X-Git-Url: https://code.communitydata.science/ml_measurement_error_public.git/blobdiff_plain/5c931a7198452ff3ce0ace5b1f68046bfb33d352..c45ea9dfebca86dfddc1e9237aa74866c5166519:/simulations/simulation_base.R diff --git a/simulations/simulation_base.R b/simulations/simulation_base.R index 82b17a7..e715edf 100644 --- a/simulations/simulation_base.R +++ b/simulations/simulation_base.R @@ -151,10 +151,10 @@ run_simulation_depvar <- function(df, result, outcome_formula=y~x+z, proxy_formu temp.df <- copy(df) temp.df[,y:=y.obs] mod.caroll.lik <- measerr_mle_dv(temp.df, outcome_formula=outcome_formula, proxy_formula=proxy_formula) - fisher.info <- solve(mod.caroll.lik$hessian) + fischer.info <- solve(mod.caroll.lik$hessian) coef <- mod.caroll.lik$par - ci.upper <- coef + sqrt(diag(fisher.info)) * 1.96 - ci.lower <- coef - sqrt(diag(fisher.info)) * 1.96 + ci.upper <- coef + sqrt(diag(fischer.info)) * 1.96 + ci.lower <- coef - sqrt(diag(fischer.info)) * 1.96 result <- append(result, list(Bxy.est.mle = coef['x'], Bxy.ci.upper.mle = ci.upper['x'], @@ -180,26 +180,35 @@ run_simulation_depvar <- function(df, result, outcome_formula=y~x+z, proxy_formu # amelia says use normal distribution for binary variables. - - amelia.out.k <- amelia(df, m=200, p2s=0, idvars=c('y','ystar','w')) - mod.amelia.k <- zelig(y.obs~x+z, model='ls', data=amelia.out.k$imputations, cite=FALSE) - (coefse <- combine_coef_se(mod.amelia.k, messages=FALSE)) - est.x.mi <- coefse['x','Estimate'] - est.x.se <- coefse['x','Std.Error'] - result <- append(result, - list(Bxy.est.amelia.full = est.x.mi, + amelia_result <- list(Bxy.est.amelia.full = NA, + Bxy.ci.upper.amelia.full = NA, + Bxy.ci.lower.amelia.full = NA, + Bzy.est.amelia.full = NA, + Bzy.ci.upper.amelia.full = NA, + Bzy.ci.lower.amelia.full = NA + ) + + tryCatch({ + amelia.out.k <- amelia(df, m=200, p2s=0, idvars=c('y','ystar','w')) + mod.amelia.k <- zelig(y.obs~x+z, model='ls', data=amelia.out.k$imputations, cite=FALSE) + (coefse <- combine_coef_se(mod.amelia.k, messages=FALSE)) + est.x.mi <- coefse['x','Estimate'] + est.x.se <- coefse['x','Std.Error'] + + est.z.mi <- coefse['z','Estimate'] + est.z.se <- coefse['z','Std.Error'] + amelia_result <- list(Bxy.est.amelia.full = est.x.mi, Bxy.ci.upper.amelia.full = est.x.mi + 1.96 * est.x.se, - Bxy.ci.lower.amelia.full = est.x.mi - 1.96 * est.x.se - )) - - est.z.mi <- coefse['z','Estimate'] - est.z.se <- coefse['z','Std.Error'] - - result <- append(result, - list(Bzy.est.amelia.full = est.z.mi, + Bxy.ci.lower.amelia.full = est.x.mi - 1.96 * est.x.se, + Bzy.est.amelia.full = est.z.mi, Bzy.ci.upper.amelia.full = est.z.mi + 1.96 * est.z.se, Bzy.ci.lower.amelia.full = est.z.mi - 1.96 * est.z.se - )) + ) + }, + error = function(e){ + result[['error']] <- e} + ) + result <- append(result,amelia_result) return(result) @@ -299,11 +308,32 @@ run_simulation <- function(df, result, outcome_formula=y~x+z, proxy_formula=NUL temp.df <- copy(df) temp.df <- temp.df[,x:=x.obs] mod.caroll.lik <- measerr_mle(temp.df, outcome_formula=outcome_formula, proxy_formula=proxy_formula, truth_formula=truth_formula) - fisher.info <- solve(mod.caroll.lik$hessian) - coef <- mod.caroll.lik$par - ci.upper <- coef + sqrt(diag(fisher.info)) * 1.96 - ci.lower <- coef - sqrt(diag(fisher.info)) * 1.96 - + + ## tryCatch({ + ## mod.calibrated.mle <- mecor(y ~ MeasError(w_pred, reference = x.obs) + z, df, B=400, method='efficient') + ## (mod.calibrated.mle) + ## (mecor.ci <- summary(mod.calibrated.mle)$c$ci['x.obs',]) + ## result <- append(result, list( + ## Bxy.est.mecor = mecor.ci['Estimate'], + ## Bxy.ci.upper.mecor = mecor.ci['UCI'], + ## Bxy.ci.lower.mecor = mecor.ci['LCI']) + ## ) + + + + fischer.info <- NA + ci.upper <- NA + ci.lower <- NA + + tryCatch({fischer.info <- solve(mod.caroll.lik$hessian) + ci.upper <- coef + sqrt(diag(fischer.info)) * 1.96 + ci.lower <- coef - sqrt(diag(fischer.info)) * 1.96 + }, + + error=function(e) {result[['error']] <- as.character(e) + }) + + coef <- mod.caroll.lik$par result <- append(result, list(Bxy.est.mle = coef['x'],