampleSWCRTLarge$period == 2, ]
### Individual-level id, period, outcome, and design matrix
id <- sampleSWCRT$id
period <- sampleSWCRT$period
X <- as.matrix(sampleSWCRT[, c("period2", "treatment")])
m <- as.matrix(table(id, period))
n <- dim(m)[1]
t <- dim(m)[2]
### design matrix for correlation parameters
Z <- createzCrossSec(m)
Z <- matrix(1, dim(Z)[1], 1)
### (1) Matrix-adjusted estimating equations and GEE
### on continous outcome with nested exchangeable correlation structure
### MAEE
est_maee_ind_con <- geemaee(
y = sampleSWCRT$y_con,
X = X, id = id, Z = Z,
family = "continuous",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = TRUE,
shrink = "ALPHA", makevone = FALSE
)
print(est_maee_ind_con)
## GEE for correlated data
## Number of Iterations: 12
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.12860277 0.1447396 0.09617971 0.1020767 0.1083354 0.1048829
## [2,] 1 -0.04282951 0.2910552 0.33801997 0.4102953 0.4992432 0.4336775
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.1379972 0.09222832 0.1022084 0.1135292 0.10296
### GEE
est_uee_ind_con <- geemaee(
y = sampleSWCRT$y_con,
X = X, id = id, Z = Z,
family = "continuous",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = FALSE,
shrink = "ALPHA", makevone = FALSE
)
print(est_uee_ind_con)
## GEE for correlated data
## Number of Iterations: 5
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.12846953 0.1260780 0.09652287 0.1024661 0.1087756 0.1052561
## [2,] 1 -0.04426251 0.2540746 0.33870940 0.4113183 0.5007251 0.4346729
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.09523824 0.05805399 0.06430917 0.07142729 0.06487122
### (2) Matrix-adjusted estimating equations and GEE
### on binary outcome with nested exchangeable correlation structure
### MAEE
est_maee_ind_bin <- geemaee(
y = sampleSWCRT$y_bin,
X = X, id = id, Z = Z,
family = "binomial",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = TRUE,
shrink = "ALPHA", makevone = FALSE
)
print(est_maee_ind_bin)
## GEE for correlated data
## Number of Iterations: 8
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.334771 0.2118428 0.1862207 0.1973557 0.2091581 0.1990438
## [2,] 1 -0.875169 0.4848450 0.5284308 0.6355811 0.7671642 0.6602194
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.06293992 0.03076799 0.03204556 0.03341447 0.03206196
### GEE
est_uee_ind_bin <- geemaee(
y = sampleSWCRT$y_bin,
X = X, id = id, Z = Z,
family = "binomial",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = FALSE,
shrink = "ALPHA", makevone = FALSE
)
print(est_uee_ind_bin)
## GEE for correlated data
## Number of Iterations: 4
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.3336916 0.1938905 0.1855933 0.1966610 0.2083911 0.1983170
## [2,] 1 -0.8762363 0.4449063 0.5272264 0.6338465 0.7647076 0.6582073
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.0464299 0.02526121 0.02634733 0.0275056 0.02634871
geemaee()
examples: matrix-adjusted GEE for estimating
the mean and correlation parameters in SW-CRTs with all cluster-period
sizes being 1We consider an edge case when all cluster period sizes are 1, the
geemaee()
function can still estimate the intra-period
correlation parameter.
