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pzivich avatar pzivich commented on August 22, 2024

Tentative plan:
Include optional argument weights in zepid.causal.gformula.TimeFixedGFormula and zepid.causal.gformula.TimeVaryGFormula

Use statsmodels GEE to estimate each model. This is because GLM uses integer based weights. GEE allows the more dynamic weights. It would allow for both integer and non-integer weights. The disadvantage is that GEE takes a little longer to fit. Overall, should not slow down the MC simulation procedure too much

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pzivich avatar pzivich commented on August 22, 2024

Completed for TimeFixedGFormula. Will be part of v0.3.2 release

I need to think a little more about TimeVaryGFormula and what should be done about weights that vary over time (in regards to the MC process)

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pzivich avatar pzivich commented on August 22, 2024

TimeVaryGFormula uses the initial weights. IPCW should probably be avoided anyways since you can directly model censoring into the g-formula (I believe this is the recommendation).

All that is left is to test to make sure it works as intended

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pzivich avatar pzivich commented on August 22, 2024

Check was just seeing if usage of weights statement throws any errors. It didn't. I don't have a data set to check the results against yet though. That is for future.

Will be released as part of v0.3.2

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