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@@ -1,113 +1,109 @@ | ||
if (requiet("testthat") && | ||
requiet("performance") && | ||
requiet("lavaan")) { | ||
test_that("test_likelihoodratio - regression models", { | ||
m1 <- lm(mpg ~ wt + cyl + gear + disp, data = mtcars) | ||
m2 <- lm(mpg ~ wt + cyl + gear, data = mtcars) | ||
m3 <- lm(mpg ~ wt + cyl, data = mtcars) | ||
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# stats::anova() | ||
rez <- test_likelihoodratio(m1, m2, m3, estimator = "OLS") | ||
ref <- anova(m1, m2, m3, test = "LRT") | ||
expect_equal(ref$`Pr(>Chi)`, rez$p, tolerance = 1e-03) | ||
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rez <- test_likelihoodratio(m3, m2, m1, estimator = "OLS") | ||
ref <- anova(m3, m2, m1, test = "LRT") | ||
expect_equal(ref$`Pr(>Chi)`, rez$p, tolerance = 1e-03) | ||
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# lmtest::lrtest() | ||
rez <- test_likelihoodratio(m1, m2, m3, estimator = "ML") | ||
p <- c(NA, 0.5302030, 0.4747344) # lmtest::lrtest(m1, m2, m3)$`Pr(>Chisq)` | ||
expect_equal(p, rez$p, tolerance = 1e-03) | ||
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rez <- test_likelihoodratio(m3, m2, m1, estimator = "ML") | ||
p <- c(NA, 0.4747344, 0.5302030) # lmtest::lrtest(m3, m2, m1)$`Pr(>Chisq)` | ||
expect_equal(p, rez$p, tolerance = 1e-03) | ||
test_that("test_likelihoodratio - regression models", { | ||
m1 <- lm(mpg ~ wt + cyl + gear + disp, data = mtcars) | ||
m2 <- lm(mpg ~ wt + cyl + gear, data = mtcars) | ||
m3 <- lm(mpg ~ wt + cyl, data = mtcars) | ||
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# stats::anova() | ||
rez <- test_likelihoodratio(m1, m2, m3, estimator = "OLS") | ||
ref <- anova(m1, m2, m3, test = "LRT") | ||
expect_equal(ref$`Pr(>Chi)`, rez$p, tolerance = 1e-03) | ||
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rez <- test_likelihoodratio(m3, m2, m1, estimator = "OLS") | ||
ref <- anova(m3, m2, m1, test = "LRT") | ||
expect_equal(ref$`Pr(>Chi)`, rez$p, tolerance = 1e-03) | ||
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# lmtest::lrtest() | ||
rez <- test_likelihoodratio(m1, m2, m3, estimator = "ML") | ||
p <- c(NA, 0.5302030, 0.4747344) # lmtest::lrtest(m1, m2, m3)$`Pr(>Chisq)` | ||
expect_equal(p, rez$p, tolerance = 1e-03) | ||
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rez <- test_likelihoodratio(m3, m2, m1, estimator = "ML") | ||
p <- c(NA, 0.4747344, 0.5302030) # lmtest::lrtest(m3, m2, m1)$`Pr(>Chisq)` | ||
expect_equal(p, rez$p, tolerance = 1e-03) | ||
}) | ||
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test_that("test_likelihoodratio - model names", { | ||
m1 <- lm(mpg ~ wt + cyl + gear + disp, data = mtcars) | ||
m2 <- lm(mpg ~ wt + cyl + gear, data = mtcars) | ||
m3 <- lm(mpg ~ wt + cyl, data = mtcars) | ||
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rez <- test_likelihoodratio(m1, m2, m3) | ||
expect_equal(rez$Name, c("m1", "m2", "m3")) | ||
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rez <- test_likelihoodratio(list(m1, m2, m3)) | ||
expect_equal(rez$Name, c("Model 1", "Model 2", "Model 3")) | ||
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models <- list(m1, m2, m3) | ||
rez <- test_likelihoodratio(models) | ||
expect_equal(rez$Name, c("Model 1", "Model 2", "Model 3")) | ||
}) | ||
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||
test_that("test_likelihoodratio - reversed order", { | ||
m1 <- lm(mpg ~ wt + cyl, data = mtcars) | ||
m2 <- lm(mpg ~ wt + cyl + gear, data = mtcars) | ||
m3 <- lm(mpg ~ wt + cyl + gear + disp, data = mtcars) | ||
