DID switch

Author: kacper-sellforte

causalpy/experiments/diff_in_diff.py

@@ -19,8 +19,8 @@
 import numpy as np
 import pandas as pd
 import seaborn as sns
+from formulae import design_matrices
 from matplotlib import pyplot as plt
-from patsy import build_design_matrices, dmatrices
 from sklearn.base import RegressorMixin
 
 from causalpy.custom_exceptions import (
@@ -91,16 +91,18 @@ def __init__(
         self.data = data
         self.expt_type = "Difference in Differences"
         self.formula = formula
+        self.rhs_formula = formula.split("~", 1)[1].strip()
         self.time_variable_name = time_variable_name
         self.group_variable_name = group_variable_name
         self.input_validation()
 
-        y, X = dmatrices(formula, self.data)
-        self._y_design_info = y.design_info
-        self._x_design_info = X.design_info
-        self.labels = X.design_info.column_names
-        self.y, self.X = np.asarray(y), np.asarray(X)
-        self.outcome_variable_name = y.design_info.column_names[0]
+        dm = design_matrices(self.formula, self.data)
+        self.labels = list(dm.common.terms.keys())
+        self.y, self.X = (
+            np.asarray(dm.response.design_matrix).reshape(-1, 1),
+            np.asarray(dm.common.design_matrix),
+        )
+        self.outcome_variable_name = dm.response.name
 
         # fit model
         if isinstance(self.model, PyMCModel):
@@ -125,8 +127,8 @@ def __init__(
         )
         if self.x_pred_control.empty:
             raise ValueError("x_pred_control is empty")
-        (new_x,) = build_design_matrices([self._x_design_info], self.x_pred_control)
-        self.y_pred_control = self.model.predict(np.asarray(new_x))
+        new_x = np.array(design_matrices(self.rhs_formula, self.x_pred_control).common)
+        self.y_pred_control = self.model.predict(new_x)
 
         # predicted outcome for treatment group
         self.x_pred_treatment = (
@@ -142,8 +144,10 @@ def __init__(
         )
         if self.x_pred_treatment.empty:
             raise ValueError("x_pred_treatment is empty")
-        (new_x,) = build_design_matrices([self._x_design_info], self.x_pred_treatment)
-        self.y_pred_treatment = self.model.predict(np.asarray(new_x))
+        new_x = np.array(
+            design_matrices(self.rhs_formula, self.x_pred_treatment).common
+        )
+        self.y_pred_treatment = self.model.predict(new_x)
 
         # predicted outcome for counterfactual. This is given by removing the influence
         # of the interaction term between the group and the post_treatment variable
@@ -162,15 +166,15 @@ def __init__(
         )
         if self.x_pred_counterfactual.empty:
             raise ValueError("x_pred_counterfactual is empty")
-        (new_x,) = build_design_matrices(
-            [self._x_design_info], self.x_pred_counterfactual, return_type="dataframe"
+        new_x = np.array(
+            design_matrices(self.rhs_formula, self.x_pred_counterfactual).common
         )
         # INTERVENTION: set the interaction term between the group and the
         # post_treatment variable to zero. This is the counterfactual.
         for i, label in enumerate(self.labels):
             if "post_treatment" in label and self.group_variable_name in label:
-                new_x.iloc[:, i] = 0
-        self.y_pred_counterfactual = self.model.predict(np.asarray(new_x))
+                new_x[:, i] = 0
+        self.y_pred_counterfactual = self.model.predict(new_x)
 
         # calculate causal impact
         if isinstance(self.model, PyMCModel):

pyproject.toml

@@ -34,6 +34,7 @@ dependencies = [
     "numpy",
     "pandas",
     "patsy",
+    "formulae",
     "pymc>=5.15.1",
     "scikit-learn>=1",
     "scipy",