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Estimate Counterfactual False Positive Rate

Source: R/cf_sens_spec.R
cf_fpr.Rd

Estimates the false positive rate (FPR) of a binary classifier, which is the complement of specificity (FPR = 1 - specificity).

Usage

cf_fpr(
  predictions,
  outcomes,
  treatment,
  covariates,
  threshold = 0.5,
  treatment_level = 0,
  estimator = c("dr", "om", "ipw", "naive"),
  propensity_model = NULL,
  outcome_model = NULL,
  se_method = c("none", "bootstrap", "influence"),
  n_boot = 200,
  conf_level = 0.95,
  cross_fit = FALSE,
  n_folds = 5,
  parallel = FALSE,
  ncores = NULL,
  ps_trim = NULL,
  ...
)

Arguments

predictions

Numeric vector of model predictions.

outcomes

Numeric vector of observed outcomes.

treatment

Numeric vector of treatment indicators (0/1).

covariates

A matrix or data frame of baseline covariates (confounders).

threshold

Numeric vector of classification thresholds. Predictions above this value are classified as positive. Can be a single value or a vector for computing sensitivity at multiple thresholds simultaneously. Default is 0.5.

treatment_level

The counterfactual treatment level (default: 0).

estimator

Character string specifying the estimator:

  • "naive": Naive estimator (biased)

  • "cl": Conditional loss estimator

  • "ipw": Inverse probability weighting estimator

  • "dr": Doubly robust estimator (default)

propensity_model

Optional fitted propensity score model. If NULL, a logistic regression model is fit using the covariates.

outcome_model

Optional fitted outcome model. If NULL, a regression model is fit using the covariates among treated/untreated. For binary outcomes, this should be a model for E[Y|X,A] (binomial family). For continuous outcomes, this should be a model for E[L|X,A] (gaussian family).

se_method

Method for standard error estimation:

  • "bootstrap": Bootstrap standard errors (default)

  • "influence": Influence function-based standard errors

  • "none": No standard error estimation

n_boot

Number of bootstrap replications (default: 500).

conf_level

Confidence level for intervals (default: 0.95).

cross_fit

Logical indicating whether to use cross-fitting for nuisance model estimation (default: FALSE). Cross-fitting enables valid inference when using flexible machine learning estimators.

n_folds

Number of folds for cross-fitting (default: 5).

parallel

Logical indicating whether to use parallel processing for bootstrap (default: FALSE).

ncores

Number of cores for parallel processing (default: NULL, which uses all available cores minus one).

ps_trim

Propensity score trimming specification. Controls how extreme propensity scores are handled. Can be:

  • NULL (default): Uses absolute bounds c(0.01, 0.99)

  • "none": No trimming applied

  • "quantile": Quantile-based trimming with default c(0.01, 0.99)

  • "absolute": Explicit absolute bounds with default c(0.01, 0.99)

  • A numeric vector of length 2: c(lower, upper) absolute bounds

  • A single numeric: Symmetric bounds c(x, 1-x)

  • A list with method ("absolute"/"quantile"/"none") and bounds

...

Additional arguments passed to internal functions.

Value

An object of class c("cf_fpr", "cf_performance") containing:

estimate

Point estimate(s) of counterfactual FPR

se

Standard error(s) (if computed)

ci_lower

Lower confidence interval bound(s)

ci_upper

Upper confidence interval bound(s)

threshold

Threshold value(s) used

estimator

Estimator used

naive_estimate

Naive FPR for comparison

Details

False positive rate is defined as: $$FPR(c) = P(\hat{Y} > c | Y^{(a)} = 0) = 1 - Specificity(c)$$

This function is provided as a convenience for ROC curve construction, where FPR is typically plotted on the x-axis.

See also

cf_sensitivity(), cf_specificity(), cf_tpr()

Examples

set.seed(123)
n <- 500
x <- rnorm(n)
a <- rbinom(n, 1, plogis(-0.5 + 0.5 * x))
y <- rbinom(n, 1, plogis(-1 + x - 0.5 * a))
pred <- plogis(-1 + 0.8 * x)

result <- cf_fpr(
  predictions = pred,
  outcomes = y,
  treatment = a,
  covariates = data.frame(x = x),
  se_method = "none"
)
print(result)
#> 
#> Counterfactual False Positive Rate Estimate
#> ============================================
#> 
#> Estimator: DR 
#> Treatment level: 0 
#> N: 500 
#> 
#> Threshold: 0.5 
#> Estimate: 0.0206 
#> Naive estimate: 0.0466 
#>