nhejazi / txshift

:package: :game_die: R/txshift: Efficient Estimation of the Causal Effects of Stochastic Interventions, with Corrections for Outcome-Dependent Sampling
https://codex.nimahejazi.org/txshift
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Censoring: the loss-to-followup mixtape #63

Closed nhejazi closed 3 years ago

nhejazi commented 4 years ago

This PR is adds support for censoring in the loss to follow-up sense, by adding an additional inverse probability of censoring (IPC) weighting procedure for both the one-step and TML estimators. In each case, this involves re-weighting the full-data EIF by the IPC weights. This necessitates several changes throughout, including the addition of an argument C_cens for loss to follow-up censoring and renaming of previous argument to clarify inverse probability of censoring v. sampling weights (e.g., C to C_samp and ipcw_fit_args to samp_fit_args).