## outcome_formula <- y ~ x + z; proxy_formula <- w_pred ~ y + x + z + x:z + x:y + z:y
measerr_mle_dv <- function(df, outcome_formula, outcome_family=binomial(link='logit'), proxy_formula, proxy_family=binomial(link='logit'),method='optim'){
+ df.obs <- model.frame(outcome_formula, df)
+ proxy.model.matrix <- model.matrix(proxy_formula, df)
+ proxy.variable <- all.vars(proxy_formula)[1]
+
+ df.proxy.obs <- model.frame(proxy_formula,df)
+ proxy.obs <- with(df.proxy.obs, eval(parse(text=proxy.variable)))
+
+ response.var <- all.vars(outcome_formula)[1]
+ y.obs <- with(df.obs,eval(parse(text=response.var)))
+ outcome.model.matrix <- model.matrix(outcome_formula, df.obs)
+
+ df.unobs <- df[is.na(df[[response.var]])]
+ df.unobs.y1 <- copy(df.unobs)
+ df.unobs.y1[[response.var]] <- 1
+ df.unobs.y0 <- copy(df.unobs)
+ df.unobs.y0[[response.var]] <- 0
+
+ outcome.model.matrix.y1 <- model.matrix(outcome_formula, df.unobs.y1)
+ proxy.model.matrix.y1 <- model.matrix(proxy_formula, df.unobs.y1)
+ proxy.model.matrix.y0 <- model.matrix(proxy_formula, df.unobs.y0)
+ proxy.unobs <- with(df.unobs, eval(parse(text=proxy.variable)))
nll <- function(params){
- df.obs <- model.frame(outcome_formula, df)
- proxy.variable <- all.vars(proxy_formula)[1]
- proxy.model.matrix <- model.matrix(proxy_formula, df)
- response.var <- all.vars(outcome_formula)[1]
- y.obs <- with(df.obs,eval(parse(text=response.var)))
- outcome.model.matrix <- model.matrix(outcome_formula, df.obs)
param.idx <- 1
n.outcome.model.covars <- dim(outcome.model.matrix)[2]
ll.y.obs[y.obs==0] <- plogis(outcome.params %*% t(outcome.model.matrix[y.obs==0,]),log=TRUE,lower.tail=FALSE)
}
- df.obs <- model.frame(proxy_formula,df)
n.proxy.model.covars <- dim(proxy.model.matrix)[2]
proxy.params <- params[param.idx:(n.proxy.model.covars+param.idx-1)]
-
param.idx <- param.idx + n.proxy.model.covars
- proxy.obs <- with(df.obs, eval(parse(text=proxy.variable)))
if( (proxy_family$family=="binomial") & (proxy_family$link=='logit')){
ll.w.obs <- vector(mode='numeric',length=dim(proxy.model.matrix)[1])
}
ll.obs <- sum(ll.y.obs + ll.w.obs)
-
- df.unobs <- df[is.na(df[[response.var]])]
- df.unobs.y1 <- copy(df.unobs)
- df.unobs.y1[[response.var]] <- 1
- df.unobs.y0 <- copy(df.unobs)
- df.unobs.y0[[response.var]] <- 0
## integrate out y
- outcome.model.matrix.y1 <- model.matrix(outcome_formula, df.unobs.y1)
if((outcome_family$family == "binomial") & (outcome_family$link == 'logit')){
ll.y.unobs.1 <- vector(mode='numeric', length=dim(outcome.model.matrix.y1)[1])
ll.y.unobs.0 <- plogis(outcome.params %*% t(outcome.model.matrix.y1),log=TRUE,lower.tail=FALSE)
}
- proxy.model.matrix.y1 <- model.matrix(proxy_formula, df.unobs.y1)
- proxy.model.matrix.y0 <- model.matrix(proxy_formula, df.unobs.y0)
- proxy.unobs <- with(df.unobs, eval(parse(text=proxy.variable)))
-
if( (proxy_family$family=="binomial") & (proxy_family$link=='logit')){
ll.w.unobs.1 <- vector(mode='numeric',length=dim(proxy.model.matrix.y1)[1])
ll.w.unobs.0 <- vector(mode='numeric',length=dim(proxy.model.matrix.y0)[1])
## Experimental, and does not work.
measerr_irr_mle_dv <- function(df, outcome_formula, outcome_family=binomial(link='logit'), coder_formulas=list(y.obs.0~y+w_pred+y.obs.1,y.obs.1~y+w_pred+y.obs.0), proxy_formula=w_pred~y, proxy_family=binomial(link='logit'),method='optim'){
integrate.grid <- expand.grid(replicate(1 + length(coder_formulas), c(0,1), simplify=FALSE))
- print(integrate.grid)
+# print(integrate.grid)
outcome.model.matrix <- model.matrix(outcome_formula, df)
## likelihood of observed data
target <- -1 * sum(lls)
- print(target)
- print(params)
+# print(target)
+# print(params)
return(target)
}
}