Making causal claims

 

How do we know \(X\) causes \(Y\)?

 

Can data help us make causal claims?

 

When is a causal claim not appropriate?

The lady tasting tea

A lady declares that by tasting a cup of tea made with milk she can discriminate whether the milk or the tea infusion was first added to the cup

 

  • Is this a causal claim?
  • How do you evaluate it?

An experiment

  • Suppose we have eight milk tea cups

  • 4 milk first, 4 tea first

  • We arrange them in random order

  • Lady knows there are 4 of each, but not which ones

Results

True Order
Lady's Guesses Tea First Milk First
Tea First 3 1
Milk First 1 3
  • Lady gets it right \(6/8\) times

  • What can we conclude?

Problem

  • How does “being able to discriminate” look like?

  • We do know how a person without the ability to discriminate milk/tea order looks like

  • This is our null hypothesis (\(H_0\))

  • Which lets us make probability statements about this hypothetical world of no effect

A person with no ability

Count Possible combinations Total
0 xxxx \(1 \times 1 = 1\)
1 xxxo, xxox, xoxx, oxxx \(4 \times 4 = 16\)
2 xxoo, xoxo, xoox, oxox, ooxx, oxxo \(6 \times 6 = 36\)
3 xooo, oxoo, ooxo, ooox \(4 \times 4 = 16\)
4 oooo \(1 \times 1 = 1\)
  • This is a symmetrical problem!

A person with no ability

Count Possible combinations Total
0 xxxx \(1 \times 1 = 1\)
1 xxxo, xxox, xoxx, oxxx \(4 \times 4 = 16\)
2 xxoo, xoxo, xoox, oxox, ooxx, oxxo \(6 \times 6 = 36\)
3 xooo, oxoo, ooxo, ooox \(4 \times 4 = 16\)
4 oooo \(1 \times 1 = 1\)

A person with no ability

Count Possible combinations Total
0 xxxx \(1 \times 1 = 1\)
1 xxxo, xxox, xoxx, oxxx \(4 \times 4 = 16\)
2 xxoo, xoxo, xoox, oxox, ooxx, oxxo \(6 \times 6 = 36\)
3 xooo, oxoo, ooxo, ooox \(4 \times 4 = 16\)
4 oooo \(1 \times 1 = 1\)
  • A person guessing at random gets \(6/8\) cups right with probability \(\frac{16}{70} \approx 0.23\)

A person with no ability

Count Possible combinations Total
0 xxxx \(1 \times 1 = 1\)
1 xxxo, xxox, xoxx, oxxx \(4 \times 4 = 16\)
2 xxoo, xoxo, xoox, oxox, ooxx, oxxo \(6 \times 6 = 36\)
3 xooo, oxoo, ooxo, ooox \(4 \times 4 = 16\)
4 oooo \(1 \times 1 = 1\)
  • And at least \(6/8\) cups with \(\frac{16 + 1}{70} \approx 0.24\)

p-values

  • If the lady is not able to discriminate milk-tea order, the probability of observing \(6/8\) correct guesses or better is \(0.24\)

  • A p-value is the probability of observing a result equal or more extreme than what is originally observed…

  • when the null hypothesis is true

  • Smaller p-values give more evidence against the null

  • Implying observed value is less likely to have emerged by chance

Rules of thumb

  • A convention in the social sciences is to claim that something with \(p < 0.05\) is statistically significant

  • Meaning we have enough evidence

  • Committing to a significance level \(\alpha\) implies accepting that sometimes we will get \(p < 0.05\) by chance

  • This is a false positive result

Types of error

Unobserved reality
Decision \(H_0\) true \(H_0\) not true
Don't reject \(H_0\) True negative False negative (type II error)
Reject \(H_0\) False positive (type I error) True positive

Hypothesis testing

  • We just computed p-values via permutation testing

  • Congenial with agnostic statistics because we do not need to assume anything beyond how the data was collected

  • Being agnostic helps us add credibility to our causal claims

Potential outcomes framework

Notation

  • \(D_i = \{0,1\}\) condition (0: control, 1: treatment)

  • \(Y_i(D_i)\) is the individual potential outcome

\[ Y_i = \begin{cases} Y_i(0) & : & D_i = 0 \\ Y_i(1) & : & D_i = 1 \end{cases} \]

Switching equation

\[ Y_i = Y_i(1) D_i + Y_i(0) (1 - D_i) \]

Toy example

ID \(Y_i(1)\) \(Y_i(0)\)
1 0 0
2 1 0
3 1 0
4 1 1

\(\tau_i = Y_i(1) - Y_i(0)\) is the unit-level treatment effect

 

Toy example

ID \(Y_i(1)\) \(Y_i(0)\) \(\tau_i\)
1 0 0 0
2 1 0 1
3 1 0 1
4 1 1 0

\(\tau_i = Y_i(1) - Y_i(0)\) is the unit-level treatment effect

 

\(E[\tau_i] = \frac{1}{n} \sum_{i=1}^n \tau_i\) is the average treatment effect (ATE)

Assumption

Stable Unit Treatment Value (SUTVA)

Potential outcomes are stable, meaning:

  1. No unobserved multiple versions of the treatment: Treatment is the same for everyone

  2. No interference: Unit \(i\)’s potential outcome is not affected by \(j\)’s potential outcome

Challenge

ID \(Y_i(1)\) \(Y_i(0)\) \(\tau_i\)
1 0 0 0
2 1 0 1
3 1 0 1
4 1 1 0

Challenge

Unobserved
ID \(Y_i(1)\) \(Y_i(0)\) \(\tau_i\)
1 0 0 0
2 1 0 1
3 1 0 1
4 1 1 0

Assign condition \(D_i\) (0: control, 1: treatment)

Challenge

Unobserved
Observed
ID \(Y_i(1)\) \(Y_i(0)\) \(\tau_i\) \(D_i\) \(Y_i\)
1 0 0 0 1 0
2 1 0 1 0 0
3 1 0 1 1 1
4 1 1 0 0 1

To know \(E[\tau_i]\) we need \((Y_i(1) - Y_i(0))\)

But we only observe one at a time for each unit

Challenge

Unobserved
Observed
ID \(Y_i(1)\) \(Y_i(0)\) \(\tau_i\) \(D_i\) \(Y_i\)
1 0 0 0 1 0
2 1 0 1 0 0
3 1 0 1 1 1
4 1 1 0 0 1

This is the FUNDAMENTAL PROBLEM OF CAUSAL INFERENCE

Challenge

Unobserved
Observed
ID \(Y_i(1)\) \(Y_i(0)\) \(\tau_i\) \(D_i\) \(Y_i\)
1 0 0 0 1 0
2 1 0 1 0 0
3 1 0 1 1 1
4 1 1 0 0 1

How do we approximate \(E[\tau_i]\) with observed data?

ATE decomposition

\[ E[\tau_i] \]

Substitute unit-level treatment effect

ATE decomposition

\[ \begin{align} E[\tau_i] & = E[Y_i(1) - Y_i(0)] \end{align} \]

Apply linearity of expectations

ATE decomposition

\[ \begin{align} E[\tau_i] & = E[Y_i(1) - Y_i(0)] \\ & = E[Y_i(1)] - E[Y_i(0)] \end{align} \]

We can only calculate

\[ E[Y_i(1) | D_i = 1] - E[Y_i(0) | D_i = 0] \]

We need to convince ourselves that

\[ E[Y_i(1)] - E[Y_i(0)] = E[Y_i(1) | D_i = 1] - E[Y_i(0) | D_i = 0] \]

ATE decomposition

\[ \begin{align} E[\tau_i] & = E[Y_i(1) - Y_i(0)] \\ & = E[Y_i(1)] - E[Y_i(0)] \end{align} \]

We can only calculate

\[ E[Y_i(1) | D_i = 1] - E[Y_i(0) | D_i = 0] \]

We need to convince ourselves that

\[ E[Y_i(1)] - E[Y_i(0)] = E[Y_i(1) \color{purple}{| D_i = 1}] - E[Y_i(0) \color{purple}{| D_i = 0}] \]

ATE decomposition

\[ \begin{align} E[\tau_i] & = E[Y_i(1) - Y_i(0)] \\ & = E[Y_i(1)] - E[Y_i(0)] \end{align} \]

We can only calculate

\[ E[Y_i(1) | D_i = 1] - E[Y_i(0) | D_i = 0] \]

We need to convince ourselves that \(D_i\) can be ignored

\[ E[Y_i(1)] - E[Y_i(0)] = E[Y_i(1) \color{purple}{| D_i = 1}] - E[Y_i(0) \color{purple}{| D_i = 0}] \]

