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| library(tidyverse) |
| library(magrittr) |
| library(janitor) |
| library(rio) |
| library(rlist) |
| library(boot) |
| library(broom) |
| library(purrr) |
| library(parallel) |
| library(ebal) |
| library(rootSolve) |
| library(stargazer) |
| library(haven) |
| library(latex2exp) |
| library(estimatr) |
|
|
| |
| |
| |
|
|
| |
| num_days <- 20 |
| hourly_rate <- 50 |
| max_hours <- 3 |
|
|
| param_initial <- |
| list( |
| delta = 0.997, |
| p_B = (hourly_rate / num_days) / 60 |
| ) |
|
|
| |
| us_adults <- 255200373 |
| avg_income <- 43.01 |
| avg_college <- 0.3009 |
| avg_male <- 0.4867 |
| avg_white <- 0.73581 |
| avg_age <- 47.6 |
| avg_usage <- 186 |
|
|
| |
| size <- 2000 |
| seed <- 5 |
| RNGkind("L'Ecuyer-CMRG") |
| set.seed(seed) |
|
|
| |
| maroon <- '#94343c' |
| grey <- '#848484' |
| skyblue <- '#87CEEB' |
| black <- '#000000' |
| deepskyblue <- '#B0C4DE' |
|
|
| |
| |
| constants <- c('delta', 'p_B') |
| name_changes <- list("omega" = "omegause", |
| "omega_est" = "omegahat", |
| "tau_L" = "tauL", |
| "avg_use" = "avguse", |
| "rho" = "rhohat", |
| "lambda" = "lambdahat", |
| "rho_res" = "rhoreshat", |
| "lambda_res" = "lambdareshat", |
| "delta" = "deltahat", |
| "p_B" = "pB", |
| "F_B" = "FB", |
| "tau_B_1" = "tauBone", |
| "tau_B_2" = "tauBtwo", |
| "tau_B_3" = "tauBthree", |
| "tau_B_4" = "tauBfour", |
| "tau_B_5" = "tauBfive", |
| "tau_tilde_B_3_2" = "tautildeBthreetwo", |
| "tau_tilde_B_2_2" = "tautildeBtwotwo", |
| "tau_tilde_L_3_2" = "tautildeLthreetwo", |
| "tau_tilde_L_2_2" = "tautildeLtwotwo", |
| "tau_L_2" = "tauLtwo", |
| "tau_L_y" = "tauLy", |
| "tau_B_y" = "tauBy", |
| "tau_B_2_full" = "tauBtwofull", |
| "tau_L_3" = "tauLthree", |
| "mispredict" = "mispredict", |
| "x_tilde" = "xtilde", |
| "x_ss" = "xss", |
| "limit_effect_last_week" = "limiteffectlastweek", |
| "d_L" = "dL", |
| "d_CL" = "dCL", |
| "tau_tilde_B" = "tautildeB", |
| "tau_tilde_L" = "tautildeL", |
| "x_tilde_2_B" = "xtildetwoB", |
| "v_B" = "vB", |
| "v_L" = "vL", |
| "attritionrate" = "attritionrate", |
| "true_tau_tilde_L" = "truetautildeL", |
| "MPL_S2" = "MPLStwo", |
| "number_people_opted_out" = "numberpeopleoptedout", |
| "percent_opted_out" = "percentoptedout", |
| "gamma_spec_omega_hour" = "gammaspecomegahour", |
| "alpha" = "alphahat", |
| "alpha_res" = "alphares", |
| "eta" = "etahat", |
| "zeta" = "zetahat", |
| "eta_hour" = "etahour", |
| "zeta_hour" = "zetahour", |
| "eta_res" = "etares", |
| "zeta_res" = "zetares", |
| "eta_res_hour" = "etareshour", |
| "zeta_res_hour" = "zetareshour", |
| "tau_B_2_desired" = "tauBtwodesired", |
| "lambdarho" = "lambdarho", |
| "lambdarhosquared" = "lambdarhosquared", |
| "tauBthreehour" = "tauBthreehour", |
| "pcttaubtwo" = "pcttaubtwo", |
| "naivete" = "naivete", |
| "gamma_L_effect" = "gammaLeffect", |
| "gamma_tilde_L_effect" = "gammatildeLeffect", |
| "gamma_L" = "gammaL", |
| "gamma_tilde_L" = "gammatildeL", |
| "gamma_B" = "gammaB", |
| "gamma_tilde_B" = "gammatildeB", |
| "gamma" = "gammacap", |
| "gamma_tilde" = "gammatilde", |
| "naivete_hour" = "naivetehour", |
| "gamma_hour" = "gammahour", |
| "gamma_tilde_B_hour" = "gammatildeBhour", |
| "gamma_tilde_L_hour" = "gammatildeLhour", |
| "gamma_tilde_hour" = "gammatildehour", |
| "gamma_L_hour" = "gammaLhour", |
| "gamma_B_hour" = "gammaBhour", |
| "gamma_L_effect_omega_hour" = "gammaLeffectomegahour", |
| "gamma_L_omega_hour" = "gammaLomegahour", |
| "underestimatetemp" = "underestimatetemp", |
| "attritionrate" = "attritionrate", |
| "gamma_tilde_L_effect_omega" = "gammatildeLeffectomega", |
| "gamma_L_effect_omega" = "gammaLeffectomega", |
| "gamma_tilde_L_omega" = "gammatildeLomega", |
| "gamma_L_omega" = "gammaLomega", |
| "gamma_tilde_L_multiple" = "gammatildeLmultiple", |
| "gamma_L_multiple" = "gammaLmultiple", |
| "gamma_tilde_B_multiple" = "gammatildeBmultiple", |
| "gamma_B_multiple" = "gammaBmultiple", |
| "gamma_tilde_L_multiple_hour" = "gammatildeLmultiplehour", |
| "gamma_L_multiple_hour" = "gammaLmultiplehour", |
| "gamma_tilde_B_multiple_hour" = "gammatildeBmultiplehour", |
| "gamma_B_multiple_hour" = "gammaBmultiplehour", |
| "naivete_res" = "naiveteres", |
| "underestimatetemp_res" = "underestimatetempres", |
| "gamma_L_effect_res" = "gammaLeffectres", |
| "gamma_tilde_L_effect_res" = "gammatildeLeffectres", |
| "gamma_L_res" = "gammaLres", |
| "gamma_B_res" = "gammaBres", |
| "naivete_res_hour" = "naivetereshour", |
| "gamma_tilde_L_effect_res_hour" = "gammatildeLeffectreshour", |
| "gamma_L_res_hour" = "gammaLreshour", |
| "gamma_B_res_hour" = "gammaBreshour", |
| "gamma_L_effect_omega_res_hour" = "gammaLeffectomegareshour", |
| "gamma_L_omega_res_hour" = "gammaLomegareshour", |
| "gamma_tilde_L_effect_omega_res" = "gammatildeLeffectomegares", |
| "gamma_L_effect_omega_res" = "gammaLeffectomegares", |
| "gamma_L_omega_res" = "gammaLomegares", |
| "gamma_L_multiple_res" = "gammaLmultipleres", |
| "gamma_B_multiple_res" = "gammaBmultipleres", |
| "gamma_L_effect_multiple_res" = "gammaLeffectmultipleres", |
| "gamma_tilde_L_effect_multiple_res" = "gammatildeLeffectmultipleres", |
| "gamma_L_multiple_res_hour" = "gammaLmultiplereshour", |
| "gamma_B_multiple_res_hour" = "gammaBmultiplereshour", |
| "gamma_L_effect_multiple_res_hour" = "gammaLeffectmultiplereshour", |
| "gamma_tilde_L_effect_multiple_res_hour" = "gammatildeLeffectmultiplereshour", |
| "x_ss_L_effect" = "xssLeffect", |
| "x_ss_L_effect_eta_high" = "xssLeffectetahigh", |
| "x_ss_L_effect_eta_low" = "xssLeffectetalow", |
| "x_ss_B" = "xssB", |
| "delta_x_cap" = "deltaxcap", |
| "delta_x_cap_us" = "deltaxcapus", |
| "delta_x_tilde_L" = "deltaxtildeL", |
| "delta_x_tilde_L_us" = "deltaxtildeLus", |
| "delta_x_tilde_B" = "deltaxtildeB", |
| "delta_x_tilde_B_us" = "deltaxtildeBus", |
| "x_ss_L" = "xssL", |
| "mispredicthour" = "mispredicthour", |
| "delta_x_L_multiple" = "deltaxLmultiple", |
| "delta_B_multiple" = "deltaBmultiple", |
| "delta_x_cap_omega" = "deltaxcapomega", |
| "delta_x_L_omega" = "deltaxLomega", |
| "x_ss_L_effect_res" = "xssLeffectres", |
| "x_ss_L_effect_eta_high_res" = "xssLeffectetahighres", |
| "x_ss_L_effect_eta_low_res" = "xssLeffectetalowres", |
| "x_ss_B_res" = "xssBres", |
| "delta_x_cap_res" = "deltaxcapres", |
| "delta_x_cap_us_res" = "deltaxcapusres", |
| "delta_x_tilde_L_res" = "deltaxtildeLres", |
| "delta_x_tilde_L_us_res" = "deltaxtildeLusres", |
| "delta_x_tilde_B_res" = "deltaxtildeBres", |
| "delta_x_tilde_B_us_res" = "deltaxtildeBusres", |
| "x_ss_L_res" = "xssLres", |
| "delta_x_cap_multiple_res" = "deltaxcapmultipleres", |
| "delta_x_L_multiple_res" = "deltaxLmultipleres", |
| "delta_B_multiple_res" = "deltaBmultipleres", |
| "delta_x_cap_omega_res" = "deltaxcapomegares", |
| "delta_x_L_omega_res" = "deltaxLomegares", |
| "delta_x_temptation" = "deltaxtemptation", |
| "delta_x_naivete" = "deltaxnaivete", |
| "delta_x_habit" = "deltaxhabit", |
| "x_ss_temptation" = "xsstemptation", |
| "x_ss_temptation_eta_high" = "xsstemptationetahigh", |
| "x_ss_temptation_eta_low" = "xsstemptationetalow", |
| "x_ss_naivete" = "xssnaivete", |
| "x_ss_naivete_eta_high" = "xssnaiveteetahigh", |
| "x_ss_naivete_eta_low" = "xssnaiveteetalow", |
| "x_ss_habit" = "xsshabit", |
| "x_ss_habit_eta_high" = "xsshabitetahigh", |
| "x_ss_habit_eta_low" = "xsshabitetalow", |
| "x_ss_habit_est" = "xsshabitest", |
| "x_ss_habit_temptation" = "xsshabittemptation", |
| "x_ss_habit_temptation_eta_high" = "xsshabittemptationetahigh", |
| "x_ss_habit_temptation_eta_low" = "xsshabittemptationetalow", |
| "x_ss_zero_temp" = "xsszerotemp", |
| "delta_x_temptation_res" = "deltaxtemptationres", |
| "delta_x_naivete_res" = "deltaxnaiveteres", |
| "delta_x_habit_res" = "deltaxhabitres", |
| "x_ss_temptation_res" = "xsstemptationres", |
| "x_ss_temptation_eta_high_res" = "xsstemptationetahighres", |
| "x_ss_temptation_eta_low_res" = "xsstemptationetalowres", |
| "x_ss_naivete_res" = "xssnaiveteres", |
| "x_ss_naivete_eta_high_res" = "xssnaiveteetahighres", |
| "x_ss_naivete_eta_low_res" = "xssnaiveteetalowres", |
| "x_ss_habit_res" = "xsshabitres", |
| "x_ss_habit_eta_high_res" = "xsshabitetahighres", |
| "x_ss_habit_eta_low_res" = "xsshabitetalowres", |
| "x_ss_habit_est_res" = "xsshabitestres", |
| "x_ss_habit_temptation_res" = "xsshabittemptationres", |
| "x_ss_habit_temptation_eta_high_res" = "xsshabittemptationetahighres", |
| "x_ss_habit_temptation_eta_low_res" = "xsshabittemptationetalowres", |
| "x_ss_i_data" = "xssidata", |
| "x_ss_spec" = "xssSpec", |
| "tau_L_2_signed" = "tauLtwosignednotnice", |
| "intercept_spec" = "interceptspec", |
| "intercept_spec_hour" = "interceptspechour", |
| "gamma_tilde_spec" = "gammatildespec", |
| "gamma_spec" = "gammaspec", |
| "delta_x_spec" = "deltaxspec", |
| "gamma_tilde_spec_hour" = "gammatildespechour", |
| "gamma_spec_hour" = "gammaspechour", |
| "intercept_het_L_effect" = "intercepthetLeffect", |
| "intercept_het_L_effect_eta_high" = "intercepthetLeffectetahigh", |
| "intercept_het_L_effect_eta_low" = "intercepthetLeffectetalow", |
| "intercept_het_B" = "intercepthetB", |
| "intercept_het_L" = "intercepthetL", |
| "intercept_het_B_hour" = "intercepthetBhour", |
| "intercept_het_L_hour" = "intercepthetLhour", |
| "intercept_het_L_effect_hour" = "intercepthetLeffecthour", |
| "gamma_spec_omega_hour" = "gammaspecomegahour", |
| "intercept_spec_omega_hour" = "interceptspecomegahour", |
| "intercept_het_L_effect_omega_hour" = "intercepthetLeffectomegahour", |
| "intercept_het_L_omega_hour" = "intercepthetLomegahour", |
| "intercept_het_B_multiple" = "intercepthetBmultiple", |
| "intercept_het_L_multiple" = "intercepthetLmultiple", |
| "intercept_het_L_effect_omega" = "intercepthetLeffectomega", |
| "intercept_het_L_omega" = "intercepthetLomega", |
| "x_ss_spec_res" = "xssSpecres", |
| "intercept_spec_res" = "interceptspecres", |
| "intercept_spec_res_hour" = "interceptspecreshour", |
| "gamma_tilde_spec_res" = "gammatildespecres", |
| "gamma_spec_res" = "gammaspecwres", |
| "delta_x_spec_res" = "deltaxspecres", |
| "gamma_tilde_spec_res_hour" = "gammatildespecreshour", |
| "gamma_spec_res_hour" = "gammaspechourres", |
| "intercept_het_L_effect_res" = "intercepthetLeffectres", |
| "intercept_het_L_effect_eta_high_res" = "intercepthetLeffectetahighres", |
| "intercept_het_L_effect_eta_low_res" = "intercepthetLeffectetalowres", |
| "intercept_het_B_res" = "intercepthetBres", |
| "intercept_het_L_res" = "intercepthetLres", |
| "intercept_het_B_res_hour" = "intercepthetBreshour", |
| "intercept_het_L_res_hour" = "intercepthetLreshour", |
| "intercept_het_L_effect_res_hour" = "intercepthetLeffectreshour", |
| "gamma_spec_omega_res_hour" = "gammaspecomegareshour", |
| "intercept_spec_omega_res_hour" = "interceptspecomegareshour", |
| "intercept_het_L_effect_omega_res_hour" = "intercepthetLeffectomegareshour", |
| "intercept_het_L_omega_res_hour" = "intercepthetLomegareshour", |
| "intercept_het_L_effect_multiple_res" = "intercepthetLeffectmultipleres", |
| "intercept_het_B_multiple_res" = "intercepthetBmultipleres", |
| "intercept_het_L_multiple_res" = "intercepthetLmultipleres", |
| "intercept_het_L_effect_omega_res" = "intercepthetLeffectomegares", |
| "intercept_het_L_omega_res" = "intercepthetLomegares", |
| "gamma_L_effect_res_hour" = "gammaLeffectreshour", |
| "delta_x_temptation_wo_habit" = "deltaxtemptationwohabit", |
| "delta_x_temptation_wo_habit_res" = "deltaxtemptationwohabitres", |
| "DWLStatic" = "DWLStatic", |
| "DWLStaticThreeWeeks" = "DWLStaticThreeWeeks", |
| "YearlyWelfare" = "YearlyWelfare" |
| ) |
|
|
| |
| |
| |
|
|
| find_bottom <- function(x){ |
| return(as.numeric(quantile(x, 0.025, na.rm=TRUE))) |
| } |
| find_top <- function(x){ |
| return(as.numeric(quantile(x, 0.975, na.rm=TRUE))) |
| } |
|
|
| |
| |
| |
|
|
| import_data <- function(){ |
| |
| df <- import('input/final_data_sample.dta') |
| |
| |
| df %<>% |
| mutate(L = ifelse(S2_LimitType != 0, 1, 0)) %>% |
| mutate(B = ifelse(S3_Bonus == 1, 1, 0)) %>% |
| mutate(S = as.character(Stratifier)) %>% |
| mutate(w = 1) |
|
|
| return(df) |
| } |
|
|
| balance_data <- function(df, magnitude=2){ |
| cols_used <- c('balance_income', 'balance_college', 'balance_male', |
| 'balance_white', 'balance_age') |
| |
| balance_df <- df[, c('UserID', cols_used)] |
| balance_df$treat <- 0 |
| |
| avg_df <- data.frame(0, |
| avg_income, |
| avg_college, |
| avg_male, |
| avg_white, |
| avg_age, |
| 1) |
| names(avg_df) <- c('UserID', cols_used, 'treat') |
| |
| balance_df <- rbind(balance_df, avg_df[rep(1, nrow(df)),]) |
| |
| ebal.out <- ebalance(Treatment = balance_df$treat, |
| X = balance_df[,cols_used], |
| print.level = 0) |
| |
| df$w <- ebal.out$w |
| df$w <- sapply(df$w, function(x){ return(min(magnitude, x))}) |
| df$w <- sapply(df$w, function(x){ return(max(1/magnitude, x))}) |
| return(df) |
| } |
|
|
| |
| |
| |
|
|
| |
| solve_sys_eq_1 <- function(param) { |
| |
| tau_B_2 <- param[['tau_B_2']] |
| tau_B_3 <- param[['tau_B_3']] |
| tau_B_4 <- param[['tau_B_4']] |
| tau_B_5 <- param[['tau_B_5']] |
|
|
| |
| a <- tau_B_2*tau_B_4 |
| b <- tau_B_3*tau_B_4 - tau_B_2*tau_B_5 |
| c <- tau_B_4^2 - tau_B_3*tau_B_5 |
|
|
|
|
| |
| |
| rho <- ifelse((tau_B_2==0), tau_B_5/tau_B_4 - tau_B_4/tau_B_3, (-b + sqrt(b^2 - 4*a*c)) / (2*a)) |
| lambda <- tau_B_4 / (rho*tau_B_3 + rho^2*tau_B_2) |
