A Python package for IPTW-based survival analysis with bootstrapped metrics and covariate balance diagnostics.
Project description
iptw-survival
iptw-survival is a Python package for performing weight-based causal survival analysis. It includes functionality for estimating inverse probability of treatment weights (IPTW) and overlap weights (OW), visualizing propensity score overlap, assessing covariate balance, and computing bootstrapped, non-parametric survival metrics derived from Kaplan–Meier estimators.
Features
- Calculate IPTW and overlap weights using logistic regression
- Visualize propensity score distributions for treatment groups
- Assess covariate balance using standardized mean differences, including Love plots
- Generate weighted Kaplan-Meier survival summaries with point estimates and bootstrapped 95% CIs using parallel processing
- Compute non-parametric survival metrics (no Cox modeling), including:
- Probability of survival at fixed timepoints
- Restricted mean survival time (RMST)
- Median survival
Installation
pip install iptw-survival
Quick Start
from iptw_survival import IPTWSurvivalEstimator
# Instantiate and fit model
estimator = IPTWSurvivalEstimator()
iptw_df = estimator.fit_transform(df,
treatment_col = 'treatment',
cat_var = ['stage', 'ecog'],
cont_var = ['age', 'creatinine'],
binary_var = ['surgery', 'medicaid'],
lr_kwargs = {
'class_weight': 'balanced',
'random_state': 42},
clip_bounds = (0.01, 0.99),
stabilized = True)
# Plot propensity score distribution
estimator.propensity_score_plot()
# Assess covariate balance
smd_df, fig = estimator.standardized_mean_differences(return_fig = True)
# Kaplan-Meier plot with bootstrapped CIs
km_df = estimator.km_confidence_interval(df = iptw_df
event_col='event',
duration_col = 'duration',
n_bootstrap = 500
random_state = 42,
n_jobs = -1)
# Use km_df to plot survival curves
import matplotlib.pyplot as plt
plt.plot(km_df['time'], km_df['treatment_estimate'], label = 'Treatment')
plt.fill_between(km_df['time'], km_df['treatment_lower_ci'], km_df['treatment_upper_ci'], alpha = 0.1)
plt.xlabel('Time (months)')
plt.ylabel('Survival probability')
plt.legend()
plt.title('IPTW-adjusted Kaplan-Meier Curve')
plt.show()
# Calculate survival metrics
results = estimator.survival_metrics(df = iptw_df
event_col='event',
duration_col = 'duration',
psurv_time_points = [24, 36],
rmst_time_points = [12],
median_time = True
n_bootstrap = 500
random_state = 42,
n_jobs = -1)
Example Tutorial
A full walkthrough using the Flatiron Health advanced urothelial cancer dataset is available in tutorial/tutorial.ipynb.
Requirements
Built and tested in python 3.13
Core dependencies:
- pandas
- numpy
- scikit-learn
- lifelines
- matplotlib
Contact
Contributions and feedback are welcome. Contact: xavierorcutt@gmail.com
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