FireShadow's picture
Initial clean commit
1721aea
## This code contains the base classess used in generating synthetic data
from linearmodels.iv import IV2SLS
from dowhy import CausalModel
from dowhy import datasets as dset
from sklearn.linear_model import LogisticRegression
import statsmodels.api as sm
import statsmodels.formula.api as smf
import numpy as np
import pandas as pd
from pathlib import Path
import matplotlib.pyplot as plt
class DataGenerator:
"""
Base class for generating synthetic data
Attributes:
n_observations (int): Number of observations
n_continuous_covars (int): Number of covariates
n_covars (int): total number of covariates (continuous + binary)
n_treatments (int): Number of treatments
true_effect (float): True effect size
seed (int): Random seed for reproducibility
data (pd.DataFrame): Generated data
info (dict): Dictionary to store additional information about the data
method (str): the causal inference method assocated with the synthetic
mean (np.ndarray): mean of the covariates
covar (np.ndarray): covariance matrix for the covariates
heterogeneity (bool): whether or not the treatment effects are heterogeneous
"""
def __init__(self, n_observations, n_continuous_covars, n_binary_covars=2, mean=None,
covar = None, n_treatments=1, true_effect=0 ,seed=111, heterogeneity=0):
np.random.seed(seed)
self.n_observations = n_observations
self.n_continuous_covars = n_continuous_covars
self.n_covars = n_continuous_covars + n_binary_covars
self.n_treatments = n_treatments
self.n_binary_covars = n_binary_covars
self.data = None
self.seed = seed
self.true_effect = true_effect
self.method = None
self.mean = mean
self.covar = covar
if mean is None:
self.mean = np.random.randint(3, 20, size=self.n_continuous_covars)
if self.covar is None:
self.covar = np.identity(self.n_continuous_covars)
self.heterogeneity = heterogeneity
def generate_data(self):
"""
Generates the synthetic data
Returns:
pd.DataFrame: The generated data
"""
raise NotImplementedError("Invoke the method in the subclass")
def save_data(self, folder, filename):
"""
Saves the generated data as a CSV file
Args:
folder (str): path to the folder where the data is saved
filename (str): name of the file
"""
if self.data is None:
raise ValueError("Data not generated yet. Please generate data first.")
path = Path(folder)
path.mkdir(parents=True, exist_ok=True)
if not filename.endswith('.csv'):
filename += '.csv'
self.data.to_csv(path / filename, index=False)
def test_data(self, print_=False):
"""
Test the generated data, using the appropriate method.
"""
raise NotImplementedError("This method should be overridden by subclasses")
def generate_covariates(self):
"""
Generate covariates. For continuous covariates, we use multivariate normal distribution, and for
binary covars, we use binomial distribution. The non-binary covariates are discretized to their floor
integer.
"""
X_c = np.random.multivariate_normal(mean=self.mean, cov=self.covar,
size=self.n_observations)
p = np.random.uniform(0.3, 0.7)
X_b = np.random.binomial(1, p, size=(self.n_observations, self.n_binary_covars)).astype(int)
covariates = np.hstack((X_c, X_b))
covariates = covariates.astype(int)
return covariates
class MultiTreatRCTGenerator(DataGenerator):
"""
Base class for generating synthetic data for multi-treatment RCTs
Additional Attributes:
true_effect_vec (np.ndarray): the treatment effect for different treatments.
