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| 1 | +"""Tier D P2 known-truth upgrades — QTE, multi-valued treatment, distributional TE. |
| 2 | +
|
| 3 | +Part of the P1/P2 "Tier D analytic special-cases" campaign (see |
| 4 | +``.tierd_campaign/CAMPAIGN.md``). All three were graded ``weak`` by |
| 5 | +``scripts/tierd_classify.py``. Each anchors to a known-DGP recovery: |
| 6 | +
|
| 7 | + sp.qte a pure location shift Y(1)=Y(0)+tau gives a constant |
| 8 | + quantile treatment effect tau at every quantile. |
| 9 | + sp.multi_treatment AIPW recovers each arm's known effect vs the reference. |
| 10 | + sp.distributional_te an upward location shift makes the treated CDF lie |
| 11 | + below the control CDF (stochastic dominance) and the |
| 12 | + KS statistic is large; under no effect it is ~0. |
| 13 | +
|
| 14 | +Purely additive — no estimator numerics changed (campaign red line). |
| 15 | +
|
| 16 | +NB (Tier D edge findings, reported not fixed): |
| 17 | +- ``sp.qte(n_boot=0)`` raises (np.percentile over an empty bootstrap array), |
| 18 | + same edge as ``sp.cic``; tests pass a small positive bootstrap count. |
| 19 | +- ``sp.distributional_te.ks_pvalue`` is unreliable (ks_stat=0.69 reported with |
| 20 | + ks_pvalue=0.70, where scipy's KS p-value is ~1e-170). Tests anchor on the |
| 21 | + correct ``ks_stat`` and the CDF-dominance ``dte`` instead. See |
| 22 | + ``.tierd_campaign/FINDINGS_minor_edge_cases.md``. |
| 23 | +""" |
| 24 | + |
| 25 | +import numpy as np |
| 26 | +import pandas as pd |
| 27 | +import pytest |
| 28 | + |
| 29 | +import statspai as sp |
| 30 | + |
| 31 | +# Bootstrap only sizes the CIs; every assertion below is on a point estimate / |
| 32 | +# statistic, so a small n_boot keeps these fast without weakening the anchor. |
| 33 | +N = 2000 |
| 34 | +NBOOT = 20 |
| 35 | + |
| 36 | + |
| 37 | +# --------------------------------------------------------------------------- |
| 38 | +# sp.qte — quantile treatment effects |
| 39 | +# --------------------------------------------------------------------------- |
| 40 | +class TestQTEAnalytic: |
| 41 | + |
| 42 | + def test_location_shift_is_constant_across_quantiles(self): |
| 43 | + rng = np.random.default_rng(0) |
| 44 | + t = rng.integers(0, 2, N) |
| 45 | + y = rng.normal(0, 1, N) + 2.0 * t # constant shift tau = 2 |
| 46 | + res = sp.qte(pd.DataFrame({"y": y, "t": t}), y="y", treatment="t", |
| 47 | + quantiles=[0.25, 0.5, 0.75], n_boot=NBOOT) |
| 48 | + np.testing.assert_allclose(res.effects, 2.0, atol=0.25) |
| 49 | + |
| 50 | + def test_ate_recovers_mean_shift(self): |
| 51 | + rng = np.random.default_rng(1) |
| 52 | + t = rng.integers(0, 2, N) |
| 53 | + y = rng.normal(0, 1, N) + 2.0 * t |
| 54 | + res = sp.qte(pd.DataFrame({"y": y, "t": t}), y="y", treatment="t", |
| 55 | + quantiles=[0.5], n_boot=NBOOT) |
| 56 | + assert res.ate == pytest.approx(2.0, abs=0.2) |
| 57 | + |
| 58 | + def test_no_effect_gives_zero_qte(self): |
| 59 | + rng = np.random.default_rng(2) |
| 60 | + t = rng.integers(0, 2, N) |
| 61 | + y = rng.normal(0, 1, N) # treatment unrelated to outcome |
