# Getting-Started

This package implements methods to analyse a sequence of target trials.

The steps to do this are:

1. create a data set with all the required variables
2. fit models for censoring and calculate inverse probability weights
3. expand the data set, with records for each eligible patient for each trial period
4. fit models for outcomes

The package provides two options for conducting the analysis: an all-in-one function and a set of more flexible functions.

## Required Data

To get started a longitudinal dataset must be created containing:

- time period
- patient identifier
- treatment indicator
- outcome indicator
- censoring indicator
- eligibility indicator for a trial starting in each time period
- other covariates relating to treatment, outcome, or informative censoring to be used in the models for weights or the outcome

An example data set is included to demonstrate the format:

    library(TrialEmulation)
    # Prepare the example data
    data("trial_example")
    # Set columns to factors as necessary
    trial_example$catvarA <- as.factor(trial_example$catvarA)
    trial_example$catvarB <- as.factor(trial_example$catvarB)

    head(trial_example)
    #>    id eligible period outcome treatment catvarA catvarB catvarC nvarA nvarB
    #> 1 202        1    310       0         0       0       2       0     0    35
    #> 2 202        1    311       0         1       0       2       1     0    42
    #> 3 202        1    312       0         1       0       2       1     0    48
    #> 4 202        1    313       0         1       0       2       1     0    43
    #> 5 202        0    314       0         1       0       2       1     0    45
    #> 6 202        0    315       0         1       0       2       1     0    48
    #>   nvarC
    #> 1    74
    #> 2    74
    #> 3    74
    #> 4    75
    #> 5    75
    #> 6    75

## All-in-one analysis

There is an all-in-one function `initators()` which does all of the steps with one function call. This is similar to the INITIATORS SAS macro previously published by the Harvard CAUSALab. It can be accessed via web.archive.org: e.g. `https://web.archive.org/web/20220814131941/https://causalab.sph.harvard.edu/software/`.

Call the `initiators()` function to run the complete analysis:

    result <- initiators(
      data = trial_example,
      id = "id",
      period = "period",
      eligible = "eligible",
      treatment = "treatment",
      estimand_type = "ITT",
      outcome = "outcome",
      model_var = "assigned_treatment",
      outcome_cov = c("catvarA", "catvarB", "nvarA", "nvarB", "nvarC"),
      use_censor_weights = FALSE
    )
    #> Starting data manipulation
    #> Starting data extension
    #> Summary of extended data:
    #> Number of observations: 1939053
    #> ------------------------------------------------------------
    #> Preparing for model fitting
    #> ------------------------------------------------------------
    #> Fitting outcome model
    #>
    #> Call:
    #> glm(formula = outcome ~ assigned_treatment + trial_period + I(trial_period^2) +
    #>     followup_time + I(followup_time^2) + catvarA + catvarB +
    #>     nvarA + nvarB + nvarC, family = binomial(link = "logit"),
    #>     data = data, weights = w)
    #>
    #> Coefficients:
    #>                     Estimate Std. Error z value Pr(>|z|)
    #> (Intercept)        -3.21e+00   1.41e-01  -22.76  < 2e-16 ***
    #> assigned_treatment -2.73e-01   4.66e-02   -5.86  4.6e-09 ***
    #> trial_period        1.73e-03   6.01e-04    2.87  0.00404 **
    #> I(trial_period^2)   1.27e-06   1.48e-06    0.86  0.39199
    #> followup_time       2.85e-03   5.21e-04    5.48  4.2e-08 ***
    #> I(followup_time^2) -6.90e-06   2.27e-06   -3.04  0.00233 **
    #> catvarA1            2.98e-01   2.80e-02   10.63  < 2e-16 ***
    #> catvarA2            1.52e-01   3.86e-02    3.95  7.9e-05 ***
    #> catvarA3           -1.11e+01   3.48e+01   -0.32  0.75104
    #> catvarA7            4.13e-01   3.75e-02   11.01  < 2e-16 ***
    #> catvarB1           -4.05e-01   1.12e-01   -3.63  0.00029 ***
    #> catvarB2           -4.31e-01   1.15e-01   -3.74  0.00019 ***
    #> catvarB3           -2.44e+00   3.35e-01   -7.28  3.4e-13 ***
    #> catvarB7           -7.16e-01   1.12e-01   -6.37  1.8e-10 ***
    #> nvarA              -8.55e-02   7.67e-03  -11.15  < 2e-16 ***
    #> nvarB               5.35e-03   3.16e-04   16.91  < 2e-16 ***
    #> nvarC              -4.20e-02   8.76e-04  -47.97  < 2e-16 ***
    #> ---
    #> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
    #>
    #> (Dispersion parameter for binomial family taken to be 1)
    #>
    #>     Null deviance: 111015  on 1939052  degrees of freedom
    #> Residual deviance: 107649  on 1939036  degrees of freedom
    #> AIC: 107683
    #>
    #> Number of Fisher Scoring iterations: 15
    #> ------------------------------------------------------------
    #> Calculating robust variance
    #> Summary with robust standard error:
    #>                 names  estimate robust_se      2.5%     97.5%       z  p_value
    #> 1         (Intercept) -3.21e+00  7.03e-01 -4.59e+00 -1.84e+00  -4.575 4.76e-06
    #> 2  assigned_treatment -2.73e-01  3.10e-01 -8.80e-01  3.35e-01  -0.880 3.79e-01
    #> 3        trial_period  1.73e-03  4.07e-03 -6.25e-03  9.70e-03   0.424 6.71e-01
    #> 4   I(trial_period^2)  1.27e-06  9.52e-06 -1.74e-05  1.99e-05   0.133 8.94e-01
    #> 5       followup_time  2.85e-03  3.40e-03 -3.81e-03  9.52e-03   0.840 4.01e-01
    #> 6  I(followup_time^2) -6.90e-06  1.62e-05 -3.87e-05  2.49e-05  -0.426 6.70e-01
    #> 7            catvarA1  2.98e-01  1.88e-01 -6.99e-02  6.66e-01   1.587 1.12e-01
    #> 8            catvarA2  1.52e-01  2.84e-01 -4.03e-01  7.08e-01   0.537 5.91e-01
    #> 9            catvarA3 -1.11e+01  9.45e-01 -1.29e+01 -9.20e+00 -11.697 0.00e+00
    #> 10           catvarA7  4.13e-01  2.17e-01 -1.32e-02  8.39e-01   1.899 5.75e-02
    #> 11           catvarB1 -4.05e-01  3.06e-01 -1.00e+00  1.94e-01  -1.325 1.85e-01
    #> 12           catvarB2 -4.31e-01  3.64e-01 -1.14e+00  2.82e-01  -1.186 2.36e-01
    #> 13           catvarB3 -2.44e+00  9.25e-01 -4.25e+00 -6.27e-01  -2.637 8.36e-03
    #> 14           catvarB7 -7.16e-01  3.04e-01 -1.31e+00 -1.20e-01  -2.354 1.86e-02
    #> 15              nvarA -8.55e-02  4.49e-02 -1.74e-01  2.55e-03  -1.903 5.70e-02
    #> 16              nvarB  5.35e-03  2.22e-03  1.00e-03  9.70e-03   2.412 1.59e-02
    #> 17              nvarC -4.20e-02  6.89e-03 -5.55e-02 -2.85e-02  -6.102 1.05e-09
    #> ------------------------------------------------------------

