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git-annex in nathante@n3246:/gscratch/comdata/users/nathante/ml_measurement_error_public

This commit is contained in:
Nathan TeBlunthuis 2022-11-02 17:46:04 -07:00
parent e17a52e236
commit 5c931a7198
20 changed files with 963 additions and 600 deletions

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@ -63,3 +63,94 @@ list.files()
install.packages("filelock")
q()
n
df
df
outcome_formula <- y ~ x + z
outcome_family=gaussian()
proxy_formula <- w_pred ~ x
truth_formula <- x ~ z
params <- start
ll.y.obs.x0
ll.y.obs.x1
rater_formula <- x.obs ~ x
rater_formula
rater.modle.matrix.obs.x0
rater.model.matrix.obs.x0
names(rater.model.matrix.obs.x0)
head(rater.model.matrix.obs.x0)
df.obs
ll.x.obs.0
rater.params
rater.params %*% t(rater.model.matrix.x.obs.0[df.obs$xobs.0==1])
df.obs$xobs.0==1
df.obs$x.obs.0==1
ll.x.obs.0[df.obs$x.obs.0==1]
rater.model.matrix.x.obs.0[df.obs$x.obs.0==1,]
df.obs$x.obs.0==1
n.rater.model.covars <- dim(rater.model.matrix.x.obs.0)[2]
rater.params <- params[param.idx:n.rater.model.covars]
rater.params
ll.x.obs.0[df.obs$x.obs.0==1] <- plogis(rater.params %*% t(rater.model.matrix.x.obs.0[df.obs$x.obs.0==1,]), log=TRUE)
t(rater.model.matrix.x.obs.0[df.obs$x.obs.0==1,]
)
dimt(rater.model.matrix.x.obs.0[df.obs$x.obs.0==1,])
dim(t(rater.model.matrix.x.obs.0[df.obs$x.obs.0==1,]))
dim(ll.x.obs.0[df.obs$x.obs.0==1])
rater.params
rater.params
rater.params
rater_formula
rater.params
)
1+1
q()
n
outcome_formula <- y ~ x + z
proxy_formula <- w_pred ~ x + z + y
truth_formula <- x ~ z
proxy_formula
eyboardio Model 01 - Kaleidoscope locally built
df <- df.triple.proxy.mle
outcome_family='gaussian'
outcome_family=gaussian()
proxy_formulas=list(proxy_formula,x.obs.0~x, x.obs.1~x)
proxy_formulas
proxy_familites <- rep(binomial(link='logit'),3)
proxy_families = rep(binomial(link='logit'),3)
proxy_families
proxy_families = list(binomial(link='logit'),binomial(link='logit'),binomial(link='logit'))
proxy_families
proxy_families[[1]]
proxy.params
i
proxy_params
proxy.params
params
params <- start
df.triple.proxy.mle
df
coder.formulas <- c(x.obs.0 ~ x, x.obs.1 ~x)
outcome.formula
outcome_formula
depvar(outcome_formula
)
outcome_formula$terms
terms(outcome_formula)
q()
n
df.triple.proxy.mle
triple.proxy.mle
df
df <- df.triple.proxy
outcome_family <- binomial(link='logit')
outcome_formula <- y ~x+z
proxy_formula <- w_pred ~ y
coder_formulas=list(y.obs.1~y,y.obs.2~y); proxy_formula=w_pred~y; proxy_family=binomial(link='logit'))
coder_formulas=list(y.obs.1~y,y.obs.2~y); proxy_formula=w_pred~y; proxy_family=binomial(link='logit')
coder_formulas=list(y.obs.0~y,y.obs.1~y)
traceback()
df
df
outcome.model.matrix
q()
n

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@ -32,7 +32,7 @@ source("simulation_base.R")
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, seed=1){
set.seed(seed)
z <- rbinom(N, 1, 0.5)
z <- rnorm(N,sd=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))
@ -77,7 +77,7 @@ parser <- add_argument(parser, "--proxy_formula", help='formula for the proxy va
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)
parser <- add_argument(parser, "--Bxy", help='Effect of x on y', default=0.3)
args <- parse_args(parser)
B0 <- 0
@ -85,23 +85,21 @@ 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)
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$prediction_accuracy)
result <- list('N'=args$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, 'proxy_formula'=args$proxy_formula,truth_formula=args$truth_formula, error='')
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$outcome_formula, 'proxy_formula'=args$proxy_formula,truth_formula=args$truth_formula, error='')
outline <- run_simulation(df, result, outcome_formula=as.formula(args$outcome_formula), proxy_formula=as.formula(args$proxy_formula), truth_formula=as.formula(args$truth_formula))
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$outfile)
unlock(outfile_lock)
outfile_lock <- lock(paste0(args$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)

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@ -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)

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@ -31,13 +31,13 @@ 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, Bzy, seed, prediction_accuracy=0.73, log.likelihood.gain = 0.1){
simulate_data <- function(N, m, B0, Bxy, Bzy, Bzx, seed, prediction_accuracy=0.73, log.likelihood.gain = 0.1){
set.seed(seed)
set.seed(seed)
# make w and y dependent
z <- rbinom(N, 1, 0.5)
x <- rbinom(N, 1, 0.5)
z <- rnorm(N, sd=0.5)
x <- rbinom(N, 1, plogis(Bzx*z))
ystar <- Bzy * z + Bxy * x + B0
y <- rbinom(N,1,plogis(ystar))
@ -75,6 +75,7 @@ parser <- add_argument(parser, "--prediction_accuracy", help='how accurate is th
## 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=0.01)
parser <- add_argument(parser, "--Bzy", help='coeffficient of z on y', default=-0.01)
parser <- add_argument(parser, "--Bzx", help='coeffficient of z on x', default=-0.5)
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")
@ -83,13 +84,13 @@ 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$m, B0, Bxy, Bzy, args$seed, args$prediction_accuracy)
df <- simulate_data(args$N, args$m, B0, Bxy, Bzy, Bzx, args$seed, args$prediction_accuracy)
# result <- list('N'=args$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$proxy_formula)
result <- list('N'=args$N,'m'=args$m,'B0'=B0,'Bxy'=Bxy,'Bzy'=Bzy, 'Bzx'=Bzx,'seed'=args$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))

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@ -31,12 +31,12 @@ 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, Bzy, seed, prediction_accuracy=0.73, x_bias=-0.75){
simulate_data <- function(N, m, B0, Bxy, Bzy, seed, prediction_accuracy=0.73, z_bias=-0.75){
set.seed(seed)
# make w and y dependent
z <- rbinom(N, 1, 0.5)
x <- rbinom(N, 1, 0.5)
z <- rnorm(N,sd=0.5)
x <- rbinom(N,1,0.5)
ystar <- Bzy * z + Bxy * x + B0
y <- rbinom(N,1,plogis(ystar))
@ -51,8 +51,8 @@ simulate_data <- function(N, m, B0, Bxy, Bzy, seed, prediction_accuracy=0.73, x_
df <- df[, y.obs := y]
}
odds.y1 <- qlogis(prediction_accuracy) + x_bias*df[y==1]$x
odds.y0 <- qlogis(prediction_accuracy,lower.tail=F) + x_bias*df[y==0]$x
odds.y1 <- qlogis(prediction_accuracy) + z_bias*df[y==1]$z
odds.y0 <- qlogis(prediction_accuracy,lower.tail=F) + z_bias*df[y==0]$z
df[y==0,w:=plogis(rlogis(.N,odds.y0))]
df[y==1,w:=plogis(rlogis(.N,odds.y1))]
@ -69,16 +69,15 @@ 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=0.8)
## 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, "--x_bias", help='how is the classifier biased?', 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, "--outfile", help='output file', default='example_4.feather')
parser <- add_argument(parser, "--prediction_accuracy", help='how accurate is the predictive model?', default=0.79)
## parser <- add_argument(parser, "--z_bias_y1", help='how is the classifier biased when y = 1?', default=-0.75)
## parser <- add_argument(parser, "--z_bias_y0", help='how is the classifier biased when y = 0 ?', default=0.75)
parser <- add_argument(parser, "--z_bias", help='how is the classifier biased?', default=1.5)
parser <- add_argument(parser, "--Bxy", help='coefficient of x on y', default=0.1)
parser <- add_argument(parser, "--Bzy", help='coeffficient of z on y', default=-0.1)
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+x")
parser <- add_argument(parser, "--proxy_formula", help='formula for the proxy variable', default="w_pred~y+z")
args <- parse_args(parser)
@ -88,10 +87,10 @@ Bzy <- args$Bzy
if(args$m < args$N){
df <- simulate_data(args$N, args$m, B0, Bxy, Bzy, args$seed, args$prediction_accuracy, args$x_bias)
df <- simulate_data(args$N, args$m, B0, Bxy, Bzy, args$seed, args$prediction_accuracy, args$z_bias)
# result <- list('N'=args$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$prediction_accuracy, 'x_bias'=args$x_bias,'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$prediction_accuracy, 'z_bias_y0'=args$z_bias_y0,'z_bias_y1'=args$z_bias_y1,'outcome_formula' = args$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, 'z_bias'=args$z_bias,'outcome_formula' = args$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))

