Merge pull request #101 from TARGENE/linearly_indep_estimands

Linearly indep estimands

Project.toml

@@ -1,7 +1,7 @@
 name = "TMLE"
 uuid = "8afdd2fb-6e73-43df-8b62-b1650cd9c8cf"
 authors = ["Olivier Labayle"]
-version = "0.13.1"
+version = "0.14.0"
 
 [deps]
 AbstractDifferentiation = "c29ec348-61ec-40c8-8164-b8c60e9d9f3d"
@@ -55,7 +55,7 @@ PrettyTables = "2.2"
 TableOperations = "1.2"
 Tables = "1.6"
 YAML = "0.4.9"
-Zygote = "0.6"
+Zygote = "0.6.69"
 SplitApplyCombine = "1.2.2"
 julia = "1.6, 1.7, 1"
 

docs/src/user_guide/estimands.md

@@ -119,9 +119,9 @@ statisticalΨ = ATE(
 )
 ```
 
-- generating all ``ATEs``
+- Factorial Treatments
 
-It is possible to generate all possible ATEs from a set of treatment values or from a dataset. For that purpose, use the `generateATEs` function.
+It is possible to generate a `ComposedEstimand` containing all linearly independent IATEs from a set of treatment values or from a dataset. For that purpose, use the `factorialATE` function.
 
 ## The Interaction Average Treatment Effect
 
@@ -143,7 +143,7 @@ IATE_{0 \rightarrow 1, 0 \rightarrow 1}(P) = \mathbb{E}[Y|do(T_1=1, T_2=1)] - \m
 - Statistical Estimand (via backdoor adjustment):
 
 ```math
-IATE_{0 \rightarrow 1, 0 \rightarrow 1}(P) = \mathbb{E}_{\textbf{W}}[\mathbb{E}[Y|T_1=1, T_2=1, \textbf{W}]] - \mathbb{E}[Y|T_1=1, T_2=0, \textbf{W}]  \\
+IATE_{0 \rightarrow 1, 0 \rightarrow 1}(P) = \mathbb{E}_{\textbf{W}}[\mathbb{E}[Y|T_1=1, T_2=1, \textbf{W}] - \mathbb{E}[Y|T_1=1, T_2=0, \textbf{W}]  \\
 - \mathbb{E}[Y|T_1=0, T_2=1, \textbf{W}] + \mathbb{E}[Y|T_1=0, T_2=0, \textbf{W}]] 
 ```
 
@@ -180,6 +180,10 @@ statisticalΨ = IATE(
 )
 ```
 
+- Factorial Treatments
+
+It is possible to generate a `ComposedEstimand` containing all linearly independent IATEs from a set of treatment values or from a dataset. For that purpose, use the `factorialIATE` function.
+
 ## Composed Estimands
 
 As a result of Julia's automatic differentiation facilities, given a set of predefined estimands ``(\Psi_1, ..., \Psi_k)``, we can automatically compute an estimator for $f(\Psi_1, ..., \Psi_k)$. This is done via the `ComposedEstimand` type.

src/TMLE.jl

@@ -29,7 +29,7 @@ using SplitApplyCombine
 export SCM, StaticSCM, add_equations!, add_equation!, parents, vertices
 export CM, ATE, IATE
 export AVAILABLE_ESTIMANDS
-export generateATEs, generateIATEs
+export factorialATE, factorialIATE
 export TMLEE, OSE, NAIVE
 export ComposedEstimand
 export var, estimate, OneSampleTTest, OneSampleZTest, OneSampleHotellingT2Test,pvalue, confint, emptyIC

src/counterfactual_mean_based/estimands.jl

@@ -231,9 +231,11 @@ unique_non_missing(dataset, colname) = unique(skipmissing(Tables.getcolumn(datas
 
 unique_treatment_values(dataset, colnames) =(;(colname => unique_non_missing(dataset, colname) for colname in colnames)...)
 
