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Randomized Controlled Experiments

from datascience import *
%matplotlib inline
import matplotlib.pyplot as plots
plots.style.use('fivethirtyeight')
import numpy as np
import sys
import warnings
warnings.simplefilter(action='ignore', category=np.VisibleDeprecationWarning)

from ipywidgets import interact, interactive, fixed, interact_manual
import ipywidgets as widgets

1. Back Pain: Randomized Controlled Experiments

rct = Table.read_table('data/bta.csv')
rct.show()

Group	Result
Control	1
Control	1
Control	0
Control	0
Control	0
Control	0
Control	0
Control	0
Control	0
Control	0
Control	0
Control	0
Control	0
Control	0
Control	0
Control	0
Treatment	1
Treatment	1
Treatment	1
Treatment	1
Treatment	1
Treatment	1
Treatment	1
Treatment	1
Treatment	1
Treatment	0
Treatment	0
Treatment	0
Treatment	0
Treatment	0
Treatment	0

rct.pivot('Result', 'Group') #Recall: the default aggregation function counts the items 

Group	0.0	1.0
Control	14	2
Treatment	6	9

# This tells us the proportion in each group who improved.
rct.group('Group', np.mean)

Group	Result mean
Control	0.125
Treatment	0.6

The Test Statistic

def difference_of_proportions(table, group_label, value_label):
    """Takes: name of table,
    column label that indicates which group the row relates to
    Returns: Difference of proportions of 1's in the two groups"""
    
    # table containing group means
    proportions_table = table.group(group_label, np.mean)
    
    # array of group means
    proportions = proportions_table.column(value_label + ' mean')
    
    return abs(proportions.item(1) - proportions.item(0))

observed_diff = difference_of_proportions(rct, 'Group', 'Result')
observed_diff

0.475

Sampling

shuffled_labels = rct.sample(with_replacement=False).column('Group')
original_and_shuffled = rct.with_column('Shuffled Label', shuffled_labels)
original_and_shuffled

Group	Result	Shuffled Label
Control	1	Treatment
Control	1	Control
Control	0	Treatment
Control	0	Treatment
Control	0	Treatment
Control	0	Treatment
Control	0	Control
Control	0	Treatment
Control	0	Treatment
Control	0	Treatment

... (21 rows omitted)

# Original RCT
original_and_shuffled.select('Result', 'Group').group('Group', np.mean)

Group	Result mean
Control	0.125
Treatment	0.6

# Shuffled RCT from the permutation test
original_and_shuffled.select('Result', 'Shuffled Label').group('Shuffled Label', np.mean)

Shuffled Label	Result mean
Control	0.375
Treatment	0.333333

def permutation_sample(table, group_column_name):
    """
    Returns: The table with a new "Shuffled Label" column containing
    the shuffled values of the group column.
    """
    
    # array of shuffled labels
    shuffled_labels = table.sample(with_replacement=False).column(group_column_name)
    
    # table of numerical variable and shuffled labels
    shuffled_table = table.with_column('Shuffled Label', shuffled_labels)
    
    return shuffled_table

Simulation and Plotting

def empirical_difference_of_proportions_distribution(num_iterations):
    simulated_diffs = make_array()

    for i in np.arange(num_iterations):
        
        one_sample = permutation_sample(rct, 'Group')
        statistic_one_sample = difference_of_proportions(one_sample, 
                                                             "Shuffled Label", 
                                                             'Result')
        
        simulated_diffs = np.append(simulated_diffs, statistic_one_sample)
    
    return simulated_diffs

simulated_diffs = empirical_difference_of_proportions_distribution(2000)
results = Table().with_columns('Absolute Difference between Treatment and Control', 
                               simulated_diffs)
results.hist(left_end = observed_diff, bins=np.arange(0,0.7,0.1))
plots.scatter(observed_diff, 0, color='red', s=60, clip_on=False, zorder=3)
plots.title('Back pain experiment');

P-value

sum(simulated_diffs >= observed_diff) / len(simulated_diffs)

0.01

2. John Snow from scratch

snows_data = Table().read_table('data/snow_data.csv')

snows_data.show(10)

Water Company	Cholera death
Lambeth	False
S&V	False
S&V	False
S&V	False
S&V	False
S&V	False
S&V	True
S&V	False
Lambeth	False
S&V	False

... (66143 rows omitted)

# We have not prepared anything for this example. 
# Direct us and we will make mistakes together.