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Introduction

The simDAG package can be used to generate all kinds of data, as shown in the many examples and other vignettes of this package. In this vignette we will further illustrate the capabilities of the package, by giving very short and simplified examples on how to use simDAG to generate multiple different kinds of data. The vignette can be seen as a sort of “cookbook”, in the sense that it includes the building blocks for many different possible data generation processes (DGP), which users can expand on for their specific needs. Note that the examples shown are not meant to be realistic, they are only meant to show the general structure of the required code.

This vignette assumes that the reader is already somewhat familiar with the simDAG syntax. More detailed explanations of how to simulate data using a time-fixed DAG and DAGs including time-dependent variables is given in other vignettes and the documentation of the functions.

Simulating Randomized Controlled Trials

First, we will give some examples on how data for randomized controlled trials (RCT) could be generated. In a classic RCT, the treatment of interest (below named Treatment) is randomly assigned to the individuals of the study, making it a “root node” in the terminology of DAGs.

Two Treatment Groups

Below is an example for an RCT with two treatment groups, a binary outcome and two baseline covariates (Age and Sex):

dag <- empty_dag() +
  node("Age", type="rnorm", mean=55, sd=5) +
  node("Sex", type="rbernoulli", p=0.5) +
  node("Treatment", type="rbernoulli", p=0.5) +
  node("Outcome", type="binomial",
       formula= ~ -12 + Age*0.2 + Sex*1.1 + Treatment*-0.5)

data <- sim_from_dag(dag, n_sim=1000)
head(data)
#>         Age    Sex Treatment Outcome
#>       <num> <lgcl>    <lgcl>  <lgcl>
#> 1: 47.99978  FALSE     FALSE   FALSE
#> 2: 56.27659   TRUE      TRUE   FALSE
#> 3: 42.81368  FALSE     FALSE   FALSE
#> 4: 54.97214  FALSE      TRUE   FALSE
#> 5: 58.10776   TRUE     FALSE   FALSE
#> 6: 60.74206  FALSE      TRUE   FALSE

Three or More Treatment Groups

The example from earlier can easily be made a little more complex, by including three treatment groups instead of just two. This can be achieved by using the rcategorical() function as node type instead of the rbernoulli() function.

dag <- empty_dag() +
  node("Age", type="rnorm", mean=55, sd=5) +
  node("Sex", type="rbernoulli", p=0.5, output="numeric") +
  node("Treatment", type="rcategorical", probs=c(0.33333, 0.33333, 0.33333),
       labels=c("Placebo", "Med1", "Med2"), output="factor") +
  node("Outcome", type="binomial",
       formula= ~ -12 + Age*0.2 + Sex*1.1 + TreatmentMed1*-0.5 + 
         TreatmentMed2*-1)

data <- sim_from_dag(dag, n_sim=1000)
head(data)
#>         Age   Sex Treatment Outcome
#>       <num> <num>    <fctr>  <lgcl>
#> 1: 56.92997     0   Placebo    TRUE
#> 2: 50.80579     1      Med2   FALSE
#> 3: 52.34986     1      Med1   FALSE
#> 4: 43.53409     1      Med2   FALSE
#> 5: 64.27632     1      Med1   FALSE
#> 6: 51.87643     1      Med2   FALSE

By setting probs=c(0.33333, 0.33333, 0.33333), each treatment group is choosen with a probability of 0.33333, meaning that the resulting groups should be roughly of equal size in expectation.

Multiple Outcome Measurements

The previous two examples assumed that there was a single fixed time at which the binary outcome was measured. Below we switch things up a bit by using a continuous outcome that is measured at 5 different points in time after baseline. The syntax is nearly the same as before, with the major difference being that we now use a node_td() call to define the outcome, because it is time-dependent. Additionally, because of this inclusion of a time-dependent node, we have to use the sim_discrete_time() function instead of the sim_from_dag() function. Finally, the sim2data() has to be called to obtain the desired output in the long-format.

