X-Git-Url: https://code.communitydata.science/ml_measurement_error_public.git/blobdiff_plain/d0c5766bdf867a81a2477d2cac1d40812110af90..c42b94110b18264fdd66ada100ee05232b7b81bb:/simulations/02_indep_differential.R diff --git a/simulations/02_indep_differential.R b/simulations/02_indep_differential.R index bcfad65..6e2732f 100644 --- a/simulations/02_indep_differential.R +++ b/simulations/02_indep_differential.R @@ -31,11 +31,11 @@ source("simulation_base.R") ## 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,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,accuracy_imbalance_difference=0.3){ set.seed(seed) # make w and y dependent - z <- rbinom(N, 1, plogis(qlogis(0.5))) - x <- rbinom(N, 1, plogis(Bzx * z + qlogis(0.5))) + z <- rnorm(N,sd=0.5) + x <- rbinom(N, 1, plogis(Bzx * z)) 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)) @@ -105,8 +105,8 @@ simulate_data <- function(N, m, B0, Bxy, Bzx, Bzy, seed, y_explained_variance=0. ## 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])) - odds.x0 <- qlogis(prediction_accuracy,lower.tail=F) + y_bias*qlogis(pnorm(resids[x==0])) + 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))) ## acc.x0 <- p.correct[df[,x==0]] ## acc.x1 <- p.correct[df[,x==1]] @@ -129,14 +129,15 @@ parser <- add_argument(parser, "--m", default=500, help="m the number of ground parser <- add_argument(parser, "--seed", default=51, help='seed for the rng') parser <- add_argument(parser, "--outfile", help='output file', default='example_2.feather') parser <- add_argument(parser, "--y_explained_variance", help='what proportion of the variance of y can be explained?', default=0.1) -parser <- add_argument(parser, "--prediction_accuracy", help='how accurate is the predictive model?', default=0.8) +parser <- add_argument(parser, "--prediction_accuracy", help='how accurate is the predictive model?', default=0.75) parser <- add_argument(parser, "--accuracy_imbalance_difference", help='how much more accurate is the predictive model for one class than the other?', default=0.3) parser <- add_argument(parser, "--Bzx", help='Effect of z on x', default=0.3) parser <- add_argument(parser, "--Bzy", help='Effect of z on y', default=-0.3) parser <- add_argument(parser, "--Bxy", help='Effect of z on y', default=0.3) parser <- add_argument(parser, "--outcome_formula", help='formula for the outcome variable', default="y~x+z") parser <- add_argument(parser, "--proxy_formula", help='formula for the proxy variable', default="w_pred~y*z*x") -parser <- add_argument(parser, "--y_bias", help='coefficient of y on the probability a classification is correct', default=-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") args <- parse_args(parser)