"""
def __init__(self, n_observations, n_continuous_covars, n_treatments, n_binary_covars=2,
mean=None, covar=None, true_effect=1.0, true_effect_vec = None,
seed=111, heterogeneity=0):
super().__init__(n_observations, n_continuous_covars, n_binary_covars=n_binary_covars,
mean=mean, covar=covar, true_effect=true_effect, seed=seed,
heterogeneity=heterogeneity, n_treatments=n_treatments)
self.method = "MultiTreatRCT"
self.true_effect_vec = true_effect_vec
## if true effect vec is None, we set the treatment effects to be the same for all treatments
if true_effect_vec is None:
self.true_effect_vec = np.zeros(n_treatments)
for i in range(1, n_treatments):
self.true_effect_vec[i] = self.true_effect
def generate_data(self):
X = self.generate_covariates()
cols = [f"X{i+1}" for i in range(self.n_covars)]
df = pd.DataFrame(X, columns=cols)
df['D'] = np.random.randint(0, self.n_treatments+1, size=self.n_observations)
vec = np.random.uniform(0, 1, size=self.n_covars)
intercept = np.random.normal(50, 3)
noise = np.random.normal(0, 1, size=self.n_observations)
# Apply appropriate treatment effect per treatment arm
treatment_effects = np.array(self.true_effect_vec)
df['treat_effect'] = treatment_effects[df['D']]
df['Y'] = intercept + X.dot(vec) + df['treat_effect'] + noise
df.drop(columns='treat_effect', inplace=True)
self.data = df
return df
def test_data(self, print_=False):
if self.data is None:
raise ValueError("Data not generated yet. Please generate data first.")
model = smf.ols('Y ~ C(D)', data=self.data).fit()
result = model.summary()
if print_:
print(result)
return result
# Front-Door Criterion Generator
class FrontDoorGenerator(DataGenerator):
"""
Generates synthetic data satisfying the front-door criterion.
D → M → Y, D ← U → Y
"""
def __init__(self, n_observations, n_continuous_covars=2, n_binary_covars=2,
mean=None, covar=None, seed=111, true_effect=2.0, heterogeneity=0):
super().__init__(n_observations, n_continuous_covars, n_binary_covars=n_binary_covars,
mean=mean, covar=covar, seed=seed, true_effect=true_effect,
n_treatments=1, heterogeneity=heterogeneity)
self.method = "FrontDoor"
def generate_data(self):
X = self.generate_covariates()
cols = [f"X{i+1}" for i in range(self.n_covars)]
df = pd.DataFrame(X, columns=cols)
# Latent confounder
U = np.random.normal(0, 1, self.n_observations)
# Treatment depends on U and X
vec_d = np.random.uniform(0.5, 1.5, size=self.n_covars)
df['D'] = (X @ vec_d + 0.8 * U + np.random.normal(0, 1, self.n_observations)) > 0
df['D'] = df['D'].astype(int)
# Mediator depends on D and X
vec_m = np.random.uniform(0.5, 1.5, size=self.n_covars)
df['M'] = X @ vec_m + df['D'] * 1.5 + np.random.normal(0, 1, self.n_observations)
# Outcome depends on M, U and X
vec_y = np.random.uniform(0.5, 1.5, size=self.n_covars)
df['Y'] = 50 + 2.0 * df['M'] + 1.0 * U + X @ vec_y + np.random.normal(0, 1, self.n_observations)
self.data = df
return df
def test_data(self, print_=False):
if self.data is None:
raise ValueError("Data not generated yet. Please generate data first.")
model_m = smf.ols("M ~ D", data=self.data).fit()
model_y = smf.ols("Y ~ M + D", data=self.data).fit()
if print_:
print("Regression: M ~ D")
print(model_m.summary())
print("\nRegression: Y ~ M + D")
print(model_y.summary())
return {"M~D": model_m.summary(), "Y~M+D": model_y.summary()}
class ObservationalDataGenerator(DataGenerator):
"""
Generate synthetic data for observational studies.