    summary(result)
    #> Trial Emulation Outcome Model
    #>
    #> Outcome model formula:
    #> outcome ~ assigned_treatment + trial_period + I(trial_period^2) +
    #>     followup_time + I(followup_time^2) + catvarA + catvarB +
    #>     nvarA + nvarB + nvarC
    #>
    #> Coefficent summary (robust):
    #>               names  estimate robust_se      2.5%     97.5%       z p_value
    #>         (Intercept) -3.21e+00  7.03e-01 -4.59e+00 -1.84e+00  -4.575   5e-06
    #>  assigned_treatment -2.73e-01  3.10e-01 -8.80e-01  3.35e-01  -0.880   0.379
    #>        trial_period  1.73e-03  4.07e-03 -6.25e-03  9.70e-03   0.424   0.671
    #>   I(trial_period^2)  1.27e-06  9.52e-06 -1.74e-05  1.99e-05   0.133   0.894
    #>       followup_time  2.85e-03  3.40e-03 -3.81e-03  9.52e-03   0.840   0.401
    #>  I(followup_time^2) -6.90e-06  1.62e-05 -3.87e-05  2.49e-05  -0.426   0.670
    #>            catvarA1  2.98e-01  1.88e-01 -6.99e-02  6.66e-01   1.587   0.112
    #>            catvarA2  1.52e-01  2.84e-01 -4.03e-01  7.08e-01   0.537   0.591
    #>            catvarA3 -1.11e+01  9.45e-01 -1.29e+01 -9.20e+00 -11.697  <2e-16
    #>            catvarA7  4.13e-01  2.17e-01 -1.32e-02  8.39e-01   1.899   0.058
    #>            catvarB1 -4.05e-01  3.06e-01 -1.00e+00  1.94e-01  -1.325   0.185
    #>            catvarB2 -4.31e-01  3.64e-01 -1.14e+00  2.82e-01  -1.186   0.236
    #>            catvarB3 -2.44e+00  9.25e-01 -4.25e+00 -6.27e-01  -2.637   0.008
    #>            catvarB7 -7.16e-01  3.04e-01 -1.31e+00 -1.20e-01  -2.354   0.019
    #>               nvarA -8.55e-02  4.49e-02 -1.74e-01  2.55e-03  -1.903   0.057
    #>               nvarB  5.35e-03  2.22e-03  1.00e-03  9.70e-03   2.412   0.016
    #>               nvarC -4.20e-02  6.89e-03 -5.55e-02 -2.85e-02  -6.102   1e-09
    #>
    #> result$model contains the fitted glm model object.
    #> result$robust$matrix contains the full robust covariance matrix.