|
|
| rho <- ifelse(rho<0, 0, rho) |
| lambda <- ifelse(lambda<0, 0, lambda) |
| |
| |
| |
| rho_res <- tau_B_5/tau_B_4 - tau_B_4/tau_B_3 |
| rho_res <- ifelse(rho_res<0, 0, rho_res) |
| lambda_res <- tau_B_4 / (rho_res*tau_B_3) |
| lambda_res <- ifelse(lambda_res<0, 0, lambda_res) |
|
|
|
|
| |
| solution <- list( |
| rho = rho, |
| lambda = lambda, |
| rho_res = rho_res, |
| lambda_res = lambda_res |
| ) |
| |
| return(solution) |
| } |
|
|
| |
| solve_sys_eq_2 <- function(param, display_warning=FALSE) { |
| rho = param[['rho']] |
| lambda = param[['lambda']] |
| rho_res = param[['rho_res']] |
| lambda_res = param[['lambda_res']] |
| delta = param[['delta']] |
| tau_B_2 = param[['tau_B_2']] |
| tau_tilde_B = param[['tau_tilde_B']] |
| tau_B_3 = param[['tau_B_3']] |
| tau_B_4 = param[['tau_B_4']] |
| tau_tilde_B_3_2 = param[['tau_tilde_B_3_2']] |
| p_B = param[['p_B']] |
|
|
| find_y <- function(alpha, s, rho=rho, lambda=lambda){ |
| num <- -tau_B_4 + (1-alpha) * delta * (rho^2) * lambda * s |
| denom <- rho * tau_B_3 + (rho^2) * tau_B_2 - (1-alpha) * delta * (rho^2) * (1 - lambda) * s |
| |
| return(num / denom) |
| } |
|
|
| find_x <- function(alpha, s, y, rho=rho, lambda=lambda){ |
| x1 <- tau_B_3 - (1-alpha)*delta*(rho^2)*lambda*(rho*tau_B_2 + tau_B_3) |
| x2 <- rho * tau_B_2 - (1-alpha)*delta*(rho^2)*(1 - lambda)*(rho*tau_B_2 + tau_B_3) |
|
|
| return(x1 + y * x2) |
| } |
|
|
| solve_alpha <- function(alpha){ |
| s <- (rho^2) * tau_B_2 + rho * tau_B_3 + tau_B_4 |
| y <- find_y(alpha, s, rho=rho, lambda=lambda) |
| x <- find_x(alpha, s, y, rho=rho, lambda=lambda) |
| |
| eta <- p_B / x |
| zeta <- y * eta |
| |
| num_z <- eta*tau_B_2 |
| den_z <- delta*rho*(-p_B + (eta - zeta)*tau_tilde_B + zeta * rho * tau_B_2) |
| |
| z <- (num_z / den_z) - (1-alpha) |
| return(z) |
| } |
|
|
| |
| print(tau_B_2) |
| if (tau_B_2 >= 0){ |
| alpha <- 1 |
| } else { |
| alpha <- uniroot(solve_alpha, interval=c(0,1.2))$root |
| } |
|
|
|
|
|
|
|
|
| |
|
|
| alpha <- ifelse(alpha > 1, 1, alpha) |
| alpha <- ifelse(alpha<0, 0, alpha) |
|
|
| s <- (rho^2) * tau_B_2 + rho * tau_B_3 + tau_B_4 |
| y <- find_y(alpha, s, rho=rho, lambda=lambda) |
| x <- find_x(alpha, s, y, rho=rho, lambda=lambda) |
| eta <- p_B / x |
| zeta <- y * eta |
|
|
| |
| eta <- ifelse(eta>0, 0, eta) |
| zeta <- ifelse(zeta<0, 0, zeta) |
|
|
| denom <- -eta - (1-alpha)*delta*rho*(zeta-eta)-zeta*((rho-(1-alpha)*delta*rho^2)/(1-rho)) |
|
|
| |
| |
|
|
| |
| |
|
|
| alpha_res <- 1 |
| eta_res <- p_B / tau_B_3 |
| zeta_res <- (-eta_res*tau_B_4) / (rho_res*tau_B_3) |
|
|
|
|
| |
| eta_res <- ifelse(eta_res>0, 0, eta_res) |
| zeta_res <- ifelse(zeta_res<0, 0, zeta_res) |
|
|
|
|
| |
| if (display_warning){ |
| if(rho*(1+lambda)>1){ |
| stop("Concavity condition for rho(1+lambda) not satisfied") |
| } |
| } |
|
|
|
|
| |
| eta_hour <- eta*3600 |
| zeta_hour <- zeta*3600 |
|
|
| eta_res_hour <- eta_res*3600 |
| zeta_res_hour <- zeta_res*3600 |
|
|
| |
|
|
| |
| lambdarho <- signif(lambda*rho, digits=2) |
| lambdarhosquared <- lambda*rho^2 |
| lambdarhosquared <- signif(lambdarhosquared, digits=1) |
|
|
| |
| tauBthreehour <- signif(tau_B_3/60, digits=3) |
|
|
|
|
|
|
| find_y_tau <- function(tau_B_2){ |
| s <- (rho^2) * tau_B_2 + rho * tau_B_3 + tau_B_4 |
| num <- -tau_B_4 + delta * (rho^2) * lambda * s |
| denom <- rho * tau_B_3 + (rho^2) * tau_B_2 - delta * (rho^2) * (1 - lambda) * s |
| |
| return(num / denom) |
| } |
|
|
| find_x_tau <- function(tau_B_2, y){ |
| s <- (rho^2) * tau_B_2 + rho * tau_B_3 + tau_B_4 |
| x1 <- tau_B_3 - delta*(rho^2)*lambda*(rho*tau_B_2 + tau_B_3) |
| x2 <- rho * tau_B_2 - delta*(rho^2)*(1 - lambda)*(rho*tau_B_2 + tau_B_3) |
|
|
| return(x1 + y * x2) |
| } |
|
|
| solve_tau <- function(tau_B_2){ |
| y <- find_y_tau(tau_B_2) |
| x <- find_x_tau(tau_B_2, y) |
|
|
| left <- delta * rho * (-x + (1-y)*tau_tilde_B) |
|
|
| right <- tau_B_2 * (1 - y * delta * rho^2) |
|
|
| return(left - right) |
| } |
|
|
| tau_B_2_desired <- NA |
| try(tau_B_2_desired <- uniroot(solve_tau, interval=c(-60,5))$root, silent = T) |
|
|
| pcttaubtwo <- 100*(tau_B_2)/tau_B_2_desired |
|
|
| oneminusalphapct <- (1-alpha)*100 |
|
|
| |
| solution <- list( |
| alpha = alpha, |
| eta = eta, |
| zeta = zeta, |
| eta_hour = eta_hour, |
| zeta_hour = zeta_hour, |
| alpha_res = alpha_res, |
| eta_res = eta_res, |
| zeta_res = zeta_res, |
| eta_res_hour = eta_res_hour, |
| zeta_res_hour = zeta_res_hour, |
| tau_B_2_desired = tau_B_2_desired, |
| lambdarho = lambdarho, |
| lambdarhosquared = lambdarhosquared, |
| tauBthreehour = tauBthreehour, |
| pcttaubtwo = pcttaubtwo, |
| oneminusalphapct = oneminusalphapct, |
| denom = denom |
| ) |
|
|
| |
| return(solution) |
| } |
|
|
|
|
| solve_sys_eq_3 <- function(param) { |
| |
| rho <- param[['rho']] |
| lambda <- param[['lambda']] |
| rho_res <- param[['rho_res']] |
| lambda_res <- param[['lambda_res']] |
| alpha <- param[['alpha']] |
| alpha_res <- param[['alpha_res']] |
| |
| delta <- param[['delta']] |
| eta <- param[['eta']] |
| zeta <- param[['zeta']] |
| eta_res <- param[['eta_res']] |
| zeta_res <- param[['zeta_res']] |
| |
| p_B <- param[['p_B']] |
| F_B <- param[['F_B']] |
| tau_B_2 <- param[['tau_B_2']] |
| tau_B_3 <- param[['tau_B_3']] |
| tau_tilde_B <- param[['tau_tilde_B']] |
| tau_tilde_L <- param[['tau_tilde_L']] |
| tau_L_2 <- param[['tau_L_2']] |
| tau_L_y <- param[['tau_L_y']] |
| tau_B_y <- param[['tau_B_y']] |
| mispredict <- param[['mispredict']] |
| d_L <- param[['d_L']] |
| d_CL <- param[['d_CL']] |
| v_L <- param[['v_L']] |
| v_B <- param[['v_B']] |
| x_ss <- param[['x_ss']] |
| x_tilde_2_B <- param[['x_tilde_2_B']] |
|
|
|
|
| |
| omega_est <- (d_L - d_CL) / -d_CL |
| omega <- 1 |
| p <- p_B |
|
|
|
|
| |
| |
| |
| |
| |
| term <- -eta + (1-alpha)*delta*(rho^2)*(eta*lambda + zeta*(1 - lambda)) |
| naivete <- mispredict*term |
| |
| |
| gamma_tilde_L <- (2*v_L) / (-tau_tilde_L*(2-omega)) |
| gamma_L <- naivete + gamma_tilde_L |
|
|
| |
| gamma_tilde_L_omega <- (2*v_L) / (-tau_tilde_L*(2-omega_est)) |
| gamma_L_omega <- naivete + gamma_tilde_L_omega |
|
|
|
|
| |
| gamma_tilde_L_multiple <- v_L/-(tau_tilde_L*(2-omega)/2+tau_L_y) |
| gamma_L_multiple <- naivete + gamma_tilde_L_multiple |
|
|
| |
| |
| term <- v_B - F_B + p*x_tilde_2_B |
| gamma_tilde_B <- term / (-tau_tilde_B) |
| gamma_B <- naivete + gamma_tilde_B |
|
|
| |
| gamma_tilde_B_multiple <- (v_B - F_B + p*x_tilde_2_B)/-(tau_tilde_B+tau_B_y) |
| gamma_B_multiple <- naivete + gamma_tilde_B_multiple |
|
|
|
|
| |
| |
| num <- eta*tau_L_2/omega - (1-alpha)*delta*rho*(((eta-zeta)*tau_tilde_L/omega+zeta*rho*tau_L_2/omega) + (1+lambda)*mispredict*(-eta+(1-alpha)*delta*rho^2*((eta-zeta)*lambda+zeta))) |
| denom <- 1 - (1-alpha)*delta*rho*(1+lambda) |
| |
| |
| gamma_L_effect <- num/denom |
| gamma_tilde_L_effect <- gamma_L_effect - naivete |
|
|
|
|
| |
| num_omega <- eta*tau_L_2/omega_est - (1-alpha)*delta*rho*(((eta-zeta)*tau_tilde_L/omega_est+zeta*rho*tau_L_2/omega_est) + (1+lambda)*mispredict*(-eta+(1-alpha)*delta*rho^2*((eta-zeta)*lambda+zeta))) |
| |
|
|
| gamma_L_effect_omega <- num_omega/denom |
| gamma_tilde_L_effect_omega <- gamma_L_effect_omega - naivete |
|
|
| |
| |
| gamma_tilde <- gamma_tilde_L_effect |
| gamma <- gamma_L_effect |
|
|
|
|
| |
| |
| |
| |
| |
| naivete_res <- mispredict*(-eta_res) |
|
|
| |
| gamma_tilde_L <- (2*v_L) / (-tau_tilde_L*(2-omega)) |
| gamma_L_res <- naivete_res + gamma_tilde_L |
|
|
| |
| gamma_tilde_L_omega <- (2*v_L) / (-tau_tilde_L*(2-omega_est)) |
| gamma_L_omega_res <- naivete_res + gamma_tilde_L_omega |
|
|
|
|
| |
| gamma_tilde_L_multiple <- v_L/-(tau_tilde_L*(2-omega)/2+tau_L_y) |
| gamma_L_multiple_res <- naivete_res + gamma_tilde_L_multiple |
|
|
|
|
| |
| |
| gamma_B_res <- naivete_res + gamma_tilde_B |
|
|
| |
| gamma_B_multiple_res <- naivete_res + gamma_tilde_B_multiple |
|
|
|
|
| |
| gamma_L_effect_res <- eta_res*tau_L_2 |
| gamma_tilde_L_effect_res <- gamma_L_effect_res - naivete_res |
|
|
| |
| gamma_L_effect_omega_res <- eta_res*tau_L_2/omega_est |
| gamma_tilde_L_effect_omega_res <- gamma_L_effect_omega_res - naivete_res |
|
|
|
|
| |
| gamma_L_effect_multiple_res <- (tau_L_2*p/tau_B_3)/(1+tau_L_y/tau_L_2) |
| gamma_tilde_L_effect_multiple_res <- gamma_L_effect_multiple_res - naivete_res |
|
|
|
|
| |
| |
| naivete_hour <- naivete*60 |
| gamma_hour <- gamma*60 |
| gamma_L_hour <- gamma_L*60 |
| gamma_B_hour <- gamma_B*60 |
| |
| gamma_tilde_hour <- gamma_tilde*60 |
| |
| gamma_tilde_B_hour <- gamma_tilde_B*60 |
| gamma_tilde_L_hour <- gamma_tilde_L*60 |
| gamma_L_effect_omega_hour <- gamma_L_effect_omega*60 |
| |
| gamma_L_omega_hour <- gamma_L_omega*60 |
| underestimatetemp <- naivete_hour/gamma_hour*100 |
|
|
| gamma_tilde_L_multiple_hour <- gamma_tilde_L_multiple*60 |
| gamma_L_multiple_hour <- gamma_L_multiple*60 |
| gamma_tilde_B_multiple_hour <- gamma_tilde_B_multiple*60 |
| gamma_B_multiple_hour <- gamma_B_multiple*60 |
|
|
|
|
| naivete_res_hour <- naivete_res*60 |
| gamma_L_effect_res_hour <- gamma_L_effect_res*60 |
| gamma_L_res_hour <- gamma_L_res*60 |
| gamma_B_res_hour <- gamma_B_res*60 |
| underestimatetemp_res <- naivete_res_hour/gamma_L_effect_res_hour*100 |
| gamma_tilde_L_effect_res_hour <- gamma_tilde_L_effect_res*60 |
| gamma_L_effect_omega_res_hour <- gamma_L_effect_omega_res*60 |
| gamma_L_omega_res_hour <- gamma_L_omega_res*60 |
| gamma_L_multiple_res_hour <- gamma_L_multiple_res*60 |
| gamma_B_multiple_res_hour <- gamma_B_multiple_res*60 |
| gamma_L_effect_multiple_res_hour <- gamma_L_effect_multiple_res*60 |
| gamma_tilde_L_effect_multiple_res_hour <- gamma_tilde_L_effect_multiple_res*60 |
|
|
|
|
|
|
|
|
| attritionrate <- (1-1933/2048) |
|
|
| DWLStatic <- -(tau_L_2/60*gamma_L_effect_res_hour/2) |
| DWLStaticThreeWeeks <- DWLStatic*21 |
| YearlyWelfare <- DWLStaticThreeWeeks*52/3*0.24 |
|
|
| |
| solution <- list( |
| naivete = naivete, |
| omega_est = omega_est, |
| omega = omega, |
| gamma_L_effect = gamma_L_effect, |
| gamma_tilde_L_effect = gamma_tilde_L_effect, |
| gamma_L = gamma_L, |
| gamma_tilde_L = gamma_tilde_L, |
| gamma_B = gamma_B, |
| gamma_tilde_B = gamma_tilde_B, |
| gamma = gamma, |
| gamma_tilde = gamma_tilde, |
| naivete_hour = naivete_hour, |
| gamma_hour = gamma_hour, |
| gamma_tilde_B_hour = gamma_tilde_B_hour, |
| gamma_tilde_L_hour = gamma_tilde_L_hour, |
| gamma_tilde_hour = gamma_tilde_hour, |
| gamma_L_hour = gamma_L_hour, |
| gamma_B_hour = gamma_B_hour, |
| gamma_L_effect_omega_hour = gamma_L_effect_omega_hour, |
| gamma_L_omega_hour = gamma_L_omega_hour, |
| underestimatetemp = underestimatetemp, |
| attritionrate = attritionrate, |
| gamma_tilde_L_effect_omega = gamma_tilde_L_effect_omega, |
| gamma_L_effect_omega = gamma_L_effect_omega, |
| gamma_tilde_L_omega = gamma_tilde_L_omega, |
| gamma_L_omega = gamma_L_omega, |
| gamma_tilde_L_multiple = gamma_tilde_L_multiple, |
| gamma_L_multiple = gamma_L_multiple, |
| gamma_tilde_B_multiple = gamma_tilde_B_multiple, |
| gamma_B_multiple = gamma_B_multiple, |
| gamma_tilde_L_multiple_hour = gamma_tilde_L_multiple_hour, |
| gamma_L_multiple_hour = gamma_L_multiple_hour, |
| gamma_tilde_B_multiple_hour = gamma_tilde_B_multiple_hour, |
| gamma_B_multiple_hour = gamma_B_multiple_hour, |
| naivete_res = naivete_res, |
| underestimatetemp_res = underestimatetemp_res, |
| gamma_L_effect_res = gamma_L_effect_res, |
| gamma_tilde_L_effect_res = gamma_tilde_L_effect_res, |
| gamma_L_res = gamma_L_res, |
| gamma_B_res = gamma_B_res, |
| naivete_res_hour = naivete_res_hour, |
| gamma_tilde_L_effect_res_hour = gamma_tilde_L_effect_res_hour, |
| gamma_L_res_hour = gamma_L_res_hour, |
| gamma_B_res_hour = gamma_B_res_hour, |
| gamma_L_effect_omega_res_hour = gamma_L_effect_omega_res_hour, |
| gamma_L_omega_res_hour = gamma_L_omega_res_hour, |
| gamma_tilde_L_effect_omega_res = gamma_tilde_L_effect_omega_res, |
| gamma_L_effect_omega_res = gamma_L_effect_omega_res, |
| gamma_L_omega_res = gamma_L_omega_res, |
| gamma_L_multiple_res = gamma_L_multiple_res, |
| gamma_B_multiple_res = gamma_B_multiple_res, |
| gamma_tilde_L_effect_multiple_res = gamma_tilde_L_effect_multiple_res, |
| gamma_L_effect_multiple_res = gamma_L_effect_multiple_res, |
|
|
| gamma_L_multiple_res_hour = gamma_L_multiple_hour, |
| gamma_B_multiple_res_hour = gamma_B_multiple_res_hour, |
| gamma_tilde_L_effect_multiple_res_hour = gamma_tilde_L_effect_multiple_res_hour, |
| gamma_L_effect_multiple_res_hour = gamma_L_effect_multiple_res_hour, |
| gamma_L_effect_res_hour = gamma_L_effect_res_hour, |
| DWLStatic = DWLStatic, |
| DWLStaticThreeWeeks = DWLStaticThreeWeeks, |
| YearlyWelfare = YearlyWelfare |
| ) |
| |
| return(solution) |
| } |
|
|
|
|
| |
| |
| |
|
|
|
|
| solve_effects <- function(param, df){ |
| |
| eta <- param[['eta']] |
| zeta <- param[['zeta']] |
| eta_res <- param[['eta_res']] |
| zeta_res <- param[['zeta_res']] |
| alpha <- param[['alpha']] |
| alpha_res <- param[['alpha_res']] |
| rho <- param[['rho']] |
| rho_res <- param[['rho_res']] |
| lambda <- param[['lambda']] |
| lambda_res <- param[['lambda_res']] |
| delta <- param[['delta']] |
| p_B <- param[['p_B']] |
| |
| naivete <- param[['naivete']] |
| naivete_res <- param[['naivete_res']] |
| mispredict <- param[['mispredict']] |
| x_ss <- param[['x_ss']] |
|
|
|
|
| |
| intercept_het_L_effect <- param[['intercept_het_L_effect']] |