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@ -39,7 +39,7 @@ simulate_data <- function(N, m, B0=0, Bxy=0.2, Bzy=-0.2, Bzx=0.2, y_explained_va
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
y <- Bzy * z + Bxy * x + y.epsilon + B0
df <- data.table(x=x,y=y,z=z)
@ -49,9 +49,12 @@ simulate_data <- function(N, m, B0=0, Bxy=0.2, Bzy=-0.2, Bzx=0.2, y_explained_va
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))]
coder.0.correct <- rbinom(m, 1, coder_accuracy)
coder.1.correct <- rbinom(m, 1, coder_accuracy)
df[!is.na(x.obs),x.obs.0 := as.numeric((x.obs & coder.0.correct) | (!x.obs & !coder.0.correct))]
df[!is.na(x.obs),x.obs.1 := as.numeric((x.obs & coder.1.correct) | (!x.obs & !coder.1.correct))]
## how can you make a model with a specific accuracy?
w0 =(1-x)**2 + (-1)**(1-x) * prediction_accuracy
@ -69,21 +72,21 @@ simulate_data <- function(N, m, B0=0, Bxy=0.2, Bzy=-0.2, Bzx=0.2, y_explained_va
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, "--m", default=150, help="m the number of ground truth observations")
parser <- add_argument(parser, "--seed", default=1, 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, "--y_explained_variance", help='what proportion of the variance of y can be explained?', default=0.1)
# 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, "--coder_accuracy", help='how accurate are the human coders?', default=0.85)
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)
parser <- add_argument(parser, "--Bzy", help='Effect of z on y', default=0.27)
parser <- add_argument(parser, "--Bxy", help='Effect of x on y', default=-0.33)
args <- parse_args(parser)
B0 <- 0
@ -93,7 +96,7 @@ 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$coder_accuracy)
df <- simulate_data(args$N, args$m, B0, Bxy, Bzy, Bzx, seed=args$seed, 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='')

View File

@ -31,14 +31,13 @@ simulate_data <- function(N, m, B0, Bxy, Bzy, seed, prediction_accuracy=0.73, co
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 <- df[sample(nrow(df), m), 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))]
coder.0.correct <- rbinom(m, 1, coder_accuracy)
coder.1.correct <- rbinom(m, 1, coder_accuracy)
df[!is.na(y.obs),y.obs.0 := as.numeric((.SD$y.obs & coder.0.correct) | (!.SD$y.obs & !coder.0.correct))]
df[!is.na(y.obs),y.obs.1 := as.numeric((.SD$y.obs & coder.1.correct) | (!.SD$y.obs & !coder.1.correct))]
odds.y1 <- qlogis(prediction_accuracy)
odds.y0 <- qlogis(prediction_accuracy,lower.tail=F)
@ -48,6 +47,9 @@ simulate_data <- function(N, m, B0, Bxy, Bzy, seed, prediction_accuracy=0.73, co
df[,w_pred := as.integer(w > 0.5)]
print(mean(df$y == df$y.obs.0,na.rm=T))
print(mean(df$y == df$y.obs.1,na.rm=T))
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))
@ -55,18 +57,18 @@ simulate_data <- function(N, m, B0, Bxy, Bzy, seed, prediction_accuracy=0.73, co
}
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, "--N", default=5000, 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, "--seed", default=16, 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, "--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=0.73)
## 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, "--proxy_formula", help='formula for the proxy variable', default="w_pred~y+y.obs.1+y.obs.0")
parser <- add_argument(parser, "--coder_accuracy", help='How accurate are the coders?', default=0.8)
args <- parse_args(parser)
@ -76,24 +78,24 @@ 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$coder_accuracy)
df <- simulate_data(args$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)
# 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))
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$outfile, '_lock'),exclusive=TRUE)
outfile_lock <- lock(paste0(args$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$outfile)
unlock(outfile_lock)
if(file.exists(args$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)
warnings()

View File

@ -1,9 +1,9 @@
SHELL=bash
Ns=[1000, 2000, 4000]
ms=[100, 200, 400, 800]
seeds=[$(shell seq -s, 1 250)]
Ns=[1000, 5000, 10000]
ms=[100, 200, 400]
seeds=[$(shell seq -s, 1 500)]
explained_variances=[0.1]
all:remembr.RDS remember_irr.RDS
@ -23,21 +23,28 @@ joblists:example_1_jobs example_2_jobs example_3_jobs
# sbatch --wait --verbose --array=3001-6001 run_simulation.sbatch 0 test_true_z_jobs
example_1_jobs: 01_two_covariates.R simulation_base.R grid_sweep.py
sbatch --wait --verbose run_job.sbatch grid_sweep.py --command "Rscript 01_two_covariates.R" --arg_dict '{"N":${Ns},"m":${ms}, "seed":${seeds}, "outfile":["example_1.feather"], "y_explained_variance":${explained_variances}, "Bzx":[0.3]}' --outfile example_1_jobs
example_1_jobs: 01_two_covariates.R simulation_base.R grid_sweep.py pl_methods.R
sbatch --wait --verbose run_job.sbatch grid_sweep.py --command "Rscript 01_two_covariates.R" --arg_dict '{"N":${Ns},"m":${ms}, "seed":${seeds}, "outfile":["example_1.feather"], "y_explained_variance":${explained_variances}, "Bzx":[1]}' --outfile example_1_jobs
example_1.feather: example_1_jobs
rm -f example_1.feather
sbatch --wait --verbose --array=1-$(shell cat example_1_jobs | wc -l) run_simulation.sbatch 0 example_1_jobs
# sbatch --wait --verbose --array=3001-6001 run_simulation.sbatch 0 example_1_jobs
sbatch --wait --verbose --array=1-1000 run_simulation.sbatch 0 example_1_jobs
sbatch --wait --verbose --array=1001-2000 run_simulation.sbatch 0 example_1_jobs
sbatch --wait --verbose --array=2001-3000 run_simulation.sbatch 0 example_1_jobs
sbatch --wait --verbose --array=3001-4000 run_simulation.sbatch 0 example_1_jobs
sbatch --wait --verbose --array=4001-$(shell cat example_1_jobs | wc -l) run_simulation.sbatch 0 example_1_jobs
example_2_jobs: 02_indep_differential.R simulation_base.R grid_sweep.py
sbatch --wait --verbose run_job.sbatch 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_jobs: 02_indep_differential.R simulation_base.R grid_sweep.py pl_methods.R
sbatch --wait --verbose run_job.sbatch 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":[1], "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
sbatch --wait --verbose --array=1-$(shell cat example_1_jobs | wc -l) run_simulation.sbatch 0 example_2_jobs
# sbatch --wait --verbose --array=3001-6001 run_simulation.sbatch 0 example_2_jobs
sbatch --wait --verbose --array=1-1000 run_simulation.sbatch 0 example_2_jobs
sbatch --wait --verbose --array=1001-2000 run_simulation.sbatch 0 example_2_jobs
sbatch --wait --verbose --array=2001-3000 run_simulation.sbatch 0 example_2_jobs
sbatch --wait --verbose --array=3001-4000 run_simulation.sbatch 0 example_2_jobs
sbatch --wait --verbose --array=4001-$(shell cat example_2_jobs | wc -l) run_simulation.sbatch 0 example_2_jobs
# example_2_B_jobs: example_2_B.R
# sbatch --wait --verbose run_job.sbatch grid_sweep.py --command "Rscript example_2_B.R" --arg_dict '{"N":${Ns},"m":${ms}, "seed":${seeds}, "outfile":["example_2_B.feather"]}' --outfile example_2_B_jobs
@ -46,19 +53,28 @@ example_2.feather: example_2_jobs
# rm -f example_2_B.feather
# sbatch --wait --verbose --array=1-3000 run_simulation.sbatch 0 example_2_B_jobs
example_3_jobs: 03_depvar.R simulation_base.R grid_sweep.py
sbatch --wait --verbose run_job.sbatch grid_sweep.py --command "Rscript 03_depvar.R" --arg_dict '{"N":${Ns},"m":${ms}, "Bxy":[0.01],"Bzy":[-0.01],"seed":${seeds}, "outfile":["example_3.feather"], "y_explained_variance":${explained_variances}}' --outfile example_3_jobs
example_3_jobs: 03_depvar.R simulation_base.R grid_sweep.py pl_methods.R
sbatch --wait --verbose run_job.sbatch grid_sweep.py --command "Rscript 03_depvar.R" --arg_dict '{"N":${Ns},"m":${ms}, "Bxy":[0.7],"Bzy":[-0.7],"seed":${seeds}, "outfile":["example_3.feather"], "y_explained_variance":${explained_variances}}' --outfile example_3_jobs
example_3.feather: example_3_jobs
rm -f example_3.feather
sbatch --wait --verbose --array=1-$(shell cat example_3_jobs | wc -l) run_simulation.sbatch 0 example_3_jobs
sbatch --wait --verbose --array=1-1000 run_simulation.sbatch 0 example_3_jobs
sbatch --wait --verbose --array=1001-2000 run_simulation.sbatch 0 example_3_jobs
sbatch --wait --verbose --array=2001-3000 run_simulation.sbatch 0 example_3_jobs
sbatch --wait --verbose --array=3001-4000 run_simulation.sbatch 0 example_3_jobs
sbatch --wait --verbose --array=4001-$(shell cat example_3_jobs | wc -l) run_simulation.sbatch 0 example_3_jobs
example_4_jobs: 04_depvar_differential.R simulation_base.R grid_sweep.py
sbatch --wait --verbose run_job.sbatch grid_sweep.py --command "Rscript 04_depvar_differential.R" --arg_dict '{"N":${Ns},"Bxy":[0.01],"Bzy":[-0.01],"m":${ms}, "seed":${seeds}, "outfile":["example_4.feather"], "y_explained_variance":${explained_variances}}' --outfile example_4_jobs
example_4_jobs: 04_depvar_differential.R simulation_base.R grid_sweep.py pl_methods.R
sbatch --wait --verbose run_job.sbatch grid_sweep.py --command "Rscript 04_depvar_differential.R" --arg_dict '{"N":${Ns},"Bxy":[0.7],"Bzy":[-0.7],"m":${ms}, "seed":${seeds}, "outfile":["example_4.feather"], "z_bias":[0.5]}' --outfile example_4_jobs
example_4.feather: example_4_jobs
rm -f example_4.feather
sbatch --wait --verbose --array=1-$(shell cat example_4_jobs | wc -l) run_simulation.sbatch 0 example_4_jobs
sbatch --wait --verbose --array=1-1000 run_simulation.sbatch 0 example_4_jobs
sbatch --wait --verbose --array=1001-2000 run_simulation.sbatch 0 example_4_jobs
sbatch --wait --verbose --array=2001-3000 run_simulation.sbatch 0 example_4_jobs
sbatch --wait --verbose --array=3001-4000 run_simulation.sbatch 0 example_4_jobs
sbatch --wait --verbose --array=4001-$(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 summarize_estimator.R
@ -69,30 +85,39 @@ remembr.RDS:example_1.feather example_2.feather example_3.feather example_4.feat
${srun} Rscript plot_dv_example.R --infile example_4.feather --name "plot.df.example.4"
irr_Ns = ${Ns}
irr_ms = ${ms}
irr_Ns = [1000]
irr_ms = [150,300,600]
irr_seeds=${seeds}
irr_explained_variances=${explained_variances}
irr_coder_accuracy=[0.80]
example_5_jobs: 05_irr_indep.R irr_simulation_base.R grid_sweep.py
sbatch --wait --verbose run_job.sbatch grid_sweep.py --command "Rscript 05_irr_indep.R" --arg_dict '{"N":${irr_Ns},"m":${irr_ms}, "seed":${irr_seeds}, "outfile":["example_5.feather"], "y_explained_variance":${irr_explained_variances}}' --outfile example_5_jobs
example_5_jobs: 05_irr_indep.R irr_simulation_base.R grid_sweep.py pl_methods.R measerr_methods.R
sbatch --wait --verbose run_job.sbatch grid_sweep.py --command "Rscript 05_irr_indep.R" --arg_dict '{"N":${irr_Ns},"m":${irr_ms}, "seed":${irr_seeds}, "outfile":["example_5.feather"], "y_explained_variance":${irr_explained_variances}, "coder_accuracy":${irr_coder_accuracy}}' --outfile example_5_jobs
example_5.feather:example_5_jobs
rm -f example_5.feather
sbatch --wait --verbose --array=1-$(shell cat example_5_jobs | wc -l) run_simulation.sbatch 0 example_5_jobs
sbatch --wait --verbose --array=1-1000 run_simulation.sbatch 0 example_5_jobs
sbatch --wait --verbose --array=1001-$(shell cat example_5_jobs | wc -l) run_simulation.sbatch 1000 example_5_jobs
# sbatch --wait --verbose --array=2001-3000 run_simulation.sbatch 2000 example_5_jobs
# sbatch --wait --verbose --array=3001-4000 run_simulation.sbatch 3000 example_5_jobs
# sbatch --wait --verbose --array=2001-$(shell cat example_5_jobs | wc -l) run_simulation.sbatch 4000 example_5_jobs
example_6_jobs: 06_irr_dv.R irr_dv_simulation_base.R grid_sweep.py
sbatch --wait --verbose run_job.sbatch grid_sweep.py --command "Rscript 06_irr_dv.R" --arg_dict '{"N":${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
# example_6_jobs: 06_irr_dv.R irr_dv_simulation_base.R grid_sweep.py pl_methods.R
# sbatch --wait --verbose run_job.sbatch 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},"coder_accuracy":${irr_coder_accuracy}}' --outfile example_6_jobs
remember_irr.RDS: example_5.feather example_6.feather plot_irr_example.R plot_irr_dv_example.R summarize_estimator.R
# example_6.feather:example_6_jobs
# rm -f example_6.feather
# sbatch --wait --verbose --array=1-1000 run_simulation.sbatch 0 example_6_jobs
# sbatch --wait --verbose --array=1001-2000 run_simulation.sbatch 1000 example_6_jobs
# sbatch --wait --verbose --array=2001-$(shell cat example_6_jobs | wc -l) run_simulation.sbatch 2000 example_6_jobs
remember_irr.RDS: example_5.feather plot_irr_example.R plot_irr_dv_example.R summarize_estimator.R
rm -f remember_irr.RDS
sbatch --wait --verbose run_job.sbatch Rscript plot_irr_example.R --infile example_5.feather --name "plot.df.example.5"
sbatch --wait --verbose run_job.sbatch Rscript plot_irr_dv_example.R --infile example_6.feather --name "plot.df.example.6"
# sbatch --wait --verbose run_job.sbatch Rscript plot_irr_dv_example.R --infile example_6.feather --name "plot.df.example.6"

