#76 DiD tests now pass

Author: drbenvincent

causalpy/data/did.csv

@@ -1,41 +1,41 @@
-group,t,unit,treated,y
-0,0.0,0,0,1.037235444367556
-0,1.0,0,0,2.1803326054240513
-1,0.0,1,0,1.1815211596102946
-1,1.0,1,1,2.5731948057471734
-0,0.0,2,0,1.237781412485492
-0,1.0,2,0,2.064583683807223
-1,0.0,3,0,1.186896528144606
-1,1.0,3,1,2.7215532618312173
-0,0.0,4,0,1.0649519874697355
-0,1.0,4,0,1.9612022680643093
-1,0.0,5,0,1.2657299075634194
-1,1.0,5,1,2.5508204631468674
-0,0.0,6,0,0.8947560664459198
-0,1.0,6,0,2.227724135358723
-1,0.0,7,0,1.3074586207263057
-1,1.0,7,1,2.6021177943564844
-0,0.0,8,0,1.1845042721745236
-0,1.0,8,0,2.1371357945762255
-1,0.0,9,0,1.277659512523703
-1,1.0,9,1,2.7971363729134455
-0,0.0,10,0,0.948046520978673
-0,1.0,10,0,1.9911586181231065
-1,0.0,11,0,1.2956793345692803
-1,1.0,11,1,2.714212580309264
-0,0.0,12,0,1.0840699944593897
-0,1.0,12,0,1.9949161598698812
-1,0.0,13,0,1.279213688044527
-1,1.0,13,1,2.781563007268219
-0,0.0,14,0,0.9987011891791635
-0,1.0,14,0,1.8914366349764102
-1,0.0,15,0,1.2112578927664674
-1,1.0,15,1,2.7420363802422196
-0,0.0,16,0,0.993752136853551
-0,1.0,16,0,2.272692180324228
-1,0.0,17,0,1.1786513493076058
-1,1.0,17,1,2.69965381847017
-0,0.0,18,0,1.0980883419399656
-0,1.0,18,0,1.9685015295514094
-1,0.0,19,0,1.3616585803269048
-1,1.0,19,1,2.591156615919988
+group,t,unit,post_treatment,y
+0,0.0,0,False,0.897122432901507
+0,1.0,0,True,1.9612135788421983
+1,0.0,1,False,1.2335249009813691
+1,1.0,1,True,2.7527941327437286
+0,0.0,2,False,1.149207391077308
+0,1.0,2,True,1.9107194958946412
+1,0.0,3,False,1.2096028435304764
+1,1.0,3,True,2.7870530562317772
+0,0.0,4,False,1.0182211686591378
+0,1.0,4,True,2.1355782741951903
+1,0.0,5,False,1.2566023467285772
+1,1.0,5,True,2.6352164140993417
+0,0.0,6,False,1.1206312917156163
+0,1.0,6,True,2.0293786635661104
+1,0.0,7,False,1.2253914316635341
+1,1.0,7,True,2.836234979171606
+0,0.0,8,False,1.0937901142584816
+0,1.0,8,True,2.0046646527573992
+1,0.0,9,False,1.1311676279399658
+1,1.0,9,True,2.597416938762001
+0,0.0,10,False,1.1338268148431594
+0,1.0,10,True,2.0396150424632604
+1,0.0,11,False,1.2769574784336464
+1,1.0,11,True,2.7237901979669057
+0,0.0,12,False,1.0548219817786735
+0,1.0,12,True,2.0966644540989554
+1,0.0,13,False,1.2941834769826859
+1,1.0,13,True,2.828746461772019
+0,0.0,14,False,1.0011352011986534
+0,1.0,14,True,2.2367233120727237
+1,0.0,15,False,1.2621457689408864
+1,1.0,15,True,2.737756363134591
+0,0.0,16,False,1.0613566957247114
+0,1.0,16,True,2.105012700050028
+1,0.0,17,False,1.228130146156384
+1,1.0,17,True,2.6887857541638813
+0,0.0,18,False,1.2259823349004162
+0,1.0,18,True,2.097530059810398
+1,0.0,19,False,1.263074342393256
+1,1.0,19,True,2.697326984058356

causalpy/data/simulate_data.py

@@ -154,17 +154,16 @@ def generate_did():
     intervention_time = 0.5
 
     # local functions
-    def outcome(t, control_intercept, treat_intercept_delta, trend, Δ, group, treated):
+    def outcome(
+        t, control_intercept, treat_intercept_delta, trend, Δ, group, post_treatment
+    ):
         return (
             control_intercept
             + (treat_intercept_delta * group)
             + (t * trend)
-            + (Δ * treated * group)
+            + (Δ * post_treatment * group)
         )
 