dag <- empty_dag() +
  node("Age", type="rnorm", mean=55, sd=5) +
  node("Sex", type="rbernoulli", p=0.5, output="numeric") +
  node("Treatment", type="rbernoulli", p=0.5) +
  node_td("Outcome", type="gaussian",
          formula= ~ -12 + Age*0.2 + Sex*1.1 + Treatment*-0.5, error=1)

sim <- sim_discrete_time(dag, n_sim=1000, max_t=5, save_states="all")
data <- sim2data(sim, to="long")
head(data)
#> Key: <.id, .time>
#>      .id .time      Age   Sex Treatment    Outcome
#>    <int> <int>    <num> <num>    <lgcl>      <num>
#> 1:     1     1 47.29087     1     FALSE -0.6673257
#> 2:     1     2 47.29087     1     FALSE -2.6859386
#> 3:     1     3 47.29087     1     FALSE -2.3041754
#> 4:     1     4 47.29087     1     FALSE -1.4885914
#> 5:     1     5 47.29087     1     FALSE -1.9022557
#> 6:     2     1 58.86501     0      TRUE -3.7253747

Non-Compliance to Treatment Assignment

Previously we assumed that the treatment was assigned at baseline and never changed throughout the study. In real RCTs, individuals are often assigned to treatment strategies instead (for example: one pill per week). Some individuals might not adhere to their assigned treatment strategy, by for example “switching back” to not taking the pill.

The following code shows one possible way to simulate such data. In the shown DGP, individuals are assigned to a treatment strategy at baseline. Here, Treatment = FALSE refers to the control condition in which the individual should not take any pills. In the intervention group (Treatment = TRUE), however, the individual is assigned to take a pill every week. On average, 5% of these individuals stop taking their pills with each passing week. Once they stop, they never start taking them again. The continuous outcome at each observation time depends on how many pills each individual took in total. None of the individuals in the control group start taking pills. For simplicity, the simulation is run without any further covariates for 5 weeks.

# function to calculate the probability of taking the pill at t,
# given the current treatment status of the person
prob_treat <- function(data) {
  fifelse(!data$Treatment_event, 0, 0.95)
}

dag <- empty_dag() +
  node("Treatment_event", type="rbernoulli", p=0.5) +
  node_td("Treatment", type="time_to_event", parents=c("Treatment_event"),
          prob_fun=prob_treat, event_count=TRUE, event_duration=1) +
  node_td("Outcome", type="gaussian", formula= ~ -2 + 
            Treatment_event_count*-0.3, error=2)
sim <- sim_discrete_time(dag, n_sim=1000, max_t=5, save_states="all")
data <- sim2data(sim, to="long")
head(data)
#> Key: <.id, .time>
#>      .id .time Treatment   Outcome Treatment_event_count
#>    <int> <int>    <lgcl>     <num>                 <num>
#> 1:     1     1      TRUE -2.988481                     1
#> 2:     1     2      TRUE -2.545962                     2
#> 3:     1     3      TRUE -3.029647                     3
#> 4:     1     4      TRUE -2.593921                     4
#> 5:     1     5      TRUE  2.327432                     5
#> 6:     2     1      TRUE -3.427912                     1

What this DAG essentially means is that first, the Treatment_event column is generated, which includes the assigned treatment at baseline. We called it Treatment_event here instead of just Treatment, because the value in this column should be updated with each iteration and nodes of type "time_to_event" always split the node into two columns: status and time. By setting event_count=TRUE in the node_td() call for the Treatment node, a count of the amount of pills taken up to tt is directly calculated at each point in time (column Treatment_event_count), which can then be used directly to generate the Outcome node.

This simulation could be made more realistic (or just more complex), by for example adding either of the following things:

  • making the probability of switching dependent on the outcome at t1t - 1
  • making the probability of switching dependent on other variables
  • allowing patients to switch back to taking the pill after discontinuation
  • allowing patients in the control group to switch to the treatment

These additions are left as an exercise to the user.