Obstacle

\[ E[Y_i(1) | D_i = 1] - E[Y_i(0) | D_i = 0] \]

Obstacle

\[ E[\color{purple}{Y_i(1)} | D_i = 1] - E[Y_i(0) | D_i = 0] \]

Rewrite to include \(\tau_i\)

\[ = E[\color{purple}{\tau_i + Y_i(0)} | D_i = 1] - E[Y_i(0) | D_i = 0] \]

Apply linearity of expectations again

\[ = E[\color{purple}{\tau_i} | D_i = 1] + E[\color{purple}{Y_i(0)} | D_i = 1] - E[Y_i(0) | D_i = 0] \]

Obstacle

\[ E[\color{purple}{Y_i(1)} | D_i = 1] - E[Y_i(0) | D_i = 0] \]

Rewrite to include \(\tau_i\)

\[ = E[\color{purple}{\tau_i + Y_i(0)} | D_i = 1] - E[Y_i(0) | D_i = 0] \]

Apply linearity of expectations again

\[ = \underbrace{E[\color{purple}{\tau_i} | D_i = 1]}_{\text{ATE on the treated (ATT)}} + \underbrace{E[\color{purple}{Y_i(0)} | D_i = 1] - E[Y_i(0) | D_i = 0]}_{\text{Selection bias}} \]

We want to eliminate selection bias

Strategy 1: Random assignment

If treatment \(D_i\) is randomly assigned

  • Potential outcomes are independent from treatment: \((Y_i(0), Y_i(1)) \perp \!\!\! \perp D_i\)
  • Positivity: \(0 < \text{Pr}[D_i = 1] < 1\)
  • ATE \(E[\tau_i]\) is point-identified
  • Estimate with difference in means between treatment and control: \(\widehat E_{DM}[\tau_i] = \widehat E[Y_i(1)] - \widehat E[Y_i(0)]\)
difference_in_means(Y ~ D, data = data) # estimatr package

Randomization inference

  1. Choose a test statistic and sharp null hypothesis

  2. Calculate observed test statistic \(T^{obs}\)

  3. Randomly shuffle treatment assignment

  4. Calculate test statistic \(\widetilde T_1\)

  5. Repeat \(K\) times to obtain distribution of test statistics \(\widetilde T = \{\widetilde T_1, \ldots, \widetilde T_K \}\)

  6. p-value: Proportion in \(\widetilde T >= T^{obs}\)

Example

experiment
     ID           Y D
1   001  0.73452088 1
2   002  0.77074300 0
3   003  0.43603904 1
4   004 -0.08670346 0
5   005  0.68140405 0
6   006  1.97004908 0
7   007  0.03467949 0
8   008 -0.15014153 0
9   009  1.93785072 1
10  010  1.03405589 1
11  011 -0.63776244 0
12  012 -0.02706806 1
13  013  1.07300224 1
14  014 -1.93937350 1
15  015  0.02790501 1
16  016 -0.35149453 0
17  017  0.54079046 0
18  018  1.44996706 0
19  019  0.73112967 1
20  020  0.79690824 0
21  021 -0.27269854 0
22  022 -0.27808426 1
23  023  0.51189702 0
24  024  1.36787778 0
25  025 -0.53588199 0
26  026 -0.97449045 1
27  027 -0.30534497 1
28  028  0.78755569 0
29  029  1.29057502 0
30  030 -0.29850392 0
31  031  1.35695956 1
32  032  1.66123394 1
33  033 -0.10080816 1
34  034  2.22298971 1
35  035  0.37412061 0
36  036  0.96894977 0
37  037 -0.73311578 1
38  038  3.80851080 0
39  039  0.28927338 1
40  040  2.08703325 1
41  041  0.54731664 0
42  042  0.75394287 0
43  043  0.09015847 1
44  044 -0.90991412 0
45  045 -0.03775686 1
46  046 -0.01659609 0
47  047  1.40690978 1
48  048 -0.01060873 1
49  049  0.01867026 1
50  050  0.76318358 1
51  051 -0.79504822 0
52  052 -0.55555399 0
53  053 -1.33573394 0
54  054  0.32093037 0
55  055 -0.46741037 1
56  056  0.18678302 0
57  057  1.12459600 0
58  058 -0.07427236 1
59  059 -0.08427221 1
60  060  1.09717098 1
61  061 -0.63543347 0
62  062  0.33663997 0
63  063  0.36397851 0
64  064 -0.86762819 1
65  065  0.63749833 1
66  066  0.03136840 1
67  067 -0.50679316 0
68  068  1.45469951 1
69  069  1.05952630 0
70  070 -0.07452616 0
71  071 -0.58036503 1
72  072 -0.21894114 1
73  073  1.59581402 1
74  074 -0.32160300 0
75  075 -0.64248143 0
76  076  0.24132506 1
77  077 -1.54571192 0
78  078  1.42652245 1
79  079  0.13653512 1
80  080 -0.15238495 0
81  081  0.61609104 0
82  082 -0.19122112 1
83  083  0.91385643 1
84  084 -0.28182279 0
85  085 -0.85947519 0
86  086 -0.69182843 0
87  087 -0.47407936 0
88  088  0.58345214 1
89  089  1.65531353 1
90  090 -0.79963168 0
91  091 -0.52715729 1
92  092  0.39807853 1
93  093  0.41642051 1
94  094 -1.09120280 1
95  095  0.17952844 1
96  096 -1.83358910 0
97  097  1.15446368 1
98  098  0.44128714 1
99  099  1.47267069 0
100 100  0.06886880 0

Create randomization distribution

set.seed(20241108)