### Simulated dataset with 12 clusters and 5 periods
# use the first observation for each cluster-period combination
sampleSWCRT <- NULL
for (i in 1:12) {
for (j in 1:5) {
row <- sampleSWCRTLarge[sampleSWCRTLarge$id == i &
sampleSWCRTLarge$period == j, ][1, , drop = FALSE]
sampleSWCRT <- rbind(sampleSWCRT, row)
}
}
### Individual-level id, period, outcome, and design matrix
id <- sampleSWCRT$id
period <- sampleSWCRT$period
X <- as.matrix(sampleSWCRT[, c("period2", "treatment")])
m <- as.matrix(table(id, period))
n <- dim(m)[1]
t <- dim(m)[2]
### design matrix for correlation parameters
Z <- createzCrossSec(m)
Z <- matrix(1, dim(Z)[1], 1)
### (1) Matrix-adjusted estimating equations and GEE
### on continous outcome with nested exchangeable correlation structure
### MAEE
est_maee_ind_con <- geemaee(
y = sampleSWCRT$y_con,
X = X, id = id, Z = Z,
family = "continuous",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = TRUE,
shrink = "ALPHA", makevone = FALSE
)
print(est_maee_ind_con)
## GEE for correlated data
## Number of Iterations: 5
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.5226064 0.2664221 0.2943763 0.3079198 0.3221030 0.3074785
## [2,] 1 -0.1387930 0.1738662 0.1039812 0.1084762 0.1133085 0.1082068
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.03343471 0.05337304 0.05574596 0.05822439 0.05574296
### GEE
est_uee_ind_con <- geemaee(
y = sampleSWCRT$y_con,
X = X, id = id, Z = Z,
family = "continuous",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = FALSE,
shrink = "ALPHA", makevone = FALSE
)
print(est_uee_ind_con)
## GEE for correlated data
## Number of Iterations: 4
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.5214368 0.2666982 0.2946670 0.3082204 0.3224140 0.3077816
## [2,] 1 -0.1374308 0.1734077 0.1040098 0.1085099 0.1133464 0.1082537
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.02928666 0.05043404 0.05267604 0.05501772 0.05267319
### (2) Matrix-adjusted estimating equations and GEE
### on binary outcome with nested exchangeable correlation structure
### MAEE
est_maee_ind_bin <- geemaee(
y = sampleSWCRT$y_bin,
X = X, id = id, Z = Z,
family = "binomial",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = TRUE,
shrink = "ALPHA", makevone = FALSE
)
print(est_maee_ind_bin)
## GEE for correlated data
## Number of Iterations: 6
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -1.264931 0.7292152 0.6558115 0.6889423 0.7239012 0.6888862
## [2,] 1 -1.030340 0.4602527 0.4253526 0.4480213 0.4719959 0.4479266
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.1306334 0.08925503 0.09331933 0.09757006 0.09326206
### GEE
est_uee_ind_bin <- geemaee(
y = sampleSWCRT$y_bin,
X = X, id = id, Z = Z,
family = "binomial",
maxiter = 500, epsilon = 0.001,
printrange = TRUE, alpadj = FALSE,
shrink = "ALPHA", makevone = FALSE
)
print(est_uee_ind_bin)
## GEE for correlated data
## Number of Iterations: 6
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -1.273321 0.7333238 0.6616293 0.6950886 0.7303935 0.6950624
## [2,] 1 -1.034997 0.4593608 0.4262109 0.4490046 0.4731156 0.4489339
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.1206901 0.08954629 0.09361527 0.09787038 0.09356217
cpgeeSWD()
examples: cluster-period GEE for estimating
the marginal mean and correlation parameters in cross-sectional
SW-CRTsThe cpgeeSWD()
function implements the cluster-period
GEE developed for cross-sectional stepped wedge cluster randomized
trials (SW-CRTs). It provides valid estimation and inference for the
treatment effect and intraclass correlation parameters within the GEE
framework, and is computationally efficient for analyzing SW-CRTs with
large cluster sizes. The program currently only allows for a marginal
mean model with discrete period effects and the intervention indicator
without additional covariates. The program offers bias-corrected ICC
estimates as well as bias-corrected sandwich variances for both the
treatment effect parameter and the ICC parameters. The technical details
of the cluster-period GEE approach are provided in (Li et al. 2022).
We summarize the individual-level simulated SW-CRT data to
cluster-period data and use the cpgeeSWD()
function to
estimate the marginal mean and correlation parameters on cluster-period
means of binary outcome. We first transform the variables to get the
cluster-period mean outcome y_cp
, mean parameters’ design
matrix X_cp
as well as other arguments.