| intercept_het_L_effect_eta_high <- param[['intercept_het_L_effect_eta_high']] |
| intercept_het_L_effect_eta_low <- param[['intercept_het_L_effect_eta_low']] |
| intercept_het_B <- param[['intercept_het_B']] |
| intercept_het_L <- param[['intercept_het_L']] |
| intercept_het_B_multiple <- param[['intercept_het_B_multiple']] |
| intercept_het_L_multiple <- param[['intercept_het_L_multiple']] |
| intercept_het_L_effect_omega <- param[['intercept_het_L_effect_omega']] |
| intercept_het_L_omega <- param[['intercept_het_L_omega']] |
|
|
| intercept_het_L_effect_res <- param[['intercept_het_L_effect_res']] |
| intercept_het_L_effect_eta_high_res <- param[['intercept_het_L_effect_eta_high_res']] |
| intercept_het_L_effect_eta_low_res <- param[['intercept_het_L_effect_eta_low_res']] |
| intercept_het_B_res <- param[['intercept_het_B_res']] |
| intercept_het_L_res <- param[['intercept_het_L_res']] |
| intercept_het_L_effect_multiple_res <- param[['intercept_het_L_effect_multiple_res']] |
| intercept_het_B_multiple_res <- param[['intercept_het_B_multiple_res']] |
| intercept_het_L_multiple_res <- param[['intercept_het_L_multiple_res']] |
| intercept_het_L_effect_omega_res <- param[['intercept_het_L_effect_omega_res']] |
| intercept_het_L_omega_res <- param[['intercept_het_L_omega_res']] |
|
|
|
|
|
|
| gamma_L_effect <- param[['gamma_L_effect']] |
| gamma_tilde_L_effect <- param[['gamma_tilde_L_effect']] |
| gamma_L_effect_res <- param[['gamma_L_effect_res']] |
| gamma_tilde_L_effect_res <- param[['gamma_tilde_L_effect_res']] |
|
|
| gamma_L_res <- param[['gamma_L_res']] |
| gamma_L <- param[['gamma_L']] |
| gamma_tilde_L <- param[['gamma_tilde_L']] |
|
|
| gamma_B <- param[['gamma_B']] |
| gamma_B_res <- param[['gamma_B_res']] |
| gamma_tilde_B <- param[['gamma_tilde_B']] |
|
|
| gamma_tilde_L_multiple <- param[['gamma_tilde_L_multiple']] |
| gamma_L_multiple <- param[['gamma_L_multiple']] |
| gamma_L_multiple_res <- param[['gamma_L_multiple_res']] |
|
|
| gamma_tilde_B_multiple <- param[['gamma_tilde_B_multiple']] |
| gamma_B_multiple <- param[['gamma_B_multiple']] |
| gamma_B_multiple_res <- param[['gamma_B_multiple_res']] |
|
|
| gamma_L_effect_multiple_res <- param[['gamma_L_effect_multiple_res']] |
| gamma_tilde_L_effect_multiple_res <- param[['gamma_tilde_L_effect_multiple_res']] |
|
|
| |
| gamma_tilde_L_effect_omega <- param[['gamma_tilde_L_effect_omega']] |
| gamma_L_effect_omega <- param[['gamma_L_effect_omega']] |
| gamma_tilde_L_effect_omega_res <- param[['gamma_tilde_L_effect_omega_res']] |
| gamma_L_effect_omega_res <- param[['gamma_L_effect_omega_res']] |
|
|
| gamma_tilde_L_omega <- param[['gamma_tilde_L_omega']] |
| gamma_L_omega <- param[['gamma_L_omega']] |
| gamma_L_omega_res <- param[['gamma_L_omega_res']] |
|
|
|
|
| |
| p <- 0 |
|
|
|
|
|
|
|
|
| |
| |
| |
|
|
| |
| x_ss_L_effect <- max(0, calculate_steady_state(param, gamma_tilde_L_effect, gamma_L_effect, alpha, rho, lambda, mispredict, eta, zeta, intercept=intercept_het_L_effect)) |
| delta_x_cap <- x_ss_L_effect - max(0, calculate_steady_state(param, 0, 0, alpha, rho, lambda, 0, eta, zeta, intercept=intercept_het_L_effect)) |
| delta_x_cap_us <- delta_x_cap * 365 * us_adults |
| |
| |
| x_ss_L_effect_eta_high <- max(0, calculate_steady_state(param, gamma_tilde_L_effect, gamma_L_effect, alpha, rho, lambda, mispredict, eta, zeta, intercept=intercept_het_L_effect_eta_high, eta_scale=1.1)) |
| x_ss_L_effect_eta_low <- max(0, calculate_steady_state(param, gamma_tilde_L_effect, gamma_L_effect, alpha, rho, lambda, mispredict, eta, zeta, intercept=intercept_het_L_effect_eta_low, eta_scale=0.9)) |
|
|
|
|
|
|
| |
| x_ss_L <- max(0, calculate_steady_state(param, gamma_tilde_L, gamma_L, alpha, rho, lambda, mispredict, eta, zeta, intercept=intercept_het_L)) |
| delta_x_tilde_L <- x_ss_L - max(0, calculate_steady_state(param, 0, 0, alpha, rho, lambda, 0, eta, zeta, intercept=intercept_het_L)) |
| delta_x_tilde_L_us <- delta_x_tilde_L * 365 * us_adults |
| |
|
|
|
|
|
|
|
|
| |
| x_ss_B <- max(0, calculate_steady_state(param, gamma_tilde_B, gamma_B, alpha, rho, lambda, mispredict, eta, zeta, intercept=intercept_het_B)) |
| delta_x_tilde_B <- x_ss_B - max(0, calculate_steady_state(param, 0, 0, alpha, rho, lambda, 0, eta, zeta, intercept=intercept_het_B)) |
| delta_x_tilde_B_us <- delta_x_tilde_B * 365 * us_adults |
| |
|
|
| mispredicthour <- mispredict/60 |
|
|
|
|
| |
|
|
| x_ss_L_multiple <- max(0, calculate_steady_state(param, gamma_tilde_L_multiple, gamma_L_multiple, alpha, rho, lambda, mispredict, eta, zeta, intercept=intercept_het_L_multiple)) |
| delta_x_L_multiple <- max(0,x_ss_L_multiple - max(0, calculate_steady_state(param, 0, 0, alpha, rho, lambda, 0, eta, zeta, intercept=intercept_het_L_multiple))) |
|
|
| x_ss_B_multiple <- max(0, calculate_steady_state(param, gamma_tilde_B_multiple, gamma_B_multiple, alpha, rho, lambda, mispredict, eta, zeta, intercept=intercept_het_B_multiple)) |
| delta_B_multiple <- max(0,x_ss_B_multiple - max(0, calculate_steady_state(param, 0, 0, alpha, rho,lambda, 0, eta, zeta, intercept=intercept_het_B_multiple))) |
|
|
| |
| |
|
|
| |
| x_ss_L_effect_omega <- max(0, calculate_steady_state(param, gamma_tilde_L_effect_omega, gamma_L_effect_omega, alpha, rho, lambda, mispredict, eta, zeta, intercept=intercept_het_L_effect_omega)) |
| delta_x_cap_omega <- max(0,x_ss_L_effect_omega - max(0, calculate_steady_state(param, 0, 0, alpha, rho, lambda, 0, eta, zeta, intercept=intercept_het_L_effect_omega))) |
|
|
| |
| x_ss_L_omega <- max(0, calculate_steady_state(param, gamma_tilde_L_omega, gamma_L_omega, alpha, rho, lambda, mispredict, eta, zeta, intercept=intercept_het_L_omega)) |
| delta_x_L_omega <- max(0,x_ss_L_omega - max(0, calculate_steady_state(param, 0, 0, alpha, rho, lambda, 0, eta, zeta, intercept=intercept_het_L_omega))) |
|
|
|
|
|
|
|
|
| |
| |
| |
|
|
| |
| x_ss_L_effect_res <- max(0, calculate_steady_state(param, gamma_tilde_L_effect_res, gamma_L_effect_res, alpha_res, rho_res, lambda_res, mispredict, eta_res, zeta_res, intercept=intercept_het_L_effect_res)) |
| delta_x_cap_res <- x_ss_L_effect_res - max(0, calculate_steady_state(param, 0, 0, alpha_res, rho_res, lambda_res, 0, eta_res, zeta_res, intercept=intercept_het_L_effect_res)) |
| delta_x_cap_us_res <- delta_x_cap_res * 365 * us_adults |
| |
| |
| x_ss_L_effect_eta_high_res <- max(0, calculate_steady_state(param, gamma_tilde_L_effect_res, gamma_L_effect_res, alpha_res, rho_res, lambda_res, mispredict, eta_res, zeta_res, intercept=intercept_het_L_effect_eta_high_res, eta_scale=1.1)) |
| x_ss_L_effect_eta_low_res <- max(0, calculate_steady_state(param, gamma_tilde_L_effect_res, gamma_L_effect_res, alpha_res, rho_res, lambda_res, mispredict, eta_res, zeta_res, intercept=intercept_het_L_effect_eta_low_res, eta_scale=0.9)) |
|
|
|
|
|
|
| |
| x_ss_L_res <- max(0, calculate_steady_state(param, gamma_tilde_L, gamma_L_res, alpha_res, rho_res, lambda_res, mispredict, eta_res, zeta_res, intercept=intercept_het_L_res)) |
| delta_x_tilde_L_res <- x_ss_L_res - max(0, calculate_steady_state(param, 0, 0, alpha_res, rho_res, lambda_res, 0, eta_res, zeta_res, intercept=intercept_het_L_res)) |
| delta_x_tilde_L_us_res <- delta_x_tilde_L_res * 365 * us_adults |
|
|
|
|
|
|
| |
| x_ss_B_res <- max(0, calculate_steady_state(param, gamma_tilde_B, gamma_B_res, alpha_res, rho_res, lambda_res, mispredict, eta_res, zeta_res, intercept=intercept_het_B_res)) |
| delta_x_tilde_B_res <- x_ss_B_res - max(0, calculate_steady_state(param, 0, 0, alpha_res, rho_res, lambda_res, 0, eta_res, zeta_res, intercept=intercept_het_B_res)) |
| delta_x_tilde_B_us_res <- delta_x_tilde_B_res * 365 * us_adults |
| |
|
|
| |
|
|
| x_ss_L_effect_multiple_res <- max(0, calculate_steady_state(param, gamma_tilde_L_effect_multiple_res, gamma_L_effect_multiple_res, alpha_res, rho_res, lambda_res, mispredict, eta_res, zeta_res, intercept=intercept_het_L_effect_multiple_res)) |
| delta_x_cap_multiple_res <- max(0,x_ss_L_effect_multiple_res - max(0, calculate_steady_state(param, 0, 0, alpha_res, rho_res, lambda_res, 0, eta_res, zeta_res, intercept=intercept_het_L_effect_multiple_res))) |
|
|
| x_ss_L_multiple_res <- max(0, calculate_steady_state(param, gamma_tilde_L_multiple, gamma_L_multiple_res, alpha_res, rho_res, lambda_res, mispredict, eta_res, zeta_res, intercept=intercept_het_L_multiple_res)) |
| delta_x_L_multiple_res <- max(0,x_ss_L_multiple_res - max(0, calculate_steady_state(param, 0, 0, alpha_res, rho_res, lambda_res, 0, eta_res, zeta_res, intercept=intercept_het_L_multiple_res))) |
|
|
| x_ss_B_multiple_res <- max(0, calculate_steady_state(param, gamma_tilde_B_multiple, gamma_B_multiple_res, alpha_res, rho_res, lambda_res, mispredict, eta_res, zeta_res, intercept=intercept_het_B_multiple_res)) |
| delta_B_multiple_res <- max(0,x_ss_B_multiple_res - max(0, calculate_steady_state(param, 0, 0, alpha_res, rho_res, lambda_res, 0, eta_res, zeta_res, intercept=intercept_het_B_multiple_res))) |
|
|
| |
| |
|
|
| x_ss_L_effect_omega_res <- max(0, calculate_steady_state(param, gamma_tilde_L_effect_omega_res, gamma_L_effect_omega_res, alpha_res, rho_res, lambda_res, mispredict, eta_res, zeta_res, intercept=intercept_het_L_effect_omega_res)) |
| delta_x_cap_omega_res <- max(0,x_ss_L_effect_omega_res - max(0, calculate_steady_state(param, 0, 0, alpha_res, rho_res, lambda_res, 0, eta_res, zeta_res, intercept=intercept_het_L_effect_omega_res))) |
|
|
| x_ss_L_omega_res <- max(0, calculate_steady_state(param, gamma_tilde_L_omega, gamma_L_omega_res, alpha_res, rho_res, lambda_res, mispredict, eta_res, zeta_res, intercept=intercept_het_L_omega_res)) |
| delta_x_L_omega_res <- max(0,x_ss_L_omega_res - max(0, calculate_steady_state(param, 0, 0, alpha_res, rho_res, lambda_res, 0, eta_res, zeta_res, intercept=intercept_het_L_omega_res))) |
|
|
|
|
|
|
| |
| x_ss_zero_temp <- max(0, calculate_steady_state(param, 0, 0, alpha, rho, lambda, 0, eta, zeta, intercept=intercept_het_L_effect)) |
|
|
|
|
| |
| solution <- list( |
| x_ss_L_effect = x_ss_L_effect, |
| x_ss_L_effect_eta_high = x_ss_L_effect_eta_high, |
| x_ss_L_effect_eta_low = x_ss_L_effect_eta_low, |
| x_ss_B = x_ss_B, |
| delta_x_cap = delta_x_cap, |
| delta_x_cap_us = delta_x_cap_us, |
| delta_x_tilde_L = delta_x_tilde_L, |
| delta_x_tilde_L_us = delta_x_tilde_L_us, |
| delta_x_tilde_B = delta_x_tilde_B, |
| delta_x_tilde_B_us = delta_x_tilde_B_us, |
| x_ss_L = x_ss_L, |
| mispredicthour = mispredicthour, |
| delta_x_L_multiple = delta_x_L_multiple, |
| delta_B_multiple = delta_B_multiple, |
| delta_x_cap_omega = delta_x_cap_omega, |
| delta_x_L_omega = delta_x_L_omega, |
| x_ss_L_effect_res = x_ss_L_effect_res, |
| x_ss_L_effect_eta_high_res = x_ss_L_effect_eta_high_res, |
| x_ss_L_effect_eta_low_res = x_ss_L_effect_eta_low_res, |
| x_ss_B_res = x_ss_B_res, |
| delta_x_cap_res = delta_x_cap_res, |
| delta_x_cap_us_res = delta_x_cap_us_res, |
| delta_x_tilde_L_res = delta_x_tilde_L_res, |
| delta_x_tilde_L_us_res = delta_x_tilde_L_us_res, |
| delta_x_tilde_B_res = delta_x_tilde_B_res, |
| delta_x_tilde_B_us_res = delta_x_tilde_B_us_res, |
| x_ss_L_res = x_ss_L_res, |
| delta_x_cap_multiple_res = delta_x_cap_multiple_res, |
| delta_x_L_multiple_res = delta_x_L_multiple_res, |
| delta_B_multiple_res = delta_B_multiple_res, |
| delta_x_cap_omega_res = delta_x_cap_omega_res, |
| delta_x_L_omega_res = delta_x_L_omega_res, |
| x_ss_zero_temp = x_ss_zero_temp |
| ) |
|
|
|
|
| return(solution) |
| } |
|
|
| |
| |
| |
| solve_counterfactuals <- function(param, df){ |
|
|
| |
|
|
| alpha <- param[['alpha']] |
| alpha_res <- param[['alpha_res']] |
| rho <- param[['rho']] |
| rho_res <- param[['rho_res']] |
| eta <- param[['eta']] |
| eta_res <- param[['eta_res']] |
| zeta <- param[['zeta']] |
| zeta_res <- param[['zeta_res']] |
| lambda <- param[['lambda']] |
| lambda_res <- param[['lambda_res']] |
| delta <- param[['delta']] |
| |
| mispredict <- param[['mispredict']] |
| x_ss <- param[['x_ss']] |
|
|
| gamma_L_effect <- param[['gamma_L_effect']] |
| gamma_tilde_L_effect <- param[['gamma_tilde_L_effect']] |
| gamma_tilde_L_effect_res <- param[['gamma_tilde_L_effect_res']] |
| intercept_het_L_effect <- param[['intercept_het_L_effect']] |
| intercept_het_L_effect_eta_high <- param[['intercept_het_L_effect_eta_high']] |
| intercept_het_L_effect_eta_low <- param[['intercept_het_L_effect_eta_low']] |
| gamma_L_effect_res <- param[['gamma_L_effect_res']] |
| intercept_het_L_effect_res <- param[['intercept_het_L_effect_res']] |
| intercept_het_L_effect_eta_high_res <- param[['intercept_het_L_effect_eta_high_res']] |
| intercept_het_L_effect_eta_low_res <- param[['intercept_het_L_effect_eta_low_res']] |
|
|
| |
|
|
| |
| |
| |
|
|
| |
| |
|
|
| x_ss_L_effect <- max(calculate_steady_state(param, gamma_tilde_L_effect, gamma_L_effect, alpha, rho, lambda, mispredict, eta, zeta, intercept=intercept_het_L_effect) ,0) |
|
|
| x_ss_temptation <- max(calculate_steady_state(param, 0, 0, alpha, rho, lambda, 0, eta, zeta, intercept=intercept_het_L_effect) ,0) |
| x_ss_temptation_eta_high <- max(calculate_steady_state(param, 0, 0, alpha, rho, lambda, 0, eta, zeta, intercept=intercept_het_L_effect_eta_high, eta_scale=1.1) ,0) |
| x_ss_temptation_eta_low <- max(calculate_steady_state(param, 0, 0, alpha, rho, lambda, 0, eta, zeta, intercept=intercept_het_L_effect_eta_low, eta_scale=0.9) ,0) |
|
|
