Regression - Save Variable(s) - Propensity Weight

From Q
Jump to navigation Jump to search

Creates a new variable containing the Propensity Weights for each case in the data from a model that is a binary classifier (e.g., a Machine Learning or Regression model that has an outcome variable with only two categories such as a Binary Logit regression).

Technical details

Assume the outcome variable Y is an ordinal or nominal variable that has two categories (classes) labelled 0 and 1, with 1 being the label for the positive class. The propensity score is calculated based off the estimated probabilities of being in the positive class p^(x)=P(Y=1|X=x) where X denotes all the predictor variables used in the Regression or Machine Learning model and x being the observed predictors for each case. Then the propensity weight is calculated based off the observed category each case belongs to in the outcome variable. Cases with Y=1 are allocated a weight of 1/p^(x) while cases with Y=0 are allocated a weight of 1/(1−p^(x)).

How to apply this QScript

  • Start typing the name of the QScript into the Search features and data box in the top right of the Q window.
  • Click on the QScript when it appears in the QScripts and Rules section of the search results.

OR

  • Select Automate > Browse Online Library.
  • Select this QScript from the list.

Customizing the QScript

This QScript is written in JavaScript and can be customized by copying and modifying the JavaScript.

Customizing QScripts in Q4.11 and more recent versions

  • Start typing the name of the QScript into the Search features and data box in the top right of the Q window.
  • Hover your mouse over the QScript when it appears in the QScripts and Rules section of the search results.
  • Press Edit a Copy (bottom-left corner of the preview).
  • Modify the JavaScript (see QScripts for more detail on this).
  • Either:
    • Run the QScript, by pressing the blue triangle button.
    • Save the QScript and run it at a later time, using Automate > Run QScript (Macro) from File.

Customizing QScripts in older versions

  • Copy the JavaScript shown on this page.
  • Create a new text file, giving it a file extension of .QScript. See here for more information about how to do this.
  • Modify the JavaScript (see QScripts for more detail on this).
  • Run the file using Automate > Run QScript (Macro) from File.

JavaScript

▶ Show Code

includeWeb('QScript R Output Functions');
let required_input_type = 'Binary Classification model (Logistic regression or Machine Learning ' +
                          'classification model with a binary outcome variable)';
let question_type = 'Number';
let is_weight = true;
let variable_name = 'propensity.weight';
let allowed_r_classes = ['BinaryLogitRegression', 'MultinomialLogitRegression', 'DeepLearning',
                         'SupportVectorMachine', 'GradientBoost', 'LDA', 'CART'];
saveVariables('Propensity weights', required_input_type, 'PropensityWeights(', ')',
              question_type, is_weight, variable_name, allowed_r_classes);

See also

Retrieved from "https://wiki.q-researchsoftware.com/index.php?title=Regression_-_Save_Variable(s)_-_Propensity_Weight&oldid=63175"