########################################################################
### Example 1): simulated SW-CRT with smaller cluster-period sizes (5~10)
########################################################################
sampleSWCRT <- sampleSWCRTSmall
### cluster-period id, period, outcome, and design matrix
### id, period, outcome
id <- sampleSWCRT$id
period <- sampleSWCRT$period
y <- sampleSWCRT$y_bin
X <- as.matrix(sampleSWCRT[, c("period1", "period2", "period3", "period4", "treatment")])
m <- as.matrix(table(id, period))
n <- dim(m)[1]
t <- dim(m)[2]
clp_mu <- tapply(y, list(id, period), FUN = mean)
y_cp <- c(t(clp_mu))
### design matrix for correlation parameters
trt <- tapply(X[, t + 1], list(id, period), FUN = mean)
trt <- c(t(trt))
time <- tapply(period, list(id, period), FUN = mean)
time <- c(t(time))
X_cp <- matrix(0, n * t, t)
s <- 1
for (i in 1:n) {
for (j in 1:t) {
X_cp[s, time[s]] <- 1
s <- s + 1
}
}
X_cp <- cbind(X_cp, trt)
id_cp <- rep(1:n, each = t)
m_cp <- c(t(m))
We implement the cpgeeSWD()
function on all the three
choices of the correlation structure including
"exchangeable"
, "nest_exch"
and
"exp_decay"
. We consider both matrix-adjusted estimating
equations (MAEE) with alpadj = TRUE
and uncorrected
generalized estimating equations (GEE) with
alpadj = FALSE
.
### cluster-period matrix-adjusted estimating equations (MAEE)
### with exchangeable, nested exchangeable and exponential decay correlation structures
# exponential
est_maee_exc <- cpgeeSWD(
y = y_cp, X = X_cp, id = id_cp,
m = m_cp, corstr = "exchangeable",
alpadj = TRUE
)
print(est_maee_exc)
## GEE and MAEE for Cluster-Period Summaries
## Number of Iterations: 4
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.7678066 0.2703014 0.2394340 0.2506194 0.2623375 0.2575649
## [2,] 1 -0.4899672 0.2929374 0.3175202 0.3415573 0.3679292 0.3465760
## [3,] 2 -0.6692544 0.3719364 0.5582006 0.6161580 0.6810928 0.6184389
## [4,] 3 -0.5967261 0.5257133 0.5630605 0.6178896 0.6788478 0.6378908
## [5,] 4 -0.9712041 0.4316492 0.5346929 0.5883089 0.6479608 0.5905832
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.07171243 0.03869076 0.04059179 0.0425914 0.04058122
# nested exchangeable
est_maee_nex <- cpgeeSWD(
y = y_cp, X = X_cp, id = id_cp,
m = m_cp, corstr = "nest_exch",
alpadj = TRUE
)
print(est_maee_nex)
## GEE and MAEE for Cluster-Period Summaries
## Number of Iterations: 6
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.7721492 0.2931061 0.2388699 0.2498629 0.2613680 0.2533655
## [2,] 1 -0.5036505 0.3216055 0.3154306 0.3394624 0.3658386 0.3392457
## [3,] 2 -0.6217770 0.4152335 0.5684728 0.6271700 0.6927849 0.6233328
## [4,] 3 -0.5994803 0.5967744 0.5467135 0.6003143 0.6598640 0.6091679
## [5,] 4 -0.9861662 0.4905999 0.5305528 0.5839117 0.6431778 0.5821589
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.10820010 0.04714541 0.04951304 0.05200312 0.04952131
## [2,] 1 0.05385588 0.03727153 0.03907559 0.04097119 0.03907206
# exponential decay
est_maee_ed <- cpgeeSWD(
y = y_cp, X = X_cp, id = id_cp,
m = m_cp, corstr = "exp_decay",
alpadj = TRUE
)
print(est_maee_ed)
## GEE and MAEE for Cluster-Period Summaries
## Number of Iterations: 7
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.7710180 0.2950154 0.2375293 0.2483319 0.2596306 0.2513006