With Cluster Randomization

Instead of randomly assigning individuals to the treatment, many trials actually randomly assign the treatment at the level of clinics or other forms of clusters, which is fittingly called cluster randomization. This may be implemented in simDAG using the following syntax:

dag <- empty_dag() +
  node("Clinic", type="rcategorical", probs=rep(0.02, 50)) +
  node("Treatment", type="identity", formula= ~ Clinic >= 25) +
  node("Outcome", type="poisson", formula= ~ -1 + Treatment*4 + (1|Clinic),
       var_corr=0.5)
data <- sim_from_dag(dag, n_sim=1000)
#> Loading required namespace: simr
head(data)
#>    Clinic Treatment Outcome
#>     <int>    <lgcl>   <int>
#> 1:      5     FALSE       2
#> 2:      9     FALSE       0
#> 3:     19     FALSE       0
#> 4:     17     FALSE       0
#> 5:     11     FALSE       4
#> 6:      3     FALSE       0

In this DGP, each individual is randomly assigned to one of 50 Clinics with equal probability. All patients in clinics numbered 0-24 are assigned to the control group, while the other patients are assigned to the treatment group. The outcome is then generated using a Poisson regression with a random intercept based on the clinic.

Simulating Observational Studies

In all previous examples, the variable of interest was a treatment that was randomly assigned and did not depend on other variables (excluding the Clinic for the cluster randomization example). In observational studies, the variable of interest is usually not randomly assigned. Below are some examples for generating such observational study data.

Crossectional Data

In the following example, the treatment probability is dependent on both a categorical and a continuous variable, which both also cause the outcome:

dag <- empty_dag() +
  node("cat", type="rcategorical", probs=c(0.4, 0.2, 0.2),
       labels=LETTERS[1:3]) +
  node("cont", type="rbeta", shape1=0.2, shape2=1.2) +
  node("treatment", type="binomial",
       formula= ~ -0.2 + catB*0.3 + catC*1 + cont*0.2) +
  node("outcome", type="gaussian",
       formula= ~ 3 + catB*1.1 + catC*0.2 + cont*-0.1,
       error=1)
data <- sim_from_dag(dag, n_sim=100)
head(data)
#>       cat         cont treatment  outcome
#>    <char>        <num>    <lgcl>    <num>
#> 1:      A 1.921125e-04     FALSE 1.248619
#> 2:      C 3.624581e-02      TRUE 2.636620
#> 3:      B 8.407934e-05     FALSE 4.334688
#> 4:      A 2.480741e-05     FALSE 2.074354
#> 5:      A 2.095210e-07      TRUE 2.713159
#> 6:      A 6.110730e-01     FALSE 1.385816

If the goal was to estimate the causal effect of the treatment on the outcome, we would need to adjust for both cat and cont here, using for example a linear regression model (same as in the DGP) or something like inverse probability of treatment weighting.

Panel Data

Miscellaneous Simulations

Simulating Multi-Level Data

The simDAG package directly supports the inclusion of arbitrary mixed model syntax in the formula interface of nodes of type "gaussian", "binomial" and "poisson", which makes it relatively straightforward to simulate multi-level data as well. In the following example, we consider students that are nested in different schools. The outcome is a continuous score of some kind.

dag <- empty_dag() +
  node("school", type="rcategorical", probs=rep(0.1, 10),
       labels=LETTERS[1:10]) +
  node("female", type="rbernoulli", p=0.5) +
  node("age", type="rnorm", mean=12, sd=3) +
  node("score", type="gaussian",
       formula= ~ -2 + female*3 + age*0.1 + (1|school),
       var_corr=0.5, error=1)
data <- sim_from_dag(dag, n_sim=10)
head(data)
#>    school female       age     score
#>    <char> <lgcl>     <num>     <num>
#> 1:      H   TRUE 10.832768  3.459773
#> 2:      D  FALSE 10.103622 -1.372296
#> 3:      H   TRUE 10.841744  1.842507
#> 4:      A  FALSE 14.161571 -0.514471
#> 5:      H  FALSE  7.989865 -1.226325
#> 6:      C   TRUE 14.900755  2.019298

In this example, there is a single random effect for school, with a standard deviation of 0.5. This example could be expanded to include a random slope for age per school, by exchanging (1|school) with (age|school), although we would then also need to adjust the var_corr argument accordingly. More examples are given in the formula vignette.

