rnns-causal

This repository provides data and code for reproducing "RNN-based counterfactual prediction, with an application to homestead policy and public schooling".

Please cite the paper if you use this code for academic research:

@article{poulos2021rnn,
  title={RNN-based counterfactual prediction, with an application to homestead policy and public schooling},
  author={Poulos, Jason and Zeng, Shuxi},
  journal={Journal of the Royal Statistical Society Series C: Applied Statistics},
  volume={70},
  number={4},
  pages={1124--1139},
  year={2021},
  publisher={Oxford University Press}
}

Prerequsites

• Python 3 (tested on Python 3.6.8)
  • scikit-learn (tested on 0.23.2)
  • numpy (tested on 1.19.1)
  • pandas (tested on 1.0.3)
  • h5py (tested on 2.10.0)
  • matplotlib (tested on 2.0.2)
• Tensorflow 2.1.0 (CUDA 10.1 and cudDNN 7.6 for Linux GPU)
• Keras (tested on 2.3.1)
• R (tested on 3.6.3)

Set up

• Clone a copy of the repository to your working directory with the command

$ git clone https://github.com/jvpoulos/rnns-causal

• Open code/package-list.R in a script editor
  • Verify that all required packages are installed in your R library

Placebo test experiments

Make each file below executable, then execute in shell (within the home dir.):

• code/sine-placebo.sh: sine waves data
• code/rbf-placebo.sh: GP data
• code/educ-placebo.sh: education spending data
• code/stock-placebo.sh: stock market data

The results reproduce Table 1 (staggered treatment) and Table SM-1 (simultaneous treatment).

code/educ-placebo-plot.R and code/sine-placebo-plot.R creates the plots to reproduce Figure 2.

code/stock-placebo-plot.R creates the plot to reproduce Figure 3.

Application: counterfactual predictions

1. First, prepare public education spending data by running in R code/prepare-funds.R

2. Second, run in shell with command line arguments <GPU_ID> <hidden_activation> <n_hidden> <patience> <dropout rate> <penalty> <learning_rate> <epochs> <batches> <data_name> <window_size> <T> <imputation_method>; e.g.,

python3 code/train_encoder_decoder.py 3 'tanh' 128 25 0.5 0.01 0.001 500 32 'educ' 10 203 'locf'
python3 code/train_lstm.py 3 'tanh' 128 25 0.5 0.01 0.001 500 32 'educ' 10 203 'locf'

The script code/educ-plot-prep.sh trains RNNs on differently imputed datasets and different RNNs configurations.

• To plot the training and validation error, run code/plot_history.py <file location of training log> <title>; e.g.,

python3 code/plot_history.py './results/encoder-decoder/educ/training_log_educ_locf_tanh_128_25_0.2_0.01_32.csv' 'Encoder-decoder loss'
python3 code/plot_history.py './results/lstm/educ/training_log_educ_locf_tanh_128_25_0.2_0.01_32.csv' 'LSTM loss'

• To estimate and plot causal estimates and randomization confidence intervals for RNNs trained on differently imputed datasets and different configurations, execute in shell code/educ-plot.sh (Figure 4, first column of Table 2, Table SM-2, and Table SM-3)

3. To compare RNNs estimates with alternative estimators and imputation methods, execute in shell code/educ-benchmark-compare.sh (Table 2 and Table SM-3)

4. For RNNs placebo treatement effects estimates on pre-treatment data, execute in shell code/educ-placebo-pretreatment.sh, which produces results for second column of Table 2.

5. To plot autocorrelation function for the placebo test datasets (Figure 1), run code/autocorrelation-plot.R

6. To plot the extent of non-response in education spending data (Figure SM-1) , run code/non-response-plot.R