Moved estimation to a separate package

Author: jmafoster1

causal_testing/estimation/cubic_spline_estimator.py

@@ -0,0 +1,75 @@
+"""This module contains the CubicSplineRegressionEstimator class, for estimating continuous outcomes with changes in behaviour"""
+
+import logging
+from abc import ABC, abstractmethod
+from typing import Any
+from math import ceil
+
+import numpy as np
+import pandas as pd
+import statsmodels.api as sm
+import statsmodels.formula.api as smf
+from patsy import dmatrix  # pylint: disable = no-name-in-module
+from patsy import ModelDesc
+from statsmodels.regression.linear_model import RegressionResultsWrapper
+from statsmodels.tools.sm_exceptions import PerfectSeparationError
+from lifelines import CoxPHFitter
+
+from causal_testing.specification.variable import Variable
+from causal_testing.specification.capabilities import TreatmentSequence, Capability
+from causal_testing.estimation.estimator import Estimator
+from causal_testing.estimation.linear_regression_estimator import LinearRegressionEstimator
+
+logger = logging.getLogger(__name__)
+
+
+class CubicSplineRegressionEstimator(LinearRegressionEstimator):
+    """A Cubic Spline Regression Estimator is a parametric estimator which restricts the variables in the data to a
+    combination of parameters and basis functions of the variables.
+    """
+
+    def __init__(
+        # pylint: disable=too-many-arguments
+        self,
+        treatment: str,
+        treatment_value: float,
+        control_value: float,
+        adjustment_set: set,
+        outcome: str,
+        basis: int,
+        df: pd.DataFrame = None,
+        effect_modifiers: dict[Variable:Any] = None,
+        formula: str = None,
+        alpha: float = 0.05,
+        expected_relationship=None,
+    ):
+        super().__init__(
+            treatment, treatment_value, control_value, adjustment_set, outcome, df, effect_modifiers, formula, alpha
+        )
+
+        self.expected_relationship = expected_relationship
+
+        if effect_modifiers is None:
+            effect_modifiers = []
+
+        if formula is None:
+            terms = [treatment] + sorted(list(adjustment_set)) + sorted(list(effect_modifiers))
+            self.formula = f"{outcome} ~ cr({'+'.join(terms)}, df={basis})"
+
+    def estimate_ate_calculated(self, adjustment_config: dict = None) -> pd.Series:
+        model = self._run_linear_regression()
+
+        x = {"Intercept": 1, self.treatment: self.treatment_value}
+        if adjustment_config is not None:
+            for k, v in adjustment_config.items():
+                x[k] = v
+        if self.effect_modifiers is not None:
+            for k, v in self.effect_modifiers.items():
+                x[k] = v
+
+        treatment = model.predict(x).iloc[0]
+
+        x[self.treatment] = self.control_value
+        control = model.predict(x).iloc[0]
+
+        return pd.Series(treatment - control)

causal_testing/estimation/estimator.py

@@ -0,0 +1,87 @@
+"""This module contains the Estimator abstract class"""
+
+import logging
+from abc import ABC, abstractmethod
+from typing import Any
+from math import ceil
+
+import numpy as np
+import pandas as pd
+import statsmodels.api as sm
+import statsmodels.formula.api as smf
+from patsy import dmatrix  # pylint: disable = no-name-in-module
+from patsy import ModelDesc
+from statsmodels.regression.linear_model import RegressionResultsWrapper
+from statsmodels.tools.sm_exceptions import PerfectSeparationError
+from lifelines import CoxPHFitter
+
+from causal_testing.specification.variable import Variable
+from causal_testing.specification.capabilities import TreatmentSequence, Capability
+
+logger = logging.getLogger(__name__)
+
+
+class Estimator(ABC):
+    # pylint: disable=too-many-instance-attributes
+    """An estimator contains all of the information necessary to compute a causal estimate for the effect of changing
+    a set of treatment variables to a set of values.
+
+    All estimators must implement the following two methods:
+
+    1) add_modelling_assumptions: The validity of a model-assisted causal inference result depends on whether
+    the modelling assumptions imposed by a model actually hold. Therefore, for each model, is important to state
+    the modelling assumption upon which the validity of the results depend. To achieve this, the estimator object
+    maintains a list of modelling assumptions (as strings). If a user wishes to implement their own estimator, they
+    must implement this method and add all assumptions to the list of modelling assumptions.
+
+    2) estimate_ate: All estimators must be capable of returning the average treatment effect as a minimum. That is, the
+    average effect of the intervention (changing treatment from control to treated value) on the outcome of interest
+    adjusted for all confounders.
+    """
+
+    def __init__(
+        # pylint: disable=too-many-arguments
+        self,
+        treatment: str,
+        treatment_value: float,
+        control_value: float,
+        adjustment_set: set,
+        outcome: str,
+        df: pd.DataFrame = None,
+        effect_modifiers: dict[str:Any] = None,
+        alpha: float = 0.05,
+        query: str = "",
+    ):
+        self.treatment = treatment
+        self.treatment_value = treatment_value
+        self.control_value = control_value
+        self.adjustment_set = adjustment_set
+        self.outcome = outcome
+        self.alpha = alpha
+        self.df = df.query(query) if query else df
+
+        if effect_modifiers is None:
+            self.effect_modifiers = {}
+        elif isinstance(effect_modifiers, dict):
+            self.effect_modifiers = effect_modifiers
+        else:
+            raise ValueError(f"Unsupported type for effect_modifiers {effect_modifiers}. Expected iterable")
+        self.modelling_assumptions = []
+        if query:
+            self.modelling_assumptions.append(query)
+        self.add_modelling_assumptions()
+        logger.debug("Effect Modifiers: %s", self.effect_modifiers)
+
+    @abstractmethod
+    def add_modelling_assumptions(self):
+        """
+        Add modelling assumptions to the estimator. This is a list of strings which list the modelling assumptions that
+        must hold if the resulting causal inference is to be considered valid.
+        """
+
+    def compute_confidence_intervals(self) -> list[float, float]:
+        """
+        Estimate the 95% Wald confidence intervals for the effect of changing the treatment from control values to
+        treatment values on the outcome.
+        :return: 95% Wald confidence intervals.
+        """