null_df = experiment %>% 
  specify(Y ~ D) %>% 
  hypothesize(null = "independence") %>% 
  generate(reps = 1000, type = "permute") %>% 
  split(.$replicate) %>% 
  map(~difference_in_means(Y ~ D, data = .)) %>% 
  map(tidy) %>% 
  bind_rows(.id = "replicate")
     replicate term      estimate std.error     statistic     p.value
1            1    D  0.1153412268 0.1878193  0.6141073101 0.540573797
2            2    D -0.1826480966 0.1872737 -0.9753002555 0.332012531
3            3    D  0.2955517522 0.1857970  1.5907241794 0.114984414
4            4    D -0.0668328670 0.1880592 -0.3553820001 0.723071275
5            5    D  0.2622549322 0.1863063  1.4076545925 0.162397711
6            6    D  0.1611433858 0.1874750  0.8595459148 0.392172528
7            7    D  0.1017260419 0.1878996  0.5413850878 0.589571462
8            8    D -0.0279077043 0.1881593 -0.1483195916 0.882395417
9            9    D -0.1205967677 0.1877856 -0.6422043886 0.522313453
10          10    D  0.2249861257 0.1868029  1.2044036039 0.231334398
11          11    D  0.0111052940 0.1881770  0.0590151406 0.953066314
12          12    D -0.3259859333 0.1852768 -1.7594534571 0.081714278
13          13    D  0.1675767012 0.1874175  0.8941360314 0.373624078
14          14    D -0.1554821756 0.1875238 -0.8291330552 0.409057329
15          15    D -0.2242053566 0.1868125 -1.2001624229 0.232983652
16          16    D -0.1361690588 0.1876770 -0.7255501312 0.469933582
17          17    D -0.1545070202 0.1875320 -0.8238967521 0.412047883
18          18    D  0.2187984315 0.1868779  1.1708094455 0.244515455
19          19    D  0.1799442922 0.1873004  0.9607255307 0.339186460
20          20    D -0.0142672792 0.1881749 -0.0758192647 0.939722266
21          21    D -0.0023951847 0.1881802 -0.0127281426 0.989871318
22          22    D  0.1278327399 0.1877368  0.6809146571 0.497551454
23          23    D  0.0674356898 0.1880570  0.3585916815 0.720770705
24          24    D  0.0404156883 0.1881361  0.2148215669 0.830353599
25          25    D -0.3547861433 0.1847361 -1.9205023223 0.058301550
26          26    D  0.1320541191 0.1877070  0.7035120167 0.483407490
27          27    D  0.1677531492 0.1874158  0.8950851945 0.373065225
28          28    D  0.0666607318 0.1880599  0.3544655007 0.723813831
29          29    D  0.1726545544 0.1873704  0.9214611071 0.359200407
30          30    D -0.0793481629 0.1880096 -0.4220431583 0.673920037
31          31    D -0.1296072153 0.1877244 -0.6904122462 0.491583964
32          32    D  0.0533549863 0.1881032  0.2836474488 0.777290271
33          33    D -0.0375219099 0.1881422 -0.1994337788 0.842348788
34          34    D -0.2641900978 0.1862784 -1.4182539992 0.159299447
35          35    D -0.1221630750 0.1877753 -0.6505811126 0.516912825
36          36    D  0.0598267303 0.1880833  0.3180863354 0.751097054
37          37    D -0.0619667999 0.1880762 -0.3294770284 0.742511121
38          38    D  0.1682873113 0.1874110  0.8979587515 0.371484367
39          39    D -0.0278088028 0.1881594 -0.1477938476 0.882810423
40          40    D  0.0803134396 0.1880054  0.4271868498 0.670193955
41          41    D -0.3733916212 0.1843616 -2.0253224543 0.045745216
42          42    D -0.0841410631 0.1879883 -0.4475866333 0.655480471
43          43    D  0.3074203062 0.1856004  1.6563561851 0.101218395
44          44    D -0.1769068587 0.1873299 -0.9443597686 0.347347190
45          45    D -0.1642876295 0.1874472 -0.8764476426 0.383033209
46          46    D -0.0623282683 0.1880750 -0.3314011009 0.741078908
47          47    D -0.0613653298 0.1880783 -0.3262755251 0.744912490
48          48    D -0.0932679240 0.1879444 -0.4962527998 0.620830229
49          49    D -0.0539113345 0.1881016 -0.2866075911 0.775032449
50          50    D  0.0635588234 0.1880708  0.3379515468 0.736137859
51          51    D -0.1161411557 0.1878143 -0.6183829054 0.537827653
52          52    D  0.1248537843 0.1877573  0.6649744782 0.507727947
53          53    D -0.1517165512 0.1875553 -0.8089165188 0.420685306
54          54    D -0.2563627286 0.1863900 -1.3754105029 0.172140793
55          55    D -0.2824650274 0.1860046 -1.5185917411 0.132443367
56          56    D  0.0548065878 0.1880989  0.2913710949 0.771411820
57          57    D  0.2790049733 0.1860579  1.4995602140 0.137179645
58          58    D  0.0235251099 0.1881654  0.1250235893 0.900762201
59          59    D -0.2318957099 0.1867167 -1.2419656113 0.217261577
60          60    D  0.0905554253 0.1879579  0.4817856483 0.631046649
61          61    D -0.5035856373 0.1811743 -2.7795649665 0.006725205
62          62    D -0.2319067976 0.1867166 -1.2420259286 0.217311321
63          63    D -0.1669423055 0.1874232 -0.8907236412 0.375318661
64          64    D  0.2543662439 0.1864179  1.3644948595 0.175543018
65          65    D  0.2384262418 0.1866327  1.2775155920 0.204462124
66          66    D -0.3868883969 0.1840774 -2.1017705044 0.038205356
67          67    D -0.1041345613 0.1878861 -0.5542429198 0.580675694
68          68    D -0.2979368330 0.1857581 -1.6038967921 0.112105133
69          69    D -0.0563216820 0.1880944 -0.2994331388 0.765250326
70          70    D  0.2527161013 0.1864408  1.3554765049 0.178477362
71          71    D -0.0674049402 0.1880572 -0.3584279551 0.720811342
72          72    D -0.1670487340 0.1874223 -0.8912960940 0.374994788
73          73    D  0.0596402439 0.1880839  0.3170938070 0.751859597
74          74    D -0.0546999448 0.1880992 -0.2908036535 0.771816262
75          75    D  0.2048137968 0.1870396  1.0950291528 0.276193417
76          76    D -0.0801218863 0.1880062 -0.4261660881 0.670943519
77          77    D  0.3308682547 0.1851885  1.7866567616 0.077409327
78          78    D  0.4175200553 0.1833932  2.2766393095 0.025013324
79          79    D  0.0311804541 0.1881540  0.1657177190 0.868722740
80          80    D  0.1653957366 0.1874372  0.8824060238 0.379783223
81          81    D -0.1215843506 0.1877792 -0.6474858917 0.518880884
82          82    D  0.3851074139 0.1841155  2.0916623410 0.039141347
83          83    D  0.1135260783 0.1878306  0.6044066639 0.546993153
84          84    D -0.1218559597 0.1877774 -0.6489385287 0.518020776
85          85    D -0.1215504808 0.1877794 -0.6473047503 0.518948384
86          86    D -0.1600224776 0.1874848 -0.8535223382 0.395548806
87          87    D  0.0074699045 0.1881789  0.0396957684 0.968416616
88          88    D  0.2277930860 0.1867682  1.2196565828 0.225522598
89          89    D  0.2684913623 0.1862156  1.4418303287 0.152548597
90          90    D  0.3559145472 0.1847140  1.9268415429 0.056925270
91          91    D -0.0755612484 0.1880255 -0.4018669980 0.688664660
92          92    D -0.0311500673 0.1881541 -0.1655561746 0.868847307
93          93    D -0.3423288144 0.1849758 -1.8506680889 0.067373269
94          94    D  0.0748689655 0.1880283  0.3981791576 0.691370269
95          95    D  0.1451316428 0.1876084  0.7735880659 0.441113169
96          96    D  0.0873918104 0.1879732  0.4649163447 0.643050166
97          97    D  0.2053484400 0.1870336  1.0979227161 0.274931517
98          98    D -0.1291998977 0.1877273 -0.6882319790 0.492937991
99          99    D  0.0710205716 0.1880436  0.3776814634 0.706533612
100        100    D -0.0816945451 0.1879993 -0.4345469791 0.664850422
101        101    D -0.1311338243 0.1877136 -0.6985846891 0.486504532
102        102    D  0.2469548229 0.1865195  1.3240157922 0.188581000
103        103    D  0.2986198875 0.1857469  1.6076707752 0.111240994
104        104    D  0.0929681305 0.1879459  0.4946536924 0.621951956
105        105    D  0.1851593228 0.1872485  0.9888425235 0.325274211
106        106    D -0.3477073468 0.1848734 -1.8807861808 0.063050321
107        107    D  0.0984996912 0.1879171  0.5241655489 0.601351416
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853        853    D  0.0091453729 0.1881781  0.0485995584 0.961341607
854        854    D  0.1660093583 0.1874317  0.8857059255 0.377981583
855        855    D  0.1442836448 0.1876151  0.7690406648 0.443732907
856        856    D  0.1270561011 0.1877422  0.6767584152 0.500165044
857        857    D  0.0039050900 0.1881800  0.0207518907 0.983488055
858        858    D -0.2020637917 0.1870701 -1.0801501079 0.282772027
859        859    D -0.0717354504 0.1880408 -0.3814887465 0.703715461
860        860    D  0.2811238491 0.1860253  1.5112128421 0.134076080
861        861    D  0.0653756153 0.1880645  0.3476234410 0.728871180
862        862    D  0.0769959322 0.1880196  0.4095101942 0.683063322
863        863    D  0.0695070340 0.1880493  0.3696212537 0.712495382
864        864    D  0.0567884692 0.1880929  0.3019171027 0.763355056
865        865    D -0.1728812261 0.1873683 -0.9226813614 0.358634055
866        866    D  0.2935837753 0.1858288  1.5798614005 0.117489268
867        867    D  0.1045139668 0.1878840  0.5562686214 0.579355652
868        868    D  0.1878551211 0.1872211  1.0033862541 0.318151951
869        869    D -0.0793044552 0.1880098 -0.4218102603 0.674090717
870        870    D  0.0401599960 0.1881366  0.2134618508 0.831413705
871        871    D  0.0148796692 0.1881744  0.0790738344 0.937138019
872        872    D -0.0912485140 0.1879545 -0.4854819505 0.628432707
873        873    D  0.0513630226 0.1881088  0.2730494965 0.785397939
874        874    D  0.0317954846 0.1881530  0.1689874232 0.866174145
875        875    D -0.0929603629 0.1879459 -0.4946122603 0.621980998