By default, this returns the final `glm` model object and the results using the sandwich estimator.

    summary(result$model)
    #>
    #> Call:
    #> glm(formula = outcome ~ assigned_treatment + trial_period + I(trial_period^2) +
    #>     followup_time + I(followup_time^2) + catvarA + catvarB +
    #>     nvarA + nvarB + nvarC, family = binomial(link = "logit"),
    #>     data = data, weights = w)
    #>
    #> Coefficients:
    #>                     Estimate Std. Error z value Pr(>|z|)
    #> (Intercept)        -3.21e+00   1.41e-01  -22.76  < 2e-16 ***
    #> assigned_treatment -2.73e-01   4.66e-02   -5.86  4.6e-09 ***
    #> trial_period        1.73e-03   6.01e-04    2.87  0.00404 **
    #> I(trial_period^2)   1.27e-06   1.48e-06    0.86  0.39199
    #> followup_time       2.85e-03   5.21e-04    5.48  4.2e-08 ***
    #> I(followup_time^2) -6.90e-06   2.27e-06   -3.04  0.00233 **
    #> catvarA1            2.98e-01   2.80e-02   10.63  < 2e-16 ***
    #> catvarA2            1.52e-01   3.86e-02    3.95  7.9e-05 ***
    #> catvarA3           -1.11e+01   3.48e+01   -0.32  0.75104
    #> catvarA7            4.13e-01   3.75e-02   11.01  < 2e-16 ***
    #> catvarB1           -4.05e-01   1.12e-01   -3.63  0.00029 ***
    #> catvarB2           -4.31e-01   1.15e-01   -3.74  0.00019 ***
    #> catvarB3           -2.44e+00   3.35e-01   -7.28  3.4e-13 ***
    #> catvarB7           -7.16e-01   1.12e-01   -6.37  1.8e-10 ***
    #> nvarA              -8.55e-02   7.67e-03  -11.15  < 2e-16 ***
    #> nvarB               5.35e-03   3.16e-04   16.91  < 2e-16 ***
    #> nvarC              -4.20e-02   8.76e-04  -47.97  < 2e-16 ***
    #> ---
    #> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
    #>
    #> (Dispersion parameter for binomial family taken to be 1)
    #>
    #>     Null deviance: 111015  on 1939052  degrees of freedom
    #> Residual deviance: 107649  on 1939036  degrees of freedom
    #> AIC: 107683
    #>
    #> Number of Fisher Scoring iterations: 15

Tidy summaries of the robust models are available.

    print(result$robust$summary)
    #>                 names  estimate robust_se      2.5%     97.5%       z  p_value
    #> 1         (Intercept) -3.21e+00  7.03e-01 -4.59e+00 -1.84e+00  -4.575 4.76e-06
    #> 2  assigned_treatment -2.73e-01  3.10e-01 -8.80e-01  3.35e-01  -0.880 3.79e-01
    #> 3        trial_period  1.73e-03  4.07e-03 -6.25e-03  9.70e-03   0.424 6.71e-01
    #> 4   I(trial_period^2)  1.27e-06  9.52e-06 -1.74e-05  1.99e-05   0.133 8.94e-01
    #> 5       followup_time  2.85e-03  3.40e-03 -3.81e-03  9.52e-03   0.840 4.01e-01
    #> 6  I(followup_time^2) -6.90e-06  1.62e-05 -3.87e-05  2.49e-05  -0.426 6.70e-01
    #> 7            catvarA1  2.98e-01  1.88e-01 -6.99e-02  6.66e-01   1.587 1.12e-01
    #> 8            catvarA2  1.52e-01  2.84e-01 -4.03e-01  7.08e-01   0.537 5.91e-01
    #> 9            catvarA3 -1.11e+01  9.45e-01 -1.29e+01 -9.20e+00 -11.697 0.00e+00
    #> 10           catvarA7  4.13e-01  2.17e-01 -1.32e-02  8.39e-01   1.899 5.75e-02
    #> 11           catvarB1 -4.05e-01  3.06e-01 -1.00e+00  1.94e-01  -1.325 1.85e-01
    #> 12           catvarB2 -4.31e-01  3.64e-01 -1.14e+00  2.82e-01  -1.186 2.36e-01
    #> 13           catvarB3 -2.44e+00  9.25e-01 -4.25e+00 -6.27e-01  -2.637 8.36e-03
    #> 14           catvarB7 -7.16e-01  3.04e-01 -1.31e+00 -1.20e-01  -2.354 1.86e-02
    #> 15              nvarA -8.55e-02  4.49e-02 -1.74e-01  2.55e-03  -1.903 5.70e-02
    #> 16              nvarB  5.35e-03  2.22e-03  1.00e-03  9.70e-03   2.412 1.59e-02
    #> 17              nvarC -4.20e-02  6.89e-03 -5.55e-02 -2.85e-02  -6.102 1.05e-09

Also the sandwich robust variance-covariance matrix.

