def test5():
"""The tests checks if the simulation process works even if the covariance between
U1 and V and U0 and V is equal. Further the test ensures that the mte_information
function returns the same value for each quantile.
"""
for _ in range(10):
generate_random_dict()
init_dict = read("test.grmpy.yml")
# We impose that the covariance between the random components of the potential
# outcomes and the random component determining choice is identical.
init_dict["DIST"]["params"][2] = init_dict["DIST"]["params"][4]
# Distribute information
coeffs_untreated = init_dict["UNTREATED"]["params"]
coeffs_treated = init_dict["TREATED"]["params"]
# Construct auxiliary information
cov = construct_covariance_matrix(init_dict)
df = simulate("test.grmpy.yml")
x = df[list(
set(init_dict["TREATED"]["order"] +
init_dict["UNTREATED"]["order"]))]
q = [0.01] + list(np.arange(0.05, 1, 0.05)) + [0.99]
mte = mte_information(coeffs_treated, coeffs_untreated, cov, q, x,
init_dict)
# We simply test that there is a single unique value for the marginal treatment
# effect.
np.testing.assert_equal(len(set(mte)), 1)
def test5():
"""The tests checks if the simulation process works even if the covariance between U1 and V
and U0 and V is equal. Further the test ensures that the mte_information function returns
the same value for each quantile.
"""
for _ in range(10):
generate_random_dict()
init_dict = read('test.grmpy.ini')
# We impose that the covariance between the random components of the potential
# outcomes and the random component determining choice is identical.
init_dict['DIST']['all'][2] = init_dict['DIST']['all'][4]
# Distribute information
coeffs_untreated = init_dict['UNTREATED']['all']
coeffs_treated = init_dict['TREATED']['all']
# Construct auxiliary information
cov = construct_covariance_matrix(init_dict)
df = simulate('test.grmpy.ini')
x = df.filter(regex=r'^X\_', axis=1)
q = [0.01] + list(np.arange(0.05, 1, 0.05)) + [0.99]
mte = mte_information(coeffs_treated, coeffs_untreated, cov, q, x)
# We simply test that there is a single unique value for the marginal treatment effect.
np.testing.assert_equal(len(set(mte)), 1)
def is_pos_def(dict_):
"""The function tests if the specified covariance matrix is positive semi definite."""
cov = construct_covariance_matrix(dict_)
try:
np.linalg.cholesky(cov)
return True
except LinAlgError:
return False
def test6():
"""The test ensures that the cholesky decomposition and recomposition works appropriately.
For this purpose the test creates a positive smi definite matrix fom a wishart distribution,
decomposes this matrix with, reconstruct it and compares the matrix with the one that was
specified as the input for the decomposition process.
"""
pseudo_dict = {'DIST': {'all': []}, 'AUX': {'init_values': []}}
for _ in range(20):
b = wishart.rvs(df=10, scale=np.identity(3), size=1)
parameter = b[np.triu_indices(3)]
for i in [0, 3, 5]:
parameter[i] **= 0.5
pseudo_dict['DIST']['all'] = parameter
pseudo_dict['AUX']['init_values'] = parameter
cov_1 = construct_covariance_matrix(pseudo_dict)
x0, _ = provide_cholesky_decom(pseudo_dict, [], 'init')
output = backward_cholesky_transformation(x0, test=True)
output = adjust_output_cholesky(output)
pseudo_dict['DIST']['all'] = output
cov_2 = construct_covariance_matrix(pseudo_dict)
np.testing.assert_array_almost_equal(cov_1, cov_2)
cleanup()
def weights_treatment_parameters(init_dict, GRID):
"""This function calculates the weights for the special case in
Heckman & Vytlacil (2005) Figure 1B.