| x_ss_habit <- max(calculate_steady_state(param, gamma_tilde_L_effect, gamma_L_effect, alpha, 0, lambda, mispredict, eta, zeta, intercept=intercept_het_L_effect) ,0) |
| x_ss_habit_eta_high <- max(calculate_steady_state(param, gamma_tilde_L_effect, gamma_L_effect, alpha, 0, lambda, mispredict, eta, zeta, intercept=intercept_het_L_effect_eta_high, eta_scale=1.1) ,0) |
| x_ss_habit_eta_low <- max(calculate_steady_state(param, gamma_tilde_L_effect, gamma_L_effect, alpha, 0, lambda, mispredict, eta, zeta, intercept=intercept_het_L_effect_eta_low, eta_scale=0.9) ,0) |
|
|
| x_ss_naivete <- max(calculate_steady_state(param, gamma_L_effect, gamma_L_effect, alpha, rho, lambda, 0, eta, zeta, intercept=intercept_het_L_effect) ,0) |
| x_ss_naivete_eta_high <- max(calculate_steady_state(param, gamma_L_effect, gamma_L_effect, alpha, rho, lambda, 0, eta, zeta, intercept=intercept_het_L_effect_eta_high, eta_scale=1.1) ,0) |
| x_ss_naivete_eta_low <- max(calculate_steady_state(param, gamma_L_effect, gamma_L_effect, alpha, rho, lambda, 0, eta, zeta, intercept=intercept_het_L_effect_eta_low, eta_scale=0.9) ,0) |
|
|
| x_ss_habit_temptation <- max(calculate_steady_state(param, 0, 0, alpha, 0, lambda, 0, eta, zeta, intercept=intercept_het_L_effect) ,0) |
| x_ss_habit_temptation_eta_high <- max(calculate_steady_state(param, 0, 0, alpha, 0, lambda, 0, eta, zeta, intercept=intercept_het_L_effect_eta_high, eta_scale=1.1) ,0) |
| x_ss_habit_temptation_eta_low <- max(calculate_steady_state(param, 0, 0, alpha, 0, lambda, 0, eta, zeta, intercept=intercept_het_L_effect_eta_low, eta_scale=0.9) ,0) |
|
|
|
|
| |
| |
| |
|
|
| |
| |
|
|
|
|
| x_ss_L_effect_res <- max(calculate_steady_state(param, gamma_tilde_L_effect_res, gamma_L_effect_res, alpha_res, rho_res, lambda_res, mispredict, eta_res, zeta_res, intercept=intercept_het_L_effect_res) ,0) |
|
|
| x_ss_temptation_res <- max(calculate_steady_state(param, 0, 0, alpha_res, rho_res, lambda_res, 0, eta_res, zeta_res, intercept=intercept_het_L_effect_res) ,0) |
| x_ss_temptation_eta_high_res <- max(calculate_steady_state(param, 0, 0, alpha_res, rho_res, lambda_res, 0, eta_res, zeta_res, intercept=intercept_het_L_effect_eta_high_res, eta_scale=1.1) ,0) |
| x_ss_temptation_eta_low_res <- max(calculate_steady_state(param, 0, 0, alpha_res, rho_res, lambda_res, 0, eta_res, zeta_res, intercept=intercept_het_L_effect_eta_low_res, eta_scale=0.9) ,0) |
|
|
| x_ss_habit_res <- max(calculate_steady_state(param, gamma_tilde_L_effect_res, gamma_L_effect_res, alpha_res, 0, lambda_res, mispredict, eta_res, zeta_res, intercept=intercept_het_L_effect_res) ,0) |
| x_ss_habit_eta_high_res <- max(calculate_steady_state(param, gamma_tilde_L_effect_res, gamma_L_effect_res, alpha_res, 0, lambda_res, mispredict, eta_res, zeta_res, intercept=intercept_het_L_effect_eta_high_res, eta_scale=1.1) ,0) |
| x_ss_habit_eta_low_res <- max(calculate_steady_state(param, gamma_tilde_L_effect_res, gamma_L_effect_res, alpha_res, 0, lambda_res, mispredict, eta_res, zeta_res, intercept=intercept_het_L_effect_eta_low_res, eta_scale=0.9) ,0) |
|
|
| x_ss_naivete_res <- max(calculate_steady_state(param, gamma_L_effect_res, gamma_L_effect_res, alpha_res, rho_res, lambda_res, 0, eta_res, zeta_res, intercept=intercept_het_L_effect_res) ,0) |
| x_ss_naivete_eta_high_res <- max(calculate_steady_state(param, gamma_L_effect_res, gamma_L_effect_res, alpha_res, rho_res, lambda_res, 0, eta_res, zeta_res, intercept=intercept_het_L_effect_eta_high_res, eta_scale=1.1) ,0) |
| x_ss_naivete_eta_low_res <- max(calculate_steady_state(param, gamma_L_effect_res, gamma_L_effect_res, alpha_res, rho_res, lambda_res, 0, eta_res, zeta_res, intercept=intercept_het_L_effect_eta_low_res, eta_scale=0.9) ,0) |
|
|
| x_ss_habit_temptation_res <- max(calculate_steady_state(param, 0, 0, alpha_res, 0, lambda_res, 0, eta_res, zeta_res, intercept=intercept_het_L_effect_res) ,0) |
| x_ss_habit_temptation_eta_high_res <- max(calculate_steady_state(param, 0, 0, alpha_res, 0, lambda_res, 0, eta_res, zeta_res, intercept=intercept_het_L_effect_eta_high_res, eta_scale=1.1) ,0) |
| x_ss_habit_temptation_eta_low_res <- max(calculate_steady_state(param, 0, 0, alpha_res, 0, lambda_res, 0, eta_res, zeta_res, intercept=intercept_het_L_effect_eta_low_res, eta_scale=0.9) ,0) |
|
|
| |
| |
| |
| solution <- list( |
| delta_x_temptation = x_ss_L_effect - x_ss_temptation, |
| delta_x_naivete = x_ss_L_effect - x_ss_naivete, |
| delta_x_habit = x_ss_L_effect - x_ss_habit, |
| delta_x_temptation_wo_habit = x_ss_habit - x_ss_habit_temptation, |
| delta_x_temptation_wo_habit_res = x_ss_habit_res - x_ss_habit_temptation_res, |
| x_ss_temptation = x_ss_temptation, |
| x_ss_temptation_eta_high = x_ss_temptation_eta_high, |
| x_ss_temptation_eta_low = x_ss_temptation_eta_low, |
| x_ss_naivete = x_ss_naivete, |
| x_ss_naivete_eta_high = x_ss_naivete_eta_high, |
| x_ss_naivete_eta_low = x_ss_naivete_eta_low, |
| x_ss_habit = x_ss_habit, |
| x_ss_habit_eta_high = x_ss_habit_eta_high, |
| x_ss_habit_eta_low = x_ss_habit_eta_low, |
| x_ss_habit_temptation = x_ss_habit_temptation, |
| x_ss_habit_temptation_eta_high = x_ss_habit_temptation_eta_high, |
| x_ss_habit_temptation_eta_low = x_ss_habit_temptation_eta_low, |
| delta_x_temptation_res = x_ss_L_effect_res - x_ss_temptation_res, |
| delta_x_naivete_res = x_ss_L_effect_res - x_ss_naivete_res, |
| delta_x_habit_res = x_ss_L_effect_res - x_ss_habit_res, |
| x_ss_temptation_res = x_ss_temptation_res, |
| x_ss_temptation_eta_high_res = x_ss_temptation_eta_high_res, |
| x_ss_temptation_eta_low_res = x_ss_temptation_eta_low_res, |
| x_ss_naivete_res = x_ss_naivete_res, |
| x_ss_naivete_eta_high_res = x_ss_naivete_eta_high_res, |
| x_ss_naivete_eta_low_res = x_ss_naivete_eta_low_res, |
| x_ss_habit_res = x_ss_habit_res, |
| x_ss_habit_eta_high_res = x_ss_habit_eta_high_res, |
| x_ss_habit_eta_low_res = x_ss_habit_eta_low_res, |
| x_ss_habit_temptation_res = x_ss_habit_temptation_res, |
| x_ss_habit_temptation_eta_high_res = x_ss_habit_temptation_eta_high_res, |
| x_ss_habit_temptation_eta_low_res = x_ss_habit_temptation_eta_low_res) |
| |
| return(solution) |
|
|
| } |
|
|
|
|
|
|
|
|
| solve_effects_individual <- function(x_ss_i_data, param, tau_tilde_L, tau_L_2, w){ |
| rho <- param[['rho']] |
| lambda <- param[['lambda']] |
| rho_res <- param[['rho_res']] |
| lambda_res <- param[['lambda_res']] |
| delta <- param[['delta']] |
| alpha <- param[['alpha']] |
| alpha_res <- param[['alpha_res']] |
| omega <- param[['omega']] |
| omega_est <- param[['omega_est']] |
| mispredict <- param[['mispredict']] |
| d_L <- param[['d_L']] |
| d_CL <- param[['d_CL']] |
|
|
| eta <- param[['eta']] |
| zeta <- param[['zeta']] |
| |
| naivete <- param[['naivete']] |
| |
| gamma_L_effect <- param[['gamma_L_effect']] |
| gamma_tilde_L_effect <- param[['gamma_tilde_L_effect']] |
| gamma_tilde_L_effect_omega <- param[['gamma_tilde_L_effect_omega']] |
| gamma_L_effect_omega <- param[['gamma_L_effect_omega']] |
| |
| gamma_L <- param[['gamma_L']] |
| gamma_tilde_L <- param[['gamma_tilde_L']] |
| gamma_tilde_L_omega <- param[['gamma_tilde_L_omega']] |
| gamma_L_omega <- param[['gamma_L_omega']] |
| gamma_tilde_L_multiple <- param[['gamma_tilde_L_multiple']] |
| gamma_L_multiple <- param[['gamma_L_multiple']] |
| |
|
|
| gamma_B <- param[['gamma_B']] |
| gamma_tilde_B <- param[['gamma_tilde_B']] |
| gamma_tilde_B_multiple <- param[['gamma_tilde_B_multiple']] |
| gamma_B_multiple <- param[['gamma_B_multiple']] |
| |
| eta_res <- param[['eta_res']] |
| zeta_res <- param[['zeta_res']] |
| |
| naivete_res <- param[['naivete_res']] |
| |
| gamma_L_effect_res <- param[['gamma_L_effect_res']] |
| gamma_tilde_L_effect_res <- param[['gamma_tilde_L_effect_res']] |
| gamma_tilde_L_effect_omega_res <- param[['gamma_tilde_L_effect_omega_res']] |
| gamma_L_effect_omega_res <- param[['gamma_L_effect_omega_res']] |
| gamma_tilde_L_effect_multiple_res <- param[['gamma_tilde_L_effect_multiple_res']] |
| gamma_L_effect_multiple_res <- param[['gamma_L_effect_multiple_res']] |
| |
| |
| gamma_L_res <- param[['gamma_L_res']] |
| gamma_L_omega_res <- param[['gamma_L_omega_res']] |
| gamma_L_multiple_res <- param[['gamma_L_multiple_res']] |
| |
|
|
| gamma_B_res <- param[['gamma_B_res']] |
| gamma_B_multiple_res <- param[['gamma_B_multiple_res']] |
| |
|
|
| tau_L_2_signed <- param[['tau_L_2']]*-1 |
| |
| |
| |
| |
| |
|
|
| |
| num <- eta*tau_L_2/omega - (1-alpha)*delta*rho*(((eta-zeta)*tau_tilde_L/omega+zeta*rho*tau_L_2/omega) + (1+lambda)*mispredict*(-eta+(1-alpha)*delta*rho^2*((eta-zeta)*lambda+zeta))) |
| denom <- 1 - (1-alpha)*delta*rho*(1+lambda) |
| |
| num_omega <- eta*tau_L_2/omega_est - (1-alpha)*delta*rho*(((eta-zeta)*tau_tilde_L/omega_est+zeta*rho*tau_L_2/omega) + (1+lambda)*mispredict*(-eta+(1-alpha)*delta*rho^2*((eta-zeta)*lambda+zeta))) |
| |
| gamma_spec <- num/denom |
| gamma_spec_omega <- num_omega/denom |
| gamma_tilde_spec <- gamma_spec - naivete |
| gamma_tilde_spec_omega <- gamma_spec_omega - naivete |
| |
|
|
|
|
| |
| |
| |
|
|
| intercept_spec <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_spec, gamma_spec, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L_effect <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect, gamma_L_effect, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_B <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_B, gamma_B, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L, gamma_L, alpha, rho, lambda, mispredict, eta, zeta) |
|
|
| intercept_spec_omega <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_spec_omega, gamma_spec_omega, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L_effect_omega <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect_omega, gamma_L_effect_omega, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L_omega <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_omega, gamma_L_omega, alpha, rho, lambda, mispredict, eta, zeta) |
|
|
| intercept_het_B_multiple <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_B_multiple, gamma_B_multiple, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L_multiple <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_multiple, gamma_L_multiple, alpha, rho, lambda, mispredict, eta, zeta) |
|
|
|
|
| intercept_het_L_effect_eta_high <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect, gamma_L_effect, alpha, rho, lambda, mispredict, eta, zeta, eta_scale=1.1) |
| intercept_het_L_effect_eta_low <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect, gamma_L_effect, alpha, rho, lambda, mispredict, eta, zeta, eta_scale=0.9) |
|
|
| |
| |
| |
| x_ss_spec <- calculate_steady_state(param, gamma_tilde_spec, gamma_spec, alpha, rho, lambda, mispredict, eta, zeta, intercept_spec) |
| x_ss_zero_un <- calculate_steady_state(param, 0, 0, alpha, rho, lambda, 0, eta, zeta, intercept_spec) |
| x_ss_zero <- ifelse(x_ss_zero_un<0, 0, x_ss_zero_un) |
| delta_x <- x_ss_spec - x_ss_zero |
|
|
|
|
|
|
| |
| |
| |
|
|
| |
| gamma_spec_res <- eta_res*tau_L_2 |
| gamma_spec_omega_res <- eta_res*tau_L_2/omega_est |
| gamma_tilde_spec_res <- gamma_spec_res - naivete_res |
| gamma_tilde_spec_omega_res <- gamma_spec_omega_res - naivete_res |
|
|
|
|
| |
| |
| |
|
|
| intercept_spec_res <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_spec_res, gamma_spec_res, alpha_res, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res) |
| intercept_het_L_effect_res <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect_res, gamma_L_effect_res, alpha_res, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res) |
| intercept_het_B_res <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_B, gamma_B_res, alpha_res, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res) |
| intercept_het_L_res <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L, gamma_L_res, alpha_res, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res) |
|
|
| intercept_spec_omega_res <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_spec_omega_res, gamma_spec_omega_res, alpha_res, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res) |
| intercept_het_L_effect_omega_res <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect_omega_res, gamma_L_effect_omega_res, alpha_res, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res) |
| intercept_het_L_omega_res <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_omega, gamma_L_omega_res, alpha_res, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res) |
|
|
| intercept_het_L_effect_multiple_res <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect_multiple_res, gamma_tilde_L_effect_multiple_res, alpha_res, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res) |
| intercept_het_B_multiple_res <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_B_multiple, gamma_B_multiple_res, alpha_res, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res) |
| intercept_het_L_multiple_res <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_multiple, gamma_L_multiple_res, alpha_res, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res) |
|
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|
|
| intercept_het_L_effect_eta_high_res <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect_res, gamma_L_effect_res, alpha_res, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res, eta_scale=1.1) |