876        876    D -0.1577241941 0.1875047 -0.8411746755 0.402417463
877        877    D -0.0305901997 0.1881550 -0.1625797839 0.871185091
878        878    D  0.0908403299 0.1879565  0.4833050447 0.630082532
879        879    D  0.0332521738 0.1881504  0.1767318843 0.860091186
880        880    D  0.1268926775 0.1877433  0.6758838868 0.500719867
881        881    D -0.0016883114 0.1881803 -0.0089717758 0.992859900
882        882    D -0.0168847917 0.1881726 -0.0897303201 0.928685073
883        883    D -0.4946714092 0.1814247 -2.7265937081 0.007620342
884        884    D  0.2944990024 0.1858140  1.5849125485 0.116225673
885        885    D -0.0745133715 0.1880298 -0.3962849475 0.692779633
886        886    D  0.0652084985 0.1880651  0.3467337348 0.729534938
887        887    D -0.0335195900 0.1881499 -0.1781536326 0.858972013
888        888    D -0.0224426940 0.1881667 -0.1192702627 0.905305455
889        889    D -0.1664896678 0.1874273 -0.8882891129 0.376865584
890        890    D  0.5909769532 0.1784602  3.3115337892 0.001316998
891        891    D -0.0218383551 0.1881674 -0.1160580949 0.907845133
892        892    D -0.0211181133 0.1881683 -0.1122299300 0.910884800
893        893    D -0.0316066721 0.1881533 -0.1679836285 0.866943985
894        894    D  0.2360112624 0.1866641  1.2643636750 0.209340725
895        895    D  0.0202067228 0.1881693  0.1073858611 0.914702584
896        896    D  0.0972053478 0.1879240  0.5172587773 0.606196553
897        897    D -0.0338368887 0.1881493 -0.1798406007 0.857649719
898        898    D  0.1368965592 0.1876716  0.7294474650 0.467523701
899        899    D  0.0212196556 0.1881682  0.1127696353 0.910450392
900        900    D  0.0766647707 0.1880210  0.4077458859 0.684352857
901        901    D  0.0085743504 0.1881784  0.0455650131 0.963751260
902        902    D  0.1055290596 0.1878782  0.5616886946 0.575650931
903        903    D  0.1543197076 0.1875336  0.8228910165 0.412812252
904        904    D -0.1390718236 0.1876553 -0.7411027172 0.460411466
905        905    D  0.0587802696 0.1880867  0.3125169262 0.755321062
906        906    D  0.3172105056 0.1854322  1.7106551046 0.090406008
907        907    D -0.3932926331 0.1839388 -2.1381707121 0.035123801
908        908    D -0.1412110497 0.1876390 -0.7525678629 0.453531278
909        909    D  0.2245712383 0.1868080  1.2021498310 0.232246988
910        910    D  0.0626569963 0.1880739  0.3331509309 0.739732056
911        911    D -0.1282632754 0.1877338 -0.6832188553 0.496104913
912        912    D  0.0581146288 0.1880888  0.3089744481 0.758002066
913        913    D -0.2315046154 0.1867216 -1.2398381399 0.218001644
914        914    D -0.1718663078 0.1873778 -0.9172180202 0.361402478
915        915    D  0.4089897339 0.1835892  2.2277441035 0.028317181
916        916    D -0.0872660208 0.1879738 -0.4642456827 0.643501908
917        917    D  0.2633188541 0.1862910  1.4134813805 0.160682909
918        918    D -0.2213909180 0.1868468 -1.1848796242 0.238974394
919        919    D  0.2149945247 0.1869230  1.1501771713 0.252889955
920        920    D -0.1774972003 0.1873242 -0.9475399377 0.345694579
921        921    D  0.0213194877 0.1881681  0.1133002523 0.910030824
922        922    D -0.2016707441 0.1870744 -1.0780240968 0.283836541
923        923    D -0.3463593129 0.1848992 -1.8732329086 0.064035673
924        924    D -0.2317327569 0.1867188 -1.2410791610 0.217600970
925        925    D -0.3075086185 0.1855989 -1.6568453312 0.100861368
926        926    D  0.4630190018 0.1822752  2.5402199170 0.012718515
927        927    D -0.1734273326 0.1873631 -0.9256214180 0.356945244
928        928    D  0.1921122418 0.1871771  1.0263664002 0.307446097
929        929    D  0.3888379663 0.1840355  2.1128427157 0.037277424
930        930    D  0.3953414818 0.1838940  2.1498333519 0.034188487
931        931    D -0.0906533658 0.1879574 -0.4823079613 0.630682670
932        932    D  0.1209587836 0.1877833  0.6441403533 0.521179662
933        933    D  0.1551751232 0.1875264  0.8274841984 0.409976032
934        934    D  0.3775654046 0.1842748  2.0489257938 0.043144113
935        935    D  0.0805858871 0.1880042  0.4286387094 0.669155265
936        936    D -0.0001591084 0.1881804 -0.0008455101 0.999327112
937        937    D  0.0965043981 0.1879277  0.5135187408 0.608748554
938        938    D -0.0519185103 0.1881073 -0.2760047917 0.783128431
939        939    D  0.0312188548 0.1881539  0.1659218682 0.868579376
940        940    D  0.0505260212 0.1881111  0.2685966344 0.788828090
941        941    D  0.1645808080 0.1874445  0.8780239950 0.382146048
942        942    D -0.1675343473 0.1874178 -0.8939082016 0.373563912
943        943    D  0.1803669101 0.1872963  0.9630032216 0.337930051
944        944    D -0.1159649102 0.1878154 -0.6174408490 0.538412148
945        945    D  0.1477183352 0.1875878  0.7874622588 0.432911728
946        946    D -0.0003544457 0.1881804 -0.0018835423 0.998501094
947        947    D  0.2627148548 0.1862997  1.4101732776 0.161837369
948        948    D  0.0131644365 0.1881757  0.0699582257 0.944382045
949        949    D  0.2223357512 0.1868353  1.1900092654 0.236951568
950        950    D -0.0048433990 0.1881797 -0.0257381533 0.979518601
951        951    D  0.0244222058 0.1881642  0.1297919867 0.896998323
952        952    D -0.1962438782 0.1871333 -1.0486848813 0.297168827
953        953    D  0.0597692882 0.1880835  0.3177806126 0.751379819
954        954    D -0.0754276834 0.1880261 -0.4011554747 0.689179248
955        955    D -0.1939764000 0.1871574 -1.0364343668 0.302720215
956        956    D  0.2692785872 0.1862040  1.4461479006 0.151333917
957        957    D  0.0577296755 0.1880900  0.3069258167 0.759563027
958        958    D  0.0368278373 0.1881436  0.1957432376 0.845225931
959        959    D -0.1843197442 0.1872570 -0.9843143272 0.327390066
960        960    D -0.0740925273 0.1880315 -0.3940432130 0.694428504
961        961    D  0.2523700149 0.1864456  1.3535854955 0.178988196
962        962    D -0.0695058196 0.1880493 -0.3696147871 0.712481503
963        963    D  0.2639323589 0.1862821  1.4168420208 0.160020694
964        964    D -0.1295452377 0.1877248 -0.6900804894 0.491824752
965        965    D -0.1163097194 0.1878132 -0.6192839173 0.537220818
966        966    D -0.1194344938 0.1877932 -0.6359893532 0.526266899
967        967    D -0.1818610577 0.1872815 -0.9710571170 0.333974991
968        968    D  0.2699424451 0.1861942  1.4497894882 0.150394826
969        969    D  0.0776819375 0.1880167  0.4131651065 0.680394951
970        970    D  0.1243453088 0.1877607  0.6622541797 0.509385099
971        971    D -0.1700123354 0.1873951 -0.9072401625 0.366577972
972        972    D  0.3378920046 0.1850590  1.8258607013 0.071217264
973        973    D -0.0543077219 0.1881004 -0.2887166822 0.773408882
974        974    D -0.0730340845 0.1880357 -0.3884054122 0.698576817
975        975    D  0.1000386096 0.1879088  0.5323783962 0.595800831
976        976    D  0.0098591257 0.1881777  0.0523926247 0.958331952
977        977    D  0.2722372411 0.1861601  1.4623820239 0.146843089
978        978    D  0.0905166497 0.1879581  0.4815788603 0.631181789
979        979    D  0.0357434323 0.1881457  0.1899773735 0.849751598
980        980    D  0.1145542049 0.1878243  0.6099010368 0.543359456
981        981    D -0.0755271118 0.1880257 -0.4016851460 0.688804464
982        982    D  0.3042643656 0.1856534  1.6388837073 0.104652038
983        983    D  0.3512700620 0.1848047  1.9007640093 0.060348489
984        984    D -0.3619354086 0.1845945 -1.9607047573 0.052760702
985        985    D -0.0643086052 0.1880682 -0.3419429752 0.733129923
986        986    D -0.1248011166 0.1877576 -0.6646927040 0.507869302
987        987    D  0.1221635701 0.1877753  0.6505837605 0.516848331
988        988    D -0.3229263433 0.1853315 -1.7424257492 0.084918592
989        989    D  0.1608528964 0.1874776  0.8579847817 0.393028671
990        990    D  0.3947600648 0.1839068  2.1465228910 0.034445357
991        991    D  0.0949213739 0.1879359  0.5050730497 0.614642742
992        992    D -0.0145640428 0.1881746 -0.0773964230 0.938473668
993        993    D  0.2461230992 0.1865308  1.3194772590 0.190160515
994        994    D -0.2246358607 0.1868072 -1.2025008644 0.232085504
995        995    D  0.0287986601 0.1881579  0.1530558213 0.878676812
996        996    D -0.0843542311 0.1879874 -0.4487229027 0.654628605
997        997    D -0.1017955399 0.1878992 -0.5417560632 0.589288478
998        998    D  0.0079708015 0.1881787  0.0423576288 0.966305745
999        999    D  0.1881300175 0.1872183  1.0048696697 0.317508581
1000      1000    D  0.0571169562 0.1880919  0.3036651493 0.762048710
         conf.low    conf.high       df outcome
1    -0.257401024  0.488083478 97.56246       Y
2    -0.554674724  0.189378531 90.45119       Y
3    -0.073288075  0.664391579 95.27674       Y
4    -0.440055266  0.306389531 97.47826       Y
5    -0.107464262  0.631974126 97.99182       Y
6    -0.210973317  0.533260089 96.37068       Y
7    -0.271537380  0.474989463 90.56870       Y
8    -0.401305227  0.345489818 97.96644       Y
9    -0.493480127  0.252286592 93.41292       Y
10   -0.145718265  0.595690516 97.99895       Y
11   -0.362562959  0.384773547 93.26586       Y
12   -0.693798673  0.041826806 95.16538       Y
13   -0.204739627  0.539893030 90.37705       Y
14   -0.527647679  0.216683328 97.35870       Y