"""
GRID = np.linspace(0.01, 0.99, num=99, endpoint=True)
coeffs_untreated = init_dict['UNTREATED']['all']
coeffs_treated = init_dict['TREATED']['all']
cov = construct_covariance_matrix(init_dict)
x = simulate_covariates(init_dict)
x = x[:, :2]
# We take the specified distribution for the cost shifters from the paper.
cost_mean, cost_sd = -0.0026, np.sqrt(0.270)
v_mean, v_sd = 0.00, np.sqrt(cov[2, 2])
eval_points = norm.ppf(GRID, loc=v_mean, scale=v_sd)
ate_weights = np.tile(1.0, 99)
tut_weights = norm.cdf(eval_points, loc=cost_mean, scale=cost_sd)
tt_weights = 1 - tut_weights
def tut_integrand(point):
eval_point = norm.ppf(point, loc=v_mean, scale=v_sd)
return norm.cdf(eval_point, loc=cost_mean, scale=cost_sd)
def tt_integrand(point):
eval_point = norm.ppf(point, loc=v_mean, scale=v_sd)
return norm.cdf(eval_point, loc=cost_mean, scale=cost_sd)
# Scaling so that the weights integrate to one.
tut_scaling = quad(tut_integrand, 0.01, 0.99)[0]
tut_weights /= tut_scaling
tt_scaling = quad(tt_integrand, 0.01, 0.99)[0]
tt_weights /= tt_scaling
mte = mte_information(coeffs_treated, coeffs_untreated, cov, GRID, x,
init_dict)
return ate_weights, tt_weights, tut_weights, mte
def provide_cholesky_decom(init_dict, x0, option, sd_=None):
"""The function transforms the start covariance matrix into its cholesky decomposition."""
if option == 'init':
cov = construct_covariance_matrix(init_dict)
L = np.linalg.cholesky(cov)
L = L[np.tril_indices(3)]
distribution_characteristics = init_dict['AUX']['init_values'][-6:]
x0 = np.concatenate((x0, L))
elif option == 'auto':
distribution_characteristics = [sd_[0], init_dict['DIST']['all'][1], 0, sd_[1], 0,
init_dict['DIST']['all'][5]]
cov = np.zeros((3, 3))
cov[np.triu_indices(3)] = [distribution_characteristics]
cov[np.tril_indices(3, k=-1)] = cov[np.triu_indices(3, k=1)]
cov[np.diag_indices(3)] **= 2
L = np.linalg.cholesky(cov)
L = L[np.tril_indices(3)]
x0 = np.concatenate((x0, L))
init_dict['AUX']['cholesky_decomposition'] = L.tolist()
start = [i for i in x0] + distribution_characteristics
return x0, start
index = GRID.index(round(xtick, 2))
height = mte[index]
ax.text(x=xtick - 0.002, y=height - 0.1, s='[', fontsize=30)
for xtick in [0.39, 0.79]:
index = GRID.index(round(xtick, 2))
height = mte[index]
ax.text(x=xtick - 0.01, y=height - 0.1, s=']', fontsize=30)
ax.set_xlabel('$u_S$')
ax.set_ylabel(r'$B^{MTE}$')
ax.set_xticks([0, 0.2, 0.4, 0.6, 0.8, 1])
ax.set_xticklabels([0, '$p_1$', '$p_2$', '$p_3$', '$p_4$', 1])
ax.tick_params(axis='x', which='major')
ax.set_ylim([1.5, 4.5])
plt.tight_layout()
plt.savefig(ppj("OUT_FIGURES", 'fig-local-average-treatment.png'))
if __name__ == '__main__':
coeffs_untreated = init_dict['UNTREATED']['all']
coeffs_treated = init_dict['TREATED']['all']
cov = construct_covariance_matrix(init_dict)
x = np.loadtxt(ppj("OUT_DATA", "X.csv"), delimiter=",")
x = x.reshape(165, 2)
mte = mte_information(coeffs_treated, coeffs_untreated, cov, GRID, x)
plot_local_average_treatment(mte)
def is_pos_def(dict_):
"""The function tests if the specified covariance matrix is positive semi
definite.
"""
return np.all(np.linalg.eigvals(construct_covariance_matrix(dict_)) >= 0)