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@ -4,23 +4,47 @@ options(amelia.parallel="no",
amelia.ncpus=1)
library(Amelia)
source("measerr_methods.R") ## for my more generic function.
source("pl_methods.R")
source("measerr_methods_2.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)]
run_simulation_depvar <- function(df, result, outcome_formula = y ~ x + z, coder_formulas = list(y.obs.0 ~ 1, y.obs.1 ~ 1), proxy_formula = w_pred ~ y.obs.1+y.obs.0+y){
(accuracy <- df[,mean(w_pred==y)])
result <- append(result, list(accuracy=accuracy))
(error.cor.z <- cor(df$x, df$w_pred - df$z))
(error.cor.x <- cor(df$x, df$w_pred - df$y))
(error.cor.y <- cor(df$y, df$y - df$w_pred))
result <- append(result, list(error.cor.x = error.cor.x,
error.cor.z = error.cor.z,
error.cor.y = error.cor.y))
model.null <- glm(y~1, data=df,family=binomial(link='logit'))
(model.true <- glm(y ~ x + z, data=df,family=binomial(link='logit')))
(lik.ratio <- exp(logLik(model.true) - logLik(model.null)))
(model.true <- glm(y ~ x + z, data=df, family=binomial(link='logit')))
true.ci.Bxy <- confint(model.true)['x',]
true.ci.Bzy <- confint(model.true)['z',]
result <- append(result, list(lik.ratio=lik.ratio))
result <- append(result, list(Bxy.est.true=coef(model.true)['x'],
Bzy.est.true=coef(model.true)['z'],
Bxy.ci.upper.true = true.ci.Bxy[2],
Bxy.ci.lower.true = true.ci.Bxy[1],
Bzy.ci.upper.true = true.ci.Bzy[2],
Bzy.ci.lower.true = true.ci.Bzy[1]))
(model.naive <- lm(y~w_pred+z, data=df))
naive.ci.Bxy <- confint(model.naive)['w_pred',]
naive.ci.Bzy <- confint(model.naive)['z',]
result <- append(result, list(Bxy.est.naive=coef(model.naive)['w_pred'],
Bzy.est.naive=coef(model.naive)['z'],
Bxy.ci.upper.naive = naive.ci.Bxy[2],
Bxy.ci.lower.naive = naive.ci.Bxy[1],
Bzy.ci.upper.naive = naive.ci.Bzy[2],
Bzy.ci.lower.naive = naive.ci.Bzy[1]))
@ -37,20 +61,20 @@ run_simulation_depvar <- function(df, result, outcome_formula = y ~ x + z, rater
Bzy.ci.lower.loa0.feasible = loa0.ci.Bzy[1]))
df.loa0.mle <- copy(df)
df.loa0.mle[,y:=y.obs.0]
loa0.mle <- measerr_mle_dv(df.loa0.mle, outcome_formula=outcome_formula, proxy_formula=proxy_formula)
fisher.info <- solve(loa0.mle$hessian)
coef <- loa0.mle$par
ci.upper <- coef + sqrt(diag(fisher.info)) * 1.96
ci.lower <- coef - sqrt(diag(fisher.info)) * 1.96
## df.loa0.mle <- copy(df)
## df.loa0.mle[,y:=y.obs.0]
## loa0.mle <- measerr_mle_dv(df.loa0.mle, outcome_formula=outcome_formula, proxy_formula=proxy_formula)
## fisher.info <- solve(loa0.mle$hessian)
## coef <- loa0.mle$par
## ci.upper <- coef + sqrt(diag(fisher.info)) * 1.96
## ci.lower <- coef - sqrt(diag(fisher.info)) * 1.96
result <- append(result, list(Bxy.est.loa0.mle=coef['x'],
Bzy.est.loa0.mle=coef['z'],
Bxy.ci.upper.loa0.mle = ci.upper['x'],
Bxy.ci.lower.loa0.mle = ci.lower['x'],
Bzy.ci.upper.loa0.mle = ci.upper['z'],
Bzy.ci.lower.loa0.mle = ci.upper['z']))
## result <- append(result, list(Bxy.est.loa0.mle=coef['x'],
## Bzy.est.loa0.mle=coef['z'],
## Bxy.ci.upper.loa0.mle = ci.upper['x'],
## Bxy.ci.lower.loa0.mle = ci.lower['x'],
## Bzy.ci.upper.loa0.mle = ci.upper['z'],
## Bzy.ci.lower.loa0.mle = ci.upper['z']))
loco.feasible <- glm(y.obs.0 ~ x + z, data = df[(!is.na(y.obs.0)) & (y.obs.1 == y.obs.0)], family=binomial(link='logit'))
@ -64,29 +88,110 @@ run_simulation_depvar <- function(df, result, outcome_formula = y ~ x + z, rater
Bzy.ci.upper.loco.feasible = loco.feasible.ci.Bzy[2],
Bzy.ci.lower.loco.feasible = loco.feasible.ci.Bzy[1]))
## df.double.proxy <- copy(df)
## df.double.proxy <- df.double.proxy[,y.obs:=NA]
## df.double.proxy <- df.double.proxy[,y:=NA]
## double.proxy.mle <- measerr_irr_mle_dv(df.double.proxy, outcome_formula=y~x+z, outcome_family=binomial(link='logit'), coder_formulas=list(y.obs.0 ~ y), proxy_formula=w_pred ~ y.obs.0 + y, proxy_family=binomial(link='logit'))
## print(double.proxy.mle$hessian)
## fisher.info <- solve(double.proxy.mle$hessian)
## coef <- double.proxy.mle$par
## ci.upper <- coef + sqrt(diag(fisher.info)) * 1.96
## ci.lower <- coef - sqrt(diag(fisher.info)) * 1.96
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
## result <- append(result, list(Bxy.est.double.proxy=coef['x'],
## Bzy.est.double.proxy=coef['z'],
## Bxy.ci.upper.double.proxy = ci.upper['x'],
## Bxy.ci.lower.double.proxy = ci.lower['x'],
## Bzy.ci.upper.double.proxy = ci.upper['z'],
## Bzy.ci.lower.double.proxy = ci.lower['z']))
df.triple.proxy <- copy(df)
df.triple.proxy <- df.triple.proxy[,y.obs:=NA]
df.triple.proxy <- df.triple.proxy[,y:=NA]
triple.proxy.mle <- measerr_irr_mle_dv(df.triple.proxy, outcome_formula=outcome_formula, outcome_family=binomial(link='logit'), coder_formulas=coder_formulas, proxy_formula=proxy_formula, proxy_family=binomial(link='logit'))
print(triple.proxy.mle$hessian)
fisher.info <- solve(triple.proxy.mle$hessian)
print(fisher.info)
coef <- triple.proxy.mle$par
ci.upper <- coef + sqrt(diag(fisher.info)) * 1.96
ci.lower <- coef - sqrt(diag(fisher.info)) * 1.96
result <- append(result, list(Bxy.est.loco.mle=coef['x'],
Bzy.est.loco.mle=coef['z'],
Bxy.ci.upper.loco.mle = ci.upper['x'],
Bxy.ci.lower.loco.mle = ci.lower['x'],
Bzy.ci.upper.loco.mle = ci.upper['z'],
Bzy.ci.lower.loco.mle = ci.lower['z']))
result <- append(result, list(Bxy.est.triple.proxy=coef['x'],
Bzy.est.triple.proxy=coef['z'],
Bxy.ci.upper.triple.proxy = ci.upper['x'],
Bxy.ci.lower.triple.proxy = ci.lower['x'],
Bzy.ci.upper.triple.proxy = ci.upper['z'],
Bzy.ci.lower.triple.proxy = ci.lower['z']))
print(rater_formula)
print(proxy_formula)
## df.loco.mle <- copy(df)
## df.loco.mle[,y.obs:=NA]
## df.loco.mle[(y.obs.0)==(y.obs.1),y.obs:=y.obs.0]
## df.loco.mle[,y.true:=y]
## df.loco.mle[,y:=y.obs]
## print(df.loco.mle[!is.na(y.obs.1),mean(y.true==y,na.rm=TRUE)])
## loco.mle <- measerr_mle_dv(df.loco.mle, outcome_formula=outcome_formula, proxy_formula=proxy_formula)
## fisher.info <- solve(loco.mle$hessian)
## coef <- loco.mle$par
## ci.upper <- coef + sqrt(diag(fisher.info)) * 1.96
## ci.lower <- coef - sqrt(diag(fisher.info)) * 1.96
## result <- append(result, list(Bxy.est.loco.mle=coef['x'],
## Bzy.est.loco.mle=coef['z'],
## Bxy.ci.upper.loco.mle = ci.upper['x'],
## Bxy.ci.lower.loco.mle = ci.lower['x'],
## Bzy.ci.upper.loco.mle = ci.upper['z'],
## Bzy.ci.lower.loco.mle = ci.lower['z']))
## my implementatoin of liklihood based correction
mod.zhang <- zhang.mle.dv(df.loco.mle)
coef <- coef(mod.zhang)
ci <- confint(mod.zhang,method='quad')
result <- append(result,
list(Bxy.est.zhang = coef['Bxy'],
Bxy.ci.upper.zhang = ci['Bxy','97.5 %'],
Bxy.ci.lower.zhang = ci['Bxy','2.5 %'],
Bzy.est.zhang = coef['Bzy'],
Bzy.ci.upper.zhang = ci['Bzy','97.5 %'],
Bzy.ci.lower.zhang = ci['Bzy','2.5 %']))
print(df.loco.mle)
# amelia says use normal distribution for binary variables.
tryCatch({
amelia.out.k <- amelia(df.loco.mle, m=200, p2s=0, idvars=c('y','ystar','w','y.obs.1','y.obs.0','y.true'))
mod.amelia.k <- zelig(y.obs~x+z, model='ls', data=amelia.out.k$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,
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,
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){
message("An error occurred:\n",e)
result$error <- paste0(result$error,'\n', e)
})
## 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)

