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pzivich / zEpid

Epidemiology analysis package
http://zepid.readthedocs.org
MIT License
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TMLE bound IPW #28

Closed pzivich closed 6 years ago

pzivich commented 6 years ago

R-TMLE has the default option of bounding the estimated IPW to correct for near-positivity violations. Essentially, everything below the 2.5th and above the 97.5th percentiles are set to that value.

I would like to add this option in. Should be simple. Add in something like bound_ipw=True somewhere to control this. I still need to decide whether to default to this or not. R-TMLE uses this as the default.

R TMLE also allows the bounds to be set to user-specified values. This should be the alternative. Maybe if-then logic to go through; True-> no bounding, False-> 2.5/97.5 bounding, float-> bounding at specification

pzivich commented 6 years ago

TMLE now includes the bound option in the exposure_model function. It defaults to no truncation of the data. Either symmetric or asymmetric truncation can be specified for the predicted probabilities.

Will add Q-model bounding in the future

Will be part of 0.3.2 release