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rez <- test_likelihoodratio(m1, m2, m3, estimator = "OLS") | ||
ref <- anova(m1, m2, m3, test = "LRT") | ||
expect_equal(ref$`Pr(>Chi)`, rez$p, tolerance = 1e-03) | ||
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rez <- test_likelihoodratio(m1, m2, m3, estimator = "ML") | ||
p <- c(NA, 0.4747344, 0.5302030) # lmtest::lrtest(m1, m2, m3)$`Pr(>Chisq)` | ||
expect_equal(p, rez$p, tolerance = 1e-03) | ||
}) | ||
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.runThisTest <- Sys.getenv("RunAllperformanceTests") == "yes" | ||
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if (.runThisTest && requiet("lme4")) { | ||
m1 <- lmer(Sepal.Length ~ Petal.Width + (1 | Species), data = iris) | ||
m2 <- lmer(Sepal.Length ~ Petal.Width + Petal.Length + (1 | Species), data = iris) | ||
m3 <- lmer(Sepal.Length ~ Petal.Width * Petal.Length + (1 | Species), data = iris) | ||
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test_that("test_likelihoodratio - lme4 ML", { | ||
t1 <- test_lrt(m1, m2, m3) | ||
t2 <- anova(m1, m2, m3) | ||
expect_equal(attributes(t1)$estimator, "ml") | ||
expect_equal(t1$Chi2, c(NA, 85.26365, 0.84141), tolerance = 1e-3) | ||
expect_equal(t1$p, c(NA, 0, 0.35899), tolerance = 1e-3) | ||
# close, but not the same | ||
expect_equal(t1$p, t2$`Pr(>Chisq)`, tolerance = 1e-1) | ||
expect_equal(t1$Chi2, t2$Chisq, tolerance = 1e-1) | ||
}) | ||
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test_that("test_likelihoodratio - model names", { | ||
m1 <- lm(mpg ~ wt + cyl + gear + disp, data = mtcars) | ||
m2 <- lm(mpg ~ wt + cyl + gear, data = mtcars) | ||
m3 <- lm(mpg ~ wt + cyl, data = mtcars) | ||
test_that("test_likelihoodratio - lme4 OLS", { | ||
t2 <- test_lrt(m1, m2, m3, estimator = "ols") | ||
expect_equal(attributes(t2)$estimator, "ols") | ||
expect_equal(t2$Chi2, c(NA, 105.73844, 1.04346), tolerance = 1e-3) | ||
expect_equal(t2$p, c(NA, 0, 0.30702), tolerance = 1e-3) | ||
}) | ||
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rez <- test_likelihoodratio(m1, m2, m3) | ||
expect_equal(rez$Name, c("m1", "m2", "m3")) | ||
test_that("test_likelihoodratio - lme4 REML", { | ||
expect_warning(t3 <- test_lrt(m1, m2, m3, estimator = "REML")) | ||
expect_equal(attributes(t3)$estimator, "reml") | ||
expect_equal(t3$Chi2, c(NA, 89.32933, 2.85635), tolerance = 1e-3) | ||
expect_equal(t3$p, c(NA, 0, 0.09101), tolerance = 1e-3) | ||
}) | ||
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rez <- test_likelihoodratio(list(m1, m2, m3)) | ||
expect_equal(rez$Name, c("Model 1", "Model 2", "Model 3")) | ||
m1 <- glm(am ~ mpg, data = mtcars, family = binomial()) | ||
m2 <- glm(am ~ mpg + hp, data = mtcars, family = binomial()) | ||
m3 <- glm(am ~ mpg + hp + vs, data = mtcars, family = binomial()) | ||
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models <- list(m1, m2, m3) | ||
rez <- test_likelihoodratio(models) | ||
expect_equal(rez$Name, c("Model 1", "Model 2", "Model 3")) | ||
test_that("test_likelihoodratio - glm", { | ||
t1 <- anova(m1, m2, m3, test = "LRT") | ||
t2 <- test_lrt(m1, m2, m3) | ||
expect_equal(t1$`Pr(>Chi)`, t2$p, tolerance = 1e-3) | ||
expect_equal(t1$Deviance, t2$Chi2, tolerance = 1e-3) | ||
expect_equal(attributes(t2)$estimator, "ml") | ||
}) | ||
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test_that("test_likelihoodratio - reversed order", { | ||
m1 <- lm(mpg ~ wt + cyl, data = mtcars) | ||
m2 <- lm(mpg ~ wt + cyl + gear, data = mtcars) | ||
m3 <- lm(mpg ~ wt + cyl + gear + disp, data = mtcars) | ||
m1 <- lm(Sepal.Length ~ Petal.Width, data = iris) | ||
m2 <- lm(Sepal.Length ~ Petal.Width + Species, data = iris) | ||
