51 lines
2.8 KiB
R
51 lines
2.8 KiB
R
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summarize.estimator <- function(df, suffix='naive', coefname='x'){
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part <- df[,c('N',
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'm',
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'Bxy',
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paste0('B',coefname,'y.est.',suffix),
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paste0('B',coefname,'y.ci.lower.',suffix),
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paste0('B',coefname,'y.ci.upper.',suffix),
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'y_explained_variance',
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'Bzx',
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'Bzy',
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'accuracy_imbalance_difference'
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),
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with=FALSE]
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true.in.ci <- as.integer((part$Bxy >= part[[paste0('B',coefname,'y.ci.lower.',suffix)]]) & (part$Bxy <= part[[paste0('B',coefname,'y.ci.upper.',suffix)]]))
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zero.in.ci <- as.integer(0 >= part[[paste0('B',coefname,'y.ci.lower.',suffix)]]) & (0 <= part[[paste0('B',coefname,'y.ci.upper.',suffix)]])
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bias <- part[[paste0('B',coefname,'y')]] - part[[paste0('B',coefname,'y.est.',suffix)]]
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sign.correct <- as.integer(sign(part$Bxy) == sign(part[[paste0('B',coefname,'y.est.',suffix)]]))
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part <- part[,':='(true.in.ci = true.in.ci,
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zero.in.ci = zero.in.ci,
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bias=bias,
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sign.correct =sign.correct)]
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part.plot <- part[, .(p.true.in.ci = mean(true.in.ci),
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mean.bias = mean(bias),
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mean.est = mean(.SD[[paste0('B',coefname,'y.est.',suffix)]]),
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var.est = var(.SD[[paste0('B',coefname,'y.est.',suffix)]]),
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est.upper.95 = quantile(.SD[[paste0('B',coefname,'y.est.',suffix)]],0.975,na.rm=T),
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est.lower.95 = quantile(.SD[[paste0('B',coefname,'y.est.',suffix)]],0.025,na.rm=T),
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mean.ci.upper = mean(.SD[[paste0('B',coefname,'y.ci.upper.',suffix)]],na.rm=T),
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mean.ci.lower = mean(.SD[[paste0('B',coefname,'y.ci.lower.',suffix)]],na.rm=T),
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ci.upper.975 = quantile(.SD[[paste0('B',coefname,'y.ci.upper.',suffix)]],0.975,na.rm=T),
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ci.upper.025 = quantile(.SD[[paste0('B',coefname,'y.ci.upper.',suffix)]],0.025,na.rm=T),
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ci.lower.975 = quantile(.SD[[paste0('B',coefname,'y.ci.lower.',suffix)]],0.975,na.rm=T),
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ci.lower.025 = quantile(.SD[[paste0('B',coefname,'y.ci.lower.',suffix)]],0.025,na.rm=T),
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N.ci.is.NA = sum(is.na(.SD[[paste0('B',coefname,'y.ci.lower.',suffix)]])),
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N.sims = .N,
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p.sign.correct = mean(as.integer(sign.correct & (! zero.in.ci))),
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variable=coefname,
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method=suffix
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),
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by=c("N","m",'y_explained_variance','Bzx', 'Bzy', 'accuracy_imbalance_difference')
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]
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return(part.plot)
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}
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