| intercept_het_L_effect_eta_low_res <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect_res, gamma_L_effect_res, alpha_res, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res, eta_scale=0.9) |
|
|
| |
| |
| |
| x_ss_spec_res <- calculate_steady_state(param, gamma_tilde_spec_res, gamma_spec_res, alpha_res, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res, intercept_spec_res) |
| x_ss_zero_un_res <- calculate_steady_state(param, 0, 0, alpha_res, rho_res, lambda_res, 0, eta = eta_res, zeta = zeta_res, intercept_spec_res) |
| x_ss_zero_res <- ifelse(x_ss_zero_un_res<0, 0, x_ss_zero_un_res) |
| delta_x_res <- x_ss_spec_res - x_ss_zero_res |
| |
| |
|
|
| |
| |
| |
|
|
| x_ss_spec_w <- weighted.mean(x_ss_spec, w, na.rm=T) |
| gamma_tilde_spec_w <- weighted.mean(gamma_tilde_spec, w, na.rm=T) |
| gamma_spec_w <- weighted.mean(gamma_spec, w, na.rm=T) |
| gamma_spec_omega_w <- weighted.mean(gamma_spec_omega, w, na.rm=T) |
| delta_x_spec <- weighted.mean(delta_x, w, na.rm=T) |
| x_ss_i_data <- weighted.mean(x_ss_i_data, w, na.rm=T) |
|
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|
|
|
|
| intercept_spec <- weighted.mean(intercept_spec, w, na.rm=T) |
| intercept_spec_omega <- weighted.mean(intercept_spec_omega, w, na.rm=T) |
| intercept_het_L_effect_omega <- weighted.mean(intercept_het_L_effect_omega, w, na.rm=T) |
| intercept_het_L_effect <- weighted.mean(intercept_het_L_effect, w, na.rm=T) |
| intercept_het_L_effect_eta_high <- weighted.mean(intercept_het_L_effect_eta_high, w, na.rm=T) |
| intercept_het_L_effect_eta_low <- weighted.mean(intercept_het_L_effect_eta_low, w, na.rm=T) |
| intercept_het_L_omega <- weighted.mean(intercept_het_L_omega, w, na.rm=T) |
| intercept_het_B <- weighted.mean(intercept_het_B, w, na.rm=T) |
| intercept_het_L <- weighted.mean(intercept_het_L, w, na.rm=T) |
|
|
|
|
| intercept_het_B_multiple <- weighted.mean(intercept_het_B_multiple, w, na.rm=T) |
| intercept_het_L_multiple <- weighted.mean(intercept_het_L_multiple, w, na.rm=T) |
|
|
| x_ss_spec_w_res <- weighted.mean(x_ss_spec_res, w, na.rm=T) |
| gamma_tilde_spec_w_res <- weighted.mean(gamma_tilde_spec_res, w, na.rm=T) |
| gamma_spec_w_res <- weighted.mean(gamma_spec_res, w, na.rm=T) |
| gamma_spec_omega_w_res <- weighted.mean(gamma_spec_omega_res, w, na.rm=T) |
| delta_x_spec_res <- weighted.mean(delta_x_res, w, na.rm=T) |
|
|
|
|
|
|
| intercept_spec_res <- weighted.mean(intercept_spec_res, w, na.rm=T) |
| intercept_spec_omega_res <- weighted.mean(intercept_spec_omega_res, w, na.rm=T) |
| intercept_het_L_effect_omega_res <- weighted.mean(intercept_het_L_effect_omega_res, w, na.rm=T) |
| intercept_het_L_effect_res <- weighted.mean(intercept_het_L_effect_res, w, na.rm=T) |
| intercept_het_L_effect_eta_high_res <- weighted.mean(intercept_het_L_effect_eta_high_res, w, na.rm=T) |
| intercept_het_L_effect_eta_low_res <- weighted.mean(intercept_het_L_effect_eta_low_res, w, na.rm=T) |
| intercept_het_L_omega_res <- weighted.mean(intercept_het_L_omega_res, w, na.rm=T) |
| intercept_het_B_res <- weighted.mean(intercept_het_B_res, w, na.rm=T) |
| intercept_het_L_res <- weighted.mean(intercept_het_L_res, w, na.rm=T) |
|
|
|
|
| intercept_het_L_effect_multiple_res <- weighted.mean(intercept_het_L_effect_multiple_res, w, na.rm=T) |
| intercept_het_B_multiple_res <- weighted.mean(intercept_het_B_multiple_res, w, na.rm=T) |
| intercept_het_L_multiple_res <- weighted.mean(intercept_het_L_multiple_res, w, na.rm=T) |
|
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| |
|
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| |
| |
| |
|
|
| intercept_spec_hour <- intercept_spec*60*-1 |
| gamma_tilde_spec_hour <- gamma_tilde_spec_w*60 |
| gamma_spec_hour <- gamma_spec_w*60 |
| gamma_spec_omega_hour <- gamma_spec_omega_w*60 |
| intercept_het_B_hour <- intercept_het_B*60*-1 |
| intercept_het_L_hour <- intercept_het_L*60*-1 |
| intercept_het_L_effect_hour <- intercept_het_L_effect*60*-1 |
| intercept_spec_omega_hour <- intercept_spec_omega*60*-1 |
| intercept_het_L_effect_omega_hour <- intercept_het_L_effect_omega*60*-1 |
| intercept_het_L_omega_hour <- intercept_het_L_omega*60*-1 |
|
|
| intercept_spec_res_hour <- intercept_spec_res*60*-1 |
| gamma_tilde_spec_res_hour <- gamma_tilde_spec_w_res*60 |
| gamma_spec_res_hour <- gamma_spec_w_res*60 |
| gamma_spec_omega_res_hour <- gamma_spec_omega_w_res*60 |
| intercept_het_B_res_hour <- intercept_het_B_res*60*-1 |
| intercept_het_L_res_hour <- intercept_het_L_res*60*-1 |
| intercept_het_L_effect_res_hour <- intercept_het_L_effect_res*60*-1 |
| intercept_spec_omega_res_hour <- intercept_spec_omega_res*60*-1 |
| intercept_het_L_effect_omega_res_hour <- intercept_het_L_effect_omega_res*60*-1 |
| intercept_het_L_omega_res_hour <- intercept_het_L_omega_res*60*-1 |
|
|
|
|
|
|
| |
| solution <- list( |
| x_ss_i_data = x_ss_i_data, |
| x_ss_spec = x_ss_spec_w, |
| tau_L_2_signed = tau_L_2_signed, |
| intercept_spec = intercept_spec, |
| intercept_spec_hour = intercept_spec_hour, |
| gamma_tilde_spec = gamma_tilde_spec_w, |
| gamma_spec = gamma_spec_w, |
| delta_x_spec = delta_x_spec, |
| gamma_tilde_spec_hour = gamma_tilde_spec_hour, |
| gamma_spec_hour = gamma_spec_hour, |
| intercept_het_L_effect = intercept_het_L_effect, |
| intercept_het_L_effect_eta_high = intercept_het_L_effect_eta_high, |
| intercept_het_L_effect_eta_low = intercept_het_L_effect_eta_low, |
| intercept_het_B = intercept_het_B, |
| intercept_het_L = intercept_het_L, |
| intercept_het_B_hour = intercept_het_B_hour, |
| intercept_het_L_hour = intercept_het_L_hour, |
| intercept_het_L_effect_hour = intercept_het_L_effect_hour, |
| gamma_spec_omega_hour = gamma_spec_omega_hour, |
| intercept_spec_omega_hour = intercept_spec_omega_hour, |
| intercept_het_L_effect_omega_hour = intercept_het_L_effect_omega_hour, |
| intercept_het_L_omega_hour = intercept_het_L_omega_hour, |
| intercept_het_B_multiple = intercept_het_B_multiple, |
| intercept_het_L_multiple = intercept_het_L_multiple, |
| intercept_het_L_effect_omega = intercept_het_L_effect_omega, |
| intercept_het_L_omega = intercept_het_L_omega, |
| x_ss_spec_res = x_ss_spec_w_res, |
| intercept_spec_res = intercept_spec_res, |
| intercept_spec_res_hour = intercept_spec_res_hour, |
| gamma_tilde_spec_res = gamma_tilde_spec_w_res, |
| gamma_spec_res = gamma_spec_w_res, |
| delta_x_spec_res = delta_x_spec_res, |
| gamma_tilde_spec_res_hour = gamma_tilde_spec_res_hour, |
| gamma_spec_res_hour = gamma_spec_res_hour, |
| intercept_het_L_effect_res = intercept_het_L_effect_res, |
| intercept_het_L_effect_eta_high_res = intercept_het_L_effect_eta_high_res, |
| intercept_het_L_effect_eta_low_res = intercept_het_L_effect_eta_low_res, |
| intercept_het_B_res = intercept_het_B_res, |
| intercept_het_L_res = intercept_het_L_res, |
| intercept_het_B_res_hour = intercept_het_B_res_hour, |
| intercept_het_L_res_hour = intercept_het_L_res_hour, |
| intercept_het_L_effect_res_hour = intercept_het_L_effect_res_hour, |
| gamma_spec_omega_res_hour = gamma_spec_omega_res_hour, |
| intercept_spec_omega_res_hour = intercept_spec_omega_res_hour, |
| intercept_het_L_effect_omega_res_hour = intercept_het_L_effect_omega_res_hour, |
| intercept_het_L_omega_res_hour = intercept_het_L_omega_res_hour, |
| intercept_het_L_effect_multiple_res = intercept_het_L_effect_multiple_res, |
| intercept_het_B_multiple_res = intercept_het_B_multiple_res, |
| intercept_het_L_multiple_res = intercept_het_L_multiple_res, |
| intercept_het_L_effect_omega_res = intercept_het_L_effect_omega_res, |
| intercept_het_L_omega_res = intercept_het_L_omega_res |
| ) |
| return(solution) |
| } |
|
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| |
| |
| |
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|
|
| check_sys_eq_1 <- function(param) { |
| |
| rho <- param[['rho']] |
| lambda <- param[['lambda']] |
| tau_B_2 <- param[['tau_B_2']] |
| tau_B_3 <- param[['tau_B_3']] |
| tau_B_4 <- param[['tau_B_4']] |
| tau_B_5 <- param[['tau_B_5']] |
| diff <- rho + lambda |
| |
| |
| diff <- diff - tau_B_5 / (tau_B_4*(1 + lambda)) |
| |
| |
| diff <- diff - tau_B_4 / (rho*tau_B_3 + rho^2*tau_B_2) |
| |
| |
| return(diff) |
| } |
|
|
|
|
| calculate_steady_state <- function(param, gamma_tilde, gamma, alpha, rho, lambda, mispredict, eta, zeta, intercept=NA, eta_scale=1){ |
| |
| eta <- eta * eta_scale |
| delta <- param[['delta']] |
|
|
| |
| term1 <- intercept |
| term2 <- (1-alpha)*delta*rho |
| term3 <- (zeta-eta) * mispredict - gamma_tilde*(1+lambda) |
| num <- term1 + term2*term3 + gamma |
| |
| terma <- -eta -((1-alpha)*delta*rho*(zeta-eta)) |
| termb <- zeta*((rho - (1-alpha)*delta*(rho**2)) / (1-rho)) |
| denom <- terma - termb |
| |
| x_ss_calc <- num /denom |
| return(x_ss_calc) |
| } |
|
|
|
|
|
|
| calculate_x_ss_i_spec <- function(df){ |
| x_ss_i_df <- df %>% |
| mutate(x_ss_i_data = PD_P1_UsageFITSBY) |
|
|
|
|
| return(x_ss_i_df$x_ss_i_data) |
|
|
| } |
|
|
| get_avg_use <- function(df){ |
| estimate <- list(signif(weighted.mean(df$PD_P1_UsageFITSBY,df$w, na.rm=TRUE), digits=3)) |
| names(estimate) <- c('avg_use') |
|
|
| |
| return(estimate) |
|
|
| } |
|
|
| get_fb <- function(df){ |
| df <- df %>% |
| mutate(F_B_uncensored = 50*PD_P1_UsageFITSBY/20) %>% |
| mutate(F_B_min = ifelse(F_B_uncensored<150, F_B_uncensored, 150)) %>% |
| mutate(F_B = F_B_min/num_days) |
|
|
| estimate <- list(signif(weighted.mean(df$F_B,df$w, na.rm=TRUE), digits=3)) |
| names(estimate) <- c('F_B') |
|
|
| |
| return(estimate) |
| } |
|
|
|
|
| calculate_intercept_spec <- function(x_ss_i_data, param, gamma_tilde, gamma, alpha, rho, lambda, mispredict, eta, zeta, eta_scale=1){ |
| delta <- param[['delta']] |
| eta <- eta*eta_scale |
|
|
| terma <- (1-alpha)*delta*rho |
| termb <- (rho - terma*rho) / (1-rho) |
|
|
| term1 <- -eta -terma*(zeta-eta)-zeta*termb |
| term2 <- terma*((zeta-eta)*mispredict - (1+lambda)*gamma_tilde) |
| |
| intercept <- x_ss_i_data*term1 - term2 - gamma |
| |
| return(intercept) |
| } |
|
|
| check_steady_state <- function(param){ |
|
|
| |
| x_ss <- param[['x_ss']] |
| gamma_L_effect <- param[['gamma_L_effect']] |
| gamma_tilde_L_effect <- param[['gamma_tilde_L_effect']] |
| mispredict <- param[['mispredict']] |
| rho <- param[['rho']] |
| alpha <- param[['alpha']] |
| intercept_het_L_effect <- param[['intercept_het_L_effect']] |
| intercept_het_L_effect_eta_high <- param[['intercept_het_L_effect_eta_high']] |
| intercept_het_L_effect_eta_low <- param[['intercept_het_L_effect_eta_low']] |
|
|
| print('||||||||||||| Initial calculation |||||||||||||') |
| print(x_ss) |
|
|
| |
| |
| |
|
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| |
| |
| |
|
|
| |
| |
| |
|
|
| } |
|
|
|
|
|
|
| |
| |
| |
| get_bonus <- function(df, t) { |
| |
| dep_var <- sprintf('PD_P%s_UsageFITSBY', t) |
| |
| if (t == 1) { |
| eq <- paste0(dep_var, '~ L + B + S') |
| } else if (t > 1) { |
| eq <- paste0(dep_var, '~ PD_P1_UsageFITSBY + L + B + S') |
| } |
| |
| |
| fit <- lm(data = df, |
| formula = eq, |
| weights = w) |
| estimate <- list(ifelse(fit$coefficients[['B']]>0, 0,fit$coefficients[['B']])) |
| names(estimate) <- c(sprintf('tau_B_%s', t)) |
| |
| return(estimate) |
| } |
|
|
| get_multiple_good_taus <- function(df) { |
| |
| fit <- lm(data = df, |
| formula = S4_Substitution_W ~ L+B+S, |
| weights = w) |
| |
| estimate <- |
| list(fit$coefficients[['L']], |
| fit$coefficients[['B']]) |
|
|
| names(estimate) <- c('tau_L_y', 'tau_B_y') |
| |
| return(estimate) |
| } |
|
|
| get_full_bonus_2 <- function(df, t) { |
| |
| fit <- lm(data = df, |
| formula = 'PD_P2_UsageFITSBY ~ PD_P1_UsageFITSBY + L + B + S', |
| weights = w) |
| estimate <- list(ifelse(fit$coefficients[['B']]>0, 0,fit$coefficients[['B']])) |
| names(estimate) <- c('tau_B_2_full') |
| |
| return(estimate) |
| } |
|
|
|
|
|
|
| get_bonus_2b <- function(df, full=FALSE) { |
| if (full){ |
| fit <- lm(data = df, |
| formula = 'PD_P2_UsageFITSBY ~ PD_P1_UsageFITSBY + L + B + S', |
| weights = w) |
| estimate <- list(ifelse(fit$coefficients[['B']]>0, 0,fit$coefficients[['B']])) |
| names(estimate) <- c('tau_B_2') |
| } else{ |
| days <- 33:42 |
|
|
| fit <- lm(data = df %>% |
| mutate(PD_P2b_Usage_FITSBY = |
| rowSums(.[paste0('PD_DailyUsageFITSBY_',days)], na.rm=TRUE)/length(days)), |
| formula = 'PD_P2b_Usage_FITSBY ~ PD_P1_UsageFITSBY + L + B + S', |
| weights = w) |
| |
| coef <- fit$coefficients[['B']] |
| coef <- ifelse(coef>0, 0, coef) |
| estimate <- list(coef) |
| names(estimate) <- c('tau_B_2') |
| |
| } |
| |
| return(estimate) |
| } |
|
|
| get_bonus_tilde <- function(df) { |
| |
| dep_var <- sprintf('S3_PredictUseNext_1_W') |
| eq <- paste0(dep_var, '~ PD_P1_UsageFITSBY + L + B + S') |
| |
| |
| fit <- lm(data = df, |
| formula = eq, |
| weights = w) |
| estimate <- list(fit$coefficients[['B']]) |
| names(estimate) <- c(sprintf('tau_tilde_B_3_2', t)) |
| |
| return(estimate) |
| } |
|
|
|
|
| get_limit_tilde <- function(df) { |
| |
| eq <- 'S3_PredictUseNext_1_W ~ L + B + S' |
| |
| |
| fit <- lm(data = df, |
| formula = eq, |
| weights = w) |
| estimate <- list(ifelse(fit$coefficients[['L']]>0, 0,fit$coefficients[['L']])) |
| names(estimate) <- c('tau_tilde_L') |
| |
| |
| return(estimate) |
| } |
|
|
| get_true_limit_tilde <- function(df) { |
| |
| eq <- 'S3_PredictUseNext_1_W ~ L + B + S' |
| |
| |
| fit <- lm(data = df, |
| formula = eq, |
| weights = w) |