-get_treatments_contrasts(treatments_unique_values) = [collect(Combinatorics.combinations(treatments_unique_values[T], 2)) for T in keys(treatments_unique_values)]
 
-function generateComposedEstimandFromContrasts(
+get_transitive_treatments_contrasts(treatments_unique_values) =
+    [collect(zip(vals[1:end-1], vals[2:end])) for vals in values(treatments_unique_values)]
+
+function generateFactorialEstimandFromContrasts(
     constructor,
     treatments_levels::NamedTuple{names}, 
     outcome; 
@@ -242,7 +244,7 @@ function generateComposedEstimandFromContrasts(
     freq_table=nothing,
     positivity_constraint=nothing
     ) where names
-    treatments_contrasts = get_treatments_contrasts(treatments_levels)
+    treatments_contrasts = get_transitive_treatments_contrasts(treatments_levels)
     components = []
     for combo ∈ Iterators.product(treatments_contrasts...)
         treatments_contrast = [NamedTuple{(:control, :case)}(treatment_control_case) for treatment_control_case ∈ combo]
@@ -262,18 +264,14 @@ end
 GENERATE_DOCSTRING = """
 The components of this estimand are generated from the treatment variables contrasts.
 For example, consider two treatment variables T₁ and T₂ each taking three possible values (0, 1, 2). 
-For each treatment variable, the marginal contrasts are defined by (0 → 1, 1 → 2, 0 → 2), there are thus 
-3 x 3 = 9 joint contrasts to be generated:
+For each treatment variable, the marginal transitive contrasts are defined by (0 → 1, 1 → 2). Note that (0 → 2) or (1 → 0) need not 
+be considered because they are linearly dependent on the other contrasts. Then, the cartesian product of treatment contrasts is taken,
+resulting in a 2 x 2 = 4 dimensional joint estimand:
 
 - (T₁: 0 → 1, T₂: 0 → 1)
 - (T₁: 0 → 1, T₂: 1 → 2)
-- (T₁: 0 → 1, T₂: 0 → 2)
 - (T₁: 1 → 2, T₂: 0 → 1)
 - (T₁: 1 → 2, T₂: 1 → 2)
-- (T₁: 1 → 2, T₂: 0 → 2)
-- (T₁: 0 → 2, T₂: 0 → 1)
-- (T₁: 0 → 2, T₂: 1 → 2)
-- (T₁: 0 → 2, T₂: 0 → 2)
 
 # Return
 
@@ -287,11 +285,10 @@ A `ComposedEstimand` with causal or statistical components.
 If `nothing`, causal estimands are generated.
 - `outcome_extra_covariates=()`: The generated components will inherit these `outcome_extra_covariates`.
 - `positivity_constraint=nothing`: Only components that pass the positivity constraint are added to the `ComposedEstimand`
-
 """
 
 """
-    generateATEs(
+    factorialATE(
         treatments_levels::NamedTuple{names}, outcome; 
         confounders=nothing, 
         outcome_extra_covariates=(),
@@ -306,23 +303,23 @@ Generate a `ComposedEstimand` of ATEs from the `treatments_levels`. $GENERATE_DO
 To generate a causal composed estimand with 3 components:
 
 ```@example
-generateATEs((T₁ = (0, 1), T₂=(0, 1, 2)), :Y₁)
+factorialATE((T₁ = (0, 1), T₂=(0, 1, 2)), :Y₁)
 ```
 
 To generate a statistical composed estimand with 9 components:
 
 ```@example
-generateATEs((T₁ = (0, 1, 2), T₂=(0, 1, 2)), :Y₁, confounders=[:W₁, :W₂])
+factorialATE((T₁ = (0, 1, 2), T₂=(0, 1, 2)), :Y₁, confounders=[:W₁, :W₂])
 ```
 """
-function generateATEs(
+function factorialATE(
     treatments_levels::NamedTuple{names}, outcome; 
     confounders=nothing, 
     outcome_extra_covariates=(),
     freq_table=nothing,
     positivity_constraint=nothing
     ) where names
-    return generateComposedEstimandFromContrasts(
+    return generateFactorialEstimandFromContrasts(
         ATE,
         treatments_levels, 
         outcome; 
@@ -334,22 +331,22 @@ function generateATEs(
 end
 
 """
-    generateATEs(dataset, treatments, outcome; 
+    factorialATE(dataset, treatments, outcome; 
         confounders=nothing, 
         outcome_extra_covariates=(),
         positivity_constraint=nothing
     )
 
 Find all unique values for each treatment variable in the dataset and generate all possible ATEs from these values.
 """
-function generateATEs(dataset, treatments, outcome; 
+function factorialATE(dataset, treatments, outcome; 
     confounders=nothing, 
     outcome_extra_covariates=(),
     positivity_constraint=nothing
     )
     treatments_levels = unique_treatment_values(dataset, treatments)
     freq_table = positivity_constraint !== nothing ? frequency_table(dataset, keys(treatments_levels)) : nothing
-    return generateATEs(
+    return factorialATE(
         treatments_levels, 
         outcome; 
         confounders=confounders, 
@@ -360,38 +357,38 @@ function generateATEs(dataset, treatments, outcome;
 end
 
