This site is a compendium of R code meant to highlight the various uses of simulation to aid in the understanding of probability, statistics, and study design. I will frequently draw on examples using my R package simstudy. Occasionally, I will opine on other topics related to causal inference, evidence, and research more generally.

Musings on missing data

I’ve been meaning to share an analysis I recently did to estimate the strength of the relationship between a young child’s ability to recognize emotions in others (e.g. teachers and fellow students) and her longer term academic success. The study itself is quite interesting (hopefully it will be published sometime soon), but I really wanted to write about it here as it involved the challenging problem of missing data in the context of heterogeneous effects (different across sub-groups) and clustering (by schools). [Read More]

A case where prospective matching may limit bias in a randomized trial

Analysis is important, but study design is paramount. I am involved with the Diabetes Research, Education, and Action for Minorities (DREAM) Initiative, which is, among other things, estimating the effect of a group-based therapy program on weight loss for patients who have been identified as pre-diabetic (which means they have elevated HbA1c levels). The original plan was to randomize patients at a clinic to treatment or control, and then follow up with those assigned to the treatment group to see if they wanted to participate. [Read More]

A example in causal inference designed to frustrate: an estimate pretty much guaranteed to be biased

I am putting together a brief lecture introducing causal inference for graduate students studying biostatistics. As part of this lecture, I thought it would be helpful to spend a little time describing directed acyclic graphs (DAGs), since they are an extremely helpful tool for communicating assumptions about the causal relationships underlying a researcher’s data. The strength of DAGs is that they help us think how these underlying relationships in the data might lead to biases in causal effect estimation, and suggest ways to estimate causal effects that eliminate these biases. [Read More]

Using the uniform sum distribution to introduce probability

I’ve never taught an intro probability/statistics course. If I ever did, I would certainly want to bring the underlying wonder of the subject to life. I’ve always found it almost magical the way mathematical formulation can be mirrored by computer simulation, the way proof can be guided by observed data generation processes, and the way DGPs can confirm analytic solutions. I would like to begin such a course with a somewhat unusual but accessible problem that would evoke these themes from the start. [Read More]

Correlated longitudinal data with varying time intervals

I was recently contacted to see if simstudy can create a data set of correlated outcomes that are measured over time, but at different intervals for each individual. The quick answer is there is no specific function to do this. However, if you are willing to assume an “exchangeable” correlation structure, where measurements far apart in time are just as correlated as measurements taken close together, then you could just generate individual-level random effects (intercepts and/or slopes) and pretty much call it a day. [Read More]

Considering sensitivity to unmeasured confounding: part 2

In part 1 of this 2-part series, I introduced the notion of sensitivity to unmeasured confounding in the context of an observational data analysis. I argued that an estimate of an association between an observed exposure \(D\) and outcome \(Y\) is sensitive to unmeasured confounding if we can conceive of a reasonable alternative data generating process (DGP) that includes some unmeasured confounder that will generate the same observed distribution the observed data. [Read More]

Considering sensitivity to unmeasured confounding: part 1

Principled causal inference methods can be used to compare the effects of different exposures or treatments we have observed in non-experimental settings. These methods, which include matching (with or without propensity scores), inverse probability weighting, and various g-methods, help us create comparable groups to simulate a randomized experiment. All of these approaches rely on a key assumption of no unmeasured confounding. The problem is, short of subject matter knowledge, there is no way to test this assumption empirically. [Read More]

Parallel processing to add a little zip to power simulations (and other replication studies)

It’s always nice to be able to speed things up a bit. My first blog post ever described an approach using Rcpp to make huge improvements in a particularly intensive computational process. Here, I want to show how simple it is to speed things up by using the R package parallel and its function mclapply. I’ve been using this function more and more, so I want to explicitly demonstrate it in case any one is wondering. [Read More]

Horses for courses, or to each model its own (causal effect)

In my previous post, I described a (relatively) simple way to simulate observational data in order to compare different methods to estimate the causal effect of some exposure or treatment on an outcome. The underlying data generating process (DGP) included a possibly unmeasured confounder and an instrumental variable. (If you haven’t already, you should probably take a quick look.) A key point in considering causal effect estimation is that the average causal effect depends on the individuals included in the average. [Read More]

Generating data to explore the myriad causal effects that can be estimated in observational data analysis

I’ve been inspired by two recent talks describing the challenges of using instrumental variable (IV) methods. IV methods are used to estimate the causal effects of an exposure or intervention when there is unmeasured confounding. This estimated causal effect is very specific: the complier average causal effect (CACE). But, the CACE is just one of several possible causal estimands that we might be interested in. For example, there’s the average causal effect (ACE) that represents a population average (not just based the subset of compliers). [Read More]