| estimate <- list(ifelse(fit$coefficients[['L']]>0, 0,fit$coefficients[['L']])) |
| names(estimate) <- c('true_tau_tilde_L') |
| |
| |
| return(estimate) |
| } |
|
|
|
|
|
|
| get_limit_tildes <- function(df, t) { |
| |
| dep_var <- sprintf('S2_PredictUseNext_%s_W', t-1) |
| eq <- paste0(dep_var, '~ PD_P1_UsageFITSBY + L + B + S') |
| |
| |
| fit <- lm(data = df, |
| formula = eq, |
| weights = w) |
| estimate <- list(ifelse(fit$coefficients[['L']]>0, 0,fit$coefficients[['L']])) |
| names(estimate) <- c(sprintf('tau_tilde_L_%s_2', t)) |
| |
| return(estimate) |
| } |
|
|
| get_limit_2b <- function(df) { |
| |
| fit <- lm(data = df , |
| formula = 'PD_P2_UsageFITSBY ~ PD_P1_UsageFITSBY + L + B + S', |
| weights = w) |
| estimate <- list(ifelse(fit$coefficients[['L']]>0, 0,fit$coefficients[['L']])) |
| names(estimate) <- c('tau_L_2') |
| |
| return(estimate) |
| } |
|
|
| get_limit <- function(df) { |
| |
| fit <- lm(data = df , |
| formula = 'PD_P3_UsageFITSBY ~ PD_P1_UsageFITSBY + L + B + S', |
| weights = w) |
| estimate <- list(ifelse(fit$coefficients[['L']]>0, 0,fit$coefficients[['L']])) |
| names(estimate) <- c('tau_L_3') |
| |
| |
| return(estimate) |
| } |
|
|
| get_MPL_tilde <- function(df) { |
| regression_df <- df %>% |
| mutate(S2_reduction = PD_P3_UsageFITSBY - S2_PredictUseInitial_W) %>% |
| select(S2_reduction, S2_PredictUseInitial_W, S2_PredictUseBonus, PD_P3_UsageFITSBY, B, S, L, PD_P1_UsageFITSBY,w) |
| |
| |
| fit <- lm(data = regression_df, |
| formula = S2_reduction ~ B + S + L + PD_P1_UsageFITSBY, |
| weights = w) |
| estimate <- list(fit$coefficients[['B']]) |
| names(estimate) <- c(sprintf('MPL_S2')) |
| |
| return(estimate) |
| } |
|
|
|
|
|
|
|
|
| get_limit_last_week <- function(df) { |
| |
| eq <- 'PD_WeeklyUsageFITSBY_15 ~ PD_P1_UsageFITSBY + L + B + S' |
| fit <- lm(data = df, |
| formula = eq, |
| weights = w) |
| estimate <- list(fit$coefficients[['L']]) |
| names(estimate) <- c('limit_effect_last_week') |
| |
| |
| return(estimate) |
| } |
|
|
| get_limit_avg <- function(df) { |
| |
| df %<>% |
| select( |
| UserID, |
| w, |
| L, |
| B, |
| S, |
| PD_P1_UsageFITSBY, |
| PD_P2_UsageFITSBY, |
| PD_P3_UsageFITSBY, |
| PD_P4_UsageFITSBY, |
| PD_P5_UsageFITSBY |
| ) |
| |
| df %<>% |
| gather( |
| key = 'period', |
| value = 'usage', |
| -UserID, |
| -w, |
| -L, |
| -B, |
| -S, |
| -PD_P1_UsageFITSBY |
| ) |
| |
| |
| eq <- 'usage ~ PD_P1_UsageFITSBY + L + B + S' |
| fit <- lm(data = df, |
| formula = eq, |
| weights = w) |
| estimate <- list(ifelse(fit$coefficients[['L']]>0, 0,fit$coefficients[['L']])) |
| names(estimate) <- c('tau_L') |
| |
| |
| return(estimate) |
| } |
|
|
| get_taus <- function(df, winsorize=F, full=full) { |
| |
| bonus <- |
| 3:5 %>% |
| map(~get_bonus(df, .)) %>% |
| list.flatten |
|
|
| |
| bonus_tilde <- get_bonus_tilde(df) |
|
|
| |
| bonus_2b <- get_bonus_2b(df, full=full) |
|
|
| bonus_2_full <- get_full_bonus_2(df) |
|
|
| |
| MPL <- get_MPL_tilde(df) |
|
|
|
|
| |
| limit <- get_limit(df) |
| limit_tilde <- get_limit_tilde(df) |
| true_limit_tilde <- get_true_limit_tilde(df) |
|
|
| limit_tilde[[1]] <- limit[[1]] |
|
|
| |
| limit_tildes <- |
| 2:3 %>% |
| map(~get_limit_tildes(df, .)) %>% |
| list.flatten |
|
|
| limit_2 <- get_limit_2b(df) |
|
|
| limit_avg <- get_limit_avg(df) |
|
|
| multiple_good_taus <- get_multiple_good_taus(df) |
|
|
| |
| tau <- list.merge(bonus, bonus_tilde, bonus_2b, bonus_2_full, limit, limit_tilde, limit_tildes, |
| limit_2,limit_avg, true_limit_tilde, MPL, multiple_good_taus) |
|
|
| if (winsorize){ |
| tau_tilde_limit <- -4 |
| ratio_limit <- 0.18 |
|
|
| tau$tau_tilde_L <- min(-2, tau$tau_tilde_L) |
| tau$tau_B_5 <- min(tau$tau_B_5, tau$tau_B_4 - ratio_limit * tau$tau_B_3) |
| } |
| |
| return(tau) |
| } |
|
|
| get_mispredict <- function(df) { |
| |
| df_unfiltered <- df |
|
|
| |
|
|
| df %<>% filter(B == 0, L == 0) |
| |
| |
| names(df) <- gsub('PD_(.*)_UsageFITSBY', 'UsageActual_\\1', names(df)) |
| names(df) <- gsub('S(.*)_PredictUseNext_1_W', 'UsagePredicted_P\\1', names(df)) |
|
|
| df %<>% |
| select( |
| UserID, |
| w, |
| starts_with('UsagePredicted'), |
| starts_with('UsageActual') |
| ) %>% |
| select( |
| UserID, |
| w, |
| ends_with('P2'), |
| ends_with('P3'), |
| ends_with('P4') |
| ) |
| |
| df %<>% |
| gather(key = 'period', value = 'value', -UserID, -w) %>% |
| separate(period, c('key', 'period'), sep = '_') %>% |
| spread(key = 'key', value = 'value') |
| |
| |
| df %<>% mutate(mispredict = UsageActual - UsagePredicted) |
| |
| estimate <- |
| list( |
| weighted.mean(df$mispredict, df$w, na.rm = T), |
| weighted.mean(df_unfiltered$PD_P1_UsageFITSBY, df_unfiltered$w, na.rm=T), |
| weighted.mean(df$UsagePredicted, df$w, na.rm = T) |
| ) |
| names(estimate) <- c('mispredict', 'x_ss', 'x_tilde') |
| |
| |
| return(estimate) |
| } |
|
|
| get_ideal <- function(df) { |
| |
| df %<>% |
| select( |
| UserID, |
| w, |
| L, |
| B, |
| S3_PhoneUseChange |
| ) |
| |
| df %<>% gather(key = 'key', value = 'value', -UserID, -w, -L, -B) |
| |
| |
| estimate <- |
| list( |
| weighted.mean(filter(df, L == 1)$value, filter(df, L == 1)$w, na.rm = T), |
| weighted.mean(filter(df, L == 0)$value, filter(df, L == 0)$w, na.rm = T) |
| ) |
| |
| names(estimate) <- c('d_L', 'd_CL') |
| |
| |
| return(estimate) |
| } |
|
|
| get_predict <- function(df) { |
| |
| df %<>% filter(B == 1) |
| |
| |
| df %<>% |
| select( |
| UserID, |
| w, |
| ends_with('PredictUseInitial'), |
| ends_with('PredictUseBonus') |
| ) |
| |
| |
| names(df) <- gsub('(.*)_W', '\\1', names(df)) |
|
|
| df %<>% |
| gather(key = 'period', value = 'value', -UserID, -w) %>% |
| separate(period, c('period', 'key'), sep = '_') %>% |
| spread(key = 'key', value = 'value') |
| |
| |
| df %<>% |
| mutate(PredictUseBonus = PredictUseInitial * (1 - (PredictUseBonus / 100))) %>% |
| mutate(bonus_effect = PredictUseBonus - PredictUseInitial) %>% |
| mutate(average = (PredictUseBonus + PredictUseInitial) / 2) |
| |
| estimate <- list( |
| weighted.mean(df$bonus_effect, df$w, na.rm = T), |
| weighted.mean(filter(df, period == 'S2')$average, filter(df, period == 'S2')$w, na.rm = T) |
| ) |
| |
| names(estimate) <- c('tau_tilde_B', 'x_tilde_2_B') |
| |
| |
| return(estimate) |
| } |
|
|
| get_wtp <- function(df) { |
| df %<>% |
| select( |
| UserID, |
| w, |
| ends_with('MPL'), |
| ends_with('MPLLimit') |
| ) |
| |
| df %<>% |
| gather(key = 'period', value = 'value', -UserID, -w) %>% |
| separate(period, c('period', 'key'), sep = '_') %>% |
| spread(key = 'key', value = 'value') |
| |
| |
| estimate <- list( |
| weighted.mean(df$MPL, df$w, na.rm = T) / num_days, |
| weighted.mean(df$MPLLimit, df$w, na.rm = T) / num_days |
| ) |
| |
| names(estimate) <- c('v_B', 'v_L') |
| |
| |
| return(estimate) |
| } |
|
|
| find_tau_spec <- function(df, save_reg=FALSE){ |
| tau_data <- df %>% |
| select( |
| UserID, |
| w, L, B, S, |
| PD_P1_UsageFITSBY, |
| PD_P2_UsageFITSBY, |
| PD_P3_UsageFITSBY, |
| PD_P4_UsageFITSBY, |
| PD_P5_UsageFITSBY, |
| PD_P2_LimitTightFITSBY |
| ) |
|
|
| tau_data %<>% |
| gather( |
| key = 'period', |
| value = 'usage', |
| -UserID, |
| -w, -L, -B, -S, |
| -PD_P1_UsageFITSBY, |
| -PD_P2_LimitTightFITSBY |
| ) |
|
|
| fit <- tau_data %>% |
| mutate(tightness=ifelse(L,PD_P2_LimitTightFITSBY, 0)) %>% |
| lm(formula = 'usage ~ PD_P1_UsageFITSBY + L + tightness + B + S', |
| weights = w) |
|
|
| if(save_reg){ |
| stargazer(fit, |
| omit.stat = c("adj.rsq","f","ser"), |
| covariate.labels = c("Period 1 Usage", "Limit Treatment", |
| "Limit Treatment x Period 2 Limit Tightness", |
| "Bonus Treatment"), |
| dep.var.labels = "FITSBY Usage (mins/day)", |
| title = "", |
| omit = c("S1", "S2", "S3", "S4", |
| "S5", "S6", "S7", "S8"), |
| type = "latex", |
| omit.table.layout = "n", |
| float = FALSE, |
| dep.var.caption = "", |
| star.cutoffs = NA, |
| out = "output/heterogeneity_reg.tex" |
| ) |
| } |
|
|
| const <- fit$coefficients['L'] |
| slope <- fit$coefficients['tightness'] |
| |
| return(const + slope * df$PD_P2_LimitTightFITSBY) |
| } |
|
|
|
|
| find_tau_L2_spec <- function(df, save_reg=FALSE){ |
| tau_data <- df %>% |
| select( |
| UserID, |
| w, L, B, S, |
| PD_P1_UsageFITSBY, |
| PD_P2_UsageFITSBY, |
| PD_P3_UsageFITSBY, |
| PD_P4_UsageFITSBY, |
| PD_P5_UsageFITSBY, |
| PD_P2_LimitTightFITSBY |
| ) |
|
|
| fit <- tau_data %>% |
| mutate(tightness=ifelse(L,PD_P2_LimitTightFITSBY, 0)) %>% |
| lm(formula = 'PD_P2_UsageFITSBY ~ PD_P1_UsageFITSBY + L + tightness + B + S', |
| weights = w) |
|
|
| const <- fit$coefficients['L'] |
| slope <- fit$coefficients['tightness'] |
| |
| return(const + slope * df$PD_P2_LimitTightFITSBY) |
| } |
|
|
| find_tau_L3_spec <- function(df, save_reg=FALSE){ |
| tau_data <- df %>% |
| select( |
| UserID, |
| w, L, B, S, |
| PD_P1_UsageFITSBY, |
| PD_P2_UsageFITSBY, |
| PD_P3_UsageFITSBY, |
| PD_P4_UsageFITSBY, |
| PD_P5_UsageFITSBY, |
| PD_P2_LimitTightFITSBY |
| ) |
|
|
| fit <- tau_data %>% |
| mutate(tightness=ifelse(L,PD_P2_LimitTightFITSBY, 0)) %>% |
| lm(formula = 'PD_P3_UsageFITSBY ~ PD_P1_UsageFITSBY + L + tightness + B + S', |
| weights = w) |
|
|
| const <- fit$coefficients['L'] |
| slope <- fit$coefficients['tightness'] |
| |
| return(const + slope * df$PD_P3_LimitTightFITSBY) |
| } |
|
|
|
|
|
|
| |
| |
| |
|
|
| estimate_model <- function(df, param, winsorize=F, full=F, display_warning=FALSE) { |
| |
| param %<>% |
| list.merge( |
| |
| get_taus(df, winsorize=winsorize, full=full), |
| get_mispredict(df), |
| get_ideal(df), |
| get_predict(df), |
| get_wtp(df), |
| get_avg_use(df), |
| get_fb(df), |
| get_limit_last_week(df) |
| ) |
|
|
| |
| param %<>% |
| solve_sys_eq_1 %>% |
| as.list %>% |
| list.merge(param) |
| |
| |
| param %<>% |
| solve_sys_eq_2(display_warning=display_warning) %>% |
| as.list %>% |
| list.merge(param) |
| |
| |
| param %<>% |
| solve_sys_eq_3 %>% |
| as.list %>% |
| list.merge(param) |
|
|
| |
| tau_L_2_spec <- find_tau_L2_spec(df) |
| tau_tilde_spec <- find_tau_L3_spec(df) |
| x_ss_i_data <- calculate_x_ss_i_spec(df) |
|
|
| param %<>% |
| solve_effects_individual(x_ss_i_data= x_ss_i_data, tau_tilde_L=tau_tilde_spec, tau_L_2=tau_L_2_spec, w=df$w)%>% |
| as.list %>% |
| list.merge(param) |
|
|
| |
| param %<>% |
| solve_effects(df) %>% |
| as.list %>% |
| list.merge(param) |
|
|
| |
| param %<>% |
| solve_counterfactuals(df) %>% |
| as.list %>% |
| list.merge(param) |
| |
| |
| return(param) |
| } |
|
|
| |
| |
| |
| plot_time_effects <- function(median, bottom, top, filename=""){ |
| order_results_time <- function(df1){ |
| r <- c(df1[['delta_x_cap_res']], |
| df1[['delta_x_tilde_B_res']], |
| df1[['delta_x_tilde_L_res']], |
| df1[['delta_x_spec_res']]) |
| return(r) |
| } |
| |
| order_results_time_est <- function(df1){ |
| r <- c(df1[['delta_x_cap']], |
| df1[['delta_x_tilde_B']], |
| df1[['delta_x_tilde_L']], |
| df1[['delta_x_spec']]) |
| return(r) |
| } |
| |
| |
| x <- c('Limit\n effect', 'Bonus \n valuation', 'Limit \n valuation', 'Heterogeneous\n limit effect') |
| |
| names <- rep(factor(x, levels=x),2) |
| |
| counterfactuals_zero <- order_results_time(param_full) |
| lower_counterfactuals_zero <- order_results_time(bottom) |
| upper_counterfactuals_zero <- order_results_time(top) |
| counterfactuals_est <- order_results_time_est(param_full) |
| lower_counterfactuals_est <- order_results_time_est(bottom) |
| upper_counterfactuals_est <- order_results_time_est(top) |
| |
| |
| df <- data.frame(names, counterfactuals_zero, lower_counterfactuals_zero, upper_counterfactuals_zero, |
| counterfactuals_est, lower_counterfactuals_est, upper_counterfactuals_est) |
| |
| |
| cols <- c("No projection bias"=maroon, |
| "Perceived projection bias"=grey) |
| |
| |
| a <- ggplot(df, aes(x=names, width=.2)) + |
| geom_point(aes(y=counterfactuals_zero, colour="No projection bias"), stat="identity", position = position_nudge(x = -.1)) + |
| geom_point(aes(y=counterfactuals_est, colour="Perceived projection bias"), stat="identity", position = position_nudge(x = .1))+ |
| geom_errorbar(aes(ymin=lower_counterfactuals_zero, ymax=upper_counterfactuals_zero), stat="identity", colour=maroon, position = position_nudge(x = -.1)) + |
| geom_errorbar(aes(ymin=lower_counterfactuals_est, ymax=upper_counterfactuals_est), stat="identity", colour=grey, position=position_nudge(x = .1)) + |
| scale_y_continuous(name="Time effect (minutes/day)") + |
| theme_classic() + |
| labs(x = "") + |
| scale_colour_manual(name = "", values=cols, |
| labels = unname(TeX(c(paste0("Zero projection bias", " (", "$\\alpha=1$", ")"), |
| paste0("Estimated projection bias", " (" ,"$\\alpha=\\hat{\\alpha}$", ")") |
| ))))+ |
| theme(legend.text.align = 0, |
| legend.key.height = unit(1, "cm"), |
| legend.position="bottom") + |
| theme(legend.margin=margin(0,0,0,0), |
| legend.box.margin=margin(-10,-10,-10,-10)) + |
| theme(axis.text.x = element_text(colour="black")) |
| coord_cartesian(ylim = c(0, 180)) |
| |
| |
| ggsave(sprintf('output/%s.pdf', filename), plot=a, width=6.5, height=4.5, units="in") |
| } |
|
|
| plot_time_effects_bal <- function(param_full, param_balanced, bottom, top, bottom_bal, top_bal, filename=""){ |
| order_results_time <- function(df1){ |
| r <- c(df1[['delta_x_cap_res']], |
| df1[['delta_x_tilde_B_res']], |
| df1[['delta_x_tilde_L_res']], |
| df1[['delta_x_spec_res']]) |
| return(r) |
| } |
| |