m3 <- lm(Sepal.Length ~ Petal.Width * Species, data = iris) | ||
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rez <- test_likelihoodratio(m1, m2, m3, estimator = "OLS") | ||
ref <- anova(m1, m2, m3, test = "LRT") | ||
expect_equal(ref$`Pr(>Chi)`, rez$p, tolerance = 1e-03) | ||
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rez <- test_likelihoodratio(m1, m2, m3, estimator = "ML") | ||
p <- c(NA, 0.4747344, 0.5302030) # lmtest::lrtest(m1, m2, m3)$`Pr(>Chisq)` | ||
expect_equal(p, rez$p, tolerance = 1e-03) | ||
test_that("test_likelihoodratio - lm", { | ||
t1 <- anova(m1, m2, m3, test = "LRT") | ||
t2 <- test_lrt(m1, m2, m3) | ||
expect_equal(t1$`Pr(>Chi)`, t2$p, tolerance = 1e-3) | ||
expect_equal(attributes(t2)$estimator, "ols") | ||
}) | ||
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.runThisTest <- Sys.getenv("RunAllperformanceTests") == "yes" | ||
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if (.runThisTest && requiet("lme4")) { | ||
m1 <- lmer(Sepal.Length ~ Petal.Width + (1 | Species), data = iris) | ||
m2 <- lmer(Sepal.Length ~ Petal.Width + Petal.Length + (1 | Species), data = iris) | ||
m3 <- lmer(Sepal.Length ~ Petal.Width * Petal.Length + (1 | Species), data = iris) | ||
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test_that("test_likelihoodratio - lme4 ML", { | ||
t1 <- test_lrt(m1, m2, m3) | ||
t2 <- anova(m1, m2, m3) | ||
expect_equal(attributes(t1)$estimator, "ml") | ||
expect_equal(t1$Chi2, c(NA, 85.26365, 0.84141), tolerance = 1e-3) | ||
expect_equal(t1$p, c(NA, 0, 0.35899), tolerance = 1e-3) | ||
# close, but not the same | ||
expect_equal(t1$p, t2$`Pr(>Chisq)`, tolerance = 1e-1) | ||
expect_equal(t1$Chi2, t2$Chisq, tolerance = 1e-1) | ||
}) | ||
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test_that("test_likelihoodratio - lme4 OLS", { | ||
t2 <- test_lrt(m1, m2, m3, estimator = "ols") | ||
expect_equal(attributes(t2)$estimator, "ols") | ||
expect_equal(t2$Chi2, c(NA, 105.73844, 1.04346), tolerance = 1e-3) | ||
expect_equal(t2$p, c(NA, 0, 0.30702), tolerance = 1e-3) | ||
}) | ||
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test_that("test_likelihoodratio - lme4 REML", { | ||
expect_warning(t3 <- test_lrt(m1, m2, m3, estimator = "REML")) | ||
expect_equal(attributes(t3)$estimator, "reml") | ||
expect_equal(t3$Chi2, c(NA, 89.32933, 2.85635), tolerance = 1e-3) | ||
expect_equal(t3$p, c(NA, 0, 0.09101), tolerance = 1e-3) | ||
}) | ||
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m1 <- glm(am ~ mpg, data = mtcars, family = binomial()) | ||
m2 <- glm(am ~ mpg + hp, data = mtcars, family = binomial()) | ||
m3 <- glm(am ~ mpg + hp + vs, data = mtcars, family = binomial()) | ||
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test_that("test_likelihoodratio - glm", { | ||
t1 <- anova(m1, m2, m3, test = "LRT") | ||
t2 <- test_lrt(m1, m2, m3) | ||
expect_equal(t1$`Pr(>Chi)`, t2$p, tolerance = 1e-3) | ||
expect_equal(t1$Deviance, t2$Chi2, tolerance = 1e-3) | ||
expect_equal(attributes(t2)$estimator, "ml") | ||
}) | ||
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m1 <- lm(Sepal.Length ~ Petal.Width, data = iris) | ||
m2 <- lm(Sepal.Length ~ Petal.Width + Species, data = iris) | ||
m3 <- lm(Sepal.Length ~ Petal.Width * Species, data = iris) | ||
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test_that("test_likelihoodratio - lm", { | ||
t1 <- anova(m1, m2, m3, test = "LRT") | ||
t2 <- test_lrt(m1, m2, m3) | ||
expect_equal(t1$`Pr(>Chi)`, t2$p, tolerance = 1e-3) | ||
expect_equal(attributes(t2)$estimator, "ols") | ||
}) | ||
} | ||
} |
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Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -1,43 +1,37 @@ | ||
