
Export of C++ function gcomp_ordinal_proportional_odds_post_fit_cpp
Source:R/helper_glm_fit.R, R/RcppExports.R
gcomp_ordinal_proportional_odds_post_fit_cpp.RdComputes the standardized (G-computation) marginal difference in
expected ordinal category score under a fitted proportional-odds
(cumulative logit) model for a \(K\)-category ordinal outcome coded
\(1, \ldots, K\): \(\mathrm{logit}\,\Pr(Y_i \le k \mid x_i) = \alpha_k -
x_i^\top\beta\), \(k = 1, \ldots, K-1\). For each subject \(i\), the fitted
linear predictor is decomposed into its treatment-free baseline
\(\eta_{\mathrm{base},i} = x_i^\top\hat\beta - \hat\beta_{j_{\mathrm{treat}}}\,
x_{i,j_{\mathrm{treat}}}\) and the counterfactual predictors \(\eta_{1,i} =
\eta_{\mathrm{base},i} + \hat\beta_{j_{\mathrm{treat}}}\) (treatment column set
to 1 for everyone) and \(\eta_{0,i} = \eta_{\mathrm{base},i}\) (set to 0 for
everyone). The subject-level expected category score under each counterfactual
is recovered from the fitted cumulative probabilities via the identity
\(E[Y_i] = \sum_{k=1}^K k\,\Pr(Y_i=k) = 1 + \sum_{k=1}^{K-1} \Pr(Y_i > k) = 1 +
\sum_{k=1}^{K-1} \left(1 - \mathrm{logit}^{-1}(\hat\alpha_k - \eta_i)\right)\),
and the two population-averaged expected scores (mean1, mean0)
and their difference (md) are returned — the ordinal analogue of
gcomp_logistic_point_estimate_cpp's risk difference. Unlike
gcomp_logistic_post_fit_cpp, this function computes
point estimates only; no sandwich covariance, standard errors, or
inferential quantities are returned despite the _post_fit name.
Arguments
- X_fit
Numeric matrix of predictors used to fit the model, including an intercept column if the model has one (conventionally absorbed into the thresholds
alpha_hatrather thanX_fitfor a proportional-odds model, but this function does not enforce that).- coef_hat
Numeric vector of fitted proportional-odds regression coefficients \(\hat\beta\), same length and column order as
X_fit.- alpha_hat
Numeric vector of the \(K-1\) fitted, increasing category thresholds \(\hat\alpha_1, \ldots, \hat\alpha_{K-1}\).
- j_treat
1-based column index of the treatment indicator in
X_fit.
Value
A list with elements mean1 (standardized expected category score
under \(T=1\) for everyone), mean0 (standardized expected category score
under \(T=0\) for everyone), and md (mean1 - mean0).
See also
gcomp_logistic_point_estimate_cpp for the binary-outcome
analogue; gcomp_logistic_post_fit_cpp for an example of the
sandwich-variance inference this function does not provide.