View File

@ -3,10 +3,10 @@ library(matrixStats) # for numerically stable logsumexps
options(amelia.parallel="no",
amelia.ncpus=1)
library(Amelia)
source("measerr_methods.R")
source("pl_methods.R")
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){
run_simulation <- function(df, result, outcome_formula = y ~ x + z, proxy_formula = w_pred ~ x, coder_formulas=list(x.obs.1~x, x.obs.0~x), truth_formula = x ~ z){
accuracy <- df[,mean(w_pred==x)]
result <- append(result, list(accuracy=accuracy))
@ -24,6 +24,8 @@ run_simulation <- function(df, result, outcome_formula = y ~ x + z, proxy_formul
loa0.feasible <- lm(y ~ x.obs.0 + z, data = df[!(is.na(x.obs.1))])
loa0.ci.Bxy <- confint(loa0.feasible)['x.obs.0',]
@ -35,7 +37,7 @@ run_simulation <- function(df, result, outcome_formula = y ~ x + z, proxy_formul
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]))
print("fitting loa0 model")
df.loa0.mle <- copy(df)
df.loa0.mle[,x:=x.obs.0]
@ -52,8 +54,11 @@ run_simulation <- function(df, result, outcome_formula = y ~ x + z, proxy_formul
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',]
@ -65,41 +70,152 @@ run_simulation <- function(df, result, outcome_formula = y ~ x + z, proxy_formul
Bzy.ci.lower.loco.feasible = loco.feasible.ci.Bzy[1]))
(model.naive <- lm(y~w_pred+z, data=df))
naive.ci.Bxy <- confint(model.naive)['w_pred',]
naive.ci.Bzy <- confint(model.naive)['z',]
result <- append(result, list(Bxy.est.naive=coef(model.naive)['w_pred'],
Bzy.est.naive=coef(model.naive)['z'],
Bxy.ci.upper.naive = naive.ci.Bxy[2],
Bxy.ci.lower.naive = naive.ci.Bxy[1],
Bzy.ci.upper.naive = naive.ci.Bzy[2],
Bzy.ci.lower.naive = naive.ci.Bzy[1]))
print("fitting loco model")
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.accuracy <- df.loco.mle[(!is.na(x.obs.1)) & (x.obs.1 == x.obs.0),mean(x.obs.1 == x.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'],
result <- append(result, list(loco.accuracy=loco.accuracy,
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.lower['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)
df.double.proxy.mle <- copy(df)
df.double.proxy.mle[,x.obs:=NA]
print("fitting double proxy model")
double.proxy.mle <- measerr_irr_mle(df.double.proxy.mle, outcome_formula=outcome_formula, proxy_formula=proxy_formula, coder_formulas=coder_formulas[1], truth_formula=truth_formula)
fisher.info <- solve(double.proxy.mle$hessian)
coef <- double.proxy.mle$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.double.proxy=coef['x'],
Bzy.est.double.proxy=coef['z'],
Bxy.ci.upper.double.proxy = ci.upper['x'],
Bxy.ci.lower.double.proxy = ci.lower['x'],
Bzy.ci.upper.double.proxy = ci.upper['z'],
Bzy.ci.lower.double.proxy = ci.lower['z']))
df.triple.proxy.mle <- copy(df)
df.triple.proxy.mle[,x.obs:=NA]
print("fitting triple proxy model")
triple.proxy.mle <- measerr_irr_mle(df.triple.proxy.mle, outcome_formula=outcome_formula, proxy_formula=proxy_formula, coder_formulas=coder_formulas, truth_formula=truth_formula)
fisher.info <- solve(triple.proxy.mle$hessian)
coef <- triple.proxy.mle$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.triple.proxy=coef['x'],
Bzy.est.triple.proxy=coef['z'],
Bxy.ci.upper.triple.proxy = ci.upper['x'],
Bxy.ci.lower.triple.proxy = ci.lower['x'],
Bzy.ci.upper.triple.proxy = ci.upper['z'],
Bzy.ci.lower.triple.proxy = ci.lower['z']))
tryCatch({
amelia.out.k <- amelia(df.loco.mle, m=200, p2s=0, idvars=c('x.true','w','x.obs.1','x.obs.0','x'))
mod.amelia.k <- zelig(y~x.obs+z, model='ls', data=amelia.out.k$imputations, cite=FALSE)
(coefse <- combine_coef_se(mod.amelia.k, messages=FALSE))
est.x.mi <- coefse['x.obs','Estimate']
est.x.se <- coefse['x.obs','Std.Error']
result <- append(result,
list(Bxy.est.amelia.full = est.x.mi,
Bxy.ci.upper.amelia.full = est.x.mi + 1.96 * est.x.se,
Bxy.ci.lower.amelia.full = est.x.mi - 1.96 * est.x.se
))
est.z.mi <- coefse['z','Estimate']
est.z.se <- coefse['z','Std.Error']
result <- append(result,
list(Bzy.est.amelia.full = est.z.mi,
Bzy.ci.upper.amelia.full = est.z.mi + 1.96 * est.z.se,
Bzy.ci.lower.amelia.full = est.z.mi - 1.96 * est.z.se
))
},
error = function(e){
message("An error occurred:\n",e)
result$error <-paste0(result$error,'\n', e)
}
)
tryCatch({
mod.zhang.lik <- zhang.mle.iv(df.loco.mle)
coef <- coef(mod.zhang.lik)
ci <- confint(mod.zhang.lik,method='quad')
result <- append(result,
list(Bxy.est.zhang = coef['Bxy'],
Bxy.ci.upper.zhang = ci['Bxy','97.5 %'],
Bxy.ci.lower.zhang = ci['Bxy','2.5 %'],
Bzy.est.zhang = coef['Bzy'],
Bzy.ci.upper.zhang = ci['Bzy','97.5 %'],
Bzy.ci.lower.zhang = ci['Bzy','2.5 %']))
},
error = function(e){
message("An error occurred:\n",e)
result$error <- paste0(result$error,'\n', e)
})
df <- df.loco.mle
N <- nrow(df)
m <- nrow(df[!is.na(x.obs)])
p <- v <- train <- rep(0,N)
M <- m
p[(M+1):(N)] <- 1
v[1:(M)] <- 1
df <- df[order(x.obs)]
y <- df[,y]
x <- df[,x.obs]
z <- df[,z]
w <- df[,w_pred]
# gmm gets pretty close
(gmm.res <- predicted_covariates(y, x, z, w, v, train, p, max_iter=100, verbose=TRUE))
result <- append(result,
list(Bxy.est.gmm = gmm.res$beta[1,1],
Bxy.ci.upper.gmm = gmm.res$confint[1,2],
Bxy.ci.lower.gmm = gmm.res$confint[1,1],
gmm.ER_pval = gmm.res$ER_pval
))
result <- append(result,
list(Bzy.est.gmm = gmm.res$beta[2,1],
Bzy.ci.upper.gmm = gmm.res$confint[2,2],
Bzy.ci.lower.gmm = gmm.res$confint[2,1]))
## 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)