15   -0.594951460  0.146540747 97.52113       Y
16   -0.508850592  0.236512474 93.14713       Y
17   -0.526772479  0.217758439 95.65075       Y
18   -0.152056350  0.589653213 97.96544       Y
19   -0.192007205  0.551895790 92.81085       Y
20   -0.387839713  0.359305154 95.03726       Y
21   -0.375969435  0.371179066 95.21183       Y
22   -0.244783597  0.500449077 96.77883       Y
23   -0.306356704  0.441228084 86.85719       Y
24   -0.332942221  0.413773597 97.83283       Y
25   -0.722333946  0.012761660 81.27898       Y
26   -0.240451711  0.504559949 97.84388       Y
27   -0.204444957  0.539951255 92.48379       Y
28   -0.306919712  0.440241176 90.59252       Y
29   -0.199439220  0.544748328 92.74930       Y
30   -0.452457652  0.293761327 97.77840       Y
31   -0.502188916  0.242974485 96.98437       Y
32   -0.320018098  0.426728071 96.17703       Y
33   -0.411021229  0.335977409 95.20102       Y
34   -0.633869087  0.105488891 97.67129       Y
35   -0.495022521  0.250696371 93.47787       Y
36   -0.313423825  0.433077285 97.88772       Y
37   -0.435283081  0.311349481 96.24445       Y
38   -0.203784596  0.540359218 94.72147       Y
39   -0.401225064  0.345607458 97.58099       Y
40   -0.292844998  0.453471878 96.59542       Y
41   -0.739572029 -0.007211213 91.57912       Y
42   -0.457392280  0.289110153 94.07766       Y
43   -0.061431591  0.676272203 87.82609       Y
44   -0.548735064  0.194921347 96.38157       Y
45   -0.536494857  0.207919598 93.48983       Y
46   -0.435753520  0.311096984 94.04070       Y
47   -0.434606175  0.311875516 97.88083       Y
48   -0.466249781  0.279713933 97.74096       Y
49   -0.427305494  0.319482825 95.68842       Y
50   -0.309760388  0.436878035 95.96795       Y
51   -0.489080676  0.256798365 93.42708       Y
52   -0.248041145  0.497748713 92.13334       Y
53   -0.524301240  0.220868138 90.47374       Y
54   -0.626248642  0.113523185 97.97721       Y
55   -0.652100589  0.087170534 88.16199       Y
56   -0.318685783  0.428298958 93.66225       Y
57   -0.090561513  0.648571460 91.26777       Y
58   -0.349905192  0.396955412 97.53505       Y
59   -0.602504569  0.138713149 96.42495       Y
60   -0.282502880  0.463613731 96.71514       Y
61   -0.863908765 -0.143262510 83.39433       Y
62   -0.602628120  0.138814524 94.17082       Y
63   -0.539005062  0.205120451 95.38574       Y
64   -0.115582966  0.624315454 97.80989       Y
65   -0.131976820  0.608829304 97.23435       Y
66   -0.752303419 -0.021473375 95.50193       Y
67   -0.476990354  0.268721231 97.96073       Y
68   -0.666783229  0.070909563 93.62386       Y
69   -0.429637580  0.316994216 96.98606       Y
70   -0.117412232  0.622844434 95.06809       Y
71   -0.440703168  0.305893287 95.84444       Y
72   -0.539070405  0.204972937 96.17396       Y
73   -0.313693636  0.432974124 96.19657       Y
74   -0.427978528  0.318578638 97.96278       Y
75   -0.166369877  0.575997470 97.79537       Y
76   -0.453324639  0.293080866 95.73258       Y
77   -0.037114244  0.698850753 88.70385       Y
78    0.053519231  0.781520879 96.65965       Y
79   -0.342235823  0.404596731 97.35835       Y
80   -0.206711168  0.537502641 95.06011       Y
81   -0.494378415  0.251209714 94.89505       Y
82    0.019583546  0.750631282 94.83046       Y
83   -0.259294816  0.486346972 96.40401       Y
84   -0.494877997  0.251166078 90.54252       Y
85   -0.494193249  0.251092287 97.98502       Y
86   -0.532298870  0.212253915 93.59699       Y
87   -0.365975565  0.380915374 97.77709       Y
88   -0.142842871  0.598429043 97.98926       Y
89   -0.101062425  0.638045149 97.68481       Y
90   -0.010690459  0.722519553 97.02282       Y
91   -0.448732703  0.297610207 97.14718       Y
92   -0.404535930  0.342235796 97.99489       Y
93   -0.709625961  0.024968332 93.54376       Y
94   -0.298299595  0.448037526 97.32303       Y
95   -0.227363265  0.517626550 94.11685       Y
96   -0.285759184  0.460542805 95.45574       Y
97   -0.165818891  0.576515771 97.88952       Y
98   -0.501753923  0.243354127 97.67687       Y
99   -0.302429814  0.444470957 92.37838       Y
100  -0.454791730  0.291402639 97.61037       Y
101  -0.503753657  0.241486008 95.77150       Y
102  -0.123192062  0.617101708 97.89591       Y
103  -0.070155967  0.667395742 94.57045       Y
104  -0.280005415  0.465941676 97.97823       Y
105  -0.186618375  0.556937021 94.16855       Y
106  -0.714706367  0.019291674 95.42524       Y
107  -0.274433456  0.471432838 97.62932       Y
108  -0.426224487  0.321521485 87.13496       Y
109  -0.645113505  0.093550391 97.81214       Y
110  -0.561008438  0.182123947 96.66136       Y
111  -0.148812503  0.593146089 93.81893       Y
112  -0.533757174  0.212090848 82.42707       Y
113  -0.472788066  0.273318388 94.92637       Y
114  -0.236338982  0.508547163 97.93150       Y
115  -0.321580895  0.425646577 91.68534       Y
116  -0.222211057  0.522424126 96.05871       Y
117  -0.553476619  0.189918503 97.12489       Y
118  -0.300019022  0.446341258 97.36522       Y
119  -0.055962016  0.680976848 91.56523       Y
120  -0.416623986  0.330212998 96.32593       Y
121  -0.342466821  0.404421431 96.79862       Y
122  -0.049819330  0.686202779 96.71792       Y
123  -0.713052106  0.020953286 96.64206       Y
124  -0.471919963  0.274080958 96.15451       Y
125  -0.402944592  0.343956708 96.76388       Y
126  -0.466073939  0.280518390 91.67763       Y
127  -0.212571044  0.531615552 97.43115       Y
128  -0.589257462  0.153730448 86.51538       Y
129  -0.503430602  0.242293601 91.28765       Y
130  -0.104683882  0.634911538 94.70416       Y
131  -0.431711801  0.314809858 97.85599       Y
132  -0.427197168  0.319543238 96.18022       Y
133  -0.289457511  0.457096004 93.64186       Y
134  -0.085240278  0.652985257 97.23883       Y
135  -0.270506067  0.475642879 93.90946       Y
136  -0.173651011  0.569040187 97.65185       Y
137  -0.264397227  0.481667107 93.39566       Y
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479  -0.490052572  0.256222193 89.62588       Y
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489   0.098896709  0.822577299 97.91145       Y
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491   0.071381537  0.797789829 96.50927       Y
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504   0.001413902  0.734126378 92.58181       Y
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508   0.006550648  0.738683856 94.38268       Y
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513  -0.382555717  0.364894708 92.24188       Y
514  -0.333470292  0.413766196 92.69679       Y
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519  -0.501945833  0.243230755 96.92040       Y
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526  -0.450910630  0.296991258 83.19145       Y
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531  -0.700013629  0.035552228 91.40211       Y
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538  -0.334315309  0.412397647 97.98604       Y
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541  -0.209327618  0.536264913 83.65467       Y
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543  -0.294387277  0.451822355 97.98892       Y
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546  -0.130371033  0.610661293 94.05597       Y
547  -0.546901227  0.197025306 94.43193       Y
548  -0.480715263  0.265453442 92.62984       Y
549   0.074783125  0.800914891 96.10618       Y
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551  -0.108847371  0.630674896 97.91110       Y
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553  -0.256301505  0.489420351 94.84933       Y
554  -0.597506003  0.144054726 95.55422       Y
555  -0.371792549  0.375392191 94.85697       Y
556  -0.055700289  0.680617254 97.75986       Y
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558  -0.295537869  0.451110094 93.74383       Y
559  -0.590675852  0.150997204 97.82863       Y
560  -0.488611396  0.256822713 97.94552       Y
561  -0.338188649  0.409296835 90.75436       Y
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563  -0.268110886  0.477647115 97.32737       Y
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566  -0.455202860  0.291373863 93.74564       Y
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569  -0.362669373  0.384646727 93.46272       Y
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571  -0.261801662  0.483749597 97.97909       Y
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576  -0.507294118  0.237677491 97.43387       Y
577  -0.108821607  0.632638736 80.58184       Y
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579  -0.629545125  0.110200849 96.31392       Y
580  -0.844186350 -0.122900246 97.89843       Y
581  -0.662797118  0.075336128 92.01402       Y
582  -0.271610085  0.474485719 94.66799       Y
583  -0.372141475  0.375022852 95.05926       Y
584  -0.154424177  0.588140298 90.52277       Y
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588  -0.375645762  0.371234030 97.95117       Y
589  -0.465404367  0.280556566 97.94703       Y
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593   0.010568408  0.742123265 97.15931       Y
594  -0.273922318  0.471905395 97.92351       Y
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596  -0.328932284  0.417743645 97.86907       Y
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598  -0.560600648  0.183501482 87.95688       Y
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601  -0.156825608  0.585479707 94.05437       Y