    # only print the first columns
    head(result$robust$matrix, c(17, 4))
    #>                    (Intercept) assigned_treatment trial_period
    #> (Intercept)           4.94e-01           1.63e-02    -1.67e-03
    #> assigned_treatment    1.63e-02           9.61e-02     3.73e-05
    #> trial_period         -1.67e-03           3.73e-05     1.66e-05
    #> I(trial_period^2)     2.58e-06          -2.87e-07    -3.58e-08
    #> followup_time        -1.68e-04          -5.04e-05    -2.87e-06
    #> I(followup_time^2)   -1.05e-06           1.82e-07     1.74e-08
    #> catvarA1             -3.57e-03           4.86e-03    -6.88e-05
    #> catvarA2             -1.32e-02           1.01e-02     3.44e-05
    #> catvarA3             -1.47e-02           7.06e-03    -3.68e-05
    #> catvarA7             -3.77e-02           1.55e-03     2.56e-04
    #> catvarB1             -8.53e-02          -2.10e-02     3.82e-05
    #> catvarB2             -8.70e-02          -2.41e-02     3.00e-05
    #> catvarB3             -1.32e-01          -2.62e-02     2.62e-04
    #> catvarB7             -1.19e-01          -2.02e-02     6.13e-06
    #> nvarA                -2.51e-03          -1.07e-03     1.33e-06
    #> nvarB                 1.08e-04           7.11e-05    -4.79e-07
    #> nvarC                -2.66e-03           3.10e-05     2.05e-07
    #>                    I(trial_period^2)
    #> (Intercept)                 2.58e-06
    #> assigned_treatment         -2.87e-07
    #> trial_period               -3.58e-08
    #> I(trial_period^2)           9.07e-11
    #> followup_time               9.13e-09
    #> I(followup_time^2)         -4.23e-11
    #> catvarA1                    1.80e-07
    #> catvarA2                   -2.61e-08
    #> catvarA3                    1.58e-07
    #> catvarA7                   -4.31e-07
    #> catvarB1                   -6.24e-09
    #> catvarB2                    2.11e-08
    #> catvarB3                   -2.47e-07
    #> catvarB7                    3.97e-07
    #> nvarA                       1.18e-08
    #> nvarB                      -1.31e-09
    #> nvarC                      -8.41e-10

## Flexible Analysis

To gain complete control over the analysis and to inspect the intermediate objects, it can be useful to run the the data preparation and modelling steps separately.

This also allows for processing of very large data sets, by doing the data preparation in chunks and then sampling from the expanded trial data.

    # for the purposes of the vignette, we use a temporary directory, however it may be useful to use a permanent
    # location in order to inspect the outputs later
    working_dir <- file.path(tempdir(TRUE), "trial_emu")
    if (!dir.exists(working_dir)) dir.create(working_dir)

    prep_data <- data_preparation(
      data = trial_example,
      id = "id",
      period = "period",
      eligible = "eligible",
      treatment = "treatment",
      outcome = "outcome",
      outcome_cov = ~ catvarA + catvarB + nvarA + nvarB + nvarC,
      data_dir = working_dir,
      save_weight_models = TRUE,
      estimand_type = "PP",
      pool_cense = "none",
      use_censor_weights = FALSE,
      chunk_size = 500,
      separate_files = TRUE,
      switch_n_cov = ~ nvarA + nvarB,
      quiet = TRUE
    )

Use `summary` to get an overview of the result.