Additional Attributes:
self.weights (np.ndarray): the propoensity score weights for each observation
"""
def __init__(self, n_observations, n_continuous_covars, n_binary_covars=2, mean=None, covar=None,
true_effect=1.0, seed=111, heterogeneity=0):
super().__init__(n_observations, n_continuous_covars, n_binary_covars=n_binary_covars, mean=mean, covar=covar,
true_effect=true_effect, seed=seed, heterogeneity=heterogeneity)
def generate_data(self):
X = self.generate_covariates()
cols = [f"X{i+1}" for i in range(self.n_covars)]
df = pd.DataFrame(X, columns=cols)
X_norm = (X - X.mean(axis=0)) / X.std(axis=0)
vec1 = np.random.normal(0, 0.5, size=self.n_covars)
lin = X_norm @ vec1 + np.random.normal(0, 1, self.n_observations)
## the propensity score
ps = 1 / (1 + np.exp(-lin))
## we do this for stability reasons
ps = np.clip(ps, 1e-3, 1 -1e-3)
df['D'] = np.random.binomial(1, ps).astype(int)
vec2 = np.random.normal(0, 0.5, size=self.n_covars)
intercept = np.random.normal(50, 3)
noise = np.random.normal(0, 1, size=self.n_observations)
df['Y'] = intercept + X @ vec2 + self.true_effect * df['D'] + noise
self.propensity = ps
self.weights = np.where(df['D'] == 1, 1 / ps, 1 / (1 - ps))
self.data = df
return self.data
class PSMGenerator(ObservationalDataGenerator):
"""
Generate synthetic data for Propensity Score Matching (PSM)
"""
def __init__(self, n_observations, n_continuous_covars, n_binary_covars=2, mean=None, covar=None,
true_effect=1.0, seed=111, heterogeneity=0):
super().__init__(n_observations, n_continuous_covars, n_binary_covars=n_binary_covars, mean=mean, covar=covar,
true_effect=true_effect, seed=seed, heterogeneity=heterogeneity)
self.method = "PSM"
def test_data(self, print_=False):
"""
Test the generated data
"""
if self.data is None:
raise ValueError("Data not generated yet. Please generate data first.")
lr = LogisticRegression(solver='lbfgs')
X = self.data[[f"X{i+1}" for i in range(self.n_covars)]]
lr.fit(X, self.data['D'])
ps_hat = lr.predict_proba(X)[:, 1]
treated = self.data[self.data['D'] == 1]
control = self.data[self.data['D'] == 0]
## perform matching using the propensity scores
match_idxs = [np.abs(ps_hat[control.index] - ps_hat[i]).argmin() for i in treated.index]
matches = control.iloc[match_idxs]
att = treated['Y'].mean() - matches['Y'].mean()
result = f"Estimated ATT (matching): {att:.3f} | True: {self.true_effect}"
if print_:
print(result)
return result
class PSWGenerator(ObservationalDataGenerator):
"""
Generate synthetic data for Propensity Score Weighting (PSW)
"""
def __init__(self, n_observations, n_continuous_covars, n_binary_covars=2, mean=None, covar=None,
true_effect=1.0, seed=111, heterogeneity=0):
super().__init__(n_observations, n_continuous_covars, n_binary_covars=n_binary_covars, mean=mean, covar=covar,
true_effect=true_effect, seed=seed, heterogeneity=heterogeneity)
self.method = "PSW"
def test_data(self, print_=False):
"""
Test the generated data
"""
if self.data is None:
raise ValueError("Data not generated yet. Please generate data first.")
df = self.data.copy()
D = df['D']
Y = df['Y']
treated = D == 1
control = D == 0
w = np.zeros(self.n_observations)
w[control] = self.propensity[control] / (1 - self.propensity[control])
w[treated] = 1
Y1 = Y[treated].mean()
Y0_weighted = np.average(Y[control], weights=w[control])
att = Y1 - Y0_weighted
ate = np.average(Y * D / self.propensity - (1 - D) * Y / (1 - self.propensity))
result = f"Estimated ATT (IPW): {att:.3f} | True: {self.true_effect}\nEstimated ATE: {ate:.3f} | True:{self.true_effect}"
if print_:
print(result)
return result
class RCTGenerator(DataGenerator):
"""
Generate synthetic data for Randomized Controlled Trials (RCT)
"""
def __init__(self, n_observations, n_continuous_covars, n_binary_covars=2, mean=None,
covar=None, true_effect=1.0, seed=111, heterogeneity=0):
super().__init__(n_observations, n_continuous_covars, n_binary_covars=n_binary_covars,
mean=mean, covar=covar, true_effect=true_effect, seed=seed,
heterogeneity=heterogeneity)
self.method = "RCT"
def generate_data(self):
X = self.generate_covariates()
cols = [f"X{i+1}" for i in range(self.n_covars)]
df = pd.DataFrame(X, columns=cols)
df['D'] = np.random.binomial(1, 0.5, size=self.n_observations)
vec = np.random.uniform(0, 1, size=self.n_covars)
intercept = np.random.normal(50, 3)
noise = np.random.normal(0, 1, size=self.n_observations)
df['Y'] = (intercept + X.dot(vec) + self.true_effect * df['D'] + noise)
self.data = df
def test_data(self, print=False):
if self.data is None:
raise ValueError("Data not generated yet. Please generate data first.")
