From: Nathan TeBlunthuis Date: Fri, 2 Sep 2022 18:34:50 +0000 (-0700) Subject: update simulation and mle code X-Git-Url: https://code.communitydata.science/ml_measurement_error_public.git/commitdiff_plain/979dc14b6861ae31f00d56392fd5b8cf69f17333?ds=inline;hp=47e9367ed5c61b721bdc17cddd76bced4f8ed621 update simulation and mle code --- diff --git a/simulations/02_indep_differential.R b/simulations/02_indep_differential.R index d4c4397..c6907d3 100644 --- a/simulations/02_indep_differential.R +++ b/simulations/02_indep_differential.R @@ -125,7 +125,7 @@ simulate_data <- function(N, m, B0, Bxy, Bzx, Bzy, seed, y_explained_variance=0. parser <- arg_parser("Simulate data and fit corrected models") parser <- add_argument(parser, "--N", default=1000, help="number of observations of w") -aparser <- add_argument(parser, "--m", default=500, help="m the number of ground truth observations") +parser <- add_argument(parser, "--m", default=500, help="m the number of ground truth observations") 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) diff --git a/simulations/03_depvar.R b/simulations/03_depvar.R index 69b4485..a2d88e0 100644 --- a/simulations/03_depvar.R +++ b/simulations/03_depvar.R @@ -70,7 +70,7 @@ parser <- add_argument(parser, "--N", default=1000, help="number of observations parser <- add_argument(parser, "--m", default=500, help="m the number of ground truth observations") parser <- add_argument(parser, "--seed", default=17, 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=0.005) +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=0.72) ## parser <- add_argument(parser, "--x_bias_y1", help='how is the classifier biased when y = 1?', default=-0.75) ## parser <- add_argument(parser, "--x_bias_y0", help='how is the classifier biased when y = 0 ?', default=0.75) diff --git a/simulations/05_irr_indep.R b/simulations/05_irr_indep.R new file mode 100644 index 0000000..4c3a109 --- /dev/null +++ b/simulations/05_irr_indep.R @@ -0,0 +1,113 @@ +### EXAMPLE 2_b: demonstrates how measurement error can lead to a type +### sign error in a covariate This is the same as example 2, only +### instead of x->k we have k->x. Even when you have a good +### predictor, if it's biased against a covariate you can get the +### wrong sign. Even when you include the proxy variable in the +### regression. But with some ground truth and multiple imputation, +### you can fix it. + +library(argparser) +library(mecor) +library(ggplot2) +library(data.table) +library(filelock) +library(arrow) +library(Amelia) +library(Zelig) + +library(predictionError) +options(amelia.parallel="no", amelia.ncpus=1) + +source("irr_simulation_base.R") + +## SETUP: +### we want to estimate x -> y; x is MAR +### we have x -> k; k -> w; x -> w is used to predict x via the model w. +### A realistic scenario is that we have an NLP model predicting something like "racial harassment" in social media comments +### The labels x are binary, but the model provides a continuous predictor + +### simulation: +#### how much power do we get from the model in the first place? (sweeping N and m) +#### + +simulate_data <- function(N, m, B0=0, Bxy=0.2, Bzy=-0.2, Bzx=0.2, y_explained_variance=0.025, prediction_accuracy=0.73, coder_accuracy=0.9, seed=1){ + set.seed(seed) + z <- rbinom(N, 1, 0.5) + # x.var.epsilon <- var(Bzx *z) * ((1-zx_explained_variance)/zx_explained_variance) + xprime <- Bzx * z #+ x.var.epsilon + x <- rbinom(N,1,plogis(xprime)) + + y.var.epsilon <- (var(Bzy * z) + var(Bxy *x) + 2*cov(Bxy*x,Bzy*z)) * ((1-y_explained_variance)/y_explained_variance) + y.epsilon <- rnorm(N, sd = sqrt(y.var.epsilon)) + y <- Bzy * z + Bxy * x + y.epsilon + + df <- data.table(x=x,y=y,z=z) + + if(m < N){ + df <- df[sample(nrow(df), m), x.obs := x] + } else { + df <- df[, x.obs := x] + } + + df[ (!is.na(x.obs)) ,x.obs.0 := abs(x.obs - rbinom(.N, 1, 1-coder_accuracy))] + df[ (!is.na(x.obs)) ,x.obs.1 := abs(x.obs - rbinom(.N, 1, 1-coder_accuracy))] + + + ## how can you make a model with a specific accuracy? + w0 =(1-x)**2 + (-1)**(1-x) * prediction_accuracy + + ## how can you make a model with a specific accuracy, with a continuous latent variable. + # now it makes the same amount of mistake to each point, probably + # add mean0 noise to the odds. + + w.noisey.odds = rlogis(N,qlogis(w0)) + df[,w := plogis(w.noisey.odds)] + df[,w_pred:=as.integer(w > 0.5)] + (mean(df$x==df$w_pred)) + return(df) +} + +parser <- arg_parser("Simulate data and fit corrected models") +parser <- add_argument(parser, "--N", default=1000, help="number of observations of w") +parser <- add_argument(parser, "--m", default=500, help="m the number of ground truth observations") +parser <- add_argument(parser, "--seed", default=57, help='seed for the rng') +parser <- add_argument(parser, "--outfile", help='output file', default='example_1.feather') +parser <- add_argument(parser, "--y_explained_variance", help='what proportion of the variance of y can be explained?', default=0.05) +# parser <- add_argument(parser, "--zx_explained_variance", help='what proportion of the variance of x can be explained by z?', default=0.3) +parser <- add_argument(parser, "--prediction_accuracy", help='how accurate is the predictive model?', default=0.73) +parser <- add_argument(parser, "--coder_accuracy", help='how accurate is the predictive model?', default=0.8) +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~x") + +# parser <- add_argument(parser, "--rater_formula", help='formula for the true variable', default="x.obs~x") +parser <- add_argument(parser, "--truth_formula", help='formula for the true