View File

@ -1,5 +1,6 @@
library(formula.tools)
library(matrixStats)
library(optimx)
library(bbmle)
## df: dataframe to model
## outcome_formula: formula for y | x, z
@ -113,227 +114,18 @@ 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'),method='optim'){
### 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
if(method=='optim'){
fit <- optim(start, fn = nll, lower=lower, method='L-BFGS-B', hessian=TRUE, control=list(maxit=1e6))
} else {
quoted.names <- gsub("[\\(\\)]",'',names(start))
print(quoted.names)
text <- paste("function(", paste0(quoted.names,'=',start,collapse=','),"){params<-c(",paste0(quoted.names,collapse=','),");return(nll(params))}")
measerr_mle_nll <- eval(parse(text=text))
names(start) <- quoted.names
names(lower) <- quoted.names
fit <- mle2(minuslogl=measerr_mle_nll, start=start, lower=lower, parnames=params,control=list(maxit=1e6),method='L-BFGS-B')
}
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'),method='optim'){
df.obs <- model.frame(outcome_formula, df)
response.var <- all.vars(outcome_formula)[1]
proxy.variable <- all.vars(proxy_formula)[1]
truth.variable <- all.vars(truth_formula)[1]
outcome.model.matrix <- model.matrix(outcome_formula, df)
proxy.model.matrix <- model.matrix(proxy_formula, df)
y.obs <- with(df.obs,eval(parse(text=response.var)))
measerr_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
n.outcome.model.covars <- dim(outcome.model.matrix)[2]
outcome.params <- params[param.idx:n.outcome.model.covars]
@ -343,7 +135,6 @@ measerr_mle <- function(df, outcome_formula, outcome_family=gaussian(), proxy_fo
if(outcome_family$family == "gaussian"){
sigma.y <- params[param.idx]
param.idx <- param.idx + 1
# outcome_formula likelihood using linear regression
ll.y.obs <- dnorm(y.obs, outcome.params %*% t(outcome.model.matrix),sd=sigma.y, log=TRUE)
}
@ -363,7 +154,7 @@ measerr_mle <- function(df, outcome_formula, outcome_family=gaussian(), proxy_fo
}
df.obs <- model.frame(truth_formula, df)
truth.variable <- all.vars(truth_formula)[1]
truth.obs <- with(df.obs, eval(parse(text=truth.variable)))
truth.model.matrix <- model.matrix(truth_formula,df)
n.truth.model.covars <- dim(truth.model.matrix)[2]
@ -468,3 +259,338 @@ measerr_mle <- function(df, outcome_formula, outcome_family=gaussian(), proxy_fo
return(fit)
}
## Experimental, but probably works.
measerr_irr_mle <- function(df, outcome_formula, outcome_family=gaussian(), coder_formulas=list(x.obs.0~x, x.obs.1~x), proxy_formula, proxy_family=binomial(link='logit'), truth_formula, truth_family=binomial(link='logit'),method='optim'){
### in this scenario, the ground truth also has measurement error, but we have repeated measures for it.
# this time we never get to observe the true X
outcome.model.matrix <- model.matrix(outcome_formula, df)
proxy.model.matrix <- model.matrix(proxy_formula, df)
response.var <- all.vars(outcome_formula)[1]
proxy.var <- all.vars(proxy_formula)[1]
param.var <- all.vars(truth_formula)[1]
truth.var<- all.vars(truth_formula)[1]
y <- with(df,eval(parse(text=response.var)))
nll <- function(params){
param.idx <- 1
n.outcome.model.covars <- dim(outcome.model.matrix)[2]
outcome.params <- params[param.idx:n.outcome.model.covars]
param.idx <- param.idx + n.outcome.model.covars
if(outcome_family$family == "gaussian"){
sigma.y <- params[param.idx]
param.idx <- param.idx + 1
}
n.proxy.model.covars <- dim(proxy.model.matrix)[2]
proxy.params <- params[param.idx:(n.proxy.model.covars+param.idx-1)]
param.idx <- param.idx + n.proxy.model.covars
df.temp <- copy(df)
if((truth_family$family == "binomial")
& (truth_family$link=='logit')){
integrate.grid <- expand.grid(replicate(1 + length(coder_formulas), c(0,1), simplify=FALSE))
ll.parts <- matrix(nrow=nrow(df),ncol=nrow(integrate.grid))
for(i in 1:nrow(integrate.grid)){
# setup the dataframe for this row
row <- integrate.grid[i,]
df.temp[[param.var]] <- row[[1]]
ci <- 2
for(coder_formula in coder_formulas){
coder.var <- all.vars(coder_formula)[1]
df.temp[[coder.var]] <- row[[ci]]
ci <- ci + 1
}
outcome.model.matrix <- model.matrix(outcome_formula, df.temp)
if(outcome_family$family == "gaussian"){
ll.y <- dnorm(y, outcome.params %*% t(outcome.model.matrix), sd=sigma.y, log=TRUE)
}
if(proxy_family$family=="binomial" & (proxy_family$link=='logit')){
proxy.model.matrix <- model.matrix(proxy_formula, df.temp)
ll.w <- vector(mode='numeric', length=dim(proxy.model.matrix)[1])
proxyvar <- with(df.temp,eval(parse(text=proxy.var)))
ll.w[proxyvar==1] <- plogis(proxy.params %*% t(proxy.model.matrix[proxyvar==1,]),log=TRUE)
ll.w[proxyvar==0] <- plogis(proxy.params %*% t(proxy.model.matrix[proxyvar==0,]),log=TRUE,lower.tail=FALSE)
}
## probability of the coded variables
coder.lls <- matrix(nrow=nrow(df.temp),ncol=length(coder_formulas))
ci <- 1
for(coder_formula in coder_formulas){
coder.model.matrix <- model.matrix(coder_formula, df.temp)
n.coder.model.covars <- dim(coder.model.matrix)[2]
coder.params <- params[param.idx:(n.coder.model.covars + param.idx - 1)]
param.idx <- param.idx + n.coder.model.covars
coder.var <- all.vars(coder_formula)[1]
x.obs <- with(df.temp, eval(parse(text=coder.var)))
true.codervar <- df[[all.vars(coder_formula)[1]]]
ll.coder <- vector(mode='numeric', length=dim(coder.model.matrix)[1])
ll.coder[x.obs==1] <- plogis(coder.params %*% t(coder.model.matrix[x.obs==1,]),log=TRUE)
ll.coder[x.obs==0] <- plogis(coder.params %*% t(coder.model.matrix[x.obs==0,]),log=TRUE,lower.tail=FALSE)
# don't count when we know the observed value, unless we're accounting for observed value
ll.coder[(!is.na(true.codervar)) & (true.codervar != x.obs)] <- NA
coder.lls[,ci] <- ll.coder
ci <- ci + 1
}
truth.model.matrix <- model.matrix(truth_formula, df.temp)
n.truth.model.covars <- dim(truth.model.matrix)[2]
truth.params <- params[param.idx:(n.truth.model.covars + param.idx - 1)]
for(coder_formula in coder_formulas){
coder.model.matrix <- model.matrix(coder_formula, df.temp)
n.coder.model.covars <- dim(coder.model.matrix)[2]
param.idx <- param.idx - n.coder.model.covars
}
x <- with(df.temp, eval(parse(text=truth.var)))
ll.truth <- vector(mode='numeric', length=dim(truth.model.matrix)[1])
ll.truth[x==1] <- plogis(truth.params %*% t(truth.model.matrix[x==1,]), log=TRUE)
ll.truth[x==0] <- plogis(truth.params %*% t(truth.model.matrix[x==0,]), log=TRUE, lower.tail=FALSE)
true.truthvar <- df[[all.vars(truth_formula)[1]]]
if(!is.null(true.truthvar)){
# ll.truth[(!is.na(true.truthvar)) & (true.truthvar != truthvar)] <- -Inf
# ll.truth[(!is.na(true.truthvar)) & (true.truthvar == truthvar)] <- 0
}
ll.parts[,i] <- ll.y + ll.w + apply(coder.lls,1,sum) + ll.truth
}
lls <- rowLogSumExps(ll.parts,na.rm=TRUE)
## likelihood of observed data
target <- -1 * sum(lls)
return(target)
}
}
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
}
proxy.params <- colnames(model.matrix(proxy_formula, df))
params <- c(params, paste0('proxy_',proxy.params))
positive.params <- paste0('proxy_',truth.var)
lower <- c(lower, rep(-Inf, length(proxy.params)))
names(lower) <- params
lower[positive.params] <- 0.01
ci <- 0
for(coder_formula in coder_formulas){