| x <- c('Limit\n effect', 'Bonus \n valuation', 'Limit \n valuation', 'Heterogeneous\n limit effect') |
| |
| names <- rep(factor(x, levels=x),2) |
| |
| |
| |
| counterfactuals_zero <- order_results_time(param_full) |
| lower_counterfactuals_zero <- order_results_time(bottom) |
| upper_counterfactuals_zero <- order_results_time(top) |
| counterfactuals_est <- order_results_time(param_balanced) |
| lower_counterfactuals_est <- order_results_time(bottom_bal) |
| upper_counterfactuals_est <- order_results_time(top_bal) |
| |
| |
| df <- data.frame(names, counterfactuals_zero, lower_counterfactuals_zero, upper_counterfactuals_zero, |
| counterfactuals_est, lower_counterfactuals_est, upper_counterfactuals_est) |
| |
| |
| cols <- c("No perceived habit formation"=maroon , |
| "Perceived habit formation"=skyblue) |
| |
| |
| a <- ggplot(df, aes(x=names, width=.2)) + |
| geom_point(aes(y=counterfactuals_zero, colour="No perceived habit formation"), stat="identity", position = position_nudge(x = -.1)) + |
| geom_point(aes(y=counterfactuals_est, colour="Perceived habit formation"), stat="identity", position = position_nudge(x = .1))+ |
| geom_errorbar(aes(ymin=lower_counterfactuals_zero, ymax=upper_counterfactuals_zero), stat="identity", colour=maroon, position = position_nudge(x = -.1)) + |
| geom_errorbar(aes(ymin=lower_counterfactuals_est, ymax=upper_counterfactuals_est), stat="identity", colour=skyblue, position=position_nudge(x = .1)) + |
| scale_y_continuous(name="Time effect (minutes/day)") + |
| theme_classic() + |
| labs(x = "") + |
| scale_colour_manual(name = "", values=cols, |
| labels = c("Unweighted sample", "Weighted toward U.S. adults"))+ |
| theme(legend.text.align = 0, |
| legend.key.height = unit(1, "cm"), |
| legend.position="bottom") + |
| theme(legend.margin=margin(0,0,0,0), |
| legend.box.margin=margin(-10,-10,-10,-10)) + |
| theme(axis.text.x = element_text(colour="black")) + |
| coord_cartesian(ylim = c(0, 165)) |
| |
| ggsave(sprintf('output/%s.pdf', filename), plot=a, width=6.5, height=4.5, units="in") |
| } |
|
|
|
|
| plot_time_effects_both <- function(param_full, param_balanced, bottom, top, bottom_bal, top_bal, filename=""){ |
| order_results_time <- function(df1){ |
| r <- c(df1[['delta_x_cap_res']], |
| df1[['delta_x_tilde_B_res']], |
| df1[['delta_x_tilde_L_res']], |
| df1[['delta_x_cap_multiple_res']], |
| df1[['delta_B_multiple_res']], |
| df1[['delta_x_L_multiple_res']], |
| df1[['delta_x_cap_omega_res']], |
| df1[['delta_x_L_omega_res']], |
| df1[['delta_x_spec_res']]) |
| return(r) |
| } |
| |
| order_results_bal <- function(df1){ |
| r <- c(df1[['delta_x_cap_res']]) |
| return(r) |
| } |
| |
| |
| x <- c('Limit effect', |
| 'Bonus valuation', |
| 'Limit valuation', |
| 'Limit effect \n multiple-good model', |
| 'Bonus valuation \n multiple-good model', |
| 'Limit valuation \n multiple-good model', |
| 'Limit effect \n w=w', |
| 'Limit valuation \n w=w', |
| 'Heterogeneous limit effect' ) |
| |
|
|
| |
| names <- factor(x, levels=x) |
| |
| x_bal <- c( 'Limit effect \n reweighted sample') |
| names_bal <- factor(x_bal, levels=x_bal) |
| |
| counterfactuals <- order_results_time(param_full) |
| lower_counterfactuals <- order_results_time(bottom) |
| upper_counterfactuals <- order_results_time(top) |
| counterfactuals_bal <- order_results_bal(param_balanced) |
| lower_counterfactuals_bal <- order_results_bal(bottom_bal) |
| upper_counterfactuals_bal<- order_results_bal(top_bal) |
|
|
| |
| df_normal <- data.frame(names, counterfactuals,lower_counterfactuals, upper_counterfactuals) |
| |
| df_bal <- data.frame(names_bal, counterfactuals_bal, lower_counterfactuals_bal, upper_counterfactuals_bal) %>% |
| rename(names = names_bal, |
| counterfactuals = counterfactuals_bal, |
| lower_counterfactuals = lower_counterfactuals_bal, |
| upper_counterfactuals = upper_counterfactuals_bal) |
| |
| df <- rbind(df_normal, df_bal) |
| |
| xaxislabels <- c('Limit effect', |
| 'Bonus valuation', |
| 'Limit valuation', |
| 'Limit effect, \n multiple-good model', |
| 'Bonus valuation, \n multiple-good model', |
| 'Limit valuation, \n multiple-good model', |
| unname(TeX(paste0("Limit effect,", "$\\omega = \\hat{\\omega}$"))), |
| unname(TeX(paste0("Limit valuation,", "$\\omega = \\hat{\\omega}$"))), |
| 'Heterogeneous limit effect', |
| 'Limit effect, \n weighted sample') |
| |
| |
| a <- ggplot(df, aes(x=names, width=.2)) + |
| geom_point(aes(y=counterfactuals), colour=maroon)+ |
| geom_errorbar(aes(ymin=lower_counterfactuals, ymax=upper_counterfactuals), colour=maroon) + |
| scale_y_continuous(name="Effect of temptation on FITSBY use (minutes/day)") + |
| theme_classic() + |
| labs(x = "") + |
| theme(axis.text.x = element_text(colour="black")) + |
| coord_cartesian(ylim = c(0, 180)) + |
| theme(axis.text.x = element_text(angle = 45, hjust = 1)) + |
| scale_x_discrete(labels= xaxislabels)+ |
| theme(axis.title.y = element_text(size = 10)) |
| |
| |
| ggsave(sprintf('output/%s.pdf', filename), plot=a, width=6.5, height=4.5, units="in") |
| } |
|
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|
| plot_time_effects_both_est <- function(param_full, bottom, top, filename=""){ |
| order_results_time <- function(df1){ |
| r <- c(df1[['delta_x_cap']], |
| df1[['delta_x_tilde_B']], |
| df1[['delta_x_tilde_L']], |
| df1[['delta_B_multiple']], |
| df1[['delta_x_L_multiple']], |
| df1[['delta_x_cap_omega']], |
| df1[['delta_x_L_omega']], |
| df1[['delta_x_spec']]) |
| return(r) |
| } |
| |
| |
| |
| x <- c('Limit effect', |
| 'Bonus valuation', |
| 'Limit valuation', |
| 'Bonus valuation, \n multiple-good model', |
| 'Limit valuation, \n multiple-good model', |
| 'Limit effect \n w=w', |
| 'Limit valuation \n w=w', |
| 'Heterogeneous limit effect' ) |
| |
|
|
| |
| names <- factor(x, levels=x) |
| |
| |
| counterfactuals <- order_results_time(param_full) |
| lower_counterfactuals <- order_results_time(bottom) |
| upper_counterfactuals <- order_results_time(top) |
| |
| |
| df <- data.frame(names, counterfactuals) |
| |
| |
| xaxislabels <- c('Limit effect', |
| 'Bonus valuation', |
| 'Limit valuation', |
| 'Bonus valuation, \n multiple-good model', |
| 'Limit valuation, \n multiple-good model', |
| unname(TeX(paste0("Limit effect,", "$\\omega = \\hat{\\omega}$"))), |
| unname(TeX(paste0("Limit valuation,", "$\\omega = \\hat{\\omega}$"))), |
| 'Heterogeneous limit effect') |
| |
| |
| a <- ggplot(df, aes(x=names, width=.2)) + |
| geom_point(aes(y=counterfactuals), colour=maroon)+ |
| geom_errorbar(aes(ymin=lower_counterfactuals, ymax=upper_counterfactuals), colour=maroon) + |
| scale_y_continuous(name="Effect of temptation on FITSBY use (minutes/day)") + |
| theme_classic() + |
| labs(x = "") + |
| theme(axis.text.x = element_text(colour="black")) + |
| coord_cartesian(ylim = c(0, 200)) + |
| theme(axis.text.x = element_text(angle = 45, hjust = 1)) + |
| scale_x_discrete(labels= xaxislabels)+ |
| theme(axis.title.y = element_text(size = 10)) |
| |
| |
| ggsave(sprintf('output/%s.pdf', filename), plot=a, width=6.5, height=4.5, units="in") |
| } |
|
|
|
|
| plot_decomposition_boot <- function(median, bottom, top, filename){ |
| order_results_zero <- function(df1){ |
| r <- c(df1[['x_ss_L_effect_res']], |
| df1[['x_ss_naivete_res']], |
| df1[['x_ss_temptation_res']], |
| df1[['x_ss_habit_res']], |
| df1[['x_ss_habit_temptation_res']]) |
| return(r) |
| } |
| |
| order_results_est <- function(df1){ |
| r <- c(df1[['x_ss_L_effect']], |
| df1[['x_ss_naivete']], |
| df1[['x_ss_temptation']], |
| df1[['x_ss_habit']], |
| df1[['x_ss_habit_temptation']]) |
| return(r) |
| } |
| |
| x <- c('Baseline','No naivete', 'No temptation', 'No habit\nformation', |
| 'No temptation\n or habit formation') |
| |
| names <- rep(factor(x, levels=x),2) |
| |
| counterfactuals_zero <- order_results_zero(param_full) |
| lower_counterfactuals_zero <- order_results_zero(bottom) |
| upper_counterfactuals_zero <- order_results_zero(top) |
| counterfactuals_est <- order_results_est(param_full) |
| lower_counterfactuals_est <- order_results_est(bottom) |
| upper_counterfactuals_est <- order_results_est(top) |
| |
|
|
| df <- data.frame(names, counterfactuals_zero, lower_counterfactuals_zero, upper_counterfactuals_zero, |
| counterfactuals_est, lower_counterfactuals_est, upper_counterfactuals_est) |
|
|
| |
| cols <- c("No projection bias"=maroon , |
| "Perceived projection bias"=grey) |
| |
| |
| a <- ggplot(df, aes(x=names, width=.2)) + |
| geom_point(aes(y=counterfactuals_zero, colour="No projection bias"), stat="identity", position = position_nudge(x = -.1)) + |
| geom_point(aes(y=counterfactuals_est, colour="Perceived projection bias"), stat="identity", position = position_nudge(x = .1))+ |
| geom_errorbar(aes(ymin=lower_counterfactuals_zero, ymax=upper_counterfactuals_zero), stat="identity", colour=maroon, position = position_nudge(x = -.1)) + |
| geom_errorbar(aes(ymin=lower_counterfactuals_est, ymax=upper_counterfactuals_est), stat="identity", colour=grey, position=position_nudge(x = .1)) + |
| scale_y_continuous(name="FITSBY use (minutes/day)") + |
| theme_classic() + |
| |
| labs(x = "") + |
| scale_colour_manual(name = "", values=cols, |
| labels = unname(TeX(c(paste0("Restricted model", " (", "$\\alpha$", "$=$", "$1$", ")"), |
| paste0("Unrestricted model", " (" ,"$\\alpha$", "$=$", "$\\hat{\\alpha}$", ")") |
| ))))+ |
| theme(legend.text.align = 0, |
| legend.key.height = unit(1, "cm"), |
| legend.position="bottom") + |
| theme(legend.margin=margin(0,0,0,0), |
| legend.box.margin=margin(-10,-10,-10,-10)) + |
| theme(axis.text.x = element_text(colour="black")) + |
| coord_cartesian(ylim = c(0, 200)) |
| |
| |
| |
| |
|
|
| ggsave(sprintf('output/%s.pdf', filename), plot=a, width=6.5, height=4.5, units="in") |
|
|
| } |
|
|
| plot_decomposition_boot_etas <- function(median, bottom, top, filename){ |
|
|
| order_results_zero <- function(df1){ |
| r <- c(df1[['x_ss_L_effect_res']], |
| df1[['x_ss_naivete_res']], |
| df1[['x_ss_temptation_res']], |
| df1[['x_ss_habit_res']], |
| df1[['x_ss_habit_temptation_res']]) |
| return(r) |
| } |
|
|
| order_results_zero_eta_high <- function(df1){ |
| r <- c(df1[['x_ss_L_effect_eta_high_res']], |
| df1[['x_ss_naivete_eta_high_res']], |
| df1[['x_ss_temptation_eta_high_res']], |
| df1[['x_ss_habit_eta_high_res']], |
| df1[['x_ss_habit_temptation_eta_high_res']]) |
| return(r) |
| } |
|
|
| order_results_zero_eta_low <- function(df1){ |
| r <- c(df1[['x_ss_L_effect_eta_low_res']], |
| df1[['x_ss_naivete_eta_low_res']], |
| df1[['x_ss_temptation_eta_low_res']], |
| df1[['x_ss_habit_eta_low_res']], |
| df1[['x_ss_habit_temptation_eta_low_res']]) |
| return(r) |
| } |
| |
| x <- c('Baseline','No naivete', 'No temptation', 'No habit\nformation', |
| 'No temptation\n or habit formation') |
| |
| names <- rep(factor(x, levels=x),2) |
| |
| counterfactuals_zero <- order_results_zero(param_full) |
| lower_counterfactuals_zero <- order_results_zero(bottom) |
| upper_counterfactuals_zero <- order_results_zero(top) |
| |
| counterfactuals_zero_eta_high <- order_results_zero_eta_high(param_full) |
| lower_counterfactuals_zero_eta_high <- order_results_zero_eta_high(bottom) |
| upper_counterfactuals_zero_eta_high <- order_results_zero_eta_high(top) |
| |
| counterfactuals_zero_eta_low <- order_results_zero_eta_low(param_full) |
| lower_counterfactuals_zero_eta_low <- order_results_zero_eta_low(bottom) |
| upper_counterfactuals_zero_eta_low <- order_results_zero_eta_low(top) |
| |
|
|
| df <- data.frame(names, counterfactuals_zero, lower_counterfactuals_zero, upper_counterfactuals_zero, |
| counterfactuals_zero_eta_high, lower_counterfactuals_zero_eta_high, upper_counterfactuals_zero_eta_high, |
| counterfactuals_zero_eta_low, lower_counterfactuals_zero_eta_low, upper_counterfactuals_zero_eta_low) |
|
|
| |
| cols <- c("eta_0.9"=deepskyblue, |
| "eta_1.0"=maroon, |
| "eta_1.1"=grey) |
| |
| |
| a <- ggplot(df, aes(x=names, width=.2)) + |
| geom_point(aes(y=counterfactuals_zero_eta_low, colour="eta_0.9"), stat="identity", position = position_nudge(x = -.3))+ |
| geom_point(aes(y=counterfactuals_zero, colour="eta_1.0"), stat="identity", position = position_nudge(x = -.1)) + |
| geom_point(aes(y=counterfactuals_zero_eta_high, colour="eta_1.1"), stat="identity", position = position_nudge(x = .1)) + |
| geom_errorbar(aes(ymin=lower_counterfactuals_zero_eta_low, ymax=upper_counterfactuals_zero_eta_low), stat="identity", colour=deepskyblue, position=position_nudge(x = -.3)) + |
| geom_errorbar(aes(ymin=lower_counterfactuals_zero, ymax=upper_counterfactuals_zero), stat="identity", colour=maroon, position = position_nudge(x = -.1)) + |
| geom_errorbar(aes(ymin=lower_counterfactuals_zero_eta_high, ymax=upper_counterfactuals_zero_eta_high), stat="identity", colour=grey, position=position_nudge(x = .1)) + |
| scale_y_continuous(name="FITSBY use (minutes/day)") + |
| theme_classic() + |
| |
| labs(x = "") + |
| scale_colour_manual(name = "", values=cols, |
| labels = unname(TeX(c(paste0("$\\eta$", "$=0.9\\hat{\\eta}$", " ,(", "$\\alpha$", "$=1$", ")"), |
| paste0("$\\eta$", "$=1.0\\hat{\\eta}$", " ,(", "$\\alpha$", "$=1$", ")"), |
| paste0("$\\eta$", "$=1.1\\hat{\\eta}$", " ,(", "$\\alpha$", "$=1$", ")") |
| )))) + |
| theme(legend.text.align = 0, |
| legend.key.height = unit(1, "cm"), |
| legend.position="bottom") + |
| theme(legend.margin=margin(0,0,0,0), |
