konfound: Quantify the Robustness of Causal Inferences

test_pse <- function(est_eff,
                     std_err,
                     n_obs,
                     n_covariates, # the number of z  
                     eff_thr,
                     sdx,
                     sdy,
                     R2,
                     to_return){
    
    ## test_pse(est_eff = .5, std_err = .056, n_obs = 6174, 
    ##         eff_thr = .1, sdx = 0.22, sdy = 1, R2 = .3,to_return = "full")
    ## prepare input
    var_x <- sdx^2
    var_y <- sdy^2
    var_z <- sdz <- 1
    df <- n_obs - n_covariates - 3
    
    ## error message if input is inappropriate
    if (!(std_err > 0)) {stop("Did not run! Standard error needs 
                              to be greater than zero.")}
    if (!(sdx > 0)) {stop("Did not run! Standard deviation of 
                          x needs to be greater than zero.")}
    if (!(sdy > 0)) {stop("Did not run! Standard deviation of 
                          y needs to be greater than zero.")}
    if (!(n_obs > n_covariates + 3)) {
      stop("Did not run! There are too few observations relative 
           to the number of observations and covariates. 
           Please specify a less complex model to use KonFound-It.")}
    if (!(0 < R2)) {stop("Did not run! R2 needs to be greater than zero.")}
    if (!(R2 < 1)) {stop("Did not run! R2 needs to be less than one.")}
    if (!(1-((sdy^2/sdx^2)*(1-R2)/((df+1) * std_err^2))>0)) {
      stop("Did not run! Entered values produced Rxz^2 <=0, 
           consider adding more significant digits to your entered values.")}
    
    ## now standardize 
    beta_thr <- eff_thr * sdx / sdy
    beta <- est_eff * sdx / sdy
    SE <- std_err * sdx / sdy
    
    ## observed regression, reg y on x Given z
    tyxGz <- beta / SE  ### this should be equal to est_eff / std_err
    ryxGz <- tyxGz / sqrt(df + tyxGz^2) 
    
    ## make sure R2 due to x alone is not larger than overall or observed R2
    if (ryxGz^2 > R2) {stop("Error! ryxGz^2 > R2")}
    
    ## calculate ryz, rxz, rxy
    ryz <- rzy <- cal_ryz(ryxGz, R2)
    rxz <- rzx <- cal_rxz(var_x, var_y, R2, n_obs, std_err)
    rxy <- ryx <- cal_rxy(ryxGz, rxz, ryz)
    
    thr <- eff_thr * sdx / sdy
    sdz <- sdcv <- 1
    rcvz <- rzcv <- 0
    
    Gz_pse <- cal_pse(thr, ryxGz)
    rxcvGz <- as.numeric(Gz_pse[1])
    rycvGz <- as.numeric(Gz_pse[2])
    
    # convert conditional correlations to unconditional correlations
    # to be used in new regression
    rxcv <- rxcvGz * sqrt((1 - rcvz^2) * (1 - rxz^2)) + rxz * rcvz
    rycv <- rycvGz * sqrt((1 - rcvz^2) * (1 - rzy^2)) + rzy * rcvz
    
    verify_pse_reg_M3 <- verify_reg_Gzcv(n_obs, sdx, sdy, 
                                         sdz, sdcv, rxy, 
                                         rxz, rzy, rycv, 
                                         rxcv, rcvz)
    verfiy_pse_manual_thr <- verify_manual(rxy, rxz, rxcv, 
                                           ryz, rycv, rzcv, 
                                           sdy, sdx)
    cov_pse <- verify_pse_reg_M3[[11]]
    