    summary(prep_data)
    #> Expanded Trial Emulation data
    #>
    #> Expanded data saved in 396 csv files:
    #>   1:   C:\\Users\\YUUSQ\\AppData\\Local\\Temp\\Rtmp6L6npz/trial_emu/trial_1.csv
    #>   2:   C:\\Users\\YUUSQ\\AppData\\Local\\Temp\\Rtmp6L6npz/trial_emu/trial_2.csv
    #>   3:   C:\\Users\\YUUSQ\\AppData\\Local\\Temp\\Rtmp6L6npz/trial_emu/trial_3.csv
    #>  ---
    #> 394: C:\\Users\\YUUSQ\\AppData\\Local\\Temp\\Rtmp6L6npz/trial_emu/trial_394.csv
    #> 395: C:\\Users\\YUUSQ\\AppData\\Local\\Temp\\Rtmp6L6npz/trial_emu/trial_395.csv
    #> 396: C:\\Users\\YUUSQ\\AppData\\Local\\Temp\\Rtmp6L6npz/trial_emu/trial_396.csv
    #>
    #>
    #> Number of observations in expanded data: 963883
    #> First trial period: 1
    #> Last trial period: 396
    #>
    #> ------------------------------------------------------------
    #> Weight models
    #> -------------
    #>
    #> Treatment switch models
    #> -----------------------
    #>
    #> switch_models$switch_d0:
    #>  P(treatment = 1 | previous treatment = 0) for denominator
    #>
    #>         term estimate std.error statistic p.value
    #>  (Intercept)    -3.84    0.0479     -80.3       0
    #>
    #> ------------------------------------------------------------
    #> switch_models$switch_n0:
    #>  P(treatment = 1 | previous treatment = 0) for numerator
    #>
    #>         term estimate std.error statistic p.value
    #>  (Intercept) -3.82037    0.0679   -56.244   0.000
    #>        nvarA  0.00411    0.0294     0.140   0.889
    #>        nvarB -0.00066    0.0013    -0.509   0.611
    #>
    #> ------------------------------------------------------------
    #> switch_models$switch_d1:
    #>  P(treatment = 1 | previous treatment = 1) for denominator
    #>
    #>         term estimate std.error statistic p.value
    #>  (Intercept)     4.38    0.0682      64.2       0
    #>
    #> ------------------------------------------------------------
    #> switch_models$switch_n1:
    #>  P(treatment = 1 | previous treatment = 1) for numerator
    #>
    #>         term estimate std.error statistic   p.value
    #>  (Intercept)  4.02225   0.11676   34.4500 4.50e-260
    #>        nvarA -0.00226   0.04403   -0.0514  9.59e-01
    #>        nvarB  0.00758   0.00231    3.2885  1.01e-03
    #>
    #> ------------------------------------------------------------

For more information about the weighting models, we can inspect them individually

    prep_data$switch_models$switch_n0
    #> P(treatment = 1 | previous treatment = 0) for numerator
    #>
    #>         term estimate std.error statistic p.value
    #>  (Intercept) -3.82037    0.0679   -56.244   0.000
    #>        nvarA  0.00411    0.0294     0.140   0.889
    #>        nvarB -0.00066    0.0013    -0.509   0.611
    #>
    #>  null.deviance df.null logLik  AIC  BIC deviance df.residual  nobs
    #>           4330   21263  -2165 4335 4359     4329       21261 21264
    #>
    #> Object saved at "C:\Users\YUUSQ\AppData\Local\Temp\Rtmp6L6npz/trial_emu/weight_model_switch_n0.rds"

If `save_weight_models = TRUE,` the full model objects are saved in `working_dir`, so you can inspect the data used in those models and further investigate how well those models fit.

    list.files(working_dir, "*.rds")
    #> [1] "weight_model_switch_d0.rds" "weight_model_switch_d1.rds"
    #> [3] "weight_model_switch_n0.rds" "weight_model_switch_n1.rds"

    # The path is stored in the saved object
    switch_n0 <- readRDS(prep_data$switch_models$switch_n0$path)
    summary(switch_n0)
    #>
    #> Call:
    #> glm(formula = treatment ~ nvarA + nvarB, family = binomial(link = "logit"),
    #>     data = data)
    #>
    #> Coefficients:
    #>             Estimate Std. Error z value Pr(>|z|)
    #> (Intercept) -3.82037    0.06792  -56.24   <2e-16 ***
    #> nvarA        0.00411    0.02943    0.14     0.89
    #> nvarB       -0.00066    0.00130   -0.51     0.61
    #> ---
    #> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
    #>
    #> (Dispersion parameter for binomial family taken to be 1)
    #>
    #>     Null deviance: 4329.7  on 21263  degrees of freedom
    #> Residual deviance: 4329.4  on 21261  degrees of freedom
    #> AIC: 4335
    #>
    #> Number of Fisher Scoring iterations: 6
    hist(switch_n0$fitted.values, main = "Histogram of weights from model switch_n0")

We also see the expanded trial files:

    head(prep_data$data)
    #> [1] "C:\\Users\\YUUSQ\\AppData\\Local\\Temp\\Rtmp6L6npz/trial_emu/trial_1.csv"
    #> [2] "C:\\Users\\YUUSQ\\AppData\\Local\\Temp\\Rtmp6L6npz/trial_emu/trial_2.csv"
    #> [3] "C:\\Users\\YUUSQ\\AppData\\Local\\Temp\\Rtmp6L6npz/trial_emu/trial_3.csv"
    #> [4] "C:\\Users\\YUUSQ\\AppData\\Local\\Temp\\Rtmp6L6npz/trial_emu/trial_4.csv"
    #> [5] "C:\\Users\\YUUSQ\\AppData\\Local\\Temp\\Rtmp6L6npz/trial_emu/trial_5.csv"
    #> [6] "C:\\Users\\YUUSQ\\AppData\\Local\\Temp\\Rtmp6L6npz/trial_emu/trial_6.csv"

Each of these csv files contains the data for the trial starting at period `_i`. To create a manageable dataset for the final analysis we can sample from these trials.

