𝕁𝕋+ - Note0716 (mediation analysis with pymc)

Code

import pymc as pm
import numpy as np
import pandas as pd
import arviz as az
import matplotlib.pyplot as plt

Code

#dat = pd.read_csv('data1463_fin3.csv')

為了之後還可以跑這個模型，根據原本的資料重新模擬一筆資料。

~~(但這邊沒考慮到原本數值之間的相關情形)~~ 已考慮進去！！用多元常態分配模擬了。

acd1eap \(\sim N(2.8510193121856177e-05, 0.8921482479092293)\)
scleap \(\sim N(1.9250494837216173e-06, 0.7154395945457549)\)
c1 \(\sim Ber(1,0.19822282980177716)\)
c2 \(\sim Ber(1,0.11483253588516747)\)
c3 \(\sim Ber(1,0.11551606288448393)\)

Code

'''
[dat.acd1_eap.mean(), dat.scl_eap.mean(),dat.c1.mean(),dat.c2.mean(),dat.c3.mean()]
np.cov([dat.acd1_eap, dat.scl_eap, dat.c1, dat.c2, dat.c3])
'''

'\n[dat.acd1_eap.mean(), dat.scl_eap.mean(),dat.c1.mean(),dat.c2.mean(),dat.c3.mean()]\nnp.cov([dat.acd1_eap, dat.scl_eap, dat.c1, dat.c2, dat.c3])\n'

Code

dat_mn = np.array(
    [2.8510193121856177e-05,
     1.9250494837216173e-06,
     0.19822282980177716,
     0.11483253588516747,
     0.11551606288448393]
)
dat_cov = np.array([
    [ 0.7959285 ,  0.16304568, -0.01541732, -0.01689872, -0.02973076],
    [ 0.16304568,  0.51185381, -0.05390401, -0.00531492, -0.02327021],
    [-0.01541732, -0.05390401,  0.15903925, -0.022778  , -0.02291358],
    [-0.01689872, -0.00531492, -0.022778  ,  0.10171555, -0.01327408],
    [-0.02973076, -0.02327021, -0.02291358, -0.01327408,  0.10224199]
])
dat = np.random.multivariate_normal(dat_mn, dat_cov, 1000)
dat = pd.DataFrame(dat, columns=['acd1_eap', 'scl_eap', 'c1', 'c2', 'c3'])
dat['c1'] = dat['c1'] > 0.5
dat['c2'] = dat['c2'] > 0.5
dat['c3'] = dat['c3'] > 0.5

Code

dat

	acd1_eap	scl_eap	c1	c2	c3
0	0.346316	-0.792151	True	False	False
1	-0.305374	1.621382	False	True	False
2	0.563012	0.828286	False	False	False
3	0.058392	-0.276411	False	False	False
4	0.181640	-1.291429	False	False	False
...	...	...	...	...	...
995	0.717853	-0.833434	True	False	False
996	-0.812274	-0.038150	False	False	False
997	-0.461906	-0.635552	False	False	False
998	0.294100	0.594206	False	False	False
999	-0.543131	-0.928300	True	False	False

1000 rows × 5 columns

Code

'''
dat_dict = {
    'acd1_eap': np.random.normal(loc=2.8510193121856177e-05, scale=0.8921482479092293, size=1000),
    'scl_eap': np.random.normal(loc=1.9250494837216173e-06, scale=0.7154395945457549, size=1000),
    'c1': np.random.binomial(n=1, p=0.19822282980177716, size=1000),
    'c2': np.random.binomial(n=1, p=0.11483253588516747, size=1000),
    'c3': np.random.binomial(n=1, p=0.11551606288448393, size=1000),    
}
dat = pd.DataFrame(dat_dict)
'''

"\ndat_dict = {\n    'acd1_eap': np.random.normal(loc=2.8510193121856177e-05, scale=0.8921482479092293, size=1000),\n    'scl_eap': np.random.normal(loc=1.9250494837216173e-06, scale=0.7154395945457549, size=1000),\n    'c1': np.random.binomial(n=1, p=0.19822282980177716, size=1000),\n    'c2': np.random.binomial(n=1, p=0.11483253588516747, size=1000),\n    'c3': np.random.binomial(n=1, p=0.11551606288448393, size=1000),    \n}\ndat = pd.DataFrame(dat_dict)\n"

Code

with pm.Model() as model:
    acd1eap = pm.ConstantData('acd1eap', dat.acd1_eap)
    scleap = pm.ConstantData('scleap', dat.scl_eap)
    c1 = pm.ConstantData('c1', dat.c1)
    c2 = pm.ConstantData('c2', dat.c2)
    c3 = pm.ConstantData('c3', dat.c3)

