antecedent_validate/
bootstrap_refute.rs

1//! Bootstrap CI coverage of the original point estimate (not placebo falsification).
2//!
3//! This check resamples rows, refits the same linear adjustment ATE, and asks whether
4//! the *original* point estimate lies inside the percentile confidence interval of the
5//! bootstrap ATEs. It is a stability / sampling-variability diagnostic — it does **not**
6//! permute treatment, add noise outcomes, or otherwise falsify the causal claim the way
7//! placebo / dummy-outcome refuters do.
8//!
9//! Report id: `bootstrap.ci_coverage`.
10//!
11//! SPDX-License-Identifier: MIT OR Apache-2.0
12
13#![allow(clippy::cast_possible_truncation, clippy::cast_precision_loss, clippy::cast_sign_loss)]
14
15use std::sync::Arc;
16
17use antecedent_core::ExecutionContext;
18use antecedent_data::TableView;
19use antecedent_estimate::{EstimationWorkspace, LinearAdjustmentAte};
20use antecedent_kernels::unbiased_index;
21
22use crate::common::{
23    RefutationProblem, RefutationReport, complete_case_rows, linear_estimator_no_bootstrap,
24    refit_effect, with_resampled_rows,
25};
26use crate::error::ValidationError;
27
28/// IID row bootstrap of the whole `(T, Y, Z…)` design; "passes" if the original point estimate
29/// falls inside the percentile confidence interval of the resampled ATEs.
30///
31/// Each replicate refits with `estimator.bootstrap_replicates = 0` (per [`crate::common::fit_once`])
32/// so this never creates a nested bootstrap pool inside the resample loop.
33#[derive(Clone, Debug)]
34pub struct BootstrapRefute {
35    /// Bootstrap replicates.
36    pub replicates: u32,
37    /// Confidence level for the percentile interval (e.g. 0.95).
38    pub ci_level: f64,
39    /// Estimator used for refits (bootstrap disabled).
40    pub estimator: LinearAdjustmentAte,
41}
42
43impl Default for BootstrapRefute {
44    fn default() -> Self {
45        Self::new()
46    }
47}
48
49impl BootstrapRefute {
50    /// Defaults: 200 replicates, 95% CI.
51    #[must_use]
52    pub fn new() -> Self {
53        Self { replicates: 200, ci_level: 0.95, estimator: linear_estimator_no_bootstrap() }
54    }
55
56    /// Run the bootstrap CI-coverage check.
57    ///
58    /// # Errors
59    ///
60    /// Data or estimation failures.
61    pub fn refute(
62        &self,
63        problem: &RefutationProblem<'_>,
64        workspace: &mut EstimationWorkspace,
65        ctx: &ExecutionContext,
66    ) -> Result<RefutationReport, ValidationError> {
67        if self.replicates < 2 {
68            return Err(ValidationError::NotApplicable {
69                message: "bootstrap CI coverage requires replicates >= 2",
70            });
71        }
72        if !(self.ci_level > 0.0 && self.ci_level < 1.0) {
73            return Err(ValidationError::NotApplicable {
74                message: "bootstrap CI coverage requires ci_level in (0, 1)",
75            });
76        }
77        let n = problem.data.row_count();
78        let mut resample_ids = vec![problem.treatment(), problem.outcome()];
79        // Temporal unfolded adjustment ids are dense node ids, not schema columns.
80        if problem.temporal.is_none() {
81            resample_ids.extend_from_slice(&problem.estimand.adjustment_set);
82        } else {
83            // Contemporaneous schema covariates already present in the series/panel table.
84            for v in problem.data.schema().variables() {
85                let id = v.id;
86                if id != problem.treatment() && id != problem.outcome() {
87                    resample_ids.push(id);
88                }
89            }
90        }
91        // Resample only complete-case rows so slots that are invalid in the source (whose
92        // stored values are sentinels) never enter a replicate as real observations.
93        let (keep, valid) = complete_case_rows(problem.data, &resample_ids)?;
94        if valid.len() < 2 {
95            return Err(ValidationError::NotApplicable {
96                message: "bootstrap CI coverage requires at least 2 complete-case rows",
97            });
98        }
99        let mut rng = ctx.rng.stream(0xA7E0_0009_0000_u64);
100        let mut row_idx = vec![0usize; n];
101        let mut ates = Vec::with_capacity(self.replicates as usize);
102        for _ in 0..self.replicates {
103            for slot in &mut row_idx {
104                *slot = valid[unbiased_index(&mut rng, valid.len())];
105            }
106            let data = with_resampled_rows(problem.data, &resample_ids, &row_idx, &keep)?;
107            let est = refit_effect(
108                problem,
109                &data,
110                problem.estimand,
111                &[],
112                &self.estimator,
113                workspace,
114                ctx,
115            )?;
116            ates.push(est.ate);
117        }
118        ates.sort_by(|a, b| a.partial_cmp(b).unwrap_or(std::cmp::Ordering::Equal));
119        let m = ates.len();
120        let lo_frac = (1.0 - self.ci_level) / 2.0;
121        let hi_frac = 1.0 - lo_frac;
122        let lo_idx = ((lo_frac * (m - 1) as f64).round() as usize).min(m - 1);
123        let hi_idx = ((hi_frac * (m - 1) as f64).round() as usize).min(m - 1);
124        let lo = ates[lo_idx];
125        let hi = ates[hi_idx];
126        let mean_ate = ates.iter().sum::<f64>() / m as f64;
127        let width = hi - lo;
128        let passed = problem.original.ate >= lo && problem.original.ate <= hi;
129        Ok(RefutationReport {
130            refuter: Arc::from("bootstrap.ci_coverage"),
131            original_ate: problem.original.ate,
132            refuted_ate: mean_ate,
133            comparison: width,
134            informative: true,
135            passed,
136            failure_condition: if passed {
137                None
138            } else {
139                Some(Arc::from(format!(
140                    "original ATE {} outside {}% bootstrap CI [{lo}, {hi}] \
141                     (coverage check of the point estimate, not a placebo falsification)",
142                    problem.original.ate,
143                    self.ci_level * 100.0
144                )))
145            },
146            replicates: self.replicates,
147        })
148    }
149}
antecedent_validate/bootstrap_refute.rs

antecedent_validate/
bootstrap_refute.rs
