## 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, Bzx, Bzy, seed, y_explained_variance=0.025, prediction_accuracy=0.73, y_bias=-0.8,z_bias=0,accuracy_imbalance_difference=0.3){
+simulate_data <- function(N, m, B0, Bxy, Bzx, Bzy, seed, y_explained_variance=0.025, prediction_accuracy=0.73, y_bias=-0.8,z_bias=0,Px=0.5,accuracy_imbalance_difference=0.3){
set.seed(seed)
# make w and y dependent
z <- rnorm(N,sd=0.5)
- x <- rbinom(N, 1, plogis(Bzx * z))
+ x <- rbinom(N, 1, plogis(Bzx * z + qlogis(Px)))
y.var.epsilon <- (var(Bzy * z) + var(Bxy *x) + 2*cov(Bzy*z,Bxy*x)) * ((1-y_explained_variance)/y_explained_variance)
y.epsilon <- rnorm(N, sd = sqrt(y.var.epsilon))
## print(mean(df[z==1]$x == df[z==1]$w_pred))
## print(mean(df$w_pred == df$x))
+
resids <- resid(lm(y~x + z))
- odds.x1 <- qlogis(prediction_accuracy) + y_bias*qlogis(pnorm(resids[x==1])) + z_bias * qlogis(pnorm(z,sd(z)))
- odds.x0 <- qlogis(prediction_accuracy,lower.tail=F) + y_bias*qlogis(pnorm(resids[x==0])) + z_bias * qlogis(pnorm(z,sd(z)))
+ odds.x1 <- qlogis(prediction_accuracy) + y_bias*qlogis(pnorm(resids[x==1])) + z_bias * qlogis(pnorm(z[x==1],sd(z)))
+ odds.x0 <- qlogis(prediction_accuracy,lower.tail=F) + y_bias*qlogis(pnorm(resids[x==0])) + z_bias * qlogis(pnorm(z[x==0],sd(z)))
## acc.x0 <- p.correct[df[,x==0]]
## acc.x1 <- p.correct[df[,x==1]]
parser <- add_argument(parser, "--y_bias", help='coefficient of y on the probability a classification is correct', default=-0.5)
parser <- add_argument(parser, "--z_bias", help='coefficient of z on the probability a classification is correct', default=0)
parser <- add_argument(parser, "--truth_formula", help='formula for the true variable', default="x~z")
+parser <- add_argument(parser, "--Px", help='base rate of x', default=0.5)
args <- parse_args(parser)
B0 <- 0
+Px <- args$Px
Bxy <- args$Bxy
Bzy <- args$Bzy
Bzx <- args$Bzx
## pc.df <- pc(suffStat=list(C=cor(df.pc),n=nrow(df.pc)),indepTest=gaussCItest,labels=names(df.pc),alpha=0.05)
## plot(pc.df)
- result <- list('N'=args$N,'m'=args$m,'B0'=B0,'Bxy'=Bxy, Bzx=args$Bzx, 'Bzy'=Bzy, 'seed'=args$seed, 'y_explained_variance'=args$y_explained_variance, 'prediction_accuracy'=args$prediction_accuracy, 'accuracy_imbalance_difference'=args$accuracy_imbalance_difference, 'y_bias'=args$y_bias,'outcome_formula'=args$outcome_formula, 'proxy_formula'=args$proxy_formula,truth_formula=args$truth_formula, error='')
+ result <- list('N'=args$N,'m'=args$m,'B0'=B0,'Bxy'=Bxy, 'Bzx'=args$Bzx, 'Bzy'=Bzy, 'Px'=Px, 'seed'=args$seed, 'y_explained_variance'=args$y_explained_variance, 'prediction_accuracy'=args$prediction_accuracy, 'accuracy_imbalance_difference'=args$accuracy_imbalance_difference, 'y_bias'=args$y_bias,'outcome_formula'=args$outcome_formula, 'proxy_formula'=args$proxy_formula,truth_formula=args$truth_formula, error='')
outline <- run_simulation(df, result, outcome_formula=as.formula(args$outcome_formula), proxy_formula=as.formula(args$proxy_formula), truth_formula=as.formula(args$truth_formula))