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604  -0.484683808  0.261053049 95.86280       Y
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609  -0.396312228  0.350608783 96.94547       Y
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611  -0.408033653  0.339604485 89.49098       Y
612  -0.386259435  0.361687169 87.78976       Y
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614  -0.017547213  0.716582697 92.76620       Y
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616  -0.561509276  0.181575519 96.92954       Y
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618  -0.382804109  0.364403131 94.55072       Y
619  -0.298653648  0.447686629 97.34910       Y
620  -0.349668092  0.397193144 97.51591       Y
621   0.063220018  0.791167410 88.51645       Y
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623  -0.702421121  0.032909662 91.87445       Y
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628  -0.213914323  0.530525577 95.27768       Y
629  -0.277336812  0.468866547 94.79607       Y
630  -0.480733277  0.265291689 93.97837       Y
631   0.030218355  0.760577054 92.90860       Y
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633  -0.184356936  0.559114898 94.11104       Y
634  -0.851070031 -0.129786310 90.43077       Y
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636  -0.096675567  0.642558765 93.75209       Y
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638  -0.282541473  0.463514423 97.35450       Y
639  -0.313948446  0.432551622 97.96929       Y
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641  -0.547165934  0.196395487 97.96691       Y
642  -0.612719540  0.127803849 97.99413       Y
643  -0.010998170  0.722331894 95.97866       Y
644  -0.089708004  0.649016493 94.79247       Y
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646  -0.355129220  0.391788375 97.18705       Y
647  -0.578141302  0.164130772 97.76969       Y
648  -0.439248533  0.307861188 91.17834       Y
649  -0.596036484  0.145477554 96.75067       Y
650  -0.500341767  0.244946269 96.25195       Y
651  -0.260463841  0.485311316 95.33259       Y
652  -0.580261308  0.162267357 94.26055       Y
653  -0.280515953  0.465536835 96.97434       Y
654  -0.490948759  0.254800452 94.20698       Y
655  -0.518450811  0.226520916 94.03824       Y
656  -0.431204720  0.316142981 90.01750       Y
657  -0.564871392  0.177990974 97.74519       Y
658  -0.550098055  0.193660635 94.85002       Y
659  -0.227219673  0.517647676 95.29477       Y
660  -0.328905663  0.418873667 87.50032       Y
661  -0.475446779  0.271248416 89.01390       Y
662  -0.315753614  0.430949027 96.10466       Y
663  -0.323379798  0.423330678 96.92388       Y
664  -0.208816708  0.535194217 97.93220       Y
665  -0.439372390  0.307044816 97.86612       Y
666  -0.589252163  0.152596897 96.74304       Y
667  -0.614946216  0.126431761 88.88494       Y
668  -0.178529088  0.564625316 94.93524       Y
669  -0.590870752  0.150882635 96.91340       Y
670  -0.341117004  0.405771438 96.70257       Y
671  -0.347130063  0.399671351 97.99977       Y
672  -0.327649421  0.419158678 96.37129       Y
673  -0.359640196  0.387840922 91.83777       Y
674  -0.266490413  0.479207054 97.58048       Y
675  -0.441131719  0.305811476 92.45111       Y
676  -0.543777565  0.200980695 88.06094       Y
677  -0.572867202  0.169621125 97.99993       Y
678  -0.066609319  0.670954181 92.21025       Y
679  -0.473789990  0.272298887 94.88431       Y
680  -0.385089102  0.361800170 97.70482       Y
681  -0.259659678  0.486075863 95.53724       Y
682  -0.110724661  0.628892997 97.99582       Y
683  -0.532559092  0.212629803 87.88535       Y
684  -0.346805418  0.401158793 87.11505       Y
685  -0.105094533  0.634955846 90.50376       Y
686  -0.347507851  0.400229354 89.07536       Y
687  -0.176508277  0.566473099 95.85270       Y
688  -0.539195537  0.204999934 94.63758       Y
689  -0.349439964  0.397559527 96.08451       Y
690  -0.352239191  0.395461414 89.60768       Y
691  -0.536470206  0.208804224 86.05659       Y
692  -0.339057061  0.407787906 96.99827       Y
693  -0.046018290  0.689784281 96.31913       Y
694  -0.549873676  0.193821700 95.55357       Y
695  -0.450914442  0.295419035 96.87263       Y
696  -0.066282511  0.670734497 97.62020       Y
697  -0.107041337  0.632377163 97.95287       Y
698  -0.587002912  0.155024089 96.04902       Y
699  -0.380202490  0.366847048 96.15985       Y
700  -0.173473176  0.569495165 94.69800       Y
701  -0.599678497  0.142113740 92.32087       Y
702  -0.477455649  0.268560812 94.79104       Y
703  -0.623621074  0.116514523 95.82162       Y
704  -0.227966757  0.516753616 97.04440       Y
705  -0.292997191  0.453983719 90.24032       Y
706  -0.442800748  0.304083639 92.76710       Y
707  -0.249562911  0.495821806 96.52594       Y
708  -0.580247240  0.161910887 97.94318       Y
709  -0.112283928  0.627543984 96.65156       Y
710  -0.447582420  0.299897431 86.91737       Y
711  -0.124946797  0.615474393 97.50587       Y
712  -0.631972745  0.107566597 96.96386       Y
713  -0.403772245  0.343286946 95.12738       Y
714  -0.660342196  0.077550424 95.81119       Y
715   0.082536369  0.807809727 97.60408       Y
716  -0.296786027  0.449493579 97.66962       Y
717  -0.254746437  0.490802282 96.20758       Y
718  -0.545468136  0.198225047 97.28440       Y
719  -0.105832503  0.633793707 95.04600       Y
720  -0.586784496  0.155155188 97.02809       Y
721  -0.463822546  0.282258587 97.03398       Y
722  -0.416862160  0.330556484 90.77598       Y
723  -0.365410299  0.382365467 89.32324       Y
724  -0.195781274  0.548207784 93.35900       Y
725  -0.639595387  0.099563705 96.22306       Y
726  -0.061854729  0.675416812 92.07504       Y
727  -0.222085919  0.522368795 97.90796       Y
728  -0.516130337  0.228976434 93.45712       Y
729  -0.352390931  0.394477664 97.57575       Y
730  -0.309725482  0.436990223 95.18621       Y
731  -0.435718558  0.312048553 86.00823       Y
732  -0.660626691  0.077285826 95.43353       Y
733  -0.578362771  0.164055171 96.19223       Y
734  -0.258332196  0.487172455 97.59028       Y
735  -0.507553454  0.238138727 90.50556       Y
736  -0.285155710  0.461521600 91.72058       Y
737  -0.432370707  0.314129118 97.99605       Y
738  -0.170679291  0.571871799 97.80960       Y
739  -0.567253505  0.175484027 97.97524       Y
740  -0.284197922  0.461844352 97.83136       Y
741  -0.248119748  0.497300386 95.77224       Y
742  -0.123267502  0.617205115 96.03429       Y
743  -0.242155800  0.503269963 94.09591       Y
744  -0.323882117  0.422988740 95.34956       Y
745   0.210020711  0.921618439 97.93018       Y
746  -0.312923477  0.433758055 95.95623       Y
747  -0.401145948  0.345824718 96.17314       Y
748  -0.211874507  0.533213658 88.53484       Y
749  -0.082949353  0.655449478 93.99600       Y
750  -0.551009202  0.192409699 97.88722       Y
751  -0.498393549  0.247616506 90.00552       Y
752  -0.337628470  0.409786006 91.36023       Y
753  -0.268076066  0.477964695 94.44320       Y
754  -0.268343118  0.478195129 89.83317       Y
755  -0.614898291  0.126125473 92.01094       Y
756  -0.131514682  0.609258988 97.33197       Y
757  -0.358181646  0.389068571 93.97297       Y
758  -0.602563294  0.139472365 88.87956       Y
759  -0.700505988  0.035114936 90.58589       Y
760  -0.678270272  0.058338700 96.48354       Y
761  -0.291568711  0.454597419 97.93888       Y
762  -0.091624353  0.647116825 95.78664       Y
763  -0.329735693  0.417142196 95.86611       Y
764  -0.559231920  0.183845499 97.97560       Y
765  -0.441903358  0.304775150 94.86025       Y
766  -0.128781871  0.611869614 97.15365       Y
767  -0.289252861  0.458096005 86.51030       Y
768  -0.763674207 -0.032930287 87.13023       Y
769  -0.506016890  0.239026485 97.08403       Y
770  -0.272845247  0.473788391 89.86249       Y
771  -0.658318557  0.079566952 97.20144       Y
772  -0.321534590  0.425064623 97.87461       Y
773   0.018998386  0.749803229 97.97113       Y
774  -0.535854337  0.208158166 97.67115       Y
775  -0.280836950  0.465292860 96.24526       Y
776  -0.006245340  0.726540059 97.99964       Y
777  -0.245100962  0.500027815 97.96358       Y
778  -0.775778957 -0.047358594 97.99700       Y
779  -0.754378123 -0.023981340 97.98598       Y
780  -0.584421065  0.158266364 91.00513       Y
781  -0.235394552  0.509705245 95.42636       Y
782  -0.572977470  0.169882130 94.26386       Y
783  -0.372279269  0.374635896 97.58550       Y
784  -0.328166987  0.418726978 95.55395       Y
785  -0.385235827  0.361626191 97.98580       Y
786  -0.338271435  0.408488380 97.82388       Y
787  -0.201799131  0.542901464 88.82326       Y
788  -0.568725505  0.174036585 97.06920       Y
789  -0.297711843  0.448583212 97.66504       Y
790  -0.225092880  0.519466595 97.80373       Y
791  -0.366604919  0.380774561 92.93373       Y
792  -0.018806695  0.715040662 96.65051       Y
793  -0.294208252  0.452403003 93.88367       Y
794  -0.518136043  0.227345223 89.50856       Y
795  -0.267067971  0.478604878 97.97935       Y
796  -0.690011576  0.045745352 96.60861       Y
797   0.026186847  0.756403554 97.96855       Y
798  -0.680391586  0.056037287 96.79322       Y
799  -0.445919241  0.300480910 97.02501       Y
800  -0.516047842  0.228611950 97.89409       Y
801  -0.490601537  0.254779090 97.97325       Y
802  -0.748658764 -0.017728698 97.72162       Y
803  -0.425466330  0.321197370 97.16110       Y