Here we sample 10% of the patients without an event at each follow-up time in each trial. All observations with events are included.

    sampled_data <- case_control_sampling_trials(prep_data, p_control = 0.1)
    str(sampled_data)
    #> Classes 'data.table' and 'data.frame':   100127 obs. of  13 variables:
    #>  $ id                : int  31 140 423 484 176 31 358 423 31 165 ...
    #>  $ trial_period      : int  1 1 1 1 1 1 1 1 1 1 ...
    #>  $ followup_time     : int  1 2 3 3 3 4 4 5 5 5 ...
    #>  $ outcome           : num  0 0 0 0 0 0 0 0 0 0 ...
    #>  $ weight            : num  1 0.999 0.999 0.999 0.999 ...
    #>  $ treatment         : int  0 0 0 0 0 0 0 0 0 0 ...
    #>  $ catvarA           : Factor w/ 5 levels "0","1","2","3",..: 5 5 5 5 5 5 5 5 5 5 ...
    #>  $ catvarB           : Factor w/ 5 levels "0","1","2","3",..: 5 5 5 5 5 5 5 5 5 5 ...
    #>  $ nvarA             : int  0 0 0 0 0 0 0 0 0 0 ...
    #>  $ nvarB             : int  0 0 0 1 0 0 0 0 0 0 ...
    #>  $ nvarC             : int  40 46 56 55 45 40 47 56 40 70 ...
    #>  $ assigned_treatment: int  0 0 0 0 0 0 0 0 0 0 ...
    #>  $ sample_weight     : num  10 10 10 10 10 10 10 10 10 10 ...
    #>  - attr(*, ".internal.selfref")=<pointer: 0x000002690315cea0>

Before proceeding with the modelling, it is possible to manipulate and derive new variables and adjust factor levels in the `data.frame`. You can also specify transformations in a formula to `outcome_cov`, `include_followup_time` or `include_trial_period`, such as `~ ns(trial_period)` or `~ I(nvarA^2) + nvarC > 50 + catvarA:nvarC`.

It is also possible to specify formulas in `trial_msm()` to include, for example, splines with `ns()`.

Now we can fit the model with the `trial_msm()` function. Since we have sampled from the data, we should make use of the `use_sample_weights` option to get correct survival estimates.

