Improve sample weight adjustment

RELEASES.md

@@ -10,11 +10,15 @@ Release 0.9.1 on 2017-??-??
 [#XXXX](https://github.com/open-source-economics/Tax-Calculator/pull/XXXX))
 
 **API Changes**
+- None
 
 **New Features**
+- Improve calculation of sub-sample weights
+  [[#1441](https://github.com/open-source-economics/Tax-Calculator/pull/1441)
+  by Hank Doupe]
 
 **Bug Fixes**
-
+- None
 
 Release 0.9.0 on 2017-06-14
 ---------------------------

taxcalc/records.py

@@ -5,6 +5,7 @@
 # pep8 --ignore=E402 records.py
 # pylint --disable=locally-disabled records.py
 
+from __future__ import division
 import os
 import json
 import six
@@ -146,9 +147,12 @@ def __init__(self,
         self._read_adjust(adjust_ratios)
         # weights must be same size as tax record data
         if not self.WT.empty and self.dim != len(self.WT):
-            frac = float(self.dim) / len(self.WT)
+            # scale-up sub-sample weights by year-specific factor
+            sum_full_weights = self.WT.sum()
             self.WT = self.WT.iloc[self.index]
-            self.WT = self.WT / frac
+            sum_sub_weights = self.WT.sum()
+            factor = sum_full_weights / sum_sub_weights
+            self.WT = self.WT * factor
         # specify current_year and FLPDYR values
         if isinstance(start_year, int):
             self._current_year = start_year

taxcalc/tests/test_pufcsv.py

@@ -36,7 +36,7 @@ def puf_path(tests_path):
 def test_agg(tests_path, puf_path):  # pylint: disable=redefined-outer-name
     """
     Test Tax-Calculator aggregate taxes with no policy reform using
-    the full-sample puf.csv and a two-percent sub-sample of puf.csv
+    the full-sample puf.csv and a small sub-sample of puf.csv
     """
     # pylint: disable=too-many-locals,too-many-statements
     nyrs = 10
@@ -78,23 +78,24 @@ def test_agg(tests_path, puf_path):  # pylint: disable=redefined-outer-name
         msg += '---            and rerun test.                ---\n'
         msg += '-------------------------------------------------\n'
         raise ValueError(msg)
-    # create aggregate diagnostic table using sub sample of records
+    # create aggregate diagnostic table using unweighted sub-sample of records
     fullsample = pd.read_csv(puf_path)
-    rn_seed = 80  # to ensure sub-sample is always the same
-    subfrac = 0.02  # sub-sample fraction
+    rn_seed = 180  # to ensure sub-sample is always the same
+    subfrac = 0.05  # sub-sample fraction
     subsample = fullsample.sample(frac=subfrac,  # pylint: disable=no-member
                                   random_state=rn_seed)
     rec_subsample = Records(data=subsample)
     calc_subsample = Calculator(policy=Policy(), records=rec_subsample)
     adt_subsample = multiyear_diagnostic_table(calc_subsample, num_years=nyrs)
     # compare combined tax liability from full and sub samples for each year
     taxes_subsample = adt_subsample.loc["Combined Liability ($b)"]
-    reltol = 0.04  # maximum allowed relative difference in tax liability
+    reltol = 0.01  # maximum allowed relative difference in tax liability
     if not np.allclose(taxes_subsample, taxes_fullsample,
                        atol=0.0, rtol=reltol):
         msg = 'PUFCSV AGG RESULTS DIFFER IN SUB-SAMPLE AND FULL-SAMPLE\n'
-        msg += 'WHEN subfrac = {:.3f} and reltol = {:.4f}\n'.format(subfrac,
-                                                                    reltol)
+        msg += 'WHEN subfrac={:.3f}, rtol={:.4f}, seed={}\n'.format(subfrac,
+                                                                    reltol,
+                                                                    rn_seed)
         it_sub = np.nditer(taxes_subsample, flags=['f_index'])
         it_all = np.nditer(taxes_fullsample, flags=['f_index'])
         while not it_sub.finished:
@@ -103,7 +104,7 @@ def test_agg(tests_path, puf_path):  # pylint: disable=redefined-outer-name
             tax_all = float(it_all[0])
             reldiff = abs(tax_sub - tax_all) / abs(tax_all)
             if reldiff > reltol:
-                msgstr = ' year,sub,full,reldif= {}\t{:.2f}\t{:.2f}\t{:.4f}\n'
+                msgstr = ' year,sub,full,reldiff= {}\t{:.2f}\t{:.2f}\t{:.4f}\n'
                 msg += msgstr.format(cyr, tax_sub, tax_all, reldiff)
             it_sub.iternext()
             it_all.iternext()