variable', default="x~z") +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) + +args <- parse_args(parser) +B0 <- 0 +Bxy <- args$Bxy +Bzy <- args$Bzy +Bzx <- args$Bzx + +if (args$m < args$N){ + + df <- simulate_data(args$N, args$m, B0, Bxy, Bzy, Bzx, seed=args$seed + 500, y_explained_variance = args$y_explained_variance, prediction_accuracy=args$prediction_accuracy, coder_accuracy=args$coder_accuracy) + + result <- list('N'=args$N,'m'=args$m,'B0'=B0,'Bxy'=Bxy, Bzx=Bzx, 'Bzy'=Bzy, 'seed'=args$seed, 'y_explained_variance'=args$y_explained_variance, 'prediction_accuracy'=args$prediction_accuracy, 'accuracy_imbalance_difference'=args$accuracy_imbalance_difference, 'outcome_formula'=args$outcome_formula, 'truth_formula'=args$truth_formula, 'proxy_formula'=args$proxy_formula,truth_formula=args$truth_formula, 'coder_accuracy'=args$coder_accuracy, error='') + + outline <- run_simulation(df, result, outcome_formula=as.formula(args$outcome_formula), proxy_formula=as.formula(args$proxy_formula), truth_formula=as.formula(args$truth_formula)) + + outfile_lock <- lock(paste0(args$outfile, '_lock'),exclusive=TRUE) + if(file.exists(args$outfile)){ + logdata <- read_feather(args$outfile) + logdata <- rbind(logdata,as.data.table(outline),fill=TRUE) + } else { + logdata <- as.data.table(outline) + } + + print(outline) + write_feather(logdata, args$outfile) + unlock(outfile_lock) +} diff --git a/simulations/06_irr_dv.R b/simulations/06_irr_dv.R new file mode 100644 index 0000000..0dd13b6 --- /dev/null +++ b/simulations/06_irr_dv.R @@ -0,0 +1,99 @@ + +library(argparser) +library(mecor) +library(ggplot2) +library(data.table) +library(filelock) +library(arrow) +library(Amelia) +library(Zelig) +library(predictionError) +options(amelia.parallel="no", + amelia.ncpus=1) +setDTthreads(40) + +source("irr_dv_simulation_base.R") + + +## one way to do it is by adding correlation to x.obs and y that isn't in w. +## in other words, the model is missing an important feature of x.obs that's related to y. +simulate_data <- function(N, m, B0, Bxy, Bzy, seed, prediction_accuracy=0.73, coder_accuracy=0.8){ + set.seed(seed) + + # make w and y dependent + z <- rbinom(N, 1, 0.5) + x <- rbinom(N, 1, 0.5) + + ystar <- Bzy * z + Bxy * x + B0 + y <- rbinom(N,1,plogis(ystar)) + + # glm(y ~ x + z, family="binomial") + + df <- data.table(x=x,y=y,ystar=ystar,z=z) + + if(m < N){ + df <- df[sample(nrow(df), m), y.obs := y] + } else { + df <- df[, y.obs := y] + } + + df[ (!is.na(y.obs)) ,y.obs.0 := abs(y.obs - rbinom(.N, 1, 1-coder_accuracy))] + df[ (!is.na(y.obs)) ,y.obs.1 := abs(y.obs - rbinom(.N, 1, 1-coder_accuracy))] + + odds.y1 <- qlogis(prediction_accuracy) + odds.y0 <- qlogis(prediction_accuracy,lower.tail=F) + + df[y==0,w:=plogis(rlogis(.N,odds.y0))] + df[y==1,w:=plogis(rlogis(.N,odds.y1))] + + df[,w_pred := as.integer(w > 0.5)] + + print(mean(df[x==0]$y == df[x==0]$w_pred)) + print(mean(df[x==1]$y == df[x==1]$w_pred)) + print(mean(df$w_pred == df$y)) + return(df) +} + +parser <- arg_parser("Simulate data and fit corrected models") +parser <- add_argument(parser, "--N", default=1000, help="number of observations of w") +parser <- add_argument(parser, "--m", default=500, help="m the number of ground truth observations") +parser <- add_argument(parser, "--seed", default=17, help='seed for the rng') +parser <- add_argument(parser, "--outfile", help='output file', default='example_2.feather') +parser <- add_argument(parser, "--y_explained_variance", help='what proportion of the variance of y can be explained?', default=0.005) +parser <- add_argument(parser, "--prediction_accuracy", help='how accurate is the predictive model?', default=0.72) +## parser <- add_argument(parser, "--x_bias_y1", help='how is the classifier biased when y = 1?', default=-0.75) +## parser <- add_argument(parser, "--x_bias_y0", help='how is the classifier biased when y = 0 ?', default=0.75) +parser <- add_argument(parser, "--Bxy", help='coefficient of x on y', default=0.3) +parser <- add_argument(parser, "--Bzy", help='coeffficient of z on y', default=-0.3) +parser <- add_argument(parser, "--outcome_formula", help='formula for the outcome variable', default="y~x+z") +parser <- add_argument(parser, "--proxy_formula", help='formula for the proxy variable', default="w_pred~y") +parser <- add_argument(parser, "--coder_accuracy", help='How accurate are the coders?', default=0.8) + +args <- parse_args(parser) + +B0 <- 0 +Bxy <- args$Bxy +Bzy <- args$Bzy + + +if(args$m < args$N){ + df <- simulate_data(args$N, args$m, B0, Bxy, Bzy, args$seed, args$prediction_accuracy, args$coder_accuracy) + +# result <- list('N'=args$N,'m'=args$m,'B0'=B0,'Bxy'=Bxy,'Bzy'=Bzy, 'seed'=args$seed, 'y_explained_variance'=args$y_explained_variance, 'prediction_accuracy'=args$prediction_accuracy, 'x_bias_y0'=args$x_bias_y0,'x_bias_y1'=args$x_bias_y1,'outcome_formula' = args$outcome_formula, 'proxy_formula' = args$proxy_formula) + result <- list('N'=args$N,'m'=args$m,'B0'=B0,'Bxy'=Bxy,'Bzy'=Bzy, 'seed'=args$seed, 'y_explained_variance'=args$y_explained_variance, 'prediction_accuracy'=args$prediction_accuracy, 'outcome_formula' = args$outcome_formula, 'proxy_formula' = args$proxy_formula) + + outline <- run_simulation_depvar(df, result, outcome_formula = as.formula(args$outcome_formula), proxy_formula = as.formula(args$proxy_formula)) + + outfile_lock <- lock(paste0(args$outfile, '_lock'),exclusive=TRUE) + + if(file.exists(args$outfile)){ + logdata <- read_feather(args$outfile) + logdata <- rbind(logdata,as.data.table(outline),fill=TRUE) + } else { + logdata <- as.data.table(outline) + } + + print(outline) + write_feather(logdata, args$outfile) + unlock(outfile_lock) +} diff --git a/simulations/Makefile b/simulations/Makefile index d278c8c..44910cb 100644 --- a/simulations/Makefile +++ b/simulations/Makefile @@ -1,12 +1,12 @@ SHELL=bash -Ns=[1000, 2000, 4000, 8000] -ms=[100, 200, 400, 800] -seeds=[$(shell seq -s, 1 100)] +Ns=[1000, 2000, 4000] +ms=[200, 400, 800] +seeds=[$(shell seq -s, 1 250)] explained_variances=[0.1] -all:remembr.RDS +all:remembr.RDS remember_irr.RDS srun=srun -A comdata -p compute-bigmem --time=6:00:00 --mem 4G -c 1 @@ -31,7 +31,7 @@ example_1.feather: example_1_jobs # sbatch --wait --verbose --array=3001-6001 run_simulation.sbatch 0 example_1_jobs example_2_jobs: 02_indep_differential.R simulation_base.R - grid_sweep.py --command "Rscript 02_indep_differential.R" --arg_dict '{"N":${Ns},"m":${ms}, "seed":${seeds}, "outfile":["example_2.feather"],"y_explained_variance":${explained_variances}, "Bzy":[-0.3],"Bxy":[0.3],"Bzx":[0.3], "outcome_formula":["y~x+z"], "proxy_formula":["w_pred~y*z*x"], "truth_formula":["x~z"]}' --outfile example_2_jobs + grid_sweep.py --command "Rscript 02_indep_differential.R" --arg_dict '{"N":${Ns},"m":${ms}, "seed":${seeds}, "outfile":["example_2.feather"],"y_explained_variance":${explained_variances}, "Bzy":[-0.3],"Bxy":[0.3],"Bzx":[0.3], "outcome_formula":["y~x+z"], "proxy_formula":["w_pred~y*z*x"]}' --outfile example_2_jobs example_2.feather: example_2_jobs rm -f example_2.feather @@ -59,6 +59,7 @@ example_4.feather: example_4_jobs rm -f example_4.feather sbatch --wait --verbose --array=1-$(shell cat example_4_jobs | wc -l) run_simulation.sbatch 0 example_4_jobs + remembr.RDS:example_1.feather example_2.feather example_3.feather example_4.feather plot_example.R plot_dv_example.R rm -f remembr.RDS ${srun} Rscript plot_example.R --infile example_1.feather --name "plot.df.example.1" @@ -66,6 +67,32 @@ remembr.RDS:example_1.feather example_2.feather example_3.feather example_4.feat ${srun} Rscript plot_dv_example.R --infile example_3.feather --name "plot.df.example.3" ${srun} Rscript plot_dv_example.R --infile example_4.feather --name "plot.df.example.4" + +irr_Ns = ${Ns} +irr_ms = ${ms} +irr_seeds=${seeds} +irr_explained_variances=${explained_variances} + +example_5_jobs: 05_irr_indep.R irr_simulation_base.R + grid_sweep.py --command "Rscript 05_irr_indep.R" --arg_dict '{"N":${irr_Ns},"m":${irr_ms}, "seed":${irr_seeds}, "outfile":["example_5.feather"], "y_explained_variance":${irr_explained_variances}}' --outfile example_5_jobs + +example_5.feather:example_5_jobs + rm -f example_5.feather + sbatch --wait --verbose --array=1-$(shell cat example_5_jobs | wc -l) run_simulation.sbatch 0 example_5_jobs + + +example_6_jobs: 06_irr_dv.R irr_dv_simulation_base.R + grid_sweep.py --command "Rscript 06_irr_dv.R" --arg_dict '{"N":${irr_Ns},"m":${irr_ms}, "seed":${irr_seeds}, "outfile":["example_6.feather"], "y_explained_variance":${irr_explained_variances}}' --outfile example_6_jobs + +example_6.feather:example_6_jobs + rm -f example_6.feather + sbatch --wait --verbose --array=1-$(shell cat example_6_jobs | wc -l) run_simulation.sbatch 0 example_6_jobs + +remember_irr.RDS: example_5.feather example_6.feather plot_irr_example.R plot_irr_dv_example.R + rm -f remember_irr.RDS + ${srun} Rscript plot_irr_example.R --infile example_5.feather --name "plot.df.example.5" + ${srun} Rscript plot_irr_dv_example.R --infile example_6.feather --name "plot.df.example.6" + clean: rm *.feather rm -f remembr.RDS diff --git a/simulations/irr_dv_simulation_base.R b/simulations/irr_dv_simulation_base.R new file mode 100644 index 0000000..3f63d7a --- /dev/null +++ b/simulations/irr_dv_simulation_base.R @@ -0,0 +1,107 @@ +library(matrixStats) # for numerically stable logsumexps + +options(amelia.parallel="no", + amelia.ncpus=1) +library(Amelia) + +source("measerr_methods.R") ## for my more generic function. + +run_simulation_depvar <- function(df, result, outcome_formula = y ~ x + z, rater_formula = y.obs ~ x, proxy_formula = w_pred ~ y){ + + accuracy <- df[,mean(w_pred==y)] + result <- append(result, list(accuracy=accuracy)) + + (model.true <- glm(y ~ x + z, data=df, family=binomial(link='logit'))) + true.ci.Bxy <- confint(model.true)['x',] + true.ci.Bzy <- confint(model.true)['z',] + + result <- append(result, list(Bxy.est.true=coef(model.true)['x'], + Bzy.est.true=coef(model.true)['z'], + Bxy.ci.upper.true = true.ci.Bxy[2], + Bxy.ci.lower.true = true.ci.Bxy[1], + Bzy.ci.upper.true = true.ci.Bzy[2], + Bzy.ci.lower.true = true.ci.Bzy[1])) + + + + loa0.feasible <- glm(y.obs.0 ~ x + z, data = df[!(is.na(y.obs.0))], family=binomial(link='logit')) + + loa0.ci.Bxy <- confint(loa0.feasible)['x',] + loa0.ci.Bzy <- confint(loa0.feasible)['z',] + + result <- append(result, list(Bxy.est.loa0.feasible=coef(loa0.feasible)['x'], + Bzy.est.loa0.feasible=coef(loa0.feasible)['z'], + Bxy.ci.upper.loa0.feasible = loa0.ci.Bxy[2], + Bxy.ci.lower.loa0.feasible = loa0.ci.Bxy[1], + Bzy.ci.upper.loa0.feasible = loa0.ci.Bzy[2], + Bzy.ci.lower.loa0.feasible = loa0.ci.Bzy[1])) + + + df.loa0.mle <- copy(df) + df.loa0.mle[,y:=y.obs.0] + loa0.mle <- measerr_mle_dv(df.loa0.mle, outcome_formula=outcome_formula, proxy_formula=proxy_formula) + fisher.info <- solve(loa0.mle$hessian) + coef <- loa0.mle$par + ci.upper <- coef + sqrt(diag(fisher.info)) * 1.96 + ci.lower <- coef - sqrt(diag(fisher.info)) * 1.96 + + result <- append(result, list(Bxy.est.loa0.mle=coef['x'], + Bzy.est.loa0.mle=coef['z'], + Bxy.ci.upper.loa0.mle = ci.upper['x'], + Bxy.ci.lower.loa0.mle = ci.lower['x'], + Bzy.ci.upper.loa0.mle = ci.upper['z'], + Bzy.ci.lower.loa0.mle = ci.upper['z'])) + + loco.feasible <- glm(y.obs.0 ~ x + z, data = df[(!is.na(y.obs.0)) & (y.obs.1 == y.obs.0)], family=binomial(link='logit')) + + loco.feasible.ci.Bxy <- confint(loco.feasible)['x',] + loco.feasible.ci.Bzy <- confint(loco.feasible)['z',] + + result <- append(result, list(Bxy.est.loco.feasible=coef(loco.feasible)['x'], + Bzy.est.loco.feasible=coef(loco.feasible)['z'], + Bxy.ci.upper.loco.feasible = loco.feasible.ci.Bxy[2], + Bxy.ci.lower.loco.feasible = loco.feasible.ci.Bxy[1], + Bzy.ci.upper.loco.feasible = loco.feasible.ci.Bzy[2], + Bzy.ci.lower.loco.feasible = loco.feasible.ci.Bzy[1])) + + + df.loco.mle <- copy(df) + df.loco.mle[,y.obs:=NA] + df.loco.mle[(y.obs.0)==(y.obs.1),y.obs:=y.obs.0] + df.loco.mle[,y.true:=y] + df.loco.mle[,y:=y.obs] + print(df.loco.mle[!is.na(y.obs.1),mean(y.true==y,na.rm=TRUE)]) + loco.mle <- measerr_mle_dv(df.loco.mle, outcome_formula=outcome_formula, proxy_formula=proxy_formula) + fisher.info <- solve(loco.mle$hessian) + coef <- loco.mle$par + ci.upper <- coef + sqrt(diag(fisher.info)) * 1.96 + ci.lower <- coef - sqrt(diag(fisher.info)) * 1.96 + + result <- append(result, list(Bxy.est.loco.mle=coef['x'], + Bzy.est.loco.mle=coef['z'], + Bxy.ci.upper.loco.mle = ci.upper['x'], + Bxy.ci.lower.loco.mle = ci.lower['x'], + Bzy.ci.upper.loco.mle = ci.upper['z'], + Bzy.ci.lower.loco.mle = ci.upper['z'])) + + print(rater_formula) + print(proxy_formula) + + ## mle.irr <- measerr_irr_mle( df, outcome_formula = outcome_formula, rater_formula = rater_formula, proxy_formula=proxy_formula, truth_formula=truth_formula) + + ## fisher.info <- solve(mle.irr$hessian) + ## coef <- mle.irr$par + ## ci.upper <- coef + sqrt(diag(fisher.info)) * 1.96 + ## ci.lower <- coef - sqrt(diag(fisher.info)) * 1.96 + + ## result <- append(result, + ## list(Bxy.est.mle = coef['x'], + ## Bxy.ci.upper.mle = ci.upper['x'], + ## Bxy.ci.lower.mle = ci.lower['x'], + ## Bzy.est.mle = coef['z'], + ## Bzy.ci.upper.mle = ci.upper['z'], + ## Bzy.ci.lower.mle = ci.lower['z'])) + + return(result) + +} diff --git a/simulations/irr_simulation_base.R b/simulations/irr_simulation_base.R new file mode 100644 index 0000000..ebb215b --- /dev/null +++ b/simulations/irr_simulation_base.R @@ -0,0 +1,106 @@ +library(matrixStats) # for numerically stable logsumexps + +options(amelia.parallel="no", + amelia.ncpus=1) +library(Amelia) + +source("measerr_methods.R") ## for my more generic function. + +run_simulation <- function(df, result, outcome_formula = y ~ x + z, proxy_formula = w_pred ~ x, truth_formula = x ~ z){ + + accuracy <- df[,mean(w_pred==x)] + result <- append(result, list(accuracy=accuracy)) + + (model.true <- lm(y ~ x + z, data=df)) + true.ci.Bxy <- confint(model.true)['x',] + true.ci.Bzy <- confint(model.true)['z',] + + result <- append(result, list(Bxy.est.true=coef(model.true)['x'], + Bzy.est.true=coef(model.true)['z'], + Bxy.ci.upper.true = true.ci.Bxy[2], + Bxy.ci.lower.true = true.ci.Bxy[1], + Bzy.ci.upper.true = true.ci.Bzy[2], + Bzy.ci.lower.true = true.ci.Bzy[1])) + + + + loa0.feasible <- lm(y ~ x.obs.0 + z, data = df[!(is.na(x.obs.1))]) + + loa0.ci.Bxy <- confint(loa0.feasible)['x.obs.0',] + loa0.ci.Bzy <- confint(loa0.feasible)['z',] + + result <- append(result, list(Bxy.est.loa0.feasible=coef(loa0.feasible)['x.obs.0'], + Bzy.est.loa0.feasible=coef(loa0.feasible)['z'], + Bxy.ci.upper.loa0.feasible = loa0.ci.Bxy[2], + Bxy.ci.lower.loa0.feasible = loa0.ci.Bxy[1], + Bzy.ci.upper.loa0.feasible = loa0.ci.Bzy[2], + Bzy.ci.lower.loa0.feasible = loa0.ci.Bzy[1])) + + + df.loa0.mle <- copy(df) + df.loa0.mle[,x:=x.obs.0] + loa0.mle <- measerr_mle(df.loa0.mle, outcome_formula=outcome_formula, proxy_formula=proxy_formula, truth_formula=truth_formula) + fisher.info <- solve(loa0.mle$hessian) + coef <- loa0.mle$par + ci.upper <- coef + sqrt(diag(fisher.info)) * 1.96 + ci.lower <- coef - sqrt(diag(fisher.info)) * 1.96 + + result <- append(result, list(Bxy.est.loa0.mle=coef['x'], + Bzy.est.loa0.mle=coef['z'], + Bxy.ci.upper.loa0.mle = ci.upper['x'], + Bxy.ci.lower.loa0.mle = ci.lower['x'], + Bzy.ci.upper.loa0.mle = ci.upper['z'], + Bzy.ci.lower.loa0.mle = ci.upper['z'])) + + loco.feasible <- lm(y ~ x.obs.1 + z, data = df[(!is.na(x.obs.1)) & (x.obs.1 == x.obs.0)]) + + loco.feasible.ci.Bxy <- confint(loco.feasible)['x.obs.1',] + loco.feasible.ci.Bzy <- confint(loco.feasible)['z',] + + result <- append(result, list(Bxy.est.loco.feasible=coef(loco.feasible)['x.obs.1'], + Bzy.est.loco.feasible=coef(loco.feasible)['z'], + Bxy.ci.upper.loco.feasible = loco.feasible.ci.Bxy[2], + Bxy.ci.lower.loco.feasible = loco.feasible.ci.Bxy[1], + Bzy.ci.upper.loco.feasible = loco.feasible.ci.Bzy[2], + Bzy.ci.lower.loco.feasible = loco.feasible.ci.Bzy[1])) + + + df.loco.mle <- copy(df) + df.loco.mle[,x.obs:=NA] + df.loco.mle[(x.obs.0)==(x.obs.1),x.obs:=x.obs.0] + df.loco.mle[,x.true:=x] + df.loco.mle[,x:=x.obs] + print(df.loco.mle[!is.na(x.obs.1),mean(x.true==x,na.rm=TRUE)]) + loco.mle <- measerr_mle(df.loco.mle, outcome_formula=outcome_formula, proxy_formula=proxy_formula, truth_formula=truth_formula) + fisher.info <- solve(loco.mle$hessian) + coef <- loco.mle$par + ci.upper <- coef + sqrt(diag(fisher.info)) * 1.96 + ci.lower <- coef - sqrt(diag(fisher.info)) * 1.96 + + result <- append(result, list(Bxy.est.loco.mle=coef['x'], + Bzy.est.loco.mle=coef['z'], + Bxy.ci.upper.loco.mle = ci.upper['x'], + Bxy.ci.lower.loco.mle = ci.lower['x'], + Bzy.ci.upper.loco.mle = ci.upper['z'], + Bzy.ci.lower.loco.mle = ci.upper['z'])) + + ## print(rater_formula) + ## print(proxy_formula) + ## mle.irr <- measerr_irr_mle( df, outcome_formula = outcome_formula, rater_formula = rater_formula, proxy_formula=proxy_formula, truth_formula=truth_formula) + + ## fisher.info <- solve(mle.irr$hessian) + ## coef <- mle.irr$par + ## ci.upper <- coef + sqrt(diag(fisher.info)) * 1.96 + ## ci.lower <- coef - sqrt(diag(fisher.info)) * 1.96 + + ## result <- append(result, + ## list(Bxy.est.mle = coef['x'], + ## Bxy.ci.upper.mle = ci.upper['x'], + ## Bxy.ci.lower.mle = ci.lower['x'], + ## Bzy.est.mle = coef['z'], + ## Bzy.ci.upper.mle = ci.upper['z'], + ## Bzy.ci.lower.mle = ci.lower['z'])) + + return(result) + +} diff --git a/simulations/measerr_methods.R b/simulations/measerr_methods.R index 6bf8c3f..00f1746 100644 --- a/simulations/measerr_methods.R +++ b/simulations/measerr_methods.R @@ -102,17 +102,211 @@ measerr_mle_dv <- function(df, outcome_formula, outcome_family=binomial(link='lo return(fit) } +## Experimental, and not necessary if errors are independent. +measerr_irr_mle <- function(df, outcome_formula, outcome_family=gaussian(), rater_formula, proxy_formula, proxy_family=binomial(link='logit'), truth_formula, truth_family=binomial(link='logit')){ + + ### in this scenario, the ground truth also has measurement error, but we have repeated measures for it. + + ## probability of y given observed data. + df.obs <- df[!is.na(x.obs.1)] + proxy.variable <- all.vars(proxy_formula)[1] + df.x.obs.1 <- copy(df.obs)[,x:=1] + df.x.obs.0 <- copy(df.obs)[,x:=0] + y.obs <- df.obs[,y] + + nll <- function(params){ + outcome.model.matrix.x.obs.0 <- model.matrix(outcome_formula, df.x.obs.0) + outcome.model.matrix.x.obs.1 <- model.matrix(outcome_formula, df.x.obs.1) + + param.idx <- 1 + n.outcome.model.covars <- dim(outcome.model.matrix.x.obs.0)[2] + outcome.params <- params[param.idx:n.outcome.model.covars] + param.idx <- param.idx + n.outcome.model.covars + + sigma.y <- params[param.idx] + param.idx <- param.idx + 1 + + ll.y.x.obs.0 <- dnorm(y.obs, outcome.params %*% t(outcome.model.matrix.x.obs.0),sd=sigma.y, log=TRUE) + ll.y.x.obs.1 <- dnorm(y.obs, outcome.params %*% t(outcome.model.matrix.x.obs.1),sd=sigma.y, log=TRUE) + + ## assume that the two coders are statistically independent conditional on x + ll.x.obs.0.x0 <- vector(mode='numeric', length=nrow(df.obs)) + ll.x.obs.1.x0 <- vector(mode='numeric', length=nrow(df.obs)) + ll.x.obs.0.x1 <- vector(mode='numeric', length=nrow(df.obs)) + ll.x.obs.1.x1 <- vector(mode='numeric', length=nrow(df.obs)) + + rater.model.matrix.x.obs.0 <- model.matrix(rater_formula, df.x.obs.0) + rater.model.matrix.x.obs.1 <- model.matrix(rater_formula, df.x.obs.1) + + n.rater.model.covars <- dim(rater.model.matrix.x.obs.0)[2] + rater.0.params <- params[param.idx:(n.rater.model.covars + param.idx - 1)] + param.idx <- param.idx + n.rater.model.covars + + rater.1.params <- params[param.idx:(n.rater.model.covars + param.idx - 1)] + param.idx <- param.idx + n.rater.model.covars + + # probability of rater 0 if x is 0 or 1 + ll.x.obs.0.x0[df.obs$x.obs.0==1] <- plogis(rater.0.params %*% t(rater.model.matrix.x.obs.0[df.obs$x.obs.0==1,]), log=TRUE) + ll.x.obs.0.x0[df.obs$x.obs.0==0] <- plogis(rater.0.params %*% t(rater.model.matrix.x.obs.0[df.obs$x.obs.0==0,]), log=TRUE, lower.tail=FALSE) + ll.x.obs.0.x1[df.obs$x.obs.0==1] <- plogis(rater.0.params %*% t(rater.model.matrix.x.obs.1[df.obs$x.obs.0==1,]), log=TRUE) + ll.x.obs.0.x1[df.obs$x.obs.0==0] <- plogis(rater.0.params %*% t(rater.model.matrix.x.obs.1[df.obs$x.obs.0==0,]), log=TRUE, lower.tail=FALSE) + + # probability of rater 1 if x is 0 or 1 + ll.x.obs.1.x0[df.obs$x.obs.1==1] <- plogis(rater.1.params %*% t(rater.model.matrix.x.obs.0[df.obs$x.obs.1==1,]), log=TRUE) + ll.x.obs.1.x0[df.obs$x.obs.1==0] <- plogis(rater.1.params %*% t(rater.model.matrix.x.obs.0[df.obs$x.obs.1==0,]), log=TRUE, lower.tail=FALSE) + ll.x.obs.1.x1[df.obs$x.obs.1==1] <- plogis(rater.1.params %*% t(rater.model.matrix.x.obs.1[df.obs$x.obs.1==1,]), log=TRUE) + ll.x.obs.1.x1[df.obs$x.obs.1==0] <- plogis(rater.1.params %*% t(rater.model.matrix.x.obs.1[df.obs$x.obs.1==0,]), log=TRUE, lower.tail=FALSE) + + proxy.model.matrix.x0 <- model.matrix(proxy_formula, df.x.obs.0) + proxy.model.matrix.x1 <- model.matrix(proxy_formula, df.x.obs.1) + + n.proxy.model.covars <- dim(proxy.model.matrix.x0)[2] + proxy.params <- params[param.idx:(n.proxy.model.covars+param.idx-1)] + param.idx <- param.idx + n.proxy.model.covars + + proxy.obs <- with(df.obs, eval(parse(text=proxy.variable))) + + if( (proxy_family$family=="binomial") & (proxy_family$link=='logit')){ + ll.w.obs.x0 <- vector(mode='numeric',length=dim(proxy.model.matrix.x0)[1]) + ll.w.obs.x1 <- vector(mode='numeric',length=dim(proxy.model.matrix.x1)[1]) + + # proxy_formula likelihood using logistic regression + ll.w.obs.x0[proxy.obs==1] <- plogis(proxy.params %*% t(proxy.model.matrix.x0[proxy.obs==1,]),log=TRUE) + ll.w.obs.x0[proxy.obs==0] <- plogis(proxy.params %*% t(proxy.model.matrix.x0[proxy.obs==0,]),log=TRUE, lower.tail=FALSE) + + ll.w.obs.x1[proxy.obs==1] <- plogis(proxy.params %*% t(proxy.model.matrix.x1[proxy.obs==1,]),log=TRUE) + ll.w.obs.x1[proxy.obs==0] <- plogis(proxy.params %*% t(proxy.model.matrix.x1[proxy.obs==0,]),log=TRUE, lower.tail=FALSE) + } + + ## assume that the probability of x is a logistic regression depending on z + truth.model.matrix.obs <- model.matrix(truth_formula, df.obs) + n.truth.params <- dim(truth.model.matrix.obs)[2] + truth.params <- params[param.idx:(n.truth.params + param.idx - 1)] + + ll.obs.x0 <- plogis(truth.params %*% t(truth.model.matrix.obs), log=TRUE) + ll.obs.x1 <- plogis(truth.params %*% t(truth.model.matrix.obs), log=TRUE, lower.tail=FALSE) + + ll.obs <- colLogSumExps(rbind(ll.y.x.obs.0 + ll.x.obs.0.x0 + ll.x.obs.1.x0 + ll.obs.x0 + ll.w.obs.x0, + ll.y.x.obs.1 + ll.x.obs.0.x1 + ll.x.obs.1.x1 + ll.obs.x1 + ll.w.obs.x1)) + + ### NOW FOR THE FUN PART. Likelihood of the unobserved data. + ### we have to integrate out x.obs.0, x.obs.1, and x. + + + ## THE OUTCOME + df.unobs <- df[is.na(x.obs)] + df.x.unobs.0 <- copy(df.unobs)[,x:=0] + df.x.unobs.1 <- copy(df.unobs)[,x:=1] + y.unobs <- df.unobs$y + + outcome.model.matrix.x.unobs.0 <- model.matrix(outcome_formula, df.x.unobs.0) + outcome.model.matrix.x.unobs.1 <- model.matrix(outcome_formula, df.x.unobs.1) + + ll.y.unobs.x0 <- dnorm(y.unobs, outcome.params %*% t(outcome.model.matrix.x.unobs.0), sd=sigma.y, log=TRUE) + ll.y.unobs.x1 <- dnorm(y.unobs, outcome.params %*% t(outcome.model.matrix.x.unobs.1), sd=sigma.y, log=TRUE) + + + ## THE UNLABELED DATA + + + ## assume that the two coders are statistically independent conditional on x + ll.x.unobs.0.x0 <- vector(mode='numeric', length=nrow(df.unobs)) + ll.x.unobs.1.x0 <- vector(mode='numeric', length=nrow(df.unobs)) + ll.x.unobs.0.x1 <- vector(mode='numeric', length=nrow(df.unobs)) + ll.x.unobs.1.x1 <- vector(mode='numeric', length=nrow(df.unobs)) + + df.x.unobs.0[,x.obs := 1] + df.x.unobs.1[,x.obs := 1] + + rater.model.matrix.x.unobs.0 <- model.matrix(rater_formula, df.x.unobs.0) + rater.model.matrix.x.unobs.1 <- model.matrix(rater_formula, df.x.unobs.1) + + + ## # probability of rater 0 if x is 0 or 1 + ## ll.x.unobs.0.x0 <- colLogSumExps(rbind(plogis(rater.0.params %*% t(rater.model.matrix.x.unobs.0), log=TRUE), + ## plogis(rater.0.params %*% t(rater.model.matrix.x.unobs.0), log=TRUE, lower.tail=TRUE))) + + ## ll.x.unobs.0.x1 <- colLogSumExps(rbind(plogis(rater.0.params %*% t(rater.model.matrix.x.unobs.1), log=TRUE), + ## plogis(rater.0.params %*% t(rater.model.matrix.x.unobs.1), log=TRUE, lower.tail=TRUE))) + + ## # probability of rater 1 if x is 0 or 1 + ## ll.x.unobs.1.x0 <- colLogSumExps(rbind(plogis(rater.1.params %*% t(rater.model.matrix.x.unobs.0), log=TRUE), + ## plogis(rater.1.params %*% t(rater.model.matrix.x.unobs.0), log=TRUE, lower.tail=TRUE))) + + ## ll.x.unobs.1.x1 <- colLogSumExps(rbind(plogis(rater.1.params %*% t(rater.model.matrix.x.unobs.1), log=TRUE), + ## plogis(rater.1.params %*% t(rater.model.matrix.x.unobs.1), log=TRUE, lower.tail=TRUE))) + + + proxy.unobs <- with(df.unobs, eval(parse(text=proxy.variable))) + proxy.model.matrix.x0.unobs <- model.matrix(proxy_formula, df.x.unobs.0) + proxy.model.matrix.x1.unobs <- model.matrix(proxy_formula, df.x.unobs.1) + + if( (proxy_family$family=="binomial") & (proxy_family$link=='logit')){ + ll.w.unobs.x0 <- vector(mode='numeric',length=dim(proxy.model.matrix.x0)[1]) + ll.w.unobs.x1 <- vector(mode='numeric',length=dim(proxy.model.matrix.x1)[1]) + + + # proxy_formula likelihood using logistic regression + ll.w.unobs.x0[proxy.unobs==1] <- plogis(proxy.params %*% t(proxy.model.matrix.x0.unobs[proxy.unobs==1,]),log=TRUE) + ll.w.unobs.x0[proxy.unobs==0] <- plogis(proxy.params %*% t(proxy.model.matrix.x0.unobs[proxy.unobs==0,]),log=TRUE, lower.tail=FALSE) + + ll.w.unobs.x1[proxy.unobs==1] <- plogis(proxy.params %*% t(proxy.model.matrix.x1.unobs[proxy.unobs==1,]),log=TRUE) + ll.w.unobs.x1[proxy.unobs==0] <- plogis(proxy.params %*% t(proxy.model.matrix.x1.unobs[proxy.unobs==0,]),log=TRUE, lower.tail=FALSE) + } + + truth.model.matrix.unobs <- model.matrix(truth_formula, df.unobs) + + ll.unobs.x0 <- plogis(truth.params %*% t(truth.model.matrix.unobs), log=TRUE) + ll.unobs.x1 <- plogis(truth.params %*% t(truth.model.matrix.unobs), log=TRUE, lower.tail=FALSE) + + ll.unobs <- colLogSumExps(rbind(ll.unobs.x0 + ll.w.unobs.x0 + ll.y.unobs.x0, + ll.unobs.x1 + ll.w.unobs.x1 + ll.y.unobs.x1)) + + return(-1 *( sum(ll.obs) + sum(ll.unobs))) + } + + outcome.params <- colnames(model.matrix(outcome_formula,df)) + lower <- rep(-Inf, length(outcome.params)) + + if(outcome_family$family=='gaussian'){ + params <- c(outcome.params, 'sigma_y') + lower <- c(lower, 0.00001) + } else { + params <- outcome.params + } + + rater.0.params <- colnames(model.matrix(rater_formula,df)) + params <- c(params, paste0('rater_0',rater.0.params)) + lower <- c(lower, rep(-Inf, length(rater.0.params))) + + rater.1.params <- colnames(model.matrix(rater_formula,df)) + params <- c(params, paste0('rater_1',rater.1.params)) + lower <- c(lower, rep(-Inf, length(rater.1.params))) + + proxy.params <- colnames(model.matrix(proxy_formula, df)) + params <- c(params, paste0('proxy_',proxy.params)) + lower <- c(lower, rep(-Inf, length(proxy.params))) + + truth.params <- colnames(model.matrix(truth_formula, df)) + params <- c(params, paste0('truth_', truth.params)) + lower <- c(lower, rep(-Inf, length(truth.params))) + start <- rep(0.1,length(params)) + names(start) <- params + + fit <- optim(start, fn = nll, lower=lower, method='L-BFGS-B', hessian=TRUE, control=list(maxit=1e6)) + return(fit) +} + + measerr_mle <- function(df, outcome_formula, outcome_family=gaussian(), proxy_formula, proxy_family=binomial(link='logit'), truth_formula, truth_family=binomial(link='logit')){ measrr_mle_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) param.idx <- 1 @@ -125,7 +319,7 @@ measerr_mle <- function(df, outcome_formula, outcome_family=gaussian(), proxy_fo sigma.y <- params[param.idx] param.idx <- param.idx + 1 - # outcome_formula likelihood using linear regression + # outcome_formula likelihood using linear regression ll.y.obs <- dnorm(y.obs, outcome.params %*% t(outcome.model.matrix),sd=sigma.y, log=TRUE) } @@ -138,7 +332,7 @@ measerr_mle <- function(df, outcome_formula, outcome_family=gaussian(), proxy_fo if( (proxy_family$family=="binomial") & (proxy_family$link=='logit')){ ll.w.obs <- vector(mode='numeric',length=dim(proxy.model.matrix)[1]) - # proxy_formula likelihood using logistic regression + # proxy_formula likelihood using logistic regression ll.w.obs[proxy.obs==1] <- plogis(proxy.params %*% t(proxy.model.matrix[proxy.obs==1,]),log=TRUE) ll.w.obs[proxy.obs==0] <- plogis(proxy.params %*% t(proxy.model.matrix[proxy.obs==0,]),log=TRUE, lower.tail=FALSE) } @@ -154,12 +348,12 @@ measerr_mle <- function(df, outcome_formula, outcome_family=gaussian(), proxy_fo if( (truth_family$family=="binomial") & (truth_family$link=='logit')){ ll.x.obs <- vector(mode='numeric',length=dim(truth.model.matrix)[1]) - # truth_formula likelihood using logistic regression + # truth_formula likelihood using logistic regression ll.x.obs[truth.obs==1] <- plogis(truth.params %*% t(truth.model.matrix[truth.obs==1,]),log=TRUE) ll.x.obs[truth.obs==0] <- plogis(truth.params %*% t(truth.model.matrix[truth.obs==0,]),log=TRUE, lower.tail=FALSE) } - # add the three likelihoods + # add the three likelihoods ll.obs <- sum(ll.y.obs + ll.w.obs + ll.x.obs) ## likelihood for the predicted data @@ -177,9 +371,9 @@ measerr_mle <- function(df, outcome_formula, outcome_family=gaussian(), proxy_fo outcome.model.matrix.x1 <- model.matrix(outcome_formula, df.unobs.x1) if(outcome_family$family=="gaussian"){ - # likelihood of outcome - ll.y.x0 <- dnorm(outcome.unobs, outcome.params %*% t(outcome.model.matrix.x0), sd=sigma.y, log=TRUE) - ll.y.x1 <- dnorm(outcome.unobs, outcome.params %*% t(outcome.model.matrix.x1), sd=sigma.y, log=TRUE) + # likelihood of outcome + ll.y.x0 <- dnorm(outcome.unobs, outcome.params %*% t(outcome.model.matrix.x0), sd=sigma.y, log=TRUE) + ll.y.x1 <- dnorm(outcome.unobs, outcome.params %*% t(outcome.model.matrix.x1), sd=sigma.y, log=TRUE) } if( (proxy_family$family=='binomial') & (proxy_family$link=='logit')){ @@ -190,7 +384,7 @@ measerr_mle <- function(df, outcome_formula, outcome_family=gaussian(), proxy_fo ll.w.x0 <- vector(mode='numeric', length=dim(df.unobs)[1]) ll.w.x1 <- vector(mode='numeric', length=dim(df.unobs)[1]) - # likelihood of proxy + # likelihood of proxy ll.w.x0[proxy.unobs==1] <- plogis(proxy.params %*% t(proxy.model.matrix.x0[proxy.unobs==1,]), log=TRUE) ll.w.x1[proxy.unobs==1] <- plogis(proxy.params %*% t(proxy.model.matrix.x1[proxy.unobs==1,]), log=TRUE) @@ -200,7 +394,7 @@ measerr_mle <- function(df, outcome_formula, outcome_family=gaussian(), proxy_fo if(truth_family$link=='logit'){ truth.model.matrix <- model.matrix(truth_formula, df.unobs.x0) - # likelihood of truth + # likelihood of truth ll.x.x1 <- plogis(truth.params %*% t(truth.model.matrix), log=TRUE) ll.x.x0 <- plogis(truth.params %*% t(truth.model.matrix), log=TRUE, lower.tail=FALSE) } diff --git a/simulations/plot_dv_example.R b/simulations/plot_dv_example.R index b4d9d93..4052c38 100644 --- a/simulations/plot_dv_example.R +++ b/simulations/plot_dv_example.R @@ -10,8 +10,6 @@ parser <- add_argument(parser, "--infile", default="", help="name of the file to 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', diff --git a/simulations/plot_irr_dv_example.R b/simulations/plot_irr_dv_example.R new file mode 100644 index 0000000..f5e2c41 --- /dev/null +++ b/simulations/plot_irr_dv_example.R @@ -0,0 +1,63 @@ +source("RemembR/R/RemembeR.R") +library(arrow) +library(data.table) +library(ggplot2) +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, "--name", default="", help="The name to safe the data to in the remember file.") +args <- parse_args(parser) +source("summarize_estimator.R") + +build_plot_dataset <- function(df){ + + x.true <- summarize.estimator(df, 'true','x') + + z.true <- summarize.estimator(df, 'true','z') + + x.loa0.feasible <- summarize.estimator(df, 'loa0.feasible','x') + + z.loa0.feasible <- summarize.estimator(df,'loa0.feasible','z') + + x.loa0.mle <- summarize.estimator(df, 'loa0.mle', 'x') + + z.loa0.mle <- summarize.estimator(df, 'loa0.mle', 'z') + + x.loco.feasible <- summarize.estimator(df, 'loco.feasible', 'x') + + z.loco.feasible <- summarize.estimator(df, 'loco.feasible', 'z') + + x.loco.mle <- summarize.estimator(df, 'loco.mle', 'x') + + z.loco.mle <- summarize.estimator(df, 'loco.mle', 'z') + + + accuracy <- df[,mean(accuracy)] + plot.df <- rbindlist(list(x.true,z.true,x.loa0.feasible,z.loa0.feasible,x.loa0.mle,z.loa0.mle,x.loco.feasible, z.loco.feasible, z.loco.mle, x.loco.mle),use.names=T) + plot.df[,accuracy := accuracy] + plot.df <- plot.df[,":="(sd.est=sqrt(var.est)/N.sims)] + return(plot.df) +} + + +plot.df <- read_feather(args$infile) +print(unique(plot.df$N)) + +# df <- df[apply(df,1,function(x) !any(is.na(x)))] + +if(!('Bzx' %in% names(plot.df))) + plot.df[,Bzx:=NA] + +if(!