X-Git-Url: https://code.communitydata.science/ml_measurement_error_public.git/blobdiff_plain/979dc14b6861ae31f00d56392fd5b8cf69f17333..b52b4f7daaba8a877b041ddb24c8f36b466ddc5b:/simulations/summarize_estimator.R diff --git a/simulations/summarize_estimator.R b/simulations/summarize_estimator.R index 8199c06..e0e7622 100644 --- a/simulations/summarize_estimator.R +++ b/simulations/summarize_estimator.R @@ -13,10 +13,11 @@ summarize.estimator <- function(df, suffix='naive', coefname='x'){ 'accuracy_imbalance_difference' ), 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$Bxy - part[[paste0('B',coefname,'y.est.',suffix)]] + bias <- part[[paste0('B',coefname,'y')]] - part[[paste0('B',coefname,'y.est.',suffix)]] sign.correct <- as.integer(sign(part$Bxy) == sign(part[[paste0('B',coefname,'y.est.',suffix)]])) part <- part[,':='(true.in.ci = true.in.ci, @@ -28,8 +29,15 @@ summarize.estimator <- function(df, suffix='naive', coefname='x'){ 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,na.rm=T), - est.lower.95 = quantile(.SD[[paste0('B',coefname,'y.est.',suffix)]],0.05,na.rm=T), + est.upper.95 = quantile(.SD[[paste0('B',coefname,'y.est.',suffix)]],0.975,na.rm=T), + est.lower.95 = quantile(.SD[[paste0('B',coefname,'y.est.',suffix)]],0.025,na.rm=T), + mean.ci.upper = mean(.SD[[paste0('B',coefname,'y.ci.upper.',suffix)]]), + mean.ci.lower = mean(.SD[[paste0('B',coefname,'y.ci.lower.',suffix)]]), + ci.upper.975 = quantile(.SD[[paste0('B',coefname,'y.ci.upper.',suffix)]],0.975,na.rm=T), + ci.upper.025 = quantile(.SD[[paste0('B',coefname,'y.ci.upper.',suffix)]],0.025,na.rm=T), + ci.lower.975 = quantile(.SD[[paste0('B',coefname,'y.ci.lower.',suffix)]],0.975,na.rm=T), + ci.lower.025 = quantile(.SD[[paste0('B',coefname,'y.ci.lower.',suffix)]],0.025,na.rm=T), + N.ci.is.NA = sum(is.na(.SD[[paste0('B',coefname,'y.ci.lower.',suffix)]])), N.sims = .N, p.sign.correct = mean(as.integer(sign.correct & (! zero.in.ci))), variable=coefname,