#!/usr/bin/env python # coding: utf-8 # ## Chapter 24 - Count Predicted Variable # - [24.2 - Example: Hair Eye Go Again](#24.2---Example:-Hair-Eye-Go-Again) # In[1]: import pandas as pd import numpy as np import matplotlib.pyplot as plt import seaborn as sns import pymc3 as pm import theano.tensor as tt import warnings warnings.filterwarnings("ignore", category=FutureWarning) from matplotlib import gridspec from IPython.display import Image get_ipython().run_line_magic('matplotlib', 'inline') plt.style.use('seaborn-white') color = '#87ceeb' f_dict = {'size':14} # In[2]: def gammaShRaFromModeSD(mode, sd): """Calculate Gamma shape and rate from mode and sd.""" rate = (mode + np.sqrt( mode**2 + 4 * sd**2 ) ) / ( 2 * sd**2 ) shape = 1 + mode * rate return(shape, rate) # ### 24.2 - Example: Hair Eye Go Again # #### Data # In[3]: df = pd.read_csv('data/HairEyeColor.csv', dtype={'Hair':'category', 'Eye':'category'}) df.info() # In[4]: df['Prop'] = df.Count.apply(lambda x: x/df.Count.sum()) df.head() # In[5]: df_pivot = df.pivot('Eye', 'Hair') df_pivot # #### Model (Kruschke, 2015) # In[6]: Image('images/fig24_2.png') # In[7]: y = df.Count x1 = df.Eye.cat.codes.values x2 = df.Hair.cat.codes.values Nx1Lvl = len(df.Eye.cat.categories) Nx2Lvl = len(df.Hair.cat.categories) Ncell = df.Count.size yLogMean = np.log(np.sum(y)/(Nx1Lvl*Nx2Lvl)) yLogSD = np.log(np.std(np.r_[np.repeat([0], Ncell-1), np.sum(y)], ddof=1)) agammaShRa = gammaShRaFromModeSD(yLogSD, 2*yLogSD) with pm.Model() as poisson_model: a0 = pm.Normal('a0', yLogMean, tau=1/(yLogSD*2)**2) a1SD = pm.Gamma('a1SD', agammaShRa[0], agammaShRa[1]) a1 = pm.Normal('a1', 0.0, tau=1/a1SD**2, shape=Nx1Lvl) a2SD = pm.Gamma('a2SD', agammaShRa[0], agammaShRa[1]) a2 = pm.Normal('a2', 0.0, tau=1/a2SD**2, shape=Nx2Lvl) a1a2SD = pm.Gamma('a1a2SD', agammaShRa[0], agammaShRa[1]) a1a2 = pm.Normal('a1a2', 0.0, 1/a1a2SD**2, shape=(Nx1Lvl, Nx2Lvl)) lmbda = pm.math.exp(a0 + a1[x1] + a2[x2] + a1a2[x1, x2]) like = pm.Poisson('y', lmbda, observed=y) pm.model_to_graphviz(poisson_model) # In[8]: n_samples = 3000 with poisson_model: trace1 = pm.sample(n_samples, cores=4, nuts_kwargs={'target_accept': 0.95}) # In[9]: pm.traceplot(trace1); # In[10]: # Transforming the trace data to sum-to-zero values m = np.zeros((Nx1Lvl,Nx2Lvl, trace1.nchains*n_samples)) b1b2 = m.copy() for (j1,j2) in np.ndindex(Nx1Lvl,Nx2Lvl): m[j1,j2] = (trace1['a0'] + trace1['a1'][:,j1] + trace1['a2'][:,j2] + trace1['a1a2'][:,j1,j2]) b0 = np.mean(m, axis=(0,1)) b1 = np.mean(m, axis=1) - b0 b2 = np.mean(m, axis=0) - b0 for (j1,j2) in np.ndindex(Nx1Lvl,Nx2Lvl): b1b2[j1,j2] = (m[j1,j2] - (b0 + b1[j1] + b2[j2])) # Compute predicted proportions expm = np.exp(m) ppx1x2p = expm/np.sum(expm, axis=(0,1)) # #### Figure 24.3 # In[11]: # Define gridspec fig, axes = plt.subplots(4,4, figsize=(18,12)) for (r, c), ax in np.ndenumerate(axes): ax = pm.plot_posterior(ppx1x2p[r,c,:], point_estimate='mode', color=color, ax=ax) ax.scatter(df_pivot['Prop'].iloc[r,c], 0, s=60, c='r', marker='^', zorder=5) ax.set_title('Eye:{} Hair:{},\nN={}'.format(df_pivot.index[r], df_pivot['Count'].columns[c], df_pivot['Count'].iloc[r,c]), fontdict=f_dict) ax.set_xlim(left=.0, right=.25) ax.set_xlabel('Proportion') fig.tight_layout(pad=1.7); # In[12]: fig, (ax1, ax2, ax3) = plt.subplots(1,3, figsize=(15,3)) blue_black = b1b2[0,0] brown_black = b1b2[1,0] blue_blond = b1b2[0,1] brown_blond = b1b2[1,1] # [1] Deflection difference between blue and brown eyes, for black hair pm.plot_posterior(blue_black - brown_black, point_estimate='mode', color=color, ax=ax1) ax1.set_title('Blue - Brown @ Black', fontdict=f_dict) ax1.set_xlim(-2,0) # [2] Deflection difference between blue and brown eyes, for blond hair pm.plot_posterior(blue_blond - brown_blond, point_estimate='mode', color=color, ax=ax2) ax2.set_title('Blue - Brown @ Blond', fontdict=f_dict) ax2.set_xlim(0,3.5) for ax in [ax1, ax2]: ax.set_xlabel('Beta Deflect. Diff.', fontdict=f_dict) # [3] Difference of differences: [1] - [2] pm.plot_posterior((blue_black - brown_black) - (blue_blond - brown_blond), point_estimate='mode', color=color, ax=ax3) ax3.set_title('Blue.v.Brown \n (x) \n Black.v.Blond', fontdict=f_dict) ax3.set_xlim(-5,0) ax3.set_xlabel('Beta Deflect. Diff. of Diff.');