coder.params <- colnames(model.matrix(coder_formula,df))
params <- c(params, paste0('coder_',ci,coder.params))
positive.params <- paste0('coder_', ci, truth.var)
ci <- ci + 1
lower <- c(lower, rep(-Inf, length(coder.params)))
names(lower) <- params
lower[positive.params] <- 0.01
}
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
names(lower) <- params
if(method=='optim'){
print(start)
fit <- optim(start, fn = nll, lower=lower, method='L-BFGS-B', hessian=TRUE, control=list(maxit=1e6))
} else {
quoted.names <- gsub("[\\(\\)]",'',names(start))
print(quoted.names)
text <- paste("function(", paste0(quoted.names,'=',start,collapse=','),"){params<-c(",paste0(quoted.names,collapse=','),");return(nll(params))}")
measerr_mle_nll <- eval(parse(text=text))
names(start) <- quoted.names
names(lower) <- quoted.names
fit <- mle2(minuslogl=measerr_mle_nll, start=start, lower=lower, method='L-BFGS-B',control=list(maxit=1e6))
}
return(fit)
}
## Experimental, and does not work.
measerr_irr_mle_dv <- function(df, outcome_formula, outcome_family=binomial(link='logit'), coder_formulas=list(y.obs.0~y+w_pred+y.obs.1,y.obs.1~y+w_pred+y.obs.0), proxy_formula=w_pred~y, proxy_family=binomial(link='logit'),method='optim'){
integrate.grid <- expand.grid(replicate(1 + length(coder_formulas), c(0,1), simplify=FALSE))
print(integrate.grid)
outcome.model.matrix <- model.matrix(outcome_formula, df)
n.outcome.model.covars <- dim(outcome.model.matrix)[2]
### in this scenario, the ground truth also has measurement error, but we have repeated measures for it.
# this time we never get to observe the true X
nll <- function(params){
param.idx <- 1
outcome.params <- params[param.idx:n.outcome.model.covars]
param.idx <- param.idx + n.outcome.model.covars
proxy.model.matrix <- model.matrix(proxy_formula, df)
n.proxy.model.covars <- dim(proxy.model.matrix)[2]
response.var <- all.vars(outcome_formula)[1]
if(outcome_family$family == "gaussian"){
sigma.y <- params[param.idx]
param.idx <- param.idx + 1
}
proxy.params <- params[param.idx:(n.proxy.model.covars+param.idx-1)]
param.idx <- param.idx + n.proxy.model.covars
df.temp <- copy(df)
if((outcome_family$family == "binomial")
& (outcome_family$link=='logit')){
ll.parts <- matrix(nrow=nrow(df),ncol=nrow(integrate.grid))
for(i in 1:nrow(integrate.grid)){
# setup the dataframe for this row
row <- integrate.grid[i,]
df.temp[[response.var]] <- row[[1]]
ci <- 2
for(coder_formula in coder_formulas){
codervar <- all.vars(coder_formula)[1]
df.temp[[codervar]] <- row[[ci]]
ci <- ci + 1
}
outcome.model.matrix <- model.matrix(outcome_formula, df.temp)
if(outcome_family$family == "gaussian"){
ll.y <- dnorm(df.temp[[response.var]], outcome.params %*% t(outcome.model.matrix), sd=sigma.y, log=T)
}
if(outcome_family$family == "binomial" & (outcome_family$link=='logit')){
ll.y <- vector(mode='numeric',length=nrow(df.temp))
ll.y[df.temp[[response.var]]==1] <- plogis( outcome.params %*% t(outcome.model.matrix), log=TRUE)
ll.y[df.temp[[response.var]]==0] <- plogis( outcome.params %*% t(outcome.model.matrix), log=TRUE,lower.tail=FALSE)
}
if(proxy_family$family=="binomial" & (proxy_family$link=='logit')){
proxy.model.matrix <- model.matrix(proxy_formula, df.temp)
ll.w <- vector(mode='numeric', length=dim(proxy.model.matrix)[1])
proxyvar <- with(df.temp,eval(parse(text=all.vars(proxy_formula)[1])))
ll.w[proxyvar==1] <- plogis(proxy.params %*% t(proxy.model.matrix[proxyvar==1,]),log=TRUE)
ll.w[proxyvar==0] <- plogis(proxy.params %*% t(proxy.model.matrix[proxyvar==0,]),log=TRUE,lower.tail=FALSE)
}
## probability of the coded variables
coder.lls <- matrix(nrow=nrow(df.temp),ncol=length(coder_formulas))
ci <- 1
for(coder_formula in coder_formulas){
coder.model.matrix <- model.matrix(coder_formula, df.temp)
n.coder.model.covars <- dim(coder.model.matrix)[2]
coder.params <- params[param.idx:(n.coder.model.covars + param.idx - 1)]
param.idx <- param.idx + n.coder.model.covars
codervar <- with(df.temp, eval(parse(text=all.vars(coder_formula)[1])))
true.codervar <- df[[all.vars(coder_formula)[1]]]
ll.coder <- vector(mode='numeric', length=dim(coder.model.matrix)[1])
ll.coder[codervar==1] <- plogis(coder.params %*% t(coder.model.matrix[codervar==1,]),log=TRUE)
ll.coder[codervar==0] <- plogis(coder.params %*% t(coder.model.matrix[codervar==0,]),log=TRUE,lower.tail=FALSE)
# don't count when we know the observed value, unless we're accounting for observed value
ll.coder[(!is.na(true.codervar)) & (true.codervar != codervar)] <- NA
coder.lls[,ci] <- ll.coder
ci <- ci + 1
}
for(coder_formula in coder_formulas){
coder.model.matrix <- model.matrix(coder_formula, df.temp)
n.coder.model.covars <- dim(coder.model.matrix)[2]
param.idx <- param.idx - n.coder.model.covars
}
ll.parts[,i] <- ll.y + ll.w + apply(coder.lls,1,function(x) sum(x))
}
lls <- rowLogSumExps(ll.parts,na.rm=TRUE)
## likelihood of observed data
target <- -1 * sum(lls)
print(target)
print(params)
return(target)
}
}
outcome.params <- colnames(model.matrix(outcome_formula,df))
response.var <- all.vars(outcome_formula)[1]
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
}
## constrain the model of the coder and proxy vars
## this is to ensure identifiability
## it is a safe assumption because the coders aren't hostile (wrong more often than right)
## so we can assume that y ~Bw, B is positive
proxy.params <- colnames(model.matrix(proxy_formula, df))
positive.params <- paste0('proxy_',response.var)
params <- c(params, paste0('proxy_',proxy.params))
lower <- c(lower, rep(-Inf, length(proxy.params)))
names(lower) <- params
lower[positive.params] <- 0.001
ci <- 0
for(coder_formula in coder_formulas){
coder.params <- colnames(model.matrix(coder_formula,df))
latent.coder.params <- coder.params %in% response.var
params <- c(params, paste0('coder_',ci,coder.params))
positive.params <- paste0('coder_',ci,response.var)
ci <- ci + 1
lower <- c(lower, rep(-Inf, length(coder.params)))
names(lower) <-params
lower[positive.params] <- 0.001
}
## init by using the "loco model"
temp.df <- copy(df)
temp.df <- temp.df[y.obs.1 == y.obs.0, y:=y.obs.1]
loco.model <- glm(outcome_formula, temp.df, family=outcome_family)
start <- rep(1,length(params))
names(start) <- params
start[names(coef(loco.model))] <- coef(loco.model)
names(lower) <- params
if(method=='optim'){
print(lower)
fit <- optim(start, fn = nll, lower=lower, method='L-BFGS-B', hessian=TRUE,control=list(maxit=1e6))
} else {
quoted.names <- gsub("[\\(\\)]",'',names(start))
print(quoted.names)
text <- paste("function(", paste0(quoted.names,'=',start,collapse=','),"){params<-c(",paste0(quoted.names,collapse=','),");return(nll(params))}")
measerr_mle_nll <- eval(parse(text=text))
names(start) <- quoted.names
names(lower) <- quoted.names
fit <- mle2(minuslogl=measerr_mle_nll, start=start, lower=lower, parnames=params,control=list(maxit=1e6),method='L-BFGS-B')
}
return(fit)
}

View File

@ -6,7 +6,7 @@ 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)
@ -87,6 +87,7 @@ build_plot_dataset <- function(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)
@ -97,6 +98,7 @@ 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')