| legend.box.margin=margin(-10,-10,-10,-10)) + |
| theme(axis.text.x = element_text(colour="black")) + |
| coord_cartesian(ylim = c(0, 200)) |
| |
| |
|
|
| ggsave(sprintf('output/%s.pdf', filename), plot=a, width=6.5, height=4.5, units="in") |
|
|
| } |
|
|
| plot_decomposition_boot_unique <- function(median, bottom, top, filename){ |
| order_results_zero <- function(df1){ |
| r <- c(df1[['x_ss_L_effect_res']], |
| df1[['x_ss_temptation_res']], |
| df1[['x_ss_habit_res']], |
| df1[['x_ss_habit_temptation_res']]) |
| return(r) |
| } |
| |
| x <- c('Baseline', 'No temptation', 'No habit\nformation', |
| 'No temptation\n or habit formation') |
| |
| names <- rep(factor(x, levels=x),2) |
| |
| counterfactuals_zero <- order_results_zero(param_full) |
| lower_counterfactuals_zero <- order_results_zero(bottom) |
| upper_counterfactuals_zero <- order_results_zero(top) |
|
|
| |
|
|
| df <- data.frame(names, counterfactuals_zero, lower_counterfactuals_zero, upper_counterfactuals_zero) |
|
|
| |
| cols <- c("No perceived habit formation"=maroon) |
| |
| |
| a <- ggplot(df, aes(x=names, width=.2)) + |
| geom_point(aes(y=counterfactuals_zero, colour="No perceived habit formation"), stat="identity", position = position_nudge(x = -.1)) + |
| geom_errorbar(aes(ymin=lower_counterfactuals_zero, ymax=upper_counterfactuals_zero), stat="identity", colour=maroon, position = position_nudge(x = -.1)) + |
| scale_y_continuous(name="FITSBY use (minutes/day)") + |
| theme_classic() + |
| |
| labs(x = "") + |
| scale_colour_manual(name = "", values=cols, |
| labels = unname(TeX(c(paste0("Restricted model", " (", "$\\alpha$ ", "$=1$", ")") |
| ))))+ |
| theme(legend.text.align = 0, |
| legend.key.height = unit(1, "cm"), |
| legend.position="bottom") + |
| theme(legend.margin=margin(0,0,0,0), |
| legend.box.margin=margin(-10,-10,-10,-10)) + |
| theme(axis.text.x = element_text(colour="black")) + |
| coord_cartesian(ylim = c(0, 165)) |
| |
| |
| |
| |
|
|
| ggsave(sprintf('output/%s.pdf', filename), plot=a, width=6.5, height=4.5, units="in") |
|
|
| } |
|
|
|
|
|
|
|
|
| |
| |
| |
| run_boot_procedure <- function(fun){ |
| results <- mclapply(1:(size*1.1), fun, mc.set.seed = TRUE) |
| results %<>% bind_rows |
|
|
| nrowsunfiltered <- nrow(results) |
|
|
| winsortaubtwopre <- nrow(results %>% filter(tau_B_2 ==0)) |
|
|
| winsortaubthreepre <- nrow(results %>% filter(tau_B_3 ==0)) |
|
|
| percenttaubthreepre <- winsortaubthreepre/nrowsunfiltered*100 |
|
|
| percenttaubthreepre <- signif(percenttaubthreepre, digits=2) |
|
|
|
|
|
|
| winsortaubfourpre <- nrow(results %>% filter(tau_B_4 ==0)) |
| percenttaubfourpre <- winsortaubfourpre/nrowsunfiltered*100 |
|
|
| percenttaubfourpre <- signif(percenttaubfourpre, digits=2) |
|
|
|
|
| winsortaubfivepre <- nrow(results %>% filter(tau_B_5 ==0)) |
|
|
| percenttaubfivepre <- winsortaubfivepre/nrowsunfiltered*100 |
|
|
| percenttaubfivepre <- signif(percenttaubfivepre, digits=2) |
|
|
|
|
| winsortaultwopre <- nrow(results %>% filter(tau_L_2 ==0)) |
|
|
| percenttaultwopre <- winsortaultwopre/nrowsunfiltered*100 |
|
|
| percenttaultwopre <- signif(percenttaultwopre, digits=2) |
|
|
|
|
|
|
|
|
| winsortautildelpre <- nrow(results %>% filter(tau_tilde_L ==0)) |
|
|
| percenttautildelpre <- winsortautildelpre/nrowsunfiltered*100 |
|
|
| percenttautildelpre <- signif(percenttautildelpre, digits=2) |
|
|
|
|
|
|
|
|
| winsortautildebthreewtwopre <- nrow(results %>% filter(tau_tilde_B_3_2 ==0)) |
|
|
| percenttautildebthreewtwopre <- winsortautildebthreewtwopre/nrowsunfiltered*100 |
|
|
| percenttautildebthreewtwopre <- signif(percenttautildebthreewtwopre, digits=2) |
|
|
|
|
| winsoreta <- nrow(results %>% filter(eta ==0)) |
|
|
| percenteta <- winsoreta/nrowsunfiltered*100 |
|
|
| percenteta <- signif(percenteta, digits=2) |
|
|
| winsorzeta <- nrow(results %>% filter(zeta ==0)) |
|
|
| percentzeta <- winsorzeta/nrowsunfiltered*100 |
|
|
| percentzeta <- signif(percentzeta, digits=2) |
|
|
|
|
|
|
| winsorlambda <- nrow(results %>% filter(lambda ==0)) |
|
|
| percentlambda <- winsorlambda/nrowsunfiltered*100 |
|
|
| percentlambda <- signif(percentlambda, digits=2) |
|
|
| winsorlambdares <- nrow(results %>% filter(lambda_res ==0)) |
|
|
| percentlambdares <- winsorlambdares/nrowsunfiltered*100 |
|
|
| percentlambdares <- signif(percentlambdares, digits=2) |
|
|
|
|
|
|
| winsorrho <- nrow(results %>% filter(rho ==0)) |
|
|
| percentrho <- winsorrho/nrowsunfiltered*100 |
|
|
| percentrho <- signif(percentrho, digits=2) |
|
|
|
|
|
|
|
|
|
|
| winsoretares <- nrow(results %>% filter(eta_res ==0)) |
|
|
| percentetares <- winsoretares/nrowsunfiltered*100 |
|
|
| percentetares <- signif(percentetares, digits=2) |
|
|
|
|
|
|
| winsorzetares <- nrow(results %>% filter(zeta_res ==0)) |
|
|
| percentzetares <- winsorzetares/nrowsunfiltered*100 |
|
|
| percentzetares <- signif(percentzetares, digits=2) |
|
|
|
|
|
|
| winsorrhores <- nrow(results %>% filter(rho_res ==0)) |
|
|
| percentrhores <- winsorrhores/nrowsunfiltered*100 |
|
|
| percentrhores <- signif(percentrhores, digits=2) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
| |
|
|
| |
|
|
| |
|
|
| |
|
|
| |
|
|
|
|
|
|
| |
|
|
| winsortauspre <- nrow(results %>% filter(tau_tilde_B_3_2==0 | tau_tilde_L==0 | tau_L_2==0 |tau_B_3 ==0 | tau_B_5 ==0 | tau_B_4 ==0)) |
|
|
| paramwinsorisepre <- nrow(results %>% filter(eta==0 | lambda ==0 | zeta==0 | rho==0 | alpha==1 | eta_res==0 | zeta_res==0 |rho_res==0)) |
|
|
| percenttaubtwopre <- winsortaubtwopre/nrowsunfiltered*100 |
|
|
| percenttaubtwopre <- signif(percenttaubtwopre, digits=2) |
|
|
| |
| alphapre <- nrow(results %>% filter(alpha == 0 | alpha == 1)) |
|
|
| percentalphapre <- alphapre/nrowsunfiltered*100 |
|
|
| percentalphapre <- signif(percentalphapre, digits=2) |
|
|
|
|
|
|
|
|
| dropdrawsdenom <- nrow(results %>% filter(is.na(eta))) |
|
|
| NegSSDenom <- dropdrawsdenom/nrowsunfiltered*100 |
|
|
| NegSSDenom <- signif(NegSSDenom, digits=2) |
|
|
|
|
|
|
| alphaundefined <- nrow(results %>% filter(is.na(alpha))) |
|
|
| percentalphaundefined <- alphaundefined/nrowsunfiltered*100 |
|
|
| percentalphaundefined <- signif(percentalphaundefined, digits=2) |
|
|
|
|
|
|
|
|
|
|
| percenttauspre <- winsortauspre/nrowsunfiltered*100 |
|
|
| percenttauspre <- signif(percenttauspre, digits=2) |
|
|
| percentparampre <- paramwinsorisepre/nrowsunfiltered*100 |
|
|
| percentparampre <- signif(percentparampre, digits=2) |
|
|
| xsszeropre <- nrow(results %>% filter(x_ss_zero_temp==0)) |
|
|
| xsszeropre <- xsszeropre/nrowsunfiltered*100 |
|
|
| xsszeropre <- signif(xsszeropre, digits=2) |
|
|
|
|
| |
|
|
| combined <- list(nrowsunfiltered, |
| percenttaubtwopre, percenttauspre, percentparampre, xsszeropre, percenttaubthreepre, percenttaubfourpre, |
| percenttaubfivepre, percenttaultwopre, percenttautildelpre, percenttautildebthreewtwopre,percenteta, |
| percentzeta, percentlambda, percentrho, percentetares, percentzetares, percentlambdares, percentrhores, |
| percentalphapre, alphapre, NegSSDenom, dropdrawsdenom, |
| paramwinsorisepre, percentalphaundefined) |
|
|
|
|
| names(combined) <- c("nrowsunfiltered", |
| "percenttaubtwopre", "percenttauspre", "percentparampre", "xsszeropre", "percenttaubthreepre", "percenttaubfourpre", |
| "percenttaubfivepre", "percenttaultwopre", "percenttautildelpre", "percenttautildebthreewtwopre","percenteta", |
| "percentzeta", "percentlambda", "percentrho", "percentetares", "percentzetares", "percentlambdares", "percentrhores", |
| "percentalphapre", "alphapre", "NegSSDenom", "dropdrawsdenom", |
| "paramwinsorisepre", "percentalphaundefined") |
|
|
| save_nrow(combined, filename ="bootsdrawsnumbers", suffix="") |
|
|
|
|
|
|
| return(results) |
| } |
|
|
|
|
|
|
| run_boot_iter <- function(s) { |
| if (s %% 50 == 0){ print(s) } |
| sample <- sample_n(df, nrow(df), replace = T) |
|
|
| sample %<>% |
| mutate(UserID = 1:n()) |
|
|
| param <- param_initial |
|
|
| |
| try(param <- estimate_model(sample, param, display_warning=F)) |
| return(param) |
| } |
|
|
| run_boot_iter_full <- function(s) { |
| if (s %% 50 == 0){ print(s) } |
| sample <- sample_n(df, nrow(df), replace = T) |
|
|
| sample %<>% |
| mutate(UserID = 1:n()) |
|
|
| param <- param_initial |
|
|
| try(param <- estimate_model(sample, param, full=T)) |
| return(param) |
| } |
|
|
| run_boot_iter_bal2 <- function(s) { |
| if (s %% 50 == 0){ print(s) } |
| sample <- sample_n(df, nrow(df), replace = T) |
|
|
| sample %<>% |
| mutate(UserID = 1:n()) |
| sample %<>% balance_data(magnitude=2) |
|
|
| param <- param_initial |
| try(param <- estimate_model(sample, param, winsorize=T)) |
| return(param) |
| } |
|
|
| run_boot_iter_bal <- function(s) { |
| if (s %% 50 == 0){ print(s) } |
| sample <- sample_n(df, nrow(df), replace = T) |
|
|
| sample %<>% |
| mutate(UserID = 1:n()) |
| sample %<>% balance_data(magnitude=3) |
|
|
| param <- param_initial |
| try(param <- estimate_model(sample, param, winsorize=T)) |
| return(param) |
| } |
|
|
|
|
| run_boot_iter_bal4 <- function(s) { |
| if (s %% 50 == 0){ print(s) } |
| sample <- sample_n(df, nrow(df), replace = T) |
|
|
| sample %<>% |
| mutate(UserID = 1:n()) |
| sample %<>% balance_data(magnitude=4) |
|
|
| param <- param_initial |
| try(param <- estimate_model(sample, param, winsorize=T)) |
| return(param) |
| } |
| run_boot_iter_bal5 <- function(s) { |
| if (s %% 50 == 0){ print(s) } |
| sample <- sample_n(df, nrow(df), replace = T) |
|
|
| sample %<>% |
| mutate(UserID = 1:n()) |
| sample %<>% balance_data(magnitude=5) |
|
|
| param <- param_initial |
| try(param <- estimate_model(sample, param, winsorize=T)) |
| return(param) |
| } |
|
|
| |
| |
| |
|
|
| signnumber <- function(x){ |
| significant <- ifelse(x==0, sprintf("0"),sprintf(paste0("%0.", pmax(floor(3 - log(abs(x)+0.001, 10)), 0), "f"), x)) |
| return(significant) |
| } |
|
|
| signnumber2 <- function(x){ |
| significant <- ifelse(x==0, sprintf("0"),sprintf(paste0("%0.", pmax(floor(2 - log(abs(x)+0.01, 10)), 0), "f"), x)) |
| return(significant) |
| } |
|
|
|
|
| save_tex <- function(param, filename, suffix=""){ |
| tex_string <- "" |
| for(x in names(param)){ |
| name <- x |
| if (x %in% names(name_changes)){ |
| name <- name_changes[[x]] |
| } |
| new_line <- (sprintf("\\newcommand{\\%s%s}{%s}", name, suffix, signnumber(param[[x]]))) |
| tex_string <- sprintf("%s\n%s", tex_string, new_line) |
| } |
| |
| sink(file=sprintf('output/%s.tex', filename)) |
| cat(tex_string) |
| sink(NULL) |
| } |
|
|
|
|
| save_tex_nice <- function(param, filename, suffix=""){ |
| tex_string <- "" |
| for(x in names(param)){ |
| name <- x |
| if (x %in% names(name_changes)){ |
| name <- name_changes[[x]] |
| } |
| new_line <- (sprintf("\\newcommand{\\%s%s}{%s}", name, suffix, signif(param[[x]], digits=2))) |
| tex_string <- sprintf("%s\n%s", tex_string, new_line) |
| } |
| |
| sink(file=sprintf('output/%s.tex', filename)) |
| cat(tex_string) |
| sink(NULL) |
| } |
|
|
| save_tex_one <- function(param, filename, suffix=""){ |
| tex_string <- "" |
| for(x in names(param)){ |
| name <- x |
| if (x %in% names(name_changes)){ |
| name <- name_changes[[x]] |
| } |
| new_line <- (sprintf("\\newcommand{\\%s%s}{%s}", name, suffix, format(param[[x]], digits=1))) |
| tex_string <- sprintf("%s\n%s", tex_string, new_line) |
| } |
| |
| sink(file=sprintf('output/%s.tex', filename)) |
| cat(tex_string) |
| sink(NULL) |
| } |
|
|
|
|
|
|
| save_tex2 <- function(param, filename, suffix=""){ |
| tex_string <- "" |
| for(x in names(param)){ |
| name <- x |
| if (x %in% names(name_changes)){ |
| name <- name_changes[[x]] |
| } |
| new_line <- (sprintf("\\newcommand{\\%s%s}{%s}", name, suffix, signnumber2(param[[x]]))) |
| tex_string <- sprintf("%s\n%s", tex_string, new_line) |
| } |
| |
| sink(file=sprintf('output/%s.tex', filename)) |
| cat(tex_string) |
| sink(NULL) |
| } |
|
|
| save_boot_tex <- function(median, se, filename, suffix=""){ |
| tex_string <- "" |
| for(x in names(median)){ |
| name <- x |
| if (x %in% names(name_changes)){ |
| name <- name_changes[[x]] |
| } |
| if (x %in% constants){ |
| new_line <- (sprintf("\\newcommand{\\%s%s}{%s}", name, suffix, signnumber(median[[x]]))) |
| } else { |
| new_line <- (sprintf("\\newcommand{\\%s%s}{%s\\:(%s)}", name, suffix, signnumber(median[[x]]), signnumber(se[[x]]))) |
| } |
| tex_string <- sprintf("%s\n%s",tex_string, new_line) |
| } |
| sink(file=sprintf('output/%s.tex', filename)) |
| cat(tex_string) |
| sink(NULL) |
| } |
|
|
| save_boot_tex_percentile <- function(bottom, top, filename, suffix=""){ |
| tex_string <- "" |
| for(x in names(bottom)){ |
| name <- x |
| if (x %in% names(name_changes)){ |
| name <- name_changes[[x]] |
| } |
| new_line <- (sprintf("\\newcommand{\\%s%s}{[%s, %s]}", name, suffix, signnumber(bottom[[x]]), signnumber(top[[x]]))) |
| tex_string <- sprintf("%s\n%s",tex_string, new_line) |
| } |
| sink(file=sprintf('output/%s.tex', filename)) |
| cat(tex_string) |
| sink(NULL) |
| } |
|
|
| save_nrow <- function(nrows_list, filename, suffix=""){ |
| tex_string <- "" |
| for(x in names(nrows_list)){ |
| name <- x |
| new_line <- (sprintf("\\newcommand{\\%s%s}{%s}", name, suffix, nrows_list[[x]])) |
| tex_string <- sprintf("%s\n%s",tex_string, new_line) |
| } |
| sink(file=sprintf('output/%s.tex', filename)) |
| cat(tex_string) |
| sink(NULL) |
| } |