## one way to do it is by adding correlation to x.obs and y that isn't in w.
## in other words, the model is missing an important feature of x.obs that's related to y.
-simulate_data <- function(N, m, B0, Bxy, Bzy, seed, prediction_accuracy=0.73){
+simulate_data <- function(N, m, B0, Bxy, Bzy, seed, prediction_accuracy=0.73, log.likelihood.gain = 0.1){
+ set.seed(seed)
set.seed(seed)
# make w and y dependent
ystar <- Bzy * z + Bxy * x + B0
y <- rbinom(N,1,plogis(ystar))
- # glm(y ~ x + z, family="binomial")
-
df <- data.table(x=x,y=y,ystar=ystar,z=z)
if(m < N){
}
parser <- arg_parser("Simulate data and fit corrected models")
-parser <- add_argument(parser, "--N", default=1000, help="number of observations of w")
+parser <- add_argument(parser, "--N", default=10000, help="number of observations of w")
parser <- add_argument(parser, "--m", default=500, help="m the number of ground truth observations")
parser <- add_argument(parser, "--seed", default=17, help='seed for the rng')
parser <- add_argument(parser, "--outfile", help='output file', default='example_2.feather')
-parser <- add_argument(parser, "--y_explained_variance", help='what proportion of the variance of y can be explained?', default=0.005)
+parser <- add_argument(parser, "--y_explained_variance", help='what proportion of the variance of y can be explained?', default=0.1)
parser <- add_argument(parser, "--prediction_accuracy", help='how accurate is the predictive model?', default=0.72)
## parser <- add_argument(parser, "--x_bias_y1", help='how is the classifier biased when y = 1?', default=-0.75)
## parser <- add_argument(parser, "--x_bias_y0", help='how is the classifier biased when y = 0 ?', default=0.75)
-parser <- add_argument(parser, "--Bxy", help='coefficient of x on y', default=0.3)
-parser <- add_argument(parser, "--Bzy", help='coeffficient of z on y', default=-0.3)
+parser <- add_argument(parser, "--Bxy", help='coefficient of x on y', default=0.01)
+parser <- add_argument(parser, "--Bzy", help='coeffficient of z on y', default=-0.01)
parser <- add_argument(parser, "--outcome_formula", help='formula for the outcome variable', default="y~x+z")
parser <- add_argument(parser, "--proxy_formula", help='formula for the proxy variable', default="w_pred~y")