-    def _is_treated(t, intervention_time, group):
-        return (t > intervention_time) * group
-
     df = pd.DataFrame(
         {
             "group": [0, 0, 1, 1] * 10,
@@ -173,7 +172,7 @@ def _is_treated(t, intervention_time, group):
         }
     )
 
-    df["treated"] = _is_treated(df["t"], intervention_time, df["group"])
+    df["post_treatment"] = df["t"] > intervention_time
 
     df["y"] = outcome(
         df["t"],
@@ -182,7 +181,7 @@ def _is_treated(t, intervention_time, group):
         trend,
         Δ,
         df["group"],
-        df["treated"],
+        df["post_treatment"],
     )
     df["y"] += rng.normal(0, 0.1, df.shape[0])
     return df

causalpy/pymc_experiments.py

@@ -298,29 +298,31 @@ def __init__(
         self.x_pred_control = (
             self.data
             # just the untreated group
-            .query(f"district == '{self.untreated}'")
+            .query(f"{self.group_variable_name} == @self.untreated")  # 🔥
             # drop the outcome variable
             .drop(self.outcome_variable_name, axis=1)
         )
+        assert not self.x_pred_control.empty
         (new_x,) = build_design_matrices([self._x_design_info], self.x_pred_control)
         self.y_pred_control = self.prediction_model.predict(np.asarray(new_x))
 
         # predicted outcome for treatment group
         self.x_pred_treatment = (
             self.data
             # just the treated group
-            .query(f"district == '{self.treated}'")
+            .query(f"{self.group_variable_name} == @self.treated")  # 🔥
             # drop the outcome variable
             .drop(self.outcome_variable_name, axis=1)
         )
+        assert not self.x_pred_treatment.empty
         (new_x,) = build_design_matrices([self._x_design_info], self.x_pred_treatment)
         self.y_pred_treatment = self.prediction_model.predict(np.asarray(new_x))
 
         # predicted outcome for counterfactual
         self.x_pred_counterfactual = (
             self.data
             # just the treated group
-            .query(f"district == '{self.treated}'")
+            .query(f"{self.group_variable_name} == @self.treated")  # 🔥
             # just the treatment period(s)
             # TODO: the line below might need some work to be more robust
             .query("post_treatment == True")
@@ -329,6 +331,7 @@ def __init__(
             # DO AN INTERVENTION. Set the post_treatment variable to False
             .assign(post_treatment=False)
         )
+        assert not self.x_pred_counterfactual.empty
         (new_x,) = build_design_matrices(
             [self._x_design_info], self.x_pred_counterfactual
         )

causalpy/tests/test_integration_pymc_examples.py

@@ -11,7 +11,7 @@ def test_did():
     df = cp.load_data("did")
     result = cp.pymc_experiments.DifferenceInDifferences(
         df,
-        formula="y ~ 1 + group + t + treated:group",
+        formula="y ~ 1 + group + t + group:post_treatment",
         time_variable_name="t",
         group_variable_name="group",
         treated=1,
@@ -26,6 +26,7 @@ def test_did():
 
 @pytest.mark.integration
 def test_did_banks():
+    treatment_time = 1930.5
     df = (
         cp.load_data("banks")
         .filter(items=["bib6", "bib8", "year"])
@@ -43,10 +44,10 @@ def test_did_banks():
     ).sort_values("year")
     df_long["district"] = df_long["district"].astype("category")
     df_long["unit"] = df_long["district"]
-    df_long["treated"] = (df_long.year >= 1931) & (df_long.district == "Sixth District")
+    df_long["post_treatment"] = df_long.year >= treatment_time
     result = cp.pymc_experiments.DifferenceInDifferences(
         df_long[df_long.year.isin([1930, 1931])],
-        formula="bib ~ 1 + district + year + district:treated",
+        formula="bib ~ 1 + district + year + district:post_treatment",
         time_variable_name="year",
         group_variable_name="district",
         treated="Sixth District",