('accuracy_imbalance_difference' %in% names(plot.df))) + plot.df[,accuracy_imbalance_difference:=NA] + +unique(plot.df[,'accuracy_imbalance_difference']) + +#plot.df <- build_plot_dataset(df[accuracy_imbalance_difference==0.1][N==700]) +plot.df <- build_plot_dataset(plot.df) + +change.remember.file("remember_irr.RDS",clear=TRUE) + +remember(plot.df,args$name) diff --git a/simulations/plot_irr_example.R b/simulations/plot_irr_example.R new file mode 100644 index 0000000..bf5e661 --- /dev/null +++ b/simulations/plot_irr_example.R @@ -0,0 +1,129 @@ +source("RemembR/R/RemembeR.R") +library(arrow) +library(data.table) +library(ggplot2) +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, "--name", default="", help="The name to safe the data to in the remember file.") +args <- parse_args(parser) +source("summarize_estimator.R") + +build_plot_dataset <- function(df){ + + x.true <- summarize.estimator(df, 'true','x') + + z.true <- summarize.estimator(df, 'true','z') + + x.loa0.feasible <- summarize.estimator(df, 'loa0.feasible','x') + + z.loa0.feasible <- summarize.estimator(df,'loa0.feasible','z') + + x.loa0.mle <- summarize.estimator(df, 'loa0.mle', 'x') + + z.loa0.mle <- summarize.estimator(df, 'loa0.mle', 'z') + + x.loco.feasible <- summarize.estimator(df, 'loco.feasible', 'x') + + z.loco.feasible <- summarize.estimator(df, 'loco.feasible', 'z') + + x.loco.mle <- summarize.estimator(df, 'loco.mle', 'x') + + z.loco.mle <- summarize.estimator(df, 'loco.mle', 'z') + + ## x.mle <- summarize.estimator(df, 'mle', 'x') + + ## z.mle <- summarize.estimator(df, 'mle', 'z') + + accuracy <- df[,mean(accuracy)] + plot.df <- rbindlist(list(x.true,z.true,x.loa0.feasible,z.loa0.feasible,x.loa0.mle,z.loa0.mle,x.loco.feasible, z.loco.feasible, x.loco.mle, z.loco.mle),use.names=T) + plot.df[,accuracy := accuracy] + plot.df <- plot.df[,":="(sd.est=sqrt(var.est)/N.sims)] + return(plot.df) +} + + +plot.df <- read_feather(args$infile) +print(unique(plot.df$N)) + +# df <- df[apply(df,1,function(x) !any(is.na(x)))] + +if(!('Bzx' %in% names(plot.df))) + plot.df[,Bzx:=NA] + +if(!('accuracy_imbalance_difference' %in% names(plot.df))) + plot.df[,accuracy_imbalance_difference:=NA] + +unique(plot.df[,'accuracy_imbalance_difference']) + +#plot.df <- build_plot_dataset(df[accuracy_imbalance_difference==0.1][N==700]) +plot.df <- build_plot_dataset(plot.df) +change.remember.file("remember_irr.RDS",clear=TRUE) +remember(plot.df,args$name) + +#ggplot(df,aes(x=Bxy.est.mle)) + geom_histogram() + facet_grid(accuracy_imbalance_difference ~ Bzy) + +## ## ## 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), +## N=factor(N), +## m=factor(m))] + +## plot.df.test <- plot.df.test[(variable=='x') & (method!="Multiple imputation (Classifier features unobserved)")] +## p <- ggplot(plot.df.test, aes(y=mean.est, ymax=mean.est + var.est/2, ymin=mean.est-var.est/2, x=method)) +## p <- p + geom_hline(data=plot.df.test, mapping=aes(yintercept=0.1),linetype=2) + +## p <- p + geom_pointrange() + facet_grid(N~m,as.table=F,scales='free') + scale_x_discrete(labels=label_wrap_gen(4)) +## print(p) + +## 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), +## N=factor(N), +## m=factor(m))] + +## plot.df.test <- plot.df.test[(variable=='z') & (method!="Multiple imputation (Classifier features unobserved)")] +## p <- ggplot(plot.df.test, aes(y=mean.est, ymax=mean.est + var.est/2, ymin=mean.est-var.est/2, x=method)) +## p <- p + geom_hline(data=plot.df.test, mapping=aes(yintercept=-0.1),linetype=2) + +## p <- p + geom_pointrange() + facet_grid(m~N,as.table=F,scales='free') + scale_x_discrete(labels=label_wrap_gen(4)) +## print(p) + + +## x.mle <- df[,.(N,m,Bxy.est.mle,Bxy.ci.lower.mle, Bxy.ci.upper.mle, y_explained_variance, Bzx, Bzy, accuracy_imbalance_difference)] +## x.mle.plot <- x.mle[,.(mean.est = mean(Bxy.est.mle), +## var.est = var(Bxy.est.mle), +## N.sims = .N, +## variable='z', +## method='Bespoke MLE' +## ), +## by=c("N","m",'y_explained_variance', 'Bzx', 'Bzy','accuracy_imbalance_difference')] + +## z.mle <- df[,.(N,m,Bzy.est.mle,Bzy.ci.lower.mle, Bzy.ci.upper.mle, y_explained_variance, Bzx, Bzy, accuracy_imbalance_difference)] + +## z.mle.plot <- z.mle[,.(mean.est = mean(Bzy.est.mle), +## var.est = var(Bzy.est.mle), +## N.sims = .N, +## variable='z', +## method='Bespoke MLE' +## ), +## by=c("N","m",'y_explained_variance','Bzx')] + +## plot.df <- z.mle.plot +## 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), +## N=factor(N), +## m=factor(m))] + +## plot.df.test <- plot.df.test[(variable=='z') & (m != 1000) & (m!=500) & (method!="Multiple imputation (Classifier features unobserved)")] +## p <- ggplot(plot.df.test, aes(y=mean.est, ymax=mean.est + var.est/2, ymin=mean.est-var.est/2, x=method)) +## p <- p + geom_hline(aes(yintercept=0.2),linetype=2) + +## p <- p + geom_pointrange() + facet_grid(m~Bzx, Bzy,as.table=F) + scale_x_discrete(labels=label_wrap_gen(4)) +## print(p) + + +## ## ggplot(plot.df[variable=='x'], aes(y=mean.est, ymax=mean.est + var.est/2, ymin=mean.est-var.est/2, x=method)) + geom_pointrange() + facet_grid(-m~N) + scale_x_discrete(labels=label_wrap_gen(10)) + +## ## ggplot(plot.df,aes(y=N,x=m,color=p.sign.correct)) + geom_point() + facet_grid(variable ~ method) + scale_color_viridis_c(option='D') + theme_minimal() + xlab("Number of gold standard labels") + ylab("Total sample size") + +## ## ggplot(plot.df,aes(y=N,x=m,color=abs(mean.bias))) + geom_point() + facet_grid(variable ~ method) + scale_color_viridis_c(option='D') + theme_minimal() + xlab("Number of gold standard labels") + ylab("Total sample size") diff --git a/simulations/summarize_estimator.R b/simulations/summarize_estimator.R new file mode 100644 index 0000000..8199c06 --- /dev/null +++ b/simulations/summarize_estimator.R @@ -0,0 +1,42 @@ + +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', + 'Bzx', + 'Bzy', + '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)]] + 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,na.rm=T), + est.lower.95 = quantile(.SD[[paste0('B',coefname,'y.est.',suffix)]],0.05,na.rm=T), + N.sims = .N, + p.sign.correct = mean(as.integer(sign.correct & (! zero.in.ci))), + variable=coefname, + method=suffix + ), + by=c("N","m",'y_explained_variance','Bzx', 'Bzy', 'accuracy_imbalance_difference') + ] + + return(part.plot) +}