Generates diagnosands from a design or simulations of a design. Speed gains can be achieved by running diagnose_design in parallel, see Examples.
Usage
diagnose_design(
...,
diagnosands = NULL,
sims = 500,
bootstrap_sims = 100,
future.seed = TRUE,
make_groups = NULL,
add_grouping_variables = NULL
)
diagnose_designs(
...,
diagnosands = NULL,
sims = 500,
bootstrap_sims = 100,
future.seed = TRUE,
make_groups = NULL,
add_grouping_variables = NULL
)
vars(...)Arguments
- ...
A design or set of designs typically created using the + operator, or a
data.frameof simulations, typically created bysimulate_design.- diagnosands
A set of diagnosands created by
declare_diagnosands. By default, these include bias, root mean-squared error, power, frequentist coverage, the mean and standard deviation of the estimate(s), the "type S" error rate (Gelman and Carlin 2014), and the mean of the inquiry(s).- sims
The number of simulations, defaulting to 500. sims may also be a vector indicating the number of simulations for each step in a design, as described for
simulate_design- bootstrap_sims
Number of bootstrap replicates for the diagnosands to obtain the standard errors of the diagnosands, defaulting to
100. Set to FALSE to turn off bootstrapping.- future.seed
Option for parallel diagnosis via the function future_lapply. A logical or an integer (of length one or seven), or a list of length(X) with pre-generated random seeds. For details, see ?future_lapply.
- make_groups
Add group variables within which diagnosand values will be calculated. New variables can be created or variables already in the simulations data frame selected. Type name-value pairs within the function
vars, i.e.vars(significant = p.value <= 0.05).- add_grouping_variables
Deprecated. Please use make_groups instead. Variables used to generate groups of simulations for diagnosis. Added to default list: c("design", "estimand_label", "estimator", "outcome", "term")
Value
a list with a data frame of simulations, a data frame of diagnosands, a vector of diagnosand names, and if calculated, a data frame of bootstrap replicates.
Details
If the diagnosand function contains a group_by attribute, it will be used to split-apply-combine diagnosands rather than the intersecting column names.
If sims is named, or longer than one element, a fan-out strategy is created and used instead.
If the packages future and future.apply are installed, you can set plan to run multiple simulations in parallel.
Examples
# Two-arm randomized experiment
n <- 500
design <-
declare_model(
N = 1000,
gender = rbinom(N, 1, 0.5),
X = rep(c(0, 1), each = N / 2),
U = rnorm(N, sd = 0.25),
potential_outcomes(Y ~ 0.2 * Z + X + U)
) +
declare_inquiry(ATE = mean(Y_Z_1 - Y_Z_0)) +
declare_sampling(S = complete_rs(N = N, n = n)) +
declare_assignment(Z = complete_ra(N = N, m = n/2)) +
declare_measurement(Y = reveal_outcomes(Y ~ Z)) +
declare_estimator(Y ~ Z, inquiry = "ATE")
if (FALSE) {
# Diagnose design using default diagnosands
diagnosis <- diagnose_design(design)
diagnosis
# Use tidy to produce data.frame with bootstrapped standard
# errors and confidence intervals for each diagnosand
diagnosis_df <- tidy(diagnosis)
diagnosis_df
# Use sims argument to change the number of simulations used
# to calculate diagnosands, and bootstrap_sims to change how
# many bootstraps are uses to calculate standard errors.
diagnosis <- diagnose_design(design,
sims = 500,
bootstrap_sims = 150)
tidy(diagnosis)
# You may also run diagnose_design in parallel using
# the future package on a personal computer with multiple
# cores or on high performance computing clusters.
library(future)
options(parallelly.fork.enable = TRUE) # required for use in RStudio
plan(multicore) # note other plans are possible, see future
diagnose_design(design, sims = 500)
# Select specific diagnosands
reshape_diagnosis(diagnosis, select = "Power")
# Use your own diagnosands
my_diagnosands <-
declare_diagnosands(median_bias = median(estimate - estimand),
absolute_error = mean(abs(estimate - estimand)))
diagnosis <- diagnose_design(design, diagnosands = my_diagnosands)
diagnosis
get_diagnosands(diagnosis)
get_simulations(diagnosis)
# Diagnose using an existing data frame of simulations
simulations <- simulate_design(design, sims = 500)
diagnosis <- diagnose_design(simulations_df = simulations)
diagnosis
}
# If you do not specify diagnosands, the function default_diagnosands() is used,
# which is reproduced below.
alpha <- 0.05
default_diagnosands <-
declare_diagnosands(
mean_estimand = mean(estimand),
mean_estimate = mean(estimate),
bias = mean(estimate - estimand),
sd_estimate = sqrt(pop.var(estimate)),
rmse = sqrt(mean((estimate - estimand) ^ 2)),
power = mean(p.value <= alpha),
coverage = mean(estimand <= conf.high & estimand >= conf.low)
)
diagnose_design(
design,
diagnosands = default_diagnosands
)
#>
#> Research design diagnosis based on 500 simulations. Diagnosis completed in 14 secs. Diagnosand estimates with bootstrapped standard errors in parentheses (100 replicates).