model = smf.ols('Y ~ D', data=self.data).fit()
result = model.summary()
if print:
print(result)
est = model.params['D']
conf_int = model.conf_int().loc['D']
result = f"TRUE ATE: {self.true_effect:.3f}, ESTIMATED ATE: {est:.3f}, \
95% CI: [{conf_int[0]:.3f}, {conf_int[1]:.3f}]"
return result
class IVGenerator(DataGenerator):
"""
Generate synthetic data for Instrumental Variables (IV) analysis. We assume two forms:
1. Encouragement Design:
Z -> D -> Y
In this setting, encouragements (Z) is randomized. For instance, consider the administering of vaccines.
We cannot force people to take vaccines, however we can encourage them to take the vaccine. We could run
a vaccine awareness campaign, where we randomly pick participants, and inform them about the benefits of
vaccine. The user can either comply (take the vaccine) or not comply (not take the vaccine). Likewise, in the control
group, the user can comply (not take the vaccine) or defy (take the vaccine)
2.
U
/ \
Z -> D -> Y
This is the classical setting where we have an unobserved confounder affecting both treatment (D) and outcome (Y).
Additional Attributes:
alpha (float): the effect of the instrument on the treatment (Z on D)
encouragement (bool): whether or not this is an encouragement design
beta_d (float): effect of the unobserved confounder (U) on treatment (D)
beta_y (float): effect of the unobserved confounders (U) on outcome (Y)
"""
def __init__(self, n_observations, n_continuous_covars, n_binary_covars=2, mean=None, beta_d = 1.0,
beta_y = 1.5, covar=None, true_effect=1.0, seed=111, heterogeneity=0, alpha=0.5,
encouragement=False):
super().__init__(n_observations, n_continuous_covars, n_binary_covars=n_binary_covars, mean=mean,
covar=covar, true_effect=true_effect, seed=seed, heterogeneity=heterogeneity)
self.method = "IV"
self.alpha = alpha
self.encouragement = encouragement
self.beta_d = beta_d
self.beta_y = beta_y
def generate_data(self):
X = self.generate_covariates()
mean = np.random.randint(8, 13)
Z = np.random.normal(mean, 2, size=self.n_observations).astype(int)
U = np.random.normal(0, 1, size=self.n_observations)
vec1 = np.random.normal(0, 0.5, size=self.n_covars)
intercept1 = np.random.normal(30, 2)
D = self.alpha * Z + X @ vec1 + np.random.normal(size=self.n_observations) + intercept1
if self.encouragement:
D = (D > np.mean(D)).astype(int)
else:
D = D + self.beta_d * U
D = D.astype(int)
intercept2 = np.random.normal(50, 3)
vec2 = np.random.normal(0, 0.5, size=self.n_covars)
Y = self.true_effect * D + X @ vec2 + np.random.normal(size=self.n_observations) + intercept2
if not self.encouragement:
Y = Y + self.beta_y * U
df = pd.DataFrame(X, columns=[f"X{i+1}" for i in range(self.n_covars)])
df['Z'] = Z
df['D'] = D
df['Y'] = Y
self.data = df
return self.data
def test_data(self, print_=False):
if self.data is None:
raise ValueError("Data not generated yet.")
model = IV2SLS.from_formula('Y ~ 1 + [D ~ Z]', data=self.data).fit()
est = model.params['D']
conf_int = model.conf_int().loc['D']
result = f"TRUE LATE: {self.true_effect:.3f}, ESTIMATED LATE: {est:.3f}, \
95% CI: [{conf_int[0]:.3f}, {conf_int[1]:.3f}]"
if print_:
print(result)
return result
class RDDGenerator(DataGenerator):
"""
Generate synthetic data for (sharp) Regression Discontinuity Design (RDD).