## [2,] 1 -0.4988642 0.3224197 0.3145635 0.3388380 0.3654862 0.3397012
## [3,] 2 -0.6284311 0.4156078 0.5720337 0.6309674 0.6968561 0.6305171
## [4,] 3 -0.6140801 0.5986182 0.5461283 0.5997932 0.6594254 0.6124552
## [5,] 4 -0.9866725 0.4904297 0.5309814 0.5843712 0.6436174 0.5841529
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.1115235 0.0471122 0.04949153 0.05199521 0.04946812
## [2,] 1 0.6158576 0.1759633 0.18398863 0.19240603 0.18381541
### cluster-period GEE
### with exchangeable, nested exchangeable and exponential decay correlation structures
# exchangeable
est_uee_exc <- cpgeeSWD(
y = y_cp, X = X_cp, id = id_cp,
m = m_cp, corstr = "exchangeable",
alpadj = FALSE
)
print(est_uee_exc)
## GEE and MAEE for Cluster-Period Summaries
## Number of Iterations: 4
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.7679011 0.2611220 0.2398530 0.2510783 0.2628390 0.2564986
## [2,] 1 -0.4911553 0.2852177 0.3154908 0.3393963 0.3656321 0.3424027
## [3,] 2 -0.6697603 0.3647602 0.5627720 0.6215708 0.6874968 0.6213395
## [4,] 3 -0.5940272 0.5205574 0.5631388 0.6182225 0.6795178 0.6340687
## [5,] 4 -0.9751028 0.4299957 0.5367262 0.5907718 0.6509467 0.5916886
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.05725857 0.03375491 0.03539291 0.03711574 0.03538186
# nested exchangeable
est_uee_nex <- cpgeeSWD(
y = y_cp, X = X_cp, id = id_cp,
m = m_cp, corstr = "nest_exch",
alpadj = FALSE
)
print(est_uee_nex)
## GEE and MAEE for Cluster-Period Summaries
## Number of Iterations: 4
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.7701899 0.2728928 0.2396011 0.2507209 0.2623647 0.2544085
## [2,] 1 -0.4993131 0.2999219 0.3142455 0.3381255 0.3643392 0.3384140
## [3,] 2 -0.6424236 0.3867725 0.5686219 0.6278135 0.6940831 0.6244480
## [4,] 3 -0.5956930 0.5566382 0.5540211 0.6083847 0.6688445 0.6182629
## [5,] 4 -0.9836857 0.4595437 0.5345098 0.5883958 0.6483261 0.5870942
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.07500427 0.03992967 0.04189842 0.04396787 0.04190479
## [2,] 1 0.04814669 0.03293754 0.03450776 0.03615783 0.03449733
# exponential decay
est_uee_ed <- cpgeeSWD(
y = y_cp, X = X_cp, id = id_cp,
m = m_cp, corstr = "exp_decay",
alpadj = FALSE
)
print(est_uee_ed)
## GEE and MAEE for Cluster-Period Summaries
## Number of Iterations: 4
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.7691313 0.2760920 0.2385661 0.2495298 0.2610036 0.2526378
## [2,] 1 -0.4960302 0.3027753 0.3135021 0.3375362 0.3639236 0.3382822
## [3,] 2 -0.6436889 0.3904936 0.5720324 0.6315468 0.6981797 0.6302718
## [4,] 3 -0.6064791 0.5635697 0.5533253 0.6077753 0.6683419 0.6196995
## [5,] 4 -0.9866876 0.4640753 0.5348939 0.5888701 0.6488594 0.5884695
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.0800789 0.04026846 0.04227077 0.04437711 0.04228027
## [2,] 1 0.7046177 0.17583729 0.18376072 0.19206554 0.18353049
########################################################################
### Example 2): simulated SW-CRT with larger cluster-period sizes (20~30)
########################################################################
sampleSWCRT <- sampleSWCRTLarge
### cluster-period id, period, outcome, and design matrix
### id, period, outcome
id <- sampleSWCRT$id
period <- sampleSWCRT$period
y <- sampleSWCRT$y_bin
X <- as.matrix(sampleSWCRT[, c("period1", "period2", "period3", "period4", "period5", "treatment")])
m <- as.matrix(table(id, period))
n <- dim(m)[1]
t <- dim(m)[2]
clp_mu <- tapply(y, list(id, period), FUN = mean)
y_cp <- c(t(clp_mu))