#>
#> Design Inquiry Estimator Outcome Term N Sims Mean Estimand Mean Estimate
#> design ATE estimator Y Z 500 0.20 0.20
#> (0.00) (0.00)
#> Bias SD Estimate RMSE Power Coverage
#> -0.00 0.05 0.05 0.97 0.93
#> (0.00) (0.00) (0.00) (0.01) (0.01)
# A longer list of useful diagnosands might include:
extended_diagnosands <-
declare_diagnosands(
mean_estimand = mean(estimand),
mean_estimate = mean(estimate),
bias = mean(estimate - estimand),
sd_estimate = sd(estimate),
rmse = sqrt(mean((estimate - estimand) ^ 2)),
power = mean(p.value <= alpha),
coverage = mean(estimand <= conf.high & estimand >= conf.low),
mean_se = mean(std.error),
type_s_rate = mean((sign(estimate) != sign(estimand))[p.value <= alpha]),
exaggeration_ratio = mean((estimate/estimand)[p.value <= alpha]),
var_estimate = pop.var(estimate),
mean_var_hat = mean(std.error^2),
prop_pos_sig = mean(estimate > 0 & p.value <= alpha),
mean_ci_length = mean(conf.high - conf.low)
)
if (FALSE) {
diagnose_design(
design,
diagnosands = extended_diagnosands
)
# Adding a group for within group diagnosis:
diagnosis <- diagnose_design(design,
make_groups = vars(significant = p.value <= 0.05),
)
diagnosis
n <- 500
design <-
declare_model(
N = 1000,
gender = rbinom(N, 1, 0.5),
X = rep(c(0, 1), each = N / 2),
U = rnorm(N, sd = 0.25),
potential_outcomes(Y ~ rnorm(1) * Z + X + U)
) +
declare_inquiry(ATE = mean(Y_Z_1 - Y_Z_0)) +
declare_sampling(S = complete_rs(N = N, n = n)) +
declare_assignment(Z = complete_ra(N = N, m = n/2)) +
declare_measurement(Y = reveal_outcomes(Y ~ Z)) +
declare_estimator(Y ~ Z, inquiry = "ATE")
diagnosis <- diagnose_design(design,
make_groups =
vars(effect_size =
cut(estimand, quantile(estimand, (0:4)/4),
include.lowest = TRUE)),
)
diagnosis
# redesign can be used in conjunction with diagnose_designs
# to optimize the design for specific diagnosands
design_vary_N <- redesign(design, n = c(100, 500, 900))
diagnose_designs(design_vary_N)
# Calculate and plot the power of a design over a range of
# effect sizes
design <-
declare_model(
N = 200,
U = rnorm(N),
potential_outcomes(Y ~ runif(1, 0.0, 0.5) * Z + U)
) +
declare_inquiry(ATE = mean(Y_Z_1 - Y_Z_0)) +
declare_assignment(Z = complete_ra(N)) +
declare_measurement(Y = reveal_outcomes(Y ~ Z)) +
declare_estimator(Y ~ Z, inquiry = "ATE")
library(tidyverse)
simulations_df <-
diagnose_design(design) |>
get_simulations() |>
mutate(significant = if_else(p.value <= 0.05, 1, 0))
ggplot(simulations_df) +
stat_smooth(
aes(estimand, significant),
method = 'loess',
color = "#3564ED",
fill = "#72B4F3",
formula = 'y ~ x'
) +
geom_hline(
yintercept = 0.8, color = "#C6227F", linetype = "dashed") +
annotate("text", x = 0, y = 0.85,
label = "Conventional power threshold = 0.8",
hjust = 0, color = "#C6227F") +
scale_y_continuous(breaks = seq(0, 1, 0.2)) +
coord_cartesian(ylim = c(0, 1)) +
theme(legend.position = "none") +
labs(x = "Model parameter: true effect size",
y = "Diagnosand: statistical power") +
theme_minimal()
}