    model_result <- trial_msm(
      data = sampled_data,
      outcome_cov = c("catvarA", "catvarB", "nvarA", "nvarB", "nvarC"),
      model_var = "assigned_treatment",
      glm_function = "glm",
      use_sample_weights = TRUE
    )
    #> Preparing for model fitting
    #> ------------------------------------------------------------
    #> Fitting outcome model
    #> Warning in eval(family$initialize): non-integer #successes in a binomial glm!
    #>
    #> Call:
    #> glm(formula = outcome ~ assigned_treatment + trial_period + I(trial_period^2) +
    #>     followup_time + I(followup_time^2) + catvarA + catvarB +
    #>     nvarA + nvarB + nvarC, family = binomial(link = "logit"),
    #>     data = data, weights = w)
    #>
    #> Coefficients:
    #>                     Estimate Std. Error z value Pr(>|z|)
    #> (Intercept)        -2.34e+00   2.26e-01  -10.36  < 2e-16 ***
    #> assigned_treatment -4.77e-01   5.38e-02   -8.86  < 2e-16 ***
    #> trial_period       -2.33e-03   8.48e-04   -2.75  0.00595 **
    #> I(trial_period^2)   1.10e-05   1.92e-06    5.76  8.4e-09 ***
    #> followup_time       5.11e-03   1.16e-03    4.41  1.0e-05 ***
    #> I(followup_time^2) -2.85e-05   8.25e-06   -3.45  0.00056 ***
    #> catvarA1            3.69e-01   4.02e-02    9.18  < 2e-16 ***
    #> catvarA2            4.47e-01   5.38e-02    8.31  < 2e-16 ***
    #> catvarA3           -1.03e+01   5.51e+01   -0.19  0.85172
    #> catvarA7            3.20e-01   6.41e-02    4.99  6.1e-07 ***
    #> catvarB1           -4.06e-01   1.85e-01   -2.19  0.02844 *
    #> catvarB2           -1.35e-01   1.89e-01   -0.71  0.47476
    #> catvarB3           -2.45e+00   3.66e-01   -6.69  2.3e-11 ***
    #> catvarB7           -8.75e-01   1.88e-01   -4.66  3.2e-06 ***
    #> nvarA              -2.34e-02   8.60e-03   -2.72  0.00649 **
    #> nvarB               3.60e-03   3.95e-04    9.13  < 2e-16 ***
    #> nvarC              -5.15e-02   1.23e-03  -41.78  < 2e-16 ***
    #> ---
    #> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
    #>
    #> (Dispersion parameter for binomial family taken to be 1)
    #>
    #>     Null deviance: 53426  on 100126  degrees of freedom
    #> Residual deviance: 50874  on 100110  degrees of freedom
    #> AIC: 50815
    #>
    #> Number of Fisher Scoring iterations: 13
    #> ------------------------------------------------------------
    #> Calculating robust variance
    #> Summary with robust standard error:
    #>                 names  estimate robust_se      2.5%     97.5%       z  p_value
    #> 1         (Intercept) -2.34e+00  1.04e+00 -4.37e+00 -3.12e-01  -2.261 2.37e-02
    #> 2  assigned_treatment -4.77e-01  4.27e-01 -1.31e+00  3.60e-01  -1.117 2.64e-01
    #> 3        trial_period -2.33e-03  5.08e-03 -1.23e-02  7.62e-03  -0.459 6.46e-01
    #> 4   I(trial_period^2)  1.10e-05  1.13e-05 -1.11e-05  3.32e-05   0.979 3.28e-01
    #> 5       followup_time  5.11e-03  5.83e-03 -6.31e-03  1.65e-02   0.877 3.80e-01
    #> 6  I(followup_time^2) -2.85e-05  5.28e-05 -1.32e-04  7.50e-05  -0.539 5.90e-01
    #> 7            catvarA1  3.69e-01  2.68e-01 -1.56e-01  8.93e-01   1.378 1.68e-01
    #> 8            catvarA2  4.47e-01  3.68e-01 -2.75e-01  1.17e+00   1.214 2.25e-01
    #> 9            catvarA3 -1.03e+01  8.33e-01 -1.19e+01 -8.67e+00 -12.367 0.00e+00
    #> 10           catvarA7  3.20e-01  3.53e-01 -3.73e-01  1.01e+00   0.905 3.66e-01
    #> 11           catvarB1 -4.06e-01  6.33e-01 -1.65e+00  8.35e-01  -0.641 5.22e-01
    #> 12           catvarB2 -1.35e-01  6.73e-01 -1.45e+00  1.19e+00  -0.200 8.41e-01
    #> 13           catvarB3 -2.45e+00  1.10e+00 -4.61e+00 -2.87e-01  -2.220 2.64e-02
    #> 14           catvarB7 -8.75e-01  6.49e-01 -2.15e+00  3.98e-01  -1.347 1.78e-01
    #> 15              nvarA -2.34e-02  5.39e-02 -1.29e-01  8.23e-02  -0.434 6.64e-01
    #> 16              nvarB  3.60e-03  2.52e-03 -1.34e-03  8.54e-03   1.429 1.53e-01
    #> 17              nvarC -5.15e-02  9.31e-03 -6.98e-02 -3.33e-02  -5.531 3.18e-08
    #> ------------------------------------------------------------

The result is the same type as the previous result from the simple `initiators` function, containing the `glm` object and the sandwich results.

    summary(model_result)
    #> Trial Emulation Outcome Model
    #>
    #> Outcome model formula:
    #> outcome ~ assigned_treatment + trial_period + I(trial_period^2) +
    #>     followup_time + I(followup_time^2) + catvarA + catvarB +
    #>     nvarA + nvarB + nvarC
    #>
    #> Coefficent summary (robust):
    #>               names  estimate robust_se      2.5%     97.5%       z p_value
    #>         (Intercept) -2.34e+00  1.04e+00 -4.37e+00 -3.12e-01  -2.261    0.02
    #>  assigned_treatment -4.77e-01  4.27e-01 -1.31e+00  3.60e-01  -1.117    0.26
    #>        trial_period -2.33e-03  5.08e-03 -1.23e-02  7.62e-03  -0.459    0.65
    #>   I(trial_period^2)  1.10e-05  1.13e-05 -1.11e-05  3.32e-05   0.979    0.33
    #>       followup_time  5.11e-03  5.83e-03 -6.31e-03  1.65e-02   0.877    0.38
    #>  I(followup_time^2) -2.85e-05  5.28e-05 -1.32e-04  7.50e-05  -0.539    0.59
    #>            catvarA1  3.69e-01  2.68e-01 -1.56e-01  8.93e-01   1.378    0.17
    #>            catvarA2  4.47e-01  3.68e-01 -2.75e-01  1.17e+00   1.214    0.22
    #>            catvarA3 -1.03e+01  8.33e-01 -1.19e+01 -8.67e+00 -12.367  <2e-16
    #>            catvarA7  3.20e-01  3.53e-01 -3.73e-01  1.01e+00   0.905    0.37
    #>            catvarB1 -4.06e-01  6.33e-01 -1.65e+00  8.35e-01  -0.641    0.52
    #>            catvarB2 -1.35e-01  6.73e-01 -1.45e+00  1.19e+00  -0.200    0.84
    #>            catvarB3 -2.45e+00  1.10e+00 -4.61e+00 -2.87e-01  -2.220    0.03
    #>            catvarB7 -8.75e-01  6.49e-01 -2.15e+00  3.98e-01  -1.347    0.18
    #>               nvarA -2.34e-02  5.39e-02 -1.29e-01  8.23e-02  -0.434    0.66
    #>               nvarB  3.60e-03  2.52e-03 -1.34e-03  8.54e-03   1.429    0.15
    #>               nvarC -5.15e-02  9.31e-03 -6.98e-02 -3.33e-02  -5.531   3e-08
    #>
    #> model_result$model contains the fitted glm model object.
    #> model_result$robust$matrix contains the full robust covariance matrix.

