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fix d_mean calculation in PLPR, update tests #392

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fix d_mean calculation in PLPR, update tests #392

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6 changes: 3 additions & 3 deletions doubleml/plm/plpr.py
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Original file line number Diff line number Diff line change
Expand Up @@ -335,9 +335,9 @@ def _transform_data(self):

def _set_d_mean(self):
if self._approach in ["cre_general", "cre_normal"]:
data = self._original_dml_data.data
d_cols = self._original_dml_data.d_cols
id_col = self._original_dml_data.id_col
data = self._dml_data.data
d_cols = self._dml_data.d_cols
id_col = self._dml_data.id_col
help_d_mean = data.loc[:, [id_col] + d_cols]
d_mean = help_d_mean.groupby(id_col).transform("mean").values
self._d_mean = d_mean
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6 changes: 6 additions & 0 deletions doubleml/plm/tests/test_plpr_transformations.py
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Original file line number Diff line number Diff line change
Expand Up @@ -87,6 +87,7 @@ def test_plpr_approach_x_dim(approach, time_type):
static_panel=True,
)
dml_plpr = dml.DoubleMLPLPR(obj_dml_data, ml_l, ml_m, approach=approach)
dml_plpr.fit()
if approach == "wg_approx":
assert len(dml_plpr._dml_data.x_cols) == dim_x
else:
Expand All @@ -106,6 +107,7 @@ def test_plpr_approach_d_mean(approach, time_type):
static_panel=True,
)
dml_plpr = dml.DoubleMLPLPR(obj_dml_data, ml_l, ml_m, approach=approach)
dml_plpr.fit()
if approach in ["cre_general", "cre_normal"]:
assert dml_plpr.d_mean is not None
else:
Expand Down Expand Up @@ -145,6 +147,7 @@ def test_plpr_fd_exact_unbalanced(time_type):
)
with pytest.warns(UserWarning, match=msg_warn):
obj_plpr = dml.DoubleMLPLPR(obj_dml_data, ml_l, ml_m, approach="fd_exact", n_folds=2)
obj_plpr.fit()
# 4 rows after fd transformation as id 3 has no possible first difference
assert obj_plpr.data_transform.data.shape[0] == 4

Expand All @@ -168,6 +171,7 @@ def test_plpr_one_id(approach, time_type):
)
with pytest.warns(UserWarning, match=msg_warn):
obj_plpr = dml.DoubleMLPLPR(obj_dml_data, ml_l, ml_m, approach=approach, n_folds=2)
obj_plpr.fit()
# 2 rows after fd transformation, 4 rows else
if approach == "fd_exact":
assert obj_plpr.data_transform.data.shape[0] == 2
Expand Down Expand Up @@ -196,6 +200,7 @@ def test_plpr_fd_exact_one_id_unbalanced(time_type):
# capture warnings
with pytest.warns(UserWarning) as record:
obj_plpr = dml.DoubleMLPLPR(obj_dml_data, ml_l, ml_m, approach="fd_exact", n_folds=2)
obj_plpr.fit()
# assert two warnings were raised and content
assert len(record) == 2
assert msg_warn_one_id in str(record[0].message)
Expand All @@ -215,6 +220,7 @@ def test_plpr_time_cre_transformation(cre_approach, data_time_type):
static_panel=True,
)
dml_cre = dml.DoubleMLPLPR(obj_dml_data, ml_l, ml_m, approach=cre_approach, n_folds=2)
dml_cre.fit()
assert dml_cre.transform_cols["y_col"] == "y"
assert dml_cre.transform_cols["d_cols"] == ["d"]
assert dml_cre.transform_cols["x_cols"] == ["x1", "x2", "x1_mean", "x2_mean"]
Expand Down
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