804  -0.537495621  0.206433613 97.91656       Y
805  -0.116619495  0.623372066 97.40477       Y
806  -0.369347722  0.378056438 92.73320       Y
807  -0.157470529  0.584578496 96.98484       Y
808  -0.218319124  0.526408229 93.86945       Y
809  -0.585267156  0.156732918 97.14963       Y
810  -0.315886216  0.430640299 97.94546       Y
811  -0.179105261  0.563781232 97.97543       Y
812  -0.355144075  0.391959397 95.30273       Y
813  -0.363254146  0.383688584 97.18487       Y
814  -0.515170505  0.230052618 92.65224       Y
815  -0.345716952  0.401120266 97.53879       Y
816  -0.477310905  0.268458525 97.28882       Y
817  -0.453843216  0.292802122 93.32290       Y
818  -0.583442973  0.158594335 97.65005       Y
819  -0.299812179  0.446499573 97.84088       Y
820  -0.045482975  0.690378520 95.31411       Y
821  -0.291177287  0.455084911 96.86153       Y
822  -0.120966869  0.619233497 97.64355       Y
823  -0.505927578  0.239132683 96.93893       Y
824   0.014161037  0.745655369 94.73938       Y
825  -0.340184437  0.406717447 96.49784       Y
826  -0.074460837  0.663249186 95.72153       Y
827  -0.691069818  0.045596454 87.67441       Y
828  -0.609797039  0.131096289 95.84687       Y
829  -0.331775389  0.415425685 92.89053       Y
830  -0.528790893  0.215927576 93.18711       Y
831  -0.268244244  0.478309556 89.67503       Y
832  -0.135879830  0.605055989 97.94030       Y
833  -0.269523289  0.476979180 90.38983       Y
834  -0.445889057  0.300543010 96.70491       Y
835  -0.514616565  0.230103534 97.73465       Y
836  -0.351887968  0.395524697 92.19444       Y
837  -0.361400769  0.385510975 97.46004       Y
838  -0.406430395  0.340634541 94.89272       Y
839  -0.425029177  0.321991691 93.67689       Y
840  -0.650440729  0.088100859 95.69808       Y
841  -0.159459610  0.582820151 95.51354       Y
842  -0.324967086  0.421795723 96.55768       Y
843  -0.248390754  0.497337086 92.80929       Y
844  -0.341517631  0.405768670 92.81549       Y
845  -0.228121551  0.516543235 97.68114       Y
846  -0.074373624  0.663492412 94.06205       Y
847  -0.162089147  0.580351712 95.06544       Y
848  -0.568103332  0.175344430 90.82911       Y
849  -0.208354714  0.536157439 92.69211       Y
850  -0.653852782  0.084267775 97.74346       Y
851  -0.213205208  0.531500017 92.43800       Y
852  -0.397855521  0.349595242 91.73714       Y
853  -0.364490129  0.382780875 93.93332       Y
854  -0.206023148  0.538041865 96.33391       Y
855  -0.228068316  0.516635605 97.24998       Y
856  -0.245545828  0.499658030 97.29633       Y
857  -0.369785331  0.377595511 92.95638       Y
858  -0.573378308  0.169250725 96.33957       Y
859  -0.445173493  0.301702592 92.50615       Y
860  -0.088215494  0.650463192 94.35834       Y
861  -0.307848953  0.438600184 97.64905       Y
862  -0.296145446  0.450137311 97.52627       Y
863  -0.303865107  0.442879175 94.08191       Y
864  -0.316475916  0.430052854 97.99772       Y
865  -0.545108225  0.199345773 90.22786       Y
866  -0.075371322  0.662538873 94.24246       Y
867  -0.268558469  0.477586403 93.53127       Y
868  -0.183691062  0.559401304 97.74913       Y
869  -0.452420657  0.293811747 97.64597       Y
870  -0.333227993  0.413547985 97.23028       Y
871  -0.358629857  0.388389196 96.27571       Y
872  -0.464300926  0.281803898 96.69683       Y
873  -0.321999552  0.424725598 96.61867       Y
874  -0.341847118  0.405438087 92.84717       Y
875  -0.465933550  0.280012825 97.98739       Y
876  -0.530093449  0.214645061 92.58292       Y
877  -0.403991927  0.342811527 97.70173       Y
878  -0.282696904  0.464377564 87.77804       Y
879  -0.340221790  0.406726138 96.03259       Y
880  -0.245717721  0.499503076 97.16726       Y
881  -0.375127767  0.371751144 97.96268       Y
882  -0.390317998  0.356548415 97.77552       Y
883  -0.854842308 -0.134500510 95.05407       Y
884  -0.074268310  0.663266315 97.46291       Y
885  -0.447778536  0.298751793 95.41908       Y
886  -0.308001465  0.438418462 97.97932       Y
887  -0.406921614  0.339882434 97.48510       Y
888  -0.395854532  0.350969144 97.97674       Y
889  -0.539088443  0.206109107 85.91030       Y
890   0.236645548  0.945308358 94.11181       Y
891  -0.395272982  0.351596272 97.53073       Y
892  -0.394820054  0.352583827 92.30612       Y
893  -0.405012931  0.341799587 97.53644       Y
894  -0.134793206  0.606815731 90.65095       Y
895  -0.353212863  0.393626309 97.92185       Y
896  -0.275946152  0.470356848 93.53936       Y
897  -0.407221589  0.339547811 97.82232       Y
898  -0.235681322  0.509474440 94.94693       Y
899  -0.352326107  0.394765418 95.30225       Y
900  -0.296473592  0.449803133 97.64621       Y
901  -0.364939407  0.382088108 96.35128       Y
902  -0.267456495  0.478514614 94.99656       Y
903  -0.218405884  0.527045299 87.29447       Y
904  -0.511489021  0.233345374 97.55067       Y
905  -0.314537293  0.432097832 96.63970       Y
906  -0.050915216  0.685336227 95.07409       Y
907  -0.758557746 -0.028027521 93.01861       Y
908  -0.513620305  0.231198206 97.04406       Y
909  -0.146215003  0.595357480 96.50500       Y
910  -0.310569595  0.435883587 97.99898       Y
911  -0.500885135  0.244358584 96.54406       Y
912  -0.315178455  0.431407713 97.22873       Y
913  -0.602056659  0.139047429 97.80952       Y
914  -0.543964753  0.200232138 92.93855       Y
915   0.044402083  0.773577385 92.69315       Y
916  -0.460296214  0.285764172 97.95119       Y
917  -0.106369676  0.633007385 97.99762       Y
918  -0.592253412  0.149471576 96.51782       Y
919  -0.155981387  0.585970436 97.29962       Y
920  -0.549236484  0.194242083 97.99109       Y
921  -0.352225584  0.394864559 95.31142       Y
922  -0.573208034  0.169866545 92.16155       Y
923  -0.713315391  0.020596765 97.37191       Y
924  -0.602367015  0.138901502 95.99072       Y
925  -0.675985417  0.060968180 94.67214       Y
926   0.101105177  0.824932826 93.95592       Y
927  -0.545302197  0.198447532 96.77535       Y
928  -0.179704266  0.563928749 90.77749       Y
929   0.023407628  0.754268304 93.53602       Y
930   0.030117793  0.760565171 92.10777       Y
931  -0.463735489  0.282428757 96.21077       Y
932  -0.252282686  0.494200253 86.96891       Y
933  -0.216971624  0.527321870 97.85836       Y
934   0.011874818  0.743255992 97.93078       Y
935  -0.292643409  0.453815183 95.12399       Y
936  -0.373632480  0.373314264 97.25943       Y
937  -0.276449076  0.469457872 97.64263       Y
938  -0.425234222  0.321397202 97.52055       Y
939  -0.342428041  0.404865750 92.80321       Y
940  -0.322967972  0.424020014 94.09857       Y
941  -0.207543939  0.536705555 94.99453       Y
942  -0.539465012  0.204396317 97.87254       Y
943  -0.191343804  0.552077625 97.42614       Y
944  -0.488796227  0.256866406 95.58493       Y
945  -0.224543618  0.519980288 97.99974       Y
946  -0.373930705  0.373221814 95.17804       Y
947  -0.107258494  0.632688204 92.63764       Y
948  -0.360676962  0.387005835 90.04292       Y
949  -0.148487691  0.593159193 96.85382       Y
950  -0.378286357  0.368599559 97.86603       Y
951  -0.349006195  0.397850606 97.52645       Y
952  -0.568085003  0.175597246 88.80564       Y
953  -0.313838267  0.433376843 90.94944       Y
954  -0.448560560  0.297705193 97.97312       Y
955  -0.565694797  0.177741997 91.85957       Y
956  -0.100248169  0.638805344 97.76944       Y
957  -0.315614693  0.431074044 96.22866       Y
958  -0.336646505  0.410302179 95.75392       Y
959  -0.555935072  0.187295583 97.79129       Y
960  -0.447361815  0.299176760 95.40408       Y
961  -0.117633799  0.622373829 97.81694       Y
962  -0.442768457  0.303756818 96.24989       Y
963  -0.106207194  0.634071911 88.98404       Y
964  -0.502222587  0.243132112 95.07008       Y
965  -0.489195842  0.256576403 94.41699       Y
966  -0.492107279  0.253238292 97.93197       Y
967  -0.553640889  0.189918774 95.41794       Y
968  -0.099676930  0.639561820 95.45889       Y
969  -0.295465552  0.450829427 97.28082       Y
970  -0.248326815  0.497017432 96.60778       Y
971  -0.542044064  0.202019393 94.89174       Y
972  -0.029805066  0.705589075 89.19848       Y
973  -0.427593493  0.318978049 97.86031       Y
974  -0.446286173  0.300218004 95.91606       Y
975  -0.273372100  0.473449319 88.31621       Y
976  -0.363988178  0.383706429 90.01099       Y
977  -0.097201562  0.641676044 97.78684       Y
978  -0.282493111  0.463526411 97.72707       Y
979  -0.338004025  0.409490890 90.65664       Y
980  -0.258244602  0.487353012 96.59656       Y
981  -0.448733048  0.297678825 96.44619       Y
982  -0.064457993  0.672986724 92.02546       Y
983  -0.015588673  0.718128797 95.50293       Y
984  -0.728270706  0.004399889 97.71351       Y
985  -0.437548870  0.308931660 97.47735       Y
986  -0.497582821  0.247980587 94.29962       Y
987  -0.250503270  0.494830410 97.31388       Y
988  -0.691220599  0.045367913 88.22544       Y
989  -0.211266576  0.532972369 96.41722       Y
990   0.029536166  0.759983964 92.58593       Y
991  -0.278036530  0.467879278 97.89154       Y
992  -0.388218149  0.359090063 93.44413       Y
993  -0.124156667  0.616402865 95.61295       Y
994  -0.595378556  0.146106834 97.37339       Y
995  -0.344711190  0.402308510 95.61100       Y
996  -0.457439189  0.288730727 97.36995       Y
997  -0.474950097  0.271359017 92.54924       Y
998  -0.365787031  0.381728634 91.65427       Y
999  -0.183538396  0.559798431 95.13806       Y
1000 -0.316304512  0.430538425 94.76730       Y

