import numpy as np
import statsmodels.api as sm
import os
from statsmodels.stats.mediation import Mediation
import pandas as pd
from numpy.testing import assert_allclose
import patsy
import pytest
# Compare to mediation R package vignette
df = [['index', 'Estimate', 'Lower CI bound', 'Upper CI bound', 'P-value'],
['ACME (control)', 0.085106, 0.029938, 0.141525, 0.00],
['ACME (treated)', 0.085674, 0.031089, 0.147762, 0.00],
['ADE (control)', 0.016938, -0.129157, 0.121945, 0.66],
['ADE (treated)', 0.017506, -0.139649, 0.130030, 0.66],
['Total effect', 0.102612, -0.036749, 0.227213, 0.20],
['Prop. mediated (control)', 0.698070, -6.901715, 2.725978, 0.20],
['Prop. mediated (treated)', 0.718648, -6.145419, 2.510750, 0.20],
['ACME (average)', 0.085390, 0.030272, 0.144768, 0.00],
['ADE (average)', 0.017222, -0.134465, 0.125987, 0.66],
['Prop. mediated (average)', 0.710900, -6.523567, 2.618364, 0.20]]
framing_boot_4231 = pd.DataFrame(df[1:], columns=df[0]).set_index('index')
# Compare to mediation R package vignette
df = [['index', 'Estimate', 'Lower CI bound', 'Upper CI bound', 'P-value'],
['ACME (control)', 0.075529, 0.024995, 0.132408, 0.00],
['ACME (treated)', 0.076348, 0.027475, 0.130138, 0.00],
['ADE (control)', 0.021389, -0.094323, 0.139148, 0.68],
['ADE (treated)', 0.022207, -0.101239, 0.145740, 0.68],
['Total effect', 0.097736, -0.025384, 0.225386, 0.16],
['Prop. mediated (control)', 0.656820, -3.664956, 4.845269, 0.16],
['Prop. mediated (treated)', 0.687690, -3.449415, 4.469289, 0.16],
['ACME (average)', 0.075938, 0.026109, 0.129450, 0.00],
['ADE (average)', 0.021798, -0.097781, 0.142444, 0.68],
['Prop. mediated (average)', 0.669659, -3.557185, 4.657279, 0.16]]
framing_para_4231 = pd.DataFrame(df[1:], columns=df[0]).set_index('index')
df = [['index', 'Estimate', 'Lower CI bound', 'Upper CI bound', 'P-value'],
['ACME (control)', 0.065989, 0.003366, 0.152261, 0.04],
['ACME (treated)', 0.081424, 0.008888, 0.199853, 0.04],
['ADE (control)', 0.240392, -0.026286, 0.470918, 0.08],
['ADE (treated)', 0.255827, -0.030681, 0.491535, 0.08],
['Total effect', 0.321816, 0.037238, 0.549530, 0.00],
['Prop. mediated (control)', 0.196935, 0.015232, 1.864804, 0.04],
['Prop. mediated (treated)', 0.248896, 0.032229, 1.738846, 0.04],
['ACME (average)', 0.073707, 0.006883, 0.169923, 0.04],
['ADE (average)', 0.248109, -0.028483, 0.478978, 0.08],
['Prop. mediated (average)', 0.226799, 0.028865, 1.801825, 0.04]]
framing_moderated_4231 = pd.DataFrame(df[1:], columns=df[0]).set_index('index')
@pytest.mark.slow
def test_framing_example():
cur_dir = os.path.dirname(os.path.abspath(__file__))
data = pd.read_csv(os.path.join(cur_dir, 'results', "framing.csv"))
outcome = np.asarray(data["cong_mesg"])
outcome_exog = patsy.dmatrix("emo + treat + age + educ + gender + income", data,
return_type='dataframe')
probit = sm.families.links.probit
outcome_model = sm.GLM(outcome, outcome_exog, family=sm.families.Binomial(link=probit()))
mediator = np.asarray(data["emo"])
mediator_exog = patsy.dmatrix("treat + age + educ + gender + income", data,
return_type='dataframe')
mediator_model = sm.OLS(mediator, mediator_exog)
tx_pos = [outcome_exog.columns.tolist().index("treat"),
mediator_exog.columns.tolist().index("treat")]
med_pos = outcome_exog.columns.tolist().index("emo")
med = Mediation(outcome_model, mediator_model, tx_pos, med_pos,
outcome_fit_kwargs={'atol':1e-11})
np.random.seed(4231)
para_rslt = med.fit(method='parametric', n_rep=100)
diff = np.asarray(para_rslt.summary() - framing_para_4231)
assert_allclose(diff, 0, atol=1e-6)
np.random.seed(4231)
boot_rslt = med.fit(method='boot', n_rep=100)
diff = np.asarray(boot_rslt.summary() - framing_boot_4231)
assert_allclose(diff, 0, atol=1e-6)
def test_framing_example_moderator():
# moderation without formulas, generally not useful but test anyway
cur_dir = os.path.dirname(os.path.abspath(__file__))
