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pzivich / zEpid

Epidemiology analysis package
http://zepid.readthedocs.org
MIT License
141 stars 33 forks source link

Add custom_model to IPTW #48

Closed pzivich closed 5 years ago

pzivich commented 5 years ago

Currently IPTW uses parametric logit models to estimate the weights. Like TMLE, we should allow users to specify custom models. While bootstrapped variances are invalid (maybe worth generating a warning?), the variance from GEE is valid for IPTW with machine learning models. This would allow semi-parametric weight estimation

Also not too hard to add, since the code to implement already lives within TMLE

pzivich commented 5 years ago

Added to IPTW will be part of v0.4.1