View File

@ -9,7 +9,7 @@ source("summarize_estimator.R")
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_2.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)
@ -76,13 +76,13 @@ build_plot_dataset <- function(df){
z.amelia.full <- summarize.estimator(df, 'amelia.full', 'z')
x.mecor <- summarize.estimator(df, 'mecor', 'x')
## x.mecor <- summarize.estimator(df, 'mecor', 'x')
z.mecor <- summarize.estimator(df, 'mecor', 'z')
## z.mecor <- summarize.estimator(df, 'mecor', 'z')
x.mecor <- summarize.estimator(df, 'mecor', 'x')
## x.mecor <- summarize.estimator(df, 'mecor', 'x')
z.mecor <- summarize.estimator(df, 'mecor', 'z')
## z.mecor <- summarize.estimator(df, 'mecor', 'z')
x.mle <- summarize.estimator(df, 'mle', 'x')
@ -97,7 +97,7 @@ build_plot_dataset <- function(df){
z.gmm <- summarize.estimator(df, 'gmm', 'z')
accuracy <- df[,mean(accuracy)]
plot.df <- rbindlist(list(x.true,z.true,x.naive,z.naive,x.amelia.full,z.amelia.full,x.mecor, z.mecor, x.gmm, z.gmm, x.feasible, z.feasible,z.mle, x.mle, x.zhang, z.zhang, x.gmm, z.gmm),use.names=T)
plot.df <- rbindlist(list(x.true,z.true,x.naive,z.naive,x.amelia.full,z.amelia.full,x.gmm, z.gmm, x.feasible, z.feasible,z.mle, x.mle, x.zhang, z.zhang, x.gmm, z.gmm),use.names=T)
plot.df[,accuracy := accuracy]
plot.df <- plot.df[,":="(sd.est=sqrt(var.est)/N.sims)]
return(plot.df)
@ -105,6 +105,7 @@ build_plot_dataset <- function(df){
sims.df <- read_feather(args$infile)
unique(sims.df[,.N,by=.(N,m)])
print(unique(sims.df$N))
# df <- df[apply(df,1,function(x) !any(is.na(x)))]

View File

@ -17,6 +17,10 @@ build_plot_dataset <- function(df){
z.true <- summarize.estimator(df, 'true','z')
x.naive <- summarize.estimator(df, 'naive','x')
z.naive <- summarize.estimator(df, 'naive','z')
x.loa0.feasible <- summarize.estimator(df, 'loa0.feasible','x')
z.loa0.feasible <- summarize.estimator(df,'loa0.feasible','z')
@ -34,8 +38,14 @@ build_plot_dataset <- function(df){
z.loco.mle <- summarize.estimator(df, 'loco.mle', 'z')
z.loco.amelia <- summarize.estimator(df, 'amelia.full', 'z')
x.loco.amelia <- summarize.estimator(df, 'amelia.full', 'x')
z.loco.zhang <- summarize.estimator(df, 'zhang', 'z')
x.loco.zhang <- summarize.estimator(df, 'zhang', 'x')
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 <- rbindlist(list(x.true,z.true,x.loa0.feasible,z.loa0.feasible,x.naive,z.naive,x.loa0.mle,z.loa0.mle,x.loco.feasible, z.loco.feasible, z.loco.mle, x.loco.mle, x.loco.amelia, z.loco.amelia, z.loco.zhang, x.loco.zhang),use.names=T)
plot.df[,accuracy := accuracy]
plot.df <- plot.df[,":="(sd.est=sqrt(var.est)/N.sims)]
return(plot.df)

View File

@ -17,6 +17,10 @@ build_plot_dataset <- function(df){
z.true <- summarize.estimator(df, 'true','z')
x.naive <- summarize.estimator(df, 'naive','x')
z.naive <- summarize.estimator(df, 'naive','z')
x.loa0.feasible <- summarize.estimator(df, 'loa0.feasible','x')
z.loa0.feasible <- summarize.estimator(df,'loa0.feasible','z')
@ -33,36 +37,55 @@ build_plot_dataset <- function(df){
z.loco.mle <- summarize.estimator(df, 'loco.mle', 'z')
x.loco.mle <- summarize.estimator(df, 'loco.mle', 'x')
z.loco.amelia <- summarize.estimator(df, 'amelia.full', 'z')
x.loco.amelia <- summarize.estimator(df, 'amelia.full', 'x')
z.loco.zhang <- summarize.estimator(df, 'zhang', 'z')
x.loco.zhang <- summarize.estimator(df, 'zhang', 'x')
z.loco.gmm <- summarize.estimator(df, 'gmm', 'z')
x.loco.gmm <- summarize.estimator(df, 'gmm', 'x')
## 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 <- 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, x.loco.amelia, z.loco.amelia,x.loco.zhang, z.loco.zhang,x.loco.gmm, z.loco.gmm,x.naive,z.naive),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))
sims.df <- read_feather(args$infile)
print(unique(sims.df$N))
# df <- df[apply(df,1,function(x) !any(is.na(x)))]
if(!('Bzx' %in% names(plot.df)))
plot.df[,Bzx:=NA]
if(!('Bzx' %in% names(sims.df)))
sims.df[,Bzx:=NA]
if(!('accuracy_imbalance_difference' %in% names(plot.df)))
plot.df[,accuracy_imbalance_difference:=NA]
if(!('accuracy_imbalance_difference' %in% names(sims.df)))
sims.df[,accuracy_imbalance_difference:=NA]
unique(plot.df[,'accuracy_imbalance_difference'])
unique(sims.df[,'accuracy_imbalance_difference'])
#plot.df <- build_plot_dataset(df[accuracy_imbalance_difference==0.1][N==700])
plot.df <- build_plot_dataset(plot.df)
plot.df <- build_plot_dataset(sims.df)
change.remember.file("remember_irr.RDS",clear=TRUE)
remember(plot.df,args$name)
set.remember.prefix(gsub("plot.df.","",args$name))
remember(median(sims.df$loco.accuracy),'med.loco.acc')
#ggplot(df,aes(x=Bxy.est.mle)) + geom_histogram() + facet_grid(accuracy_imbalance_difference ~ Bzy)
## ## ## df[gmm.ER_pval<0.05]

View File

@ -1,8 +1,8 @@
#!/bin/bash
#SBATCH --job-name="simulate measurement error models"
## Allocation Definition
#SBATCH --account=comdata
#SBATCH --partition=compute-bigmem
#SBATCH --account=comdata-ckpt
#SBATCH --partition=ckpt
## Resources
#SBATCH --nodes=1
## Walltime (4 hours)
@ -18,5 +18,6 @@ source ~/.bashrc
TASK_NUM=$(($SLURM_ARRAY_TASK_ID + $1))
TASK_CALL=$(sed -n ${TASK_NUM}p $2)
echo ${TASK_CALL}
${TASK_CALL}