    # intercept
    acd1eap_Intercept = pm.Normal('acd1eap_Intercept', mu=0, sigma=100)
    scleap_Intercept = pm.Normal('scleap_Intercept', mu=0, sigma=100)
    
    # noise
    acd1eap_Sigma = pm.HalfCauchy("acd1eap_Sigma", 1)
    scleap_Sigma = pm.HalfCauchy("scleap_Sigma", 1)

    # slope
    acd1eap_scleap = pm.Normal('acd1eap_scleap', mu=0, sigma=100)
    acd1eap_c1 = pm.Normal('acd1eap_c1', mu=0, sigma=100)
    acd1eap_c2 = pm.Normal('acd1eap_c2', mu=0, sigma=100)
    acd1eap_c3 = pm.Normal('acd1eap_c3', mu=0, sigma=100)
    scleap_c1 = pm.Normal('scleap_c1', mu=0, sigma=100)
    scleap_c2 = pm.Normal('scleap_c2', mu=0, sigma=100)
    scleap_c3 = pm.Normal('scleap_c3', mu=0, sigma=100)

    # likelihood
    pm.Normal("y_likelihood", mu=acd1eap_Intercept + acd1eap_scleap * scleap  + acd1eap_c1 * c1 + acd1eap_c2 * c2 + acd1eap_c3 * c3, sigma =  acd1eap_Sigma, observed = acd1eap  )
    pm.Normal('m_likelihood', mu=scleap_Intercept + scleap_c1 * c1 + scleap_c2 * c2 + scleap_c3 * c3, sigma = scleap_Sigma, observed = scleap)
    
    trace_med = pm.sample(2000, chains=4, cores=4)

Auto-assigning NUTS sampler...
Initializing NUTS using jitter+adapt_diag...
Multiprocess sampling (4 chains in 4 jobs)
NUTS: [acd1eap_Intercept, scleap_Intercept, acd1eap_Sigma, scleap_Sigma, acd1eap_scleap, acd1eap_c1, acd1eap_c2, acd1eap_c3, scleap_c1, scleap_c2, scleap_c3]
Sampling 4 chains for 1_000 tune and 2_000 draw iterations (4_000 + 8_000 draws total) took 3 seconds.

100.00% [12000/12000 00:02<00:00 Sampling 4 chains, 0 divergences]

Code

pm.model_to_graphviz(model)

ExecutableNotFound: failed to execute PosixPath('dot'), make sure the Graphviz executables are on your systems' PATH

<graphviz.graphs.Digraph at 0x17209fb80>

Code

az.summary(trace_med)

	mean	sd	hdi_3%	hdi_97%	mcse_mean	mcse_sd	ess_bulk	ess_tail	r_hat
acd1eap_Intercept	0.042	0.036	-0.025	0.109	0.000	0.000	9687.0	6732.0	1.0
scleap_Intercept	0.045	0.030	-0.013	0.102	0.000	0.000	10276.0	6795.0	1.0
acd1eap_scleap	0.374	0.038	0.305	0.445	0.000	0.000	13151.0	6209.0	1.0
acd1eap_c1	0.002	0.067	-0.126	0.122	0.001	0.001	11284.0	6502.0	1.0
acd1eap_c2	-0.008	0.085	-0.169	0.148	0.001	0.001	12240.0	6047.0	1.0
acd1eap_c3	-0.049	0.088	-0.210	0.120	0.001	0.001	12138.0	5986.0	1.0
scleap_c1	-0.181	0.055	-0.285	-0.081	0.001	0.000	11615.0	6883.0	1.0
scleap_c2	0.031	0.071	-0.091	0.173	0.001	0.001	11680.0	7188.0	1.0
scleap_c3	-0.076	0.073	-0.225	0.053	0.001	0.001	12466.0	6045.0	1.0
acd1eap_Sigma	0.881	0.020	0.845	0.919	0.000	0.000	14248.0	6463.0	1.0
scleap_Sigma	0.734	0.017	0.703	0.765	0.000	0.000	12699.0	6039.0	1.0

Citation

BibTeX citation:

@online{tsai2023,
  author = {Tsai, JW},
  title = {Note0716 (Mediation Analysis with Pymc)},
  date = {2023-07-16},
  langid = {en}
}

For attribution, please cite this work as:

Tsai, J. (2023, July 16). Note0716 (mediation analysis with pymc).