Simulating Mixture Distributions

Instead of using random effects and random slopes, another possibility to simulate a sort of “mixed” variables is to directly model it using different regression models for different individuals. This can be done using the "mixture" node type. Consider the following example:

dag <- empty_dag() +
  node("strata", type="rbernoulli", p=0.5) +
  node(c("var1", "var2"), type="rnorm", mean=0, sd=1) +
  node("Y", type="mixture", parents=c("strata", "var1", "var2"),
       distr=list(
         "strata==0", node(".", type="gaussian",
                           formula= ~ -2 + var1*2 + var2*-0.5, error=1),
         "strata==1", node(".", type="gaussian",
                           formula= ~ 5 + var1*-1 + var2*2.3, error=1.5)
       ))
data <- sim_from_dag(dag, n_sim=10)
head(data)
#>    strata       var1        var2         Y
#>    <lgcl>      <num>       <num>     <num>
#> 1:   TRUE -1.2703000 -1.86080057  1.757752
#> 2:   TRUE  0.2556095  0.67908621  7.516805
#> 3:  FALSE -0.4941493  0.26821288 -2.263518
#> 4:   TRUE  2.0075698  1.18606863  7.014331
#> 5:   TRUE -0.8370690 -0.14223463  7.302422
#> 6:   TRUE -1.0869544  0.02476878  6.237979

Using the distr argument, we can easily define to which simulated individuals the corresponding node definitions should be applied to. In the example above, we defined different linear regression models for individuals with strata==0 and for individuals with strata==1. It would also be possible to use entirely different node types etc.

Simulating “Outliers”

One possibility to introduce a kind of outliers to a variable, is by defining the variable that should contain it as a kind of mixture distribution, made up of two parts, similar to how zero-inflated models work. First, values are generated from the general distribution. Then, if that variable exceeds some value, sample different values for it. A very simple example:

dag <- empty_dag() +
  node(c("A", "B", "C"), type="rnorm") +
  node("Y", type="mixture", parents=c("A", "B", "C"),
       distr=list(
         "TRUE", node(".", type="gaussian", formula= ~ -2 + A*0.1 + B*1 + C*-2,
                      error=1),
         "Y > 3", node(".", type="rnorm", mean=10000, sd=500)
       ))
data <- sim_from_dag(dag, n_sim=10000)

Here, we first simulate 3 standard normal variables A, B and C, which will be used as predictor variables for our desired outcome Y. For Y itself, we use the "mixture" node type, which allows us to define the node as a mix of multiple node types, based on some conditions, which are generated from one by one. Because we set the first condition to TRUE, the linear model next to it gets applied to all individuals in the first run, generating values from the specified linear model for all individuals. In the next run we condition on Y itself, instructing the function to only simulate new values for Y > 3. These values are drawn from a normal distribution with a very high mean.

Simulating Missing Values

Real data usually includes at least some missing values in key variables. Below is a very simple example on how users could include missing values in their data:

dag <- empty_dag() +
  node("A_real", type="rnorm", mean=10, sd=3) +
  node("A_missing", type="rbernoulli", p=0.5) +
  node("A_observed", type="identity",
       formula= ~ fifelse(A_missing, NA, A_real))

data <- sim_from_dag(dag, n_sim=10)
head(data)
#>       A_real A_missing A_observed
#>        <num>    <lgcl>      <num>
#> 1:  7.881682      TRUE         NA
#> 2:  8.773459     FALSE   8.773459
#> 3: 14.785682     FALSE  14.785682
#> 4:  7.617797     FALSE   7.617797
#> 5: 11.036126      TRUE         NA
#> 6:  7.330183     FALSE   7.330183