data = pd.read_csv(os.path.join(cur_dir, 'results', "framing.csv"))
outcome = np.asarray(data["cong_mesg"])
outcome_exog = patsy.dmatrix("emo + treat + age + educ + gender + income", data,
return_type='dataframe')
probit = sm.families.links.probit
outcome_model = sm.GLM(outcome, outcome_exog, family=sm.families.Binomial(link=probit()))
mediator = np.asarray(data["emo"])
mediator_exog = patsy.dmatrix("treat + age + educ + gender + income", data,
return_type='dataframe')
mediator_model = sm.OLS(mediator, mediator_exog)
tx_pos = [outcome_exog.columns.tolist().index("treat"),
mediator_exog.columns.tolist().index("treat")]
med_pos = outcome_exog.columns.tolist().index("emo")
ix = (outcome_exog.columns.tolist().index("age"),
mediator_exog.columns.tolist().index("age"))
moderators = {ix : 20}
med = Mediation(outcome_model, mediator_model, tx_pos, med_pos,
moderators=moderators)
# Just a smoke test
np.random.seed(4231)
med_rslt = med.fit(method='parametric', n_rep=100)
@pytest.mark.slow
def test_framing_example_formula():
cur_dir = os.path.dirname(os.path.abspath(__file__))
data = pd.read_csv(os.path.join(cur_dir, 'results', "framing.csv"))
probit = sm.families.links.probit
outcome_model = sm.GLM.from_formula("cong_mesg ~ emo + treat + age + educ + gender + income",
data, family=sm.families.Binomial(link=probit()))
mediator_model = sm.OLS.from_formula("emo ~ treat + age + educ + gender + income", data)
med = Mediation(outcome_model, mediator_model, "treat", "emo",
outcome_fit_kwargs={'atol': 1e-11})
np.random.seed(4231)
med_rslt = med.fit(method='boot', n_rep=100)
diff = np.asarray(med_rslt.summary() - framing_boot_4231)
assert_allclose(diff, 0, atol=1e-6)
np.random.seed(4231)
med_rslt = med.fit(method='parametric', n_rep=100)
diff = np.asarray(med_rslt.summary() - framing_para_4231)
assert_allclose(diff, 0, atol=1e-6)
@pytest.mark.slow
def test_framing_example_moderator_formula():
cur_dir = os.path.dirname(os.path.abspath(__file__))
data = pd.read_csv(os.path.join(cur_dir, 'results', "framing.csv"))
probit = sm.families.links.probit
outcome_model = sm.GLM.from_formula("cong_mesg ~ emo + treat*age + emo*age + educ + gender + income",
data, family=sm.families.Binomial(link=probit()))
mediator_model = sm.OLS.from_formula("emo ~ treat*age + educ + gender + income", data)
moderators = {"age" : 20}
med = Mediation(outcome_model, mediator_model, "treat", "emo",
moderators=moderators)
np.random.seed(4231)
med_rslt = med.fit(method='parametric', n_rep=100)
diff = np.asarray(med_rslt.summary() - framing_moderated_4231)
assert_allclose(diff, 0, atol=1e-6)
def test_mixedlm():
np.random.seed(3424)
n = 200
# The exposure (not time varying)
x = np.random.normal(size=n)
xv = np.outer(x, np.ones(3))
# The mediator (with random intercept)
mx = np.asarray([4., 4, 1])
mx /= np.sqrt(np.sum(mx**2))
med = mx[0] * np.outer(x, np.ones(3))
med += mx[1] * np.outer(np.random.normal(size=n), np.ones(3))
med += mx[2] * np.random.normal(size=(n, 3))
# The outcome (exposure and mediator effects)
ey = np.outer(x, np.r_[0, 0.5, 1]) + med
# Random structure of the outcome (random intercept and slope)
ex = np.asarray([5., 2, 2])
ex /= np.sqrt(np.sum(ex**2))
e = ex[0] * np.outer(np.random.normal(size=n), np.ones(3))
e += ex[1] * np.outer(np.random.normal(size=n), np.r_[-1, 0, 1])
e += ex[2] * np.random.normal(size=(n, 3))
y = ey + e
# Group membership
idx = np.outer(np.arange(n), np.ones(3))
# Time
tim = np.outer(np.ones(n), np.r_[-1, 0, 1])
df = pd.DataFrame({"y": y.flatten(), "x": xv.flatten(),
"id": idx.flatten(), "time": tim.flatten(),
"med": med.flatten()})
mediator_model = sm.MixedLM.from_formula("med ~ x", groups="id", data=df)
outcome_model = sm.MixedLM.from_formula("y ~ med + x", groups="id", data=df)
me = Mediation(outcome_model, mediator_model, "x", "med")
mr = me.fit(n_rep=2)
st = mr.summary()
pm = st.loc["Prop. mediated (average)", "Estimate"]
assert_allclose(pm, 0.52, rtol=1e-2, atol=1e-2)