 """
-    generateIATEs(
+    factorialIATE(
         treatments_levels::NamedTuple{names}, outcome; 
         confounders=nothing, 
         outcome_extra_covariates=(),
         freq_table=nothing,
         positivity_constraint=nothing
     ) where names
 
-Generates a `ComposedEstimand` of Average Interation Effects from `treatments_levels`. $GENERATE_DOCSTRING
+Generates a `ComposedEstimand` of IATE from `treatments_levels`. $GENERATE_DOCSTRING
 
 # Example:
 
 To generate a causal composed estimand with 3 components:
 
 ```@example
-generateIATEs((T₁ = (0, 1), T₂=(0, 1, 2)), :Y₁)
+factorialIATE((T₁ = (0, 1), T₂=(0, 1, 2)), :Y₁)
 ```
 
 To generate a statistical composed estimand with 9 components:
 
 ```@example
-generateIATEs((T₁ = (0, 1, 2), T₂=(0, 1, 2)), :Y₁, confounders=[:W₁, :W₂])
+factorialIATE((T₁ = (0, 1, 2), T₂=(0, 1, 2)), :Y₁, confounders=[:W₁, :W₂])
 ```
 """
-function generateIATEs(
+function factorialIATE(
     treatments_levels::NamedTuple{names}, outcome; 
     confounders=nothing, 
     outcome_extra_covariates=(),
     freq_table=nothing,
     positivity_constraint=nothing
     ) where names
-    return generateComposedEstimandFromContrasts(
+    return generateFactorialEstimandFromContrasts(
         IATE,
         treatments_levels, 
         outcome; 
@@ -403,23 +400,23 @@ function generateIATEs(
 end
 
 """
-    generateIATEs(dataset, treatments, outcome; 
+    factorialIATE(dataset, treatments, outcome; 
         confounders=nothing, 
         outcome_extra_covariates=(),
         positivity_constraint=nothing
     )
 
-Finds treatments levels from the dataset and generates a `ComposedEstimand` of Average Interation Effects from them 
-(see [`generateIATEs(treatments_levels, outcome; confounders=nothing, outcome_extra_covariates=())`](@ref)).
+Finds treatments levels from the dataset and generates a `ComposedEstimand` of IATE from them 
+(see [`factorialIATE(treatments_levels, outcome; confounders=nothing, outcome_extra_covariates=())`](@ref)).
 """
-function generateIATEs(dataset, treatments, outcome; 
+function factorialIATE(dataset, treatments, outcome; 
     confounders=nothing, 
     outcome_extra_covariates=(),
     positivity_constraint=nothing
     )
     treatments_levels = unique_treatment_values(dataset, treatments)
     freq_table = positivity_constraint !== nothing ? frequency_table(dataset, keys(treatments_levels)) : nothing
-    return generateIATEs(
+    return factorialIATE(
         treatments_levels, 
         outcome; 
         confounders=confounders, 
@@ -434,4 +431,4 @@ joint_levels(Ψ::StatisticalIATE) = Iterators.product(values(Ψ.treatment_values
 joint_levels(Ψ::StatisticalATE) =
     (Tuple(Ψ.treatment_values[T][c] for T ∈ keys(Ψ.treatment_values)) for c in (:case, :control))
 
-joint_levels(Ψ::StatisticalCM) = (values(Ψ.treatment_values),)
+joint_levels(Ψ::StatisticalCM) = (values(Ψ.treatment_values),)

src/estimands.jl

@@ -136,3 +136,11 @@ nuisance_functions_iterator(Ψ::ComposedEstimand) =
 
 identify(method::AdjustmentMethod, Ψ::ComposedEstimand, scm) = 
     ComposedEstimand(Ψ.f, Tuple(identify(method, arg, scm) for arg ∈ Ψ.args))
+
+function string_repr(estimand::ComposedEstimand)
+    string(
+        "Composed Estimand applying function `", estimand.f, "` to: \n",
+        "-----------------\n- ",
+        join((string_repr(arg) for arg in estimand.args), "\n- ")
+    )
+end