    summary(model_result$model)
    #>
    #> Call:
    #> glm(formula = outcome ~ assigned_treatment + trial_period + I(trial_period^2) +
    #>     followup_time + I(followup_time^2) + catvarA + catvarB +
    #>     nvarA + nvarB + nvarC, family = binomial(link = "logit"),
    #>     data = data, weights = w)
    #>
    #> Coefficients:
    #>                     Estimate Std. Error z value Pr(>|z|)
    #> (Intercept)        -2.34e+00   2.26e-01  -10.36  < 2e-16 ***
    #> assigned_treatment -4.77e-01   5.38e-02   -8.86  < 2e-16 ***
    #> trial_period       -2.33e-03   8.48e-04   -2.75  0.00595 **
    #> I(trial_period^2)   1.10e-05   1.92e-06    5.76  8.4e-09 ***
    #> followup_time       5.11e-03   1.16e-03    4.41  1.0e-05 ***
    #> I(followup_time^2) -2.85e-05   8.25e-06   -3.45  0.00056 ***
    #> catvarA1            3.69e-01   4.02e-02    9.18  < 2e-16 ***
    #> catvarA2            4.47e-01   5.38e-02    8.31  < 2e-16 ***
    #> catvarA3           -1.03e+01   5.51e+01   -0.19  0.85172
    #> catvarA7            3.20e-01   6.41e-02    4.99  6.1e-07 ***
    #> catvarB1           -4.06e-01   1.85e-01   -2.19  0.02844 *
    #> catvarB2           -1.35e-01   1.89e-01   -0.71  0.47476
    #> catvarB3           -2.45e+00   3.66e-01   -6.69  2.3e-11 ***
    #> catvarB7           -8.75e-01   1.88e-01   -4.66  3.2e-06 ***
    #> nvarA              -2.34e-02   8.60e-03   -2.72  0.00649 **
    #> nvarB               3.60e-03   3.95e-04    9.13  < 2e-16 ***
    #> nvarC              -5.15e-02   1.23e-03  -41.78  < 2e-16 ***
    #> ---
    #> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
    #>
    #> (Dispersion parameter for binomial family taken to be 1)
    #>
    #>     Null deviance: 53426  on 100126  degrees of freedom
    #> Residual deviance: 50874  on 100110  degrees of freedom
    #> AIC: 50815
    #>
    #> Number of Fisher Scoring iterations: 13

We can also use this object to predict cumulative incidence curves and use these for treatment comparisons. Here we use the patients who were in the first trial as the target population. To get the data in the right format, we can use the `data_template` returned by `data_preparation()`.

    new_data <- data.table::fread(file.path(working_dir, "trial_1.csv"))
    new_data <- rbind(data.table::as.data.table(prep_data$data_template), new_data)
    model_preds <- predict(model_result, predict_times = c(0:40), newdata = new_data, type = "cum_inc")

The `predict` function returns a list of 3 data frames: predictions for assigned treatment 0, for assigned treatment 1 and for the difference. It possible to change the type of predicted values, either cumulative incidence or survival.

    plot(
      model_preds$difference$followup_time,
      model_preds$difference$cum_inc_diff,
      ty = "l", ylab = "Cumulative Incidence Difference",
      xlab = "Follow-up Time",
      ylim = c(-0.15, 0.05)
    )
    lines(model_preds$difference$followup_time, model_preds$difference$`2.5%`, lty = 2)
    lines(model_preds$difference$followup_time, model_preds$difference$`97.5%`, lty = 2)