Additional Attributes:
cutoff (float): the cutoff for treatment assignment
bandwidth (float): the bandwidth for the running variable we consider when estimating the treatment effects
plot (bool): whether we plot the data or not
"""
def __init__(self, n_observations, n_continuous_covars, n_binary_covars=2, mean=None, plot=False,
covar=None, true_effect=1.0, seed=111, heterogeneity=0, cutoff=10, bandwidth=0.1):
super().__init__(n_observations, n_continuous_covars, n_binary_covars=n_binary_covars,
mean=mean, covar=covar, true_effect=true_effect, seed=seed,
heterogeneity=heterogeneity)
self.cutoff = cutoff
self.bandwidth = bandwidth
self.method = "RDD"
self.plot=plot
print("self.plot", self.plot)
def generate_data(self):
X = self.generate_covariates()
cols = [f"X{i+1}" for i in range(self.n_covars)]
df = pd.DataFrame(X, columns=cols)
df['running_X'] = np.random.normal(0, 2, size=self.n_observations) + self.cutoff
df['D'] = (df['running_X'] >= self.cutoff).astype(int)
intercept = 10
coeffs = np.random.normal(0, 0.1, size=self.n_covars)
## slope of the line below the threshold
m_below = 1.5
## slope of the line above the threshold
m_above = 0.8
df['running_centered'] = df['running_X'] - self.cutoff
# Use centered version for slope
df["Y"] = (intercept + self.true_effect * df['D'] + m_below * df['running_centered'] * (1 - df['D']) + \
m_above * df['running_centered'] * df['D'] + X @ coeffs + np.random.normal(0, 0.5, size=self.n_observations))
if self.plot:
plt.figure(figsize=(10, 6))
plt.scatter(df[df['D']==0]['running_X'], df[df['D']==0]['Y'],
alpha=0.5, label='Control', color='blue')
plt.scatter(df[df['D']==1]['running_X'], df[df['D']==1]['Y'],
alpha=0.5, label='Treatment', color='red')
plt.axvline(self.cutoff, color='black', linestyle='--', label='Cutoff')
plt.show()
self.data = df[[cols for cols in df.columns if cols != 'running_centered']]
return self.data
def test_data(self, print_=False):
if self.data is None:
raise ValueError("Data not generated yet.")
df = self.data.copy()
df['running_adj'] = df['running_X'].astype(float) - self.cutoff
df = df[np.abs(df['running_adj']) <= self.bandwidth].copy()
model = smf.ols('Y ~ D + running_adj + D:running_adj', data=df).fit()
est = model.params['D']
conf_int = model.conf_int().loc['D']
result = f"TRUE LATE: {self.true_effect:.3f}, ESTIMATED LATE: {est:.3f}, \
95% CI: [{conf_int[0]:.3f}, {conf_int[1]:.3f}]"
if print_:
print(result)
return result
class DiDGenerator(DataGenerator):
"""
Generate synthetic data for Difference-in-Differences (DiD) analysis
Additional Attributes:
1. n_periods (int): number of time-periods
"""
def __init__(self, n_observations, n_continuous_covars, n_binary_covars=2, n_periods=2,
mean=None, covar=None, true_effect=1.0, seed=111, heterogeneity=0):
super().__init__(n_observations, n_continuous_covars, n_binary_covars=n_binary_covars,
mean=mean, covar=covar, true_effect=true_effect,
seed=seed, heterogeneity=heterogeneity)
self.method = "DiD"
self.n_periods = n_periods
def canonical_did_model(self):
"""
This is the classical DiD setting with two periods (pre and post treatment) and two groups (treatment and control)
"""
## fraction of observations that receives the treatment
frac_treated = np.random.uniform(0.35, 0.65)
n_treated = int(frac_treated * self.n_observations)
unit_ids = np.arange(self.n_observations)
treatment_status = np.zeros(self.n_observations, dtype=int)
treatment_status[:n_treated] = 1
np.random.shuffle(treatment_status)
X = self.generate_covariates()
