X-Git-Url: https://code.communitydata.science/ml_measurement_error_public.git/blobdiff_plain/979dc14b6861ae31f00d56392fd5b8cf69f17333..82fe7b0f482a71c95e8ae99f7e6d37b79357506a:/simulations/plot_dv_example.R?ds=sidebyside diff --git a/simulations/plot_dv_example.R b/simulations/plot_dv_example.R index 4052c38..45a5d51 100644 --- a/simulations/plot_dv_example.R +++ b/simulations/plot_dv_example.R @@ -6,50 +6,52 @@ library(filelock) library(argparser) parser <- arg_parser("Simulate data and fit corrected models.") -parser <- add_argument(parser, "--infile", default="", help="name of the file to read.") +parser <- add_argument(parser, "--infile", default="example_4.feather", help="name of the file to read.") +parser <- add_argument(parser, "--remember-file", default="remembr.RDS", help="name of the remember file.") parser <- add_argument(parser, "--name", default="", help="The name to safe the data to in the remember file.") args <- parse_args(parser) -summarize.estimator <- function(df, suffix='naive', coefname='x'){ - - part <- df[,c('N', - 'm', - 'Bxy', - paste0('B',coefname,'y.est.',suffix), - paste0('B',coefname,'y.ci.lower.',suffix), - paste0('B',coefname,'y.ci.upper.',suffix), - 'y_explained_variance', - 'Bzy' - ), - with=FALSE] +## summarize.estimator <- function(df, suffix='naive', coefname='x'){ + +## part <- df[,c('N', +## 'm', +## 'Bxy', +## paste0('B',coefname,'y.est.',suffix), +## paste0('B',coefname,'y.ci.lower.',suffix), +## paste0('B',coefname,'y.ci.upper.',suffix), +## 'y_explained_variance', +## 'Bzy' +## ), +## with=FALSE] - true.in.ci <- as.integer((part$Bxy >= part[[paste0('B',coefname,'y.ci.lower.',suffix)]]) & (part$Bxy <= part[[paste0('B',coefname,'y.ci.upper.',suffix)]])) - zero.in.ci <- as.integer(0 >= part[[paste0('B',coefname,'y.ci.lower.',suffix)]]) & (0 <= part[[paste0('B',coefname,'y.ci.upper.',suffix)]]) - bias <- part$Bxy - part[[paste0('B',coefname,'y.est.',suffix)]] - sign.correct <- as.integer(sign(part$Bxy) == sign(part[[paste0('B',coefname,'y.est.',suffix)]])) - - part <- part[,':='(true.in.ci = true.in.ci, - zero.in.ci = zero.in.ci, - bias=bias, - sign.correct =sign.correct)] - - part.plot <- part[, .(p.true.in.ci = mean(true.in.ci), - mean.bias = mean(bias), - mean.est = mean(.SD[[paste0('B',coefname,'y.est.',suffix)]]), - var.est = var(.SD[[paste0('B',coefname,'y.est.',suffix)]]), - est.upper.95 = quantile(.SD[[paste0('B',coefname,'y.est.',suffix)]],0.95), - est.lower.95 = quantile(.SD[[paste0('B',coefname,'y.est.',suffix)]],0.05), - N.sims = .N, - p.sign.correct = mean(as.integer(sign.correct & (! zero.in.ci))), - variable=coefname, - method=suffix - ), - by=c("N","m",'Bzy','y_explained_variance') - ] +## true.in.ci <- as.integer((part$Bxy >= part[[paste0('B',coefname,'y.ci.lower.',suffix)]]) & (part$Bxy <= part[[paste0('B',coefname,'y.ci.upper.',suffix)]])) +## zero.in.ci <- as.integer(0 >= part[[paste0('B',coefname,'y.ci.lower.',suffix)]]) & (0 <= part[[paste0('B',coefname,'y.ci.upper.',suffix)]]) +## bias <- part$Bxy - part[[paste0('B',coefname,'y.est.',suffix)]] +## sign.correct <- as.integer(sign(part$Bxy) == sign(part[[paste0('B',coefname,'y.est.',suffix)]])) + +## part <- part[,':='(true.in.ci = true.in.ci, +## zero.in.ci = zero.in.ci, +## bias=bias, +## sign.correct =sign.correct)] + +## part.plot <- part[, .(p.true.in.ci = mean(true.in.ci), +## mean.bias = mean(bias), +## mean.est = mean(.SD[[paste0('B',coefname,'y.est.',suffix)]]), +## var.est = var(.SD[[paste0('B',coefname,'y.est.',suffix)]]), +## est.upper.95 = quantile(.SD[[paste0('B',coefname,'y.est.',suffix)]],0.95), +## est.lower.95 = quantile(.SD[[paste0('B',coefname,'y.est.',suffix)]],0.05), +## N.sims = .N, +## p.sign.correct = mean(as.integer(sign.correct & (! zero.in.ci))), +## variable=coefname, +## method=suffix +## ), +## by=c("N","m",'Bzy','y_explained_variance') +## ] - return(part.plot) -} +## return(part.plot) +## } +source("summarize_estimator.R") build_plot_dataset <- function(df){ @@ -82,12 +84,25 @@ build_plot_dataset <- function(df){ return(plot.df) } - -df <- read_feather(args$infile) -plot.df <- build_plot_dataset(df) +change.remember.file(args$remember_file, clear=TRUE) +sims.df <- read_feather(args$infile) +sims.df[,Bzx:=NA] +sims.df[,y_explained_variance:=NA] +sims.df[,accuracy_imbalance_difference:=NA] +plot.df <- build_plot_dataset(sims.df) remember(plot.df,args$name) +set.remember.prefix(gsub("plot.df.","",args$name)) + +remember(median(sims.df$cor.xz),'med.cor.xz') +remember(median(sims.df$accuracy),'med.accuracy') +remember(median(sims.df$error.cor.x),'med.error.cor.x') +remember(median(sims.df$error.cor.z),'med.error.cor.z') +remember(median(sims.df$lik.ratio),'med.lik.ratio') + + + ## df[gmm.ER_pval<0.05] ## plot.df.test <- plot.df[,':='(method=factor(method,levels=c("Naive","Multiple imputation", "Multiple imputation (Classifier features unobserved)","Regression Calibration","2SLS+gmm","Bespoke MLE", "Feasible"),ordered=T),