    # prepare some other values in the final Table (long output)
    R2_M3 <- as.numeric(verify_pse_reg_M3[1])
    eff_x_M3 <- as.numeric(verify_pse_reg_M3[2]) 
    # should be equivalent or very close to eff_thr
    se_x_M3 <- as.numeric(verify_pse_reg_M3[3])
    beta_x_M3 <- as.numeric(verify_pse_reg_M3[9]) 
    # should be equivalent or very close to thr
    t_x_M3 <- eff_x_M3 / se_x_M3 
    eff_z_M3 <- as.numeric(verify_pse_reg_M3[4])
    se_z_M3 <- as.numeric(verify_pse_reg_M3[5])
    eff_cv_M3 <- as.numeric(verify_pse_reg_M3[6])
    se_cv_M3 <- as.numeric(verify_pse_reg_M3[7])
    
    verify_pse_reg_M2 <- verify_reg_Gz(n_obs, sdx, sdy, sdz, rxy, rxz, rzy)
    R2_M2 <- as.numeric(verify_pse_reg_M2[1])
    eff_x_M2 <- as.numeric(verify_pse_reg_M2[2]) 
    # should be equivalent or very close to est_eff
    se_x_M2 <- as.numeric(verify_pse_reg_M2[3]) 
    # should be equivalent or very close to std_err
    eff_z_M2 <- as.numeric(verify_pse_reg_M2[4]) 
    se_z_M2 <- as.numeric(verify_pse_reg_M2[5]) 
    t_x_M2 <- eff_x_M2 / se_x_M2 
    
    verify_pse_reg_M1 <- verify_reg_uncond(n_obs, sdx, sdy, rxy)
    R2_M1 <- as.numeric(verify_pse_reg_M1[1]) 
    # should be equivalent or very close to rxy^2
    eff_x_M1 <- as.numeric(verify_pse_reg_M1[2]) 
    # should be equivalent or very close to rxy*sdy/sdx
    se_x_M1 <- as.numeric(verify_pse_reg_M1[3]) 
    t_x_M1 <- eff_x_M1 / se_x_M1 
    
    fTable <- matrix(c(R2_M1, R2_M2, R2_M3, # R2 for three reg models
                       eff_x_M1, eff_x_M2, eff_x_M3, 
                       # unstd reg coef for X in three reg  models
                       se_x_M1, se_x_M2, se_x_M3, 
                       # unstd reg se for X in three reg models
                       rxy, ryxGz, beta_x_M3, 
                       # std reg coef for X in three reg models
                       t_x_M1, t_x_M2, t_x_M3, 
                       # t values for X in three reg models
                       NA, eff_z_M2, eff_z_M3, 
                       # reg coef for Z in three reg models
                       NA, se_z_M2, se_z_M3, 
                       # se for Z in three reg models
                       NA, eff_z_M2 / se_z_M2, eff_z_M3 / se_z_M3, 
                       # t for Z in three reg models,
                       NA, NA, eff_cv_M3, 
                       # reg coef for CV in three reg models
                       NA, NA, se_cv_M3, 
                       # se for CV in three reg models
                       NA, NA, eff_cv_M3 / se_cv_M3), 
                     # t for CV in three reg models
                       nrow = 11, ncol = 3, byrow = TRUE) 
    
    rownames(fTable) <- c("R2", "coef_X", "SE_X", "std_coef_X", "t_X",
                          "coef_Z", "SE_Z", "t_Z",
                          "coef_CV", "SE_CV", "t_CV")
    
    colnames(fTable) <- c("M1:X", "M2:X,Z", "M3:X,Z,CV")
    
    if (to_return == "raw_output") {
        output <- list("correlation between X and CV conditional on Z" = rxcvGz, 
                       "correlation between Y and CV conditional on Z" = rycvGz, 
                       "correlation between X and CV" = rxcv, 
                       "correlation between Y and CV" = rycv,
                       "covariance matrix" = cov_pse, 
                       "Table" = fTable)
        return(output)
    }
    
    if (to_return == "print") {
        cat("This function calculates the conditions that set the 
            estimated effect approximately equal to the threshold 
            while preserving the standard error.")
        cat("\n")
        cat(sprintf("The correlation between X and CV is %.3f, 
                    and the correlation between Y and CV is %.3f.", rxcv, rycv))
        cat("\n")
        cat(sprintf("Conditional on the covariates, the correlation between X 
                    and CV is %.3f, and the correlation between Y and CV 
                    is %.3f.", rxcvGz, rycvGz))
        cat("\n")
        cat(sprintf("Including such CV, the coefficient changes to %.3f, 
                    and standard error is %.3f.", eff_x_M3, se_x_M3))
        cat("\n")
        cat("Use to_return = raw_ouput to see more specific results.")
    }
        
    
}