cols = [f"X{i+1}" for i in range(self.n_covars)]
covar_df = pd.DataFrame(X, columns=cols)
vec = np.random.normal(0, 0.1, size=self.n_covars)
intercept = np.random.normal(50, 3)
treat_effect = np.random.normal(0, 1)
time_effect = np.random.normal(0, 1)
covar_term = X @ vec
pre_noise = np.random.normal(0, 1, self.n_observations)
pre_outcome = intercept + covar_term + pre_noise + treat_effect * treatment_status
pre_data = pd.DataFrame({'unit_id': unit_ids, 'post': 0, 'D': treatment_status,
'Y': pre_outcome})
post_noise = np.random.normal(0, 1, self.n_observations)
post_outcome = (intercept + time_effect + covar_term + self.true_effect * treatment_status
+ treat_effect * treatment_status + post_noise)
post_data = pd.DataFrame({'unit_id': unit_ids, 'post': 1, 'D': treatment_status,
'Y': post_outcome})
df = pd.concat([pre_data, post_data], ignore_index=True)
df = df.merge(covar_df, left_on="unit_id", right_index=True)
return df[['unit_id', 'post', 'D', 'Y'] + cols]
def twfe_model(self):
"""
Generate panel data for Two-Way Fixed Effects DiD model. This is a generalization of 2-period DiD for multi-year treatments
"""
## fraction of observations that receives the treatment
frac_treated = np.random.uniform(0.35, 0.65)
unit_ids = np.arange(1, self.n_observations + 1)
time_periods = np.arange(0, self.n_periods)
df = pd.DataFrame([(i, t) for i in unit_ids for t in time_periods],
columns=["unit", "time"])
X = self.generate_covariates()
for j in range(self.n_covars):
df[f"X{j+1}"] = np.repeat(X[:, j], self.n_periods)
## Assign treatment timing
n_treated = int(frac_treated * self.n_observations)
treated_units = np.random.choice(unit_ids, size=n_treated, replace=False)
treatment_start = {unit: np.random.randint(1, self.n_periods) for unit in treated_units}
df["treat_post"] = df.apply(lambda row: int(row["unit"] in treatment_start and
row["time"] >= treatment_start[row["unit"]]),axis=1)
## State fixed effects
unit_effects = dict(zip(unit_ids, np.random.normal(0, 1.0, self.n_observations)))
## Time fixed effects
time_effects = dict(zip(time_periods, np.random.normal(0, 1, len(time_periods))))
df["unit_fe"] = df["unit"].map(unit_effects)
df["time_fe"] = df["time"].map(time_effects)
covar_effects = np.random.normal(0, 0.1, self.n_covars)
X_matrix = df[[f"X{j+1}" for j in range(self.n_covars)]].values
covar_term = X_matrix @ covar_effects
intercept = np.random.normal(50, 3)
noise = np.random.normal(0, 1, len(df))
df["Y"] = intercept + covar_term + df["unit_fe"] + df["time_fe"] + self.true_effect * df["treat_post"] + noise
final_df = df[["unit", "time", "treat_post", "Y"] + [f"X{j+1}" for j in range(self.n_covars)]]
final_df = final_df.rename(columns={"time": "year", "treat_post": "D"})
return final_df
def generate_data(self):
if self.n_periods == 2:
self.data = self.canonical_did_model()
else:
self.data = self.twfe_model()
return self.data
def test_data(self, print_=False):
estimated_att = None
if self.data is None:
raise ValueError("Data not generated yet.")
if self.n_periods == 2:
print("Testing canonical DiD model")
model = smf.ols('Y ~ D * post', data=self.data).fit()
estimated_att = model.params['D:post']
conf_int = model.conf_int().loc['D:post']
else:
print("Testing TWFE model")
model = smf.ols('Y ~ D + C(unit) + C(year)', data=self.data).fit()
estimated_att = model.params['D']
conf_int = model.conf_int().loc['D']
result = "TRUE ATT: {:.3f}, EMPRICAL ATT:{:.3f}\nCONFIDENCE INTERVAL:{}".format(
self.true_effect, estimated_att, conf_int)
if print_:
print(result)
return result