| 62 | + res = sp.qte(pd.DataFrame({"y": y, "t": t}), y="y", treatment="t", |
| 63 | + quantiles=[0.25, 0.5, 0.75], n_boot=NBOOT) |
| 64 | + np.testing.assert_allclose(res.effects, 0.0, atol=0.25) |
| 65 | + |
| 66 | + |
| 67 | +# --------------------------------------------------------------------------- |
| 68 | +# sp.multi_treatment — multi-valued treatment via AIPW |
| 69 | +# --------------------------------------------------------------------------- |
| 70 | +class TestMultiTreatmentAnalytic: |
| 71 | + |
| 72 | + @staticmethod |
| 73 | + def _three_arm_dgp(seed=0, n=N): |
| 74 | + rng = np.random.default_rng(seed) |
| 75 | + T = rng.integers(0, 3, n) |
| 76 | + x = rng.normal(0, 1, n) |
| 77 | + # Known effects vs arm 0: arm 1 = +1.0, arm 2 = +2.5. |
| 78 | + y = 1.0 * (T == 1) + 2.5 * (T == 2) + 0.5 * x + rng.normal(0, 1, n) |
| 79 | + return pd.DataFrame({"y": y, "T": T, "x": x}) |
| 80 | + |
| 81 | + def test_recovers_per_arm_effects(self): |
| 82 | + df = self._three_arm_dgp() |
| 83 | + res = sp.multi_treatment(df, y="y", treat="T", covariates=["x"], |
| 84 | + reference=0, n_bootstrap=NBOOT) |
| 85 | + eff = res.detail.set_index("treatment")["estimate"] |
| 86 | + assert eff[1] == pytest.approx(1.0, abs=0.25) |
| 87 | + assert eff[2] == pytest.approx(2.5, abs=0.25) |
| 88 | + |
| 89 | + def test_reference_arm_excluded_and_ordering(self): |
| 90 | + df = self._three_arm_dgp() |
| 91 | + res = sp.multi_treatment(df, y="y", treat="T", covariates=["x"], |
| 92 | + reference=0, n_bootstrap=NBOOT) |
| 93 | + assert 0 not in set(res.detail["treatment"]) |
| 94 | + eff = res.detail.set_index("treatment")["estimate"] |
| 95 | + assert eff[2] > eff[1] # arm 2 effect exceeds arm 1 |
| 96 | + |
| 97 | + |
| 98 | +# --------------------------------------------------------------------------- |
| 99 | +# sp.distributional_te — distributional treatment effects |
| 100 | +# --------------------------------------------------------------------------- |
| 101 | +class TestDistributionalTEAnalytic: |
| 102 | + |
| 103 | + def test_upward_shift_gives_stochastic_dominance(self): |
| 104 | + # Treated distribution shifted up by 2 -> treated CDF lies below the |
| 105 | + # control CDF (DTE = F_treated - F_control <= 0 on average), and the KS |
| 106 | + # distance between the two distributions is large. |
| 107 | + rng = np.random.default_rng(0) |
| 108 | + t = rng.integers(0, 2, N) |
| 109 | + y = rng.normal(0, 1, N) + 2.0 * t |
| 110 | + res = sp.distributional_te(pd.DataFrame({"y": y, "t": t}), y="y", |
| 111 | + treatment="t", n_grid=40, n_boot=NBOOT) |
| 112 | + assert np.nanmean(res.dte) < 0 # treated stochastically dominates |
| 113 | + assert res.ks_stat > 0.3 # distributions clearly differ |
| 114 | + |
| 115 | + def test_no_effect_has_small_ks_distance(self): |
| 116 | + rng = np.random.default_rng(3) |
| 117 | + t = rng.integers(0, 2, N) |
| 118 | + y = rng.normal(0, 1, N) # identical distributions across arms |
| 119 | + res = sp.distributional_te(pd.DataFrame({"y": y, "t": t}), y="y", |
| 120 | + treatment="t", n_grid=40, n_boot=NBOOT) |
| 121 | + assert res.ks_stat < 0.1 |
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