if (requiet("testthat") && | ||
requiet("performance") && | ||
requiet("lavaan") && | ||
requiet("lmtest")) { | ||
test_that("test_wald - lm", { | ||
m1 <- lm(Sepal.Length ~ Petal.Width * Species, data = iris) | ||
m2 <- lm(Sepal.Length ~ Petal.Width + Species, data = iris) | ||
m3 <- lm(Sepal.Length ~ Petal.Width, data = iris) | ||
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rez <- test_wald(m1, m2, m3) | ||
ref <- as.data.frame(anova(m1, m2, m3)) | ||
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expect_equal(rez$`F`, ref$`F`) | ||
expect_equal(rez$p, ref$`Pr(>F)`) | ||
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# setting test = "LRT" is not expected, but should at least not fail | ||
expect_warning(rez <- test_wald(m1, m2, test = "LRT")) | ||
expect_equal(rez$Name, c("..1", "..2")) | ||
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# Reversed | ||
m3 <- m1 | ||
m1 <- lm(Sepal.Length ~ Petal.Width, data = iris) | ||
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rez <- test_wald(m1, m2, m3) | ||
ref <- as.data.frame(anova(m1, m2, m3)) | ||
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expect_equal(rez$`F`, ref$`F`) | ||
expect_equal(rez$p, ref$`Pr(>F)`) | ||
}) | ||
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test_that("test_wald - glm", { | ||
m1 <- glm(vs ~ disp + hp + drat, data = mtcars, family = "binomial") | ||
m2 <- glm(vs ~ disp + hp, data = mtcars, family = "binomial") | ||
m3 <- glm(vs ~ disp, data = mtcars, family = "binomial") | ||
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rez <- test_wald(m1, m2, m3) | ||
# Why different? | ||
# ref <- lmtest::waldtest(m1, m2, m3) | ||
# | ||
# expect_equal(rez$`F`, ref$`F`) | ||
# expect_equal(rez$p, ref$`Pr(>F)`) | ||
}) | ||
} | ||
test_that("test_wald - lm", { | ||
m1 <- lm(Sepal.Length ~ Petal.Width * Species, data = iris) | ||
m2 <- lm(Sepal.Length ~ Petal.Width + Species, data = iris) | ||
m3 <- lm(Sepal.Length ~ Petal.Width, data = iris) | ||
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rez <- test_wald(m1, m2, m3) | ||
ref <- as.data.frame(anova(m1, m2, m3)) | ||
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expect_equal(rez$`F`, ref$`F`, tolerance = 1e-4) | ||
expect_equal(rez$p, ref$`Pr(>F)`, tolerance = 1e-4) | ||
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# setting test = "LRT" is not expected, but should at least not fail | ||
expect_warning(rez <- test_wald(m1, m2, test = "LRT")) | ||
expect_equal(rez$Name, c("..1", "..2")) | ||
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# Reversed | ||
m3 <- m1 | ||
m1 <- lm(Sepal.Length ~ Petal.Width, data = iris) | ||
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rez <- test_wald(m1, m2, m3) | ||
ref <- as.data.frame(anova(m1, m2, m3)) | ||
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expect_equal(rez$`F`, ref$`F`, tolerance = 1e-4) | ||
expect_equal(rez$p, ref$`Pr(>F)`, tolerance = 1e-4) | ||
}) | ||
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test_that("test_wald - glm", { | ||
m1 <- glm(vs ~ disp + hp + drat, data = mtcars, family = "binomial") | ||
m2 <- glm(vs ~ disp + hp, data = mtcars, family = "binomial") | ||
m3 <- glm(vs ~ disp, data = mtcars, family = "binomial") | ||
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expect_warning(rez <- test_wald(m1, m2, m3)) | ||
ref <- as.data.frame(anova(m1, m2, m3, test = "LRT")) | ||
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expect_equal(rez$Chi2, abs(ref$Deviance), tolerance = 1e-4) | ||
expect_equal(rez$p, ref$`Pr(>Chi)`, tolerance = 1e-4) | ||
}) |