In this DAG, the real values of node A are generated first. Afterwards, an indicator of whether the corresponding values is observed is drawn randomly for each individual in node A_missing. The actually observed value, denoted A_observed, is then generated by simply using either the value of A_real or a simple NA if A_missing==TRUE. The missingness shown here would correspond to missing completely at random (MCAR) in the categorisation by XX. Although this might seem a little cumbersome at first, it does allow quite a lot of flexibility in the specification of different missingness mechanisms. For example, to simulate missing at random (MAR) patterns, we could use the following code instead:

dag <- empty_dag() +
  node("A_real", type="rnorm", mean=0, sd=1) +
  node("B_real", type="rbernoulli", p=0.5) +
  node("A_missing", type="rbernoulli", p=0.1) +
  node("B_missing", type="binomial", formula= ~ -5 + A_real*0.1) +
  node("A_observed", type="identity",
       formula= ~ fifelse(A_missing, NA, A_real)) +
  node("B_observed", type="identity",
       formula= ~ fifelse(B_missing, NA, B_real))

data <- sim_from_dag(dag, n_sim=10)
head(data)
#>        A_real B_real A_missing B_missing A_observed B_observed
#>         <num> <lgcl>    <lgcl>    <lgcl>      <num>     <lgcl>
#> 1:  2.5611064  FALSE     FALSE     FALSE  2.5611064      FALSE
#> 2: -1.0780466  FALSE      TRUE     FALSE         NA      FALSE
#> 3: -1.4581759  FALSE     FALSE     FALSE -1.4581759      FALSE
#> 4: -0.6715334  FALSE     FALSE     FALSE -0.6715334      FALSE
#> 5:  0.1095760  FALSE     FALSE     FALSE  0.1095760      FALSE
#> 6:  1.5605237   TRUE     FALSE     FALSE  1.5605237       TRUE

Here, the missingness in A_observed is again MCAR, because it is independent of everything. The missingness in B_observed, however, is MAR because the probability of missingness is dependent on the actually observed value of A_real.

Simulating Measurement Error

Measurement error refers to situations in which variables of interest are not measured perfectly. For example, the disease of interest may only be detected in 90% of all patients with the disease and may falsely be detected in 1% of all patients without the disease. The same strategy shown for missing values could be used to simulate such data using simDAG:

probs <- list(`TRUE`=0.9, `FALSE`=0.01)

dag <- empty_dag() +
  node("Disease_real", type="rbernoulli", p=0.5) +
  node("Disease_observed", type="conditional_prob", parents="Disease_real",
       probs=probs)

data <- sim_from_dag(dag, n_sim=10)
head(data)
#>    Disease_real Disease_observed
#>          <lgcl>           <lgcl>
#> 1:        FALSE            FALSE
#> 2:         TRUE             TRUE
#> 3:        FALSE            FALSE
#> 4:         TRUE             TRUE
#> 5:        FALSE            FALSE
#> 6:        FALSE            FALSE

In this example, the disease is present in 50% of all individuals. By using a node with type="conditional_prob" we can easily draw new values for the observed disease status by specifying the probs argument correctly. We could similarly extend this example to make the probability of misclassification dependent on another variable:

# first TRUE / FALSE refers to Sex = TRUE / FALSE
# second TRUE / FALSE refers to Disease = TRUE / FALSE
probs <- list(TRUE.TRUE=0.9, TRUE.FALSE=0.01,
              FALSE.TRUE=0.8, FALSE.FALSE=0.05)

dag <- empty_dag() +
  node("Sex", type="rbernoulli", p=0.5) +
  node("Disease_real", type="rbernoulli", p=0.5) +
  node("Disease_observed", type="conditional_prob",
       parents=c("Sex", "Disease_real"), probs=probs)

data <- sim_from_dag(dag, n_sim=1000)
head(data)
#>       Sex Disease_real Disease_observed
#>    <lgcl>       <lgcl>           <lgcl>
#> 1:  FALSE        FALSE            FALSE
#> 2:   TRUE         TRUE             TRUE
#> 3:  FALSE        FALSE            FALSE
#> 4:   TRUE         TRUE             TRUE
#> 5:   TRUE         TRUE             TRUE
#> 6:   TRUE         TRUE             TRUE

In this extended example, Sex is equally distributed among the population (with TRUE = “female” and FALSE = “male”). In this example, the probability of being diagnosed with the disease (Disease_observed) if the disease is actually present is 0.9 for females and only 0.8 for males. Similarly, the probability of being diagnosed if the disease is not present is 0.01 for females and 0.05 for males.

Simulating Very Heterogeneous Data

Simulating Correlated Error Terms

Ensuring Event-Order in Discrete-Time Simulations