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The Directed Prediction Index (DPI).

Source: R/DPI.R
DPI.Rd

The Directed Prediction Index (DPI) is a quasi-causal inference method for cross-sectional data designed to quantify the relative endogeneity (relative dependence) of outcome (Y) vs. predictor (X) variables in regression models. By comparing the proportion of variance explained (R-squared) between the Y-as-outcome model and the X-as-outcome model while controlling for a sufficient number of possible confounders, it can suggest a plausible (admissible) direction of influence from a more exogenous variable (X) to a more endogenous variable (Y). Methodological details are provided at https://psychbruce.github.io/DPI/.

Usage

DPI(
  model,
  y,
  x,
  data = NULL,
  k.cov = 1,
  n.sim = 1000,
  alpha = 0.05,
  seed = NULL,
  progress,
  file = NULL,
  width = 6,
  height = 4,
  dpi = 500
)

Arguments

model

Model object (lm).

y

Dependent (outcome) variable.

x

Independent (predictor) variable.

data

[Optional] Defaults to NULL. If data is specified, then model will be ignored and a linear model lm({y} ~ {x} + .) will be fitted inside. This is helpful for exploring all variables in a dataset.

k.cov

Number of random covariates (simulating potential omitted variables) added to each simulation sample.

  • Defaults to 1. Please also test different k.cov values as robustness checks (see DPI_curve()).

  • If k.cov > 0, the raw data (without bootstrapping) are used, with k.cov random variables appended, for simulation.

  • If k.cov = 0 (not suggested), bootstrap samples (resampling with replacement) are used for simulation.

n.sim

Number of simulation samples. Defaults to 1000.

alpha

Significance level for computing the Strength score (0~1) based on p value of partial correlation between X and Y. Defaults to 0.05.

  • Direction = R2.Y - R2.X

  • Strength = 1 - tanh(p.beta.xy/alpha/2)

seed

Random seed for replicable results. Defaults to NULL.

progress

Show progress bar. Defaults to FALSE (if n.sim < 5000).

file

File name of saved plot (".png" or ".pdf").

width, height

Width and height (in inches) of saved plot. Defaults to 6 and 4.

dpi

Dots per inch (figure resolution). Defaults to 500.

Value

Return a data.frame of simulation results:

  • DPI

    • = Direction * Strength

    • = (R2.Y - R2.X) * (1 - tanh(p.beta.xy/alpha/2))

  • delta.R2

    • R2.Y - R2.X

  • R2.Y

    • \(R^2\) of regression model predicting Y using X and all other covariates

  • R2.X

    • \(R^2\) of regression model predicting X using Y and all other covariates

  • t.beta.xy

    • t value for coefficient of X predicting Y (always equal to t value for coefficient of Y predicting X) when controlling for all other covariates

  • p.beta.xy

    • p value for coefficient of X predicting Y (always equal to p value for coefficient of Y predicting X) when controlling for all other covariates

  • df.beta.xy

    • residual degree of freedom (df) of t.beta.xy

  • r.partial.xy

    • partial correlation (always with the same t value as t.beta.xy) between X and Y when controlling for all other covariates

See also

S3method.dpi

DPI_curve()

DPI_dag()

BNs_dag()

cor_net()

Examples

# input a fitted model
model = lm(Ozone ~ ., data=airquality)
DPI(model, y="Ozone", x="Solar.R", seed=1)  # DPI > 0
#> Sample size: N.valid = 111
#> Model Y formula: Ozone ~ Solar.R + Wind + Temp + Month + Day
#> Model X formula: Solar.R ~ Ozone + Wind + Temp + Month + Day
#> Directed prediction: "Solar.R" (X) -> "Ozone" (Y)
#> Partial correlation: r(partial).XY = 0.205, p = 0.0353 *
#> Simulation sample settings: k.random.covs = 1, n.sim = 1000, seed = 1
#>     Estimate  Sim.SE z.value   p.z sig  Conf.Interval
#> DPI    0.297 (0.031)   9.453 3e-21 *** [0.236, 0.359]

DPI(model, y="Ozone", x="Wind", seed=1)     # DPI > 0
#> Sample size: N.valid = 111
#> Model Y formula: Ozone ~ Wind + Solar.R + Temp + Month + Day
#> Model X formula: Wind ~ Ozone + Solar.R + Temp + Month + Day
#> Directed prediction: "Wind" (X) -> "Ozone" (Y)
#> Partial correlation: r(partial).XY = -0.449, p = 1e-06 ***
#> Simulation sample settings: k.random.covs = 1, n.sim = 1000, seed = 1
#>     Estimate  Sim.SE z.value    p.z sig  Conf.Interval
#> DPI    0.223 (0.009)  25.296 <1e-99 *** [0.206, 0.240]

DPI(model, y="Wind", x="Solar.R", seed=1)   # unrelated
#> Sample size: N.valid = 111
#> Model Y formula: Wind ~ Solar.R + Ozone + Temp + Month + Day
#> Model X formula: Solar.R ~ Wind + Ozone + Temp + Month + Day
#> Directed prediction: "Solar.R" (X) -> "Wind" (Y)
#> Partial correlation: r(partial).XY = 0.114, p = 0.2447
#> Simulation sample settings: k.random.covs = 1, n.sim = 1000, seed = 1
#>     Estimate  Sim.SE z.value    p.z sig   Conf.Interval
#> DPI    0.004 (0.005)   0.903 0.3666     [-0.005, 0.014]


# input raw data, test with more random covs
DPI(data=airquality, y="Ozone", x="Solar.R", k.cov=10, seed=1)
#> Sample size: N.valid = 111
#> Model Y formula: Ozone ~ Solar.R + Wind + Temp + Month + Day
#> Model X formula: Solar.R ~ Ozone + Wind + Temp + Month + Day
#> Directed prediction: "Solar.R" (X) -> "Ozone" (Y)
#> Partial correlation: r(partial).XY = 0.204, p = 0.0452 *
#> Simulation sample settings: k.random.covs = 10, n.sim = 1000, seed = 1
#>     Estimate  Sim.SE z.value    p.z sig  Conf.Interval
#> DPI    0.226 (0.096)   2.342 0.0192 *   [0.037, 0.415]

DPI(data=airquality, y="Ozone", x="Wind", k.cov=10, seed=1)
#> Sample size: N.valid = 111
#> Model Y formula: Ozone ~ Wind + Solar.R + Temp + Month + Day
#> Model X formula: Wind ~ Ozone + Solar.R + Temp + Month + Day
#> Directed prediction: "Wind" (X) -> "Ozone" (Y)
#> Partial correlation: r(partial).XY = -0.449, p = 4e-06 ***
#> Simulation sample settings: k.random.covs = 10, n.sim = 1000, seed = 1
#>     Estimate  Sim.SE z.value   p.z sig  Conf.Interval
#> DPI    0.203 (0.027)   7.567 4e-14 *** [0.150, 0.255]

DPI(data=airquality, y="Wind", x="Solar.R", k.cov=10, seed=1)
#> Sample size: N.valid = 111
#> Model Y formula: Wind ~ Solar.R + Ozone + Temp + Month + Day
#> Model X formula: Solar.R ~ Wind + Ozone + Temp + Month + Day
#> Directed prediction: "Solar.R" (X) -> "Wind" (Y)
#> Partial correlation: r(partial).XY = 0.111, p = 0.2765
#> Simulation sample settings: k.random.covs = 10, n.sim = 1000, seed = 1
#>     Estimate  Sim.SE z.value    p.z sig   Conf.Interval
#> DPI    0.008 (0.017)   0.492 0.6225     [-0.025, 0.041]