Visualize

Visualize

Visualize

Visualize

mean(abs(null_df$estimate) >= abs(obs))
[1] 0.2

Normal-approximation inference

mean(abs(null_df$estimate) >= abs(obs)) # randomization inference p-value
[1] 0.2

Compare with:

difference_in_means(Y ~ D, data = experiment) %>% tidy()  %>% .$p.value
[1] 0.1908766
  • Normal approximation compares test statistic to t-distribution

  • Based on “weak” null hypothesis \(H_0: E[\tau_i] = 0\)

  • vs. randomization inference sharp null \(H_0 : \tau_i = Y_i(1) - Y_i(0) = 0 \forall i\)

Strategy 2: Ignorability

What if we cannot assume random assignment?

Strategy 2: Ignorability

We can still conduct valid causal inference if we believe treatment assignment is strongly ignorable (conditional on covariates)

Requirements:

  • Conditional independence: \((Y_i(0), Y_i(1)) \perp \!\!\! \perp D_i | \mathbf{X}_i\)
  • Positivity: There exists \(\epsilon > 0\) such that \[\epsilon < Pr[D_i = 1 | \mathbf{X}_i] < 1 - \epsilon\]

Strategy 2: Ignorability

If strong ignorability holds:

  • ATE \(E[\tau_i]\) is point-identified
  • Conditional ATE (CATE) \(E[\tau_i | \mathbf{X}_i]\) is point-identified

Estimation strategies (more in the lab):

  • Conditioning on covariates (regression)
  • Propensity score matching
  • IPW estimation
  • Doubly robust estimation

Next week: Causal Inference II

General topic: Satisfying ignorability by design.

  • Regression discontinuity

  • Difference-in-differences

Focus: How do they satisfy ignorability?

Just for reference: Methodological critiques

 

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