View File

@ -7,6 +7,7 @@ library(Zelig)
library(bbmle)
library(matrixStats) # for numerically stable logsumexps
source("pl_methods.R")
source("measerr_methods.R") ## for my more generic function.
## This uses the pseudolikelihood approach from Carroll page 349.
@ -36,124 +37,6 @@ my.pseudo.mle <- function(df){
}
## model from Zhang's arxiv paper, with predictions for y
## Zhang got this model from Hausman 1998
### I think this is actually eqivalent to the pseudo.mle method
zhang.mle.iv <- function(df){
df.obs <- df[!is.na(x.obs)]
df.unobs <- df[is.na(x.obs)]
tn <- df.obs[(w_pred == 0) & (x.obs == w_pred),.N]
pn <- df.obs[(w_pred==0), .N]
npv <- tn / pn
tp <- df.obs[(w_pred==1) & (x.obs == w_pred),.N]
pp <- df.obs[(w_pred==1),.N]
ppv <- tp / pp
nll <- function(B0=0, Bxy=0, Bzy=0, sigma_y=0.1){
## fpr = 1 - TNR
### Problem: accounting for uncertainty in ppv / npv
## fnr = 1 - TPR
ll.y.obs <- with(df.obs, dnorm(y, B0 + Bxy * x + Bzy * z, sd=sigma_y,log=T))
ll <- sum(ll.y.obs)
# unobserved case; integrate out x
ll.x.1 <- with(df.unobs, dnorm(y, B0 + Bxy + Bzy * z, sd = sigma_y, log=T))
ll.x.0 <- with(df.unobs, dnorm(y, B0 + Bzy * z, sd = sigma_y,log=T))
## case x == 1
lls.x.1 <- colLogSumExps(rbind(log(ppv) + ll.x.1, log(1-ppv) + ll.x.0))
## case x == 0
lls.x.0 <- colLogSumExps(rbind(log(1-npv) + ll.x.1, log(npv) + ll.x.0))
lls <- colLogSumExps(rbind(df.unobs$w_pred * lls.x.1, (1-df.unobs$w_pred) * lls.x.0))
ll <- ll + sum(lls)
return(-ll)
}
mlefit <- mle2(minuslogl = nll, control=list(maxit=1e6), lower=list(sigma_y=0.0001, B0=-Inf, Bxy=-Inf, Bzy=-Inf),
upper=list(sigma_y=Inf, B0=Inf, Bxy=Inf, Bzy=Inf),method='L-BFGS-B')
return(mlefit)
}
## this is equivalent to the pseudo-liklihood model from Caroll
## zhang.mle.dv <- function(df){
## nll <- function(B0=0, Bxy=0, Bzy=0, ppv=0.9, npv=0.9){
## df.obs <- df[!is.na(y.obs)]
## ## fpr = 1 - TNR
## ll.w0y0 <- with(df.obs[y.obs==0],dbinom(1-w_pred,1,npv,log=TRUE))
## ll.w1y1 <- with(df.obs[y.obs==1],dbinom(w_pred,1,ppv,log=TRUE))
## # observed case
## ll.y.obs <- vector(mode='numeric', length=nrow(df.obs))
## ll.y.obs[df.obs$y.obs==1] <- with(df.obs[y.obs==1], plogis(B0 + Bxy * x + Bzy * z,log=T))
## ll.y.obs[df.obs$y.obs==0] <- with(df.obs[y.obs==0], plogis(B0 + Bxy * x + Bzy * z,log=T,lower.tail=FALSE))
## ll <- sum(ll.y.obs) + sum(ll.w0y0) + sum(ll.w1y1)
## # unobserved case; integrate out y
## ## case y = 1
## ll.y.1 <- vector(mode='numeric', length=nrow(df))
## pi.y.1 <- with(df,plogis(B0 + Bxy * x + Bzy*z, log=T))
## ## P(w=1| y=1)P(y=1) + P(w=0|y=1)P(y=1) = P(w=1,y=1) + P(w=0,y=1)
## lls.y.1 <- colLogSumExps(rbind(log(ppv) + pi.y.1, log(1-ppv) + pi.y.1))
## ## case y = 0
## ll.y.0 <- vector(mode='numeric', length=nrow(df))
## pi.y.0 <- with(df,plogis(B0 + Bxy * x + Bzy*z, log=T,lower.tail=FALSE))
## ## P(w=1 | y=0)P(y=0) + P(w=0|y=0)P(y=0) = P(w=1,y=0) + P(w=0,y=0)
## lls.y.0 <- colLogSumExps(rbind(log(npv) + pi.y.0, log(1-npv) + pi.y.0))
## lls <- colLogSumExps(rbind(lls.y.1, lls.y.0))
## ll <- ll + sum(lls)
## return(-ll)
## }
## mlefit <- mle2(minuslogl = nll, control=list(maxit=1e6),method='L-BFGS-B',lower=list(B0=-Inf, Bxy=-Inf, Bzy=-Inf, ppv=0.001,npv=0.001),
## upper=list(B0=Inf, Bxy=Inf, Bzy=Inf,ppv=0.999,npv=0.999))
## return(mlefit)
## }
zhang.mle.dv <- function(df){
df.obs <- df[!is.na(y.obs)]
df.unobs <- df[is.na(y.obs)]
fp <- df.obs[(w_pred==1) & (y.obs != w_pred),.N]
p <- df.obs[(w_pred==1),.N]
fpr <- fp / p
fn <- df.obs[(w_pred==0) & (y.obs != w_pred), .N]
n <- df.obs[(w_pred==0),.N]
fnr <- fn / n
nll <- function(B0=0, Bxy=0, Bzy=0){
## observed case
ll.y.obs <- vector(mode='numeric', length=nrow(df.obs))
ll.y.obs[df.obs$y.obs==1] <- with(df.obs[y.obs==1], plogis(B0 + Bxy * x + Bzy * z,log=T))
ll.y.obs[df.obs$y.obs==0] <- with(df.obs[y.obs==0], plogis(B0 + Bxy * x + Bzy * z,log=T,lower.tail=FALSE))
ll <- sum(ll.y.obs)
pi.y.1 <- with(df,plogis(B0 + Bxy * x + Bzy*z, log=T))
pi.y.0 <- with(df,plogis(B0 + Bxy * x + Bzy*z, log=T,lower.tail=FALSE))
lls <- with(df.unobs, colLogSumExps(rbind(w_pred * colLogSumExps(rbind(log(fpr), log(1 - fnr - fpr)+pi.y.1)),
(1-w_pred) * colLogSumExps(rbind(log(1-fpr), log(1 - fnr - fpr)+pi.y.0)))))
ll <- ll + sum(lls)
return(-ll)
}
mlefit <- mle2(minuslogl = nll, control=list(maxit=1e6),method='L-BFGS-B',lower=c(B0=-Inf, Bxy=-Inf, Bzy=-Inf),
upper=c(B0=Inf, Bxy=Inf, Bzy=Inf))
return(mlefit)
}
## This uses the likelihood approach from Carroll page 353.
## assumes that we have a good measurement error model
@ -208,10 +91,14 @@ my.mle <- function(df){
run_simulation_depvar <- function(df, result, outcome_formula=y~x+z, proxy_formula=w_pred~y){
accuracy <- df[,mean(w_pred==y)]
(accuracy <- df[,mean(w_pred==y)])
result <- append(result, list(accuracy=accuracy))
error.cor.x <- cor(df$x, df$w - df$x)
result <- append(result, list(error.cor.x = error.cor.x))
(error.cor.z <- cor(df$z, df$y - df$w_pred))
(error.cor.x <- cor(df$x, df$y - df$w_pred))
(error.cor.y <- cor(df$y, df$y - df$w_pred))
result <- append(result, list(error.cor.x = error.cor.x,
error.cor.z = error.cor.z,
error.cor.y = error.cor.y))
model.null <- glm(y~1, data=df,family=binomial(link='logit'))
(model.true <- glm(y ~ x + z, data=df,family=binomial(link='logit')))
@ -220,7 +107,7 @@ run_simulation_depvar <- function(df, result, outcome_formula=y~x+z, proxy_formu
true.ci.Bxy <- confint(model.true)['x',]
true.ci.Bzy <- confint(model.true)['z',]
result <- append(result, list(cor.xz=cor(df$x,df$z)))
result <- append(result, list(lik.ratio=lik.ratio))
result <- append(result, list(Bxy.est.true=coef(model.true)['x'],
@ -293,33 +180,26 @@ run_simulation_depvar <- function(df, result, outcome_formula=y~x+z, proxy_formu
# amelia says use normal distribution for binary variables.
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$imputations, cite=FALSE)
(coefse <- combine_coef_se(mod.amelia.k, messages=FALSE))
est.x.mi <- coefse['x','Estimate']
est.x.se <- coefse['x','Std.Error']
result <- append(result,
list(Bxy.est.amelia.full = est.x.mi,
Bxy.ci.upper.amelia.full = est.x.mi + 1.96 * est.x.se,
Bxy.ci.lower.amelia.full = est.x.mi - 1.96 * est.x.se
))
est.z.mi <- coefse['z','Estimate']
est.z.se <- coefse['z','Std.Error']
amelia.out.k <- amelia(df, m=200, p2s=0, idvars=c('y','ystar','w'))
mod.amelia.k <- zelig(y.obs~x+z, model='ls', data=amelia.out.k$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,
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
))
result <- append(result,
list(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){
message("An error occurred:\n",e)
result$error <- paste0(result$error,'\n', e)
})
est.z.mi <- coefse['z','Estimate']
est.z.se <- coefse['z','Std.Error']
result <- append(result,
list(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
))
return(result)
@ -393,7 +273,7 @@ run_simulation <- function(df, result, outcome_formula=y~x+z, proxy_formula=NUL
Bzy.ci.lower.naive = naive.ci.Bzy[1]))
tryCatch({
amelia.out.k <- amelia(df, m=200, p2s=0, idvars=c('x','w'))
mod.amelia.k <- zelig(y~x.obs+z, model='ls', data=amelia.out.k$imputations, cite=FALSE)
(coefse <- combine_coef_se(mod.amelia.k, messages=FALSE))
@ -415,14 +295,7 @@ run_simulation <- function(df, result, outcome_formula=y~x+z, proxy_formula=NUL
Bzy.ci.lower.amelia.full = est.z.mi - 1.96 * est.z.se
))
},
error = function(e){
message("An error occurred:\n",e)
result$error <-paste0(result$error,'\n', e)
}
)
tryCatch({
temp.df <- copy(df)
temp.df <- temp.df[,x:=x.obs]
mod.caroll.lik <- measerr_mle(temp.df, outcome_formula=outcome_formula, proxy_formula=proxy_formula, truth_formula=truth_formula)
@ -439,14 +312,6 @@ run_simulation <- function(df, result, outcome_formula=y~x+z, proxy_formula=NUL
Bzy.est.mle = coef['z'],
Bzy.ci.upper.mle = ci.upper['z'],
Bzy.ci.lower.mle = ci.lower['z']))
},
error = function(e){
message("An error occurred:\n",e)
result$error <- paste0(result$error,'\n', e)
})
tryCatch({
mod.zhang.lik <- zhang.mle.iv(df)
coef <- coef(mod.zhang.lik)
@ -458,12 +323,6 @@ run_simulation <- function(df, result, outcome_formula=y~x+z, proxy_formula=NUL
Bzy.est.zhang = coef['Bzy'],
Bzy.ci.upper.zhang = ci['Bzy','97.5 %'],
Bzy.ci.lower.zhang = ci['Bzy','2.5 %']))
},
error = function(e){
message("An error occurred:\n",e)
result$error <- paste0(result$error,'\n', e)
})
## What if we can't observe k -- most realistic scenario. We can't include all the ML features in a model.
## amelia.out.nok <- amelia(df, m=200, p2s=0, idvars=c("x","w_pred"), noms=noms)
@ -514,29 +373,29 @@ run_simulation <- function(df, result, outcome_formula=y~x+z, proxy_formula=NUL
Bzy.ci.lower.gmm = gmm.res$confint[2,1]))
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'])
)
## 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'])
## )
(mecor.ci <- summary(mod.calibrated.mle)$c$ci['z',])
## (mecor.ci <- summary(mod.calibrated.mle)$c$ci['z',])
result <- append(result, list(
Bzy.est.mecor = mecor.ci['Estimate'],
Bzy.ci.upper.mecor = mecor.ci['UCI'],
Bzy.ci.lower.mecor = mecor.ci['LCI'])
)
},
error = function(e){
message("An error occurred:\n",e)
result$error <- paste0(result$error, '\n', e)
}
)
## result <- append(result, list(
## Bzy.est.mecor = mecor.ci['Estimate'],
## Bzy.ci.upper.mecor = mecor.ci['UCI'],
## Bzy.ci.lower.mecor = mecor.ci['LCI'])
## )
## },
## error = function(e){
## message("An error occurred:\n",e)
## result$error <- paste0(result$error, '\n', e)
## }
## )
## clean up memory
## rm(list=c("df","y","x","g","w","v","train","p","amelia.out.k","amelia.out.nok", "mod.calibrated.mle","gmm.res","mod.amelia.k","mod.amelia.nok", "model.true","model.naive","model.feasible"))

View File

@ -31,8 +31,8 @@ summarize.estimator <- function(df, suffix='naive', coefname='x'){
var.est = var(.SD[[paste0('B',coefname,'y.est.',suffix)]]),
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)]]),
mean.ci.upper = mean(.SD[[paste0('B',coefname,'y.ci.upper.',suffix)]],na.rm=T),
mean.ci.lower = mean(.SD[[paste0('B',coefname,'y.ci.lower.',suffix)]],na.rm=T),
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),