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July 15, 2021 23:33
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ananke exploration
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# pip install ananke-causal | |
from ananke import graphs | |
from ananke import identification | |
from ananke.estimation import CausalEffect | |
import numpy as np | |
import pandas as pd | |
# Simulate front-door situation with confounder Z | |
N = 100000 | |
z = np.random.normal(size=N) | |
x = .8 * z + np.random.normal(size=N) > 0 | |
x = x.astype(int) | |
m = .5 * x + np.random.normal(size=N) | |
y = .7 * z + 1.2 * m + np.random.normal(size=N) | |
df = pd.DataFrame({'X': x, 'Y': y, "M": m, "Z": z}) | |
# Note that this is a front door graph where M is the mediator | |
# DAG example with a single confounder and a front-door path | |
vertices = ['X', 'Z', 'Y', 'M'] | |
edges = [ | |
('X', 'M'), ('M', 'Y'), # Mediation path | |
('Z', 'X'), ('Z', 'Y'), # Confounding path | |
] | |
dag = graphs.DAG(vertices, edges) | |
dag_graph = dag.draw(direction='LR') # Need Graphviz installed | |
dag_graph.view(filename="front_door") # Wait for the browser to open (20 seconds) | |
id_pya = identification.OneLineID( | |
graph=dag, | |
treatments=['X'], | |
outcomes=['Y'] | |
) | |
id_pya.id() # Is it identified? | |
id_pya.functional() # The Functional (have no idea what this is) | |
ACE_estimand = CausalEffect(graph=dag, treatment='X', outcome='Y') | |
ace = ACE_estimand.compute_effect(df, "eff-aipw") | |
print(f"truth = {1.2 * .5} vs est = {np.round(ace, 4)} for {N=}") | |
# ADMG front-door example with covariance instead of observed Z | |
vertices = ['X', 'Y', 'M'] | |
di_edges = [('X', 'M'), ('M', 'Y')] # Mediation path | |
bi_edges = [('X', 'Y')] # Confounding path | |
admg = graphs.ADMG(vertices, di_edges=di_edges, bi_edges=bi_edges) | |
digraph = admg.draw(direction='LR') | |
digraph.view(filename="front_door_ADMG") # Wait for the browser to open (20 seconds) | |
id_pya = identification.OneLineID(graph=admg, treatments=['X'], | |
outcomes=['Y']) | |
id_pya.id() # Is it identified? | |
id_pya.functional() | |
ACE_estimand2 = CausalEffect(graph=admg, treatment='X', outcome='Y') | |
ace = ACE_estimand2.compute_effect(df, "eff-aipw") # This doesn't work | |
ace2 = ACE_estimand2.compute_effect(df, "p-ipw") | |
ace3 = ACE_estimand2.compute_effect(df, "d-ipw") | |
ace4 = ACE_estimand2.compute_effect(df, "apipw") | |
print(f"truth = {1.2 * .5} vs est = {np.round(ace3, 3)} for {N=}") |
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