### design matrix for correlation parameters
trt <- tapply(X[, t + 1], list(id, period), FUN = mean)
trt <- c(t(trt))
time <- tapply(period, list(id, period), FUN = mean)
time <- c(t(time))
X_cp <- matrix(0, n * t, t)
s <- 1
for (i in 1:n) {
for (j in 1:t) {
X_cp[s, time[s]] <- 1
s <- s + 1
}
}
X_cp <- cbind(X_cp, trt)
id_cp <- rep(1:n, each = t)
m_cp <- c(t(m))
### cluster-period matrix-adjusted estimating equations (MAEE)
### with exchangeable, nested exchangeable and exponential decay correlation structures
# exponential
est_maee_exc <- cpgeeSWD(
y = y_cp, X = X_cp, id = id_cp,
m = m_cp, corstr = "exchangeable",
alpadj = TRUE
)
print(est_maee_exc)
## GEE and MAEE for Cluster-Period Summaries
## Number of Iterations: 4
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.03937150 0.1955148 0.2373442 0.2480663 0.2592915 0.2392651
## [2,] 1 -0.33407908 0.2022096 0.2200174 0.2352782 0.2517452 0.2396738
## [3,] 2 -0.67338220 0.2343484 0.2944134 0.3178251 0.3435471 0.3183472
## [4,] 3 0.04608714 0.2414272 0.2332480 0.2536047 0.2774156 0.2480103
## [5,] 4 -0.43352358 0.2901120 0.1710562 0.1877125 0.2079820 0.1965489
## [6,] 5 -0.82493433 0.1977208 0.2758767 0.3031771 0.3333531 0.3000391
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.07782417 0.03688003 0.03829676 0.03976975 0.03827983
# nested exchangeable
est_maee_nex <- cpgeeSWD(
y = y_cp, X = X_cp, id = id_cp,
m = m_cp, corstr = "nest_exch",
alpadj = TRUE
)
print(est_maee_nex)
## GEE and MAEE for Cluster-Period Summaries
## Number of Iterations: 4
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.03432555 0.2278441 0.2393377 0.2499941 0.2611267 0.2479004
## [2,] 1 -0.34293068 0.2424034 0.2082967 0.2231294 0.2391131 0.2212194
## [3,] 2 -0.67730319 0.2887517 0.2713904 0.2930314 0.3167289 0.2876482
## [4,] 3 0.02825126 0.3212402 0.1938752 0.2119627 0.2334399 0.2046802
## [5,] 4 -0.42990720 0.3990553 0.1849263 0.2025603 0.2234539 0.2035330
## [6,] 5 -0.81687942 0.3038572 0.2835181 0.3107636 0.3407871 0.3069380
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.1201529 0.04650374 0.04831496 0.05019968 0.04830353
## [2,] 1 0.0584004 0.03424640 0.03557674 0.03696081 0.03558240
# exponential decay
est_maee_ed <- cpgeeSWD(
y = y_cp, X = X_cp, id = id_cp,
m = m_cp, corstr = "exp_decay",
alpadj = TRUE
)
print(est_maee_ed)
## GEE and MAEE for Cluster-Period Summaries
## Number of Iterations: 7
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.03340439 0.2236591 0.2415963 0.2524580 0.2638106 0.2513261
## [2,] 1 -0.32963269 0.2361087 0.2096366 0.2232709 0.2378969 0.2223343
## [3,] 2 -0.66086972 0.2793325 0.2679038 0.2864419 0.3065960 0.2820858
## [4,] 3 0.05215247 0.3068537 0.2126799 0.2276517 0.2447418 0.2231794
## [5,] 4 -0.38679195 0.3815072 0.1392210 0.1482120 0.1597143 0.1537140
## [6,] 5 -0.85944259 0.2843752 0.2312996 0.2529042 0.2766009 0.2467741
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.1143454 0.04222592 0.04384679 0.04553347 0.04380728
## [2,] 1 0.7000112 0.14390913 0.15014145 0.15665442 0.15034373
### cluster-period GEE
### with exchangeable, nested exchangeable and exponential decay correlation structures
# exchangeable
est_uee_exc <- cpgeeSWD(
y = y_cp, X = X_cp, id = id_cp,
m = m_cp, corstr = "exchangeable",
alpadj = FALSE
)
print(est_uee_exc)
## GEE and MAEE for Cluster-Period Summaries
## Number of Iterations: 3
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.03987191 0.1891780 0.2375607 0.2482853 0.2595112 0.2404060
## [2,] 1 -0.33454114 0.1959210 0.2189623 0.2341927 0.2506256 0.2376880
## [3,] 2 -0.67375572 0.2281604 0.2923708 0.3156737 0.3412787 0.3152896
## [4,] 3 0.04529970 0.2371119 0.2301168 0.2503246 0.2740128 0.2444258
## [5,] 4 -0.43427752 0.2857409 0.1708179 0.1874729 0.2077462 0.1952451
## [6,] 5 -0.82467526 0.1978609 0.2760276 0.3033256 0.3334993 0.3001943
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.07013385 0.03368912 0.03498342 0.03632918 0.03496968
# nested exchangeable
est_uee_nex <- cpgeeSWD(
y = y_cp, X = X_cp, id = id_cp,
m = m_cp, corstr = "nest_exch",
alpadj = FALSE
)
print(est_uee_nex)
## GEE and MAEE for Cluster-Period Summaries
## Number of Iterations: 3
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.03499108 0.2169350 0.2392903 0.2499507 0.2610881 0.2477876
## [2,] 1 -0.34245090 0.2305101 0.2084051 0.2232474 0.2392423 0.2213878
## [3,] 2 -0.67698816 0.2749173 0.2716631 0.2933535 0.3171098 0.2879913
## [4,] 3 0.02904193 0.3057033 0.1942266 0.2123667 0.2339216 0.2050350
## [5,] 4 -0.43058289 0.3793522 0.1842784 0.2018893 0.2227843 0.2028661
## [6,] 5 -0.81733511 0.2886977 0.2833499 0.3106202 0.3406770 0.3067671
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.10499225 0.04215716 0.04379742 0.04550421 0.04378621
## [2,] 1 0.05350042 0.03080632 0.03200335 0.03324877 0.03200919
# exponential decay
est_uee_ed <- cpgeeSWD(
y = y_cp, X = X_cp, id = id_cp,
m = m_cp, corstr = "exp_decay",
alpadj = FALSE
)
print(est_uee_ed)
## GEE and MAEE for Cluster-Period Summaries
## Number of Iterations: 4
## Results for marginal mean parameters
## Beta Estimate MB-stderr BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 -0.03459151 0.2123822 0.2414782 0.2523416 0.2636966 0.2510466
## [2,] 1 -0.33001054 0.2238965 0.2100290 0.2237648 0.2385050 0.2228663
## [3,] 2 -0.66158744 0.2652147 0.2697183 0.2886630 0.3092792 0.2844552
## [4,] 3 0.05115744 0.2911203 0.2127361 0.2279738 0.2454327 0.2231941
## [5,] 4 -0.38956628 0.3612911 0.1403145 0.1497434 0.1617831 0.1547516
## [6,] 5 -0.85722995 0.2692278 0.2336074 0.2555548 0.2796454 0.2493893
##
## Results for correlation parameters
## Alpha Estimate BC0-stderr BC1-stderr BC2-stderr BC3-stderr
## [1,] 0 0.0989716 0.03850721 0.03997936 0.04151109 0.03993102
## [2,] 1 0.7279137 0.13726650 0.14328210 0.14956972 0.14351625
## R version 4.2.2 (2022-10-31)
## Platform: aarch64-apple-darwin20 (64-bit)
## Running under: macOS 14.2.1
##
## Matrix products: default
## BLAS: /Library/Frameworks/R.framework/Versions/4.2-arm64/Resources/lib/libRblas.0.dylib
## LAPACK: /Library/Frameworks/R.framework/Versions/4.2-arm64/Resources/lib/libRlapack.dylib
##
## locale:
## [1] C/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
##
## attached base packages:
## [1] stats graphics grDevices utils datasets methods base
##
## other attached packages:
## [1] geeCRT_1.1.3
##
## loaded via a namespace (and not attached):
## [1] mvtnorm_1.1-3 digest_0.6.31 MASS_7.3-58.1 R6_2.5.1 jsonlite_1.8.4
## [6] rootSolve_1.8.2.3 evaluate_0.20 cachem_1.0.7 rlang_1.0.6 cli_3.6.0
## [11] rstudioapi_0.14 jquerylib_0.1.4 bslib_0.4.2 rmarkdown_2.20 tools_4.2.2
## [16] xfun_0.37 yaml_2.3.7 fastmap_1.1.1 compiler_4.2.2 htmltools_0.5.4
## [21] knitr_1.42 sass_0.4.5
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