inst/models/passing/yhat_test_250203.R

#
#   Copyright 2007-2019 by the individuals mentioned in the source code history
#
#   Licensed under the Apache License, Version 2.0 (the "License");
#   you may not use this file except in compliance with the License.
#   You may obtain a copy of the License at
# 
#        http://www.apache.org/licenses/LICENSE-2.0
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#   Unless required by applicable law or agreed to in writing, software
#   distributed under the License is distributed on an "AS IS" BASIS,
#   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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require(OpenMx)

set.seed(1234)
dat <- cbind(rnorm(100),rep(1,100))
colnames(dat) <- c("y","x")

for(pds in 1:3){
	
	# `REML=FALSE`, 'yhat' provided: ####
	
	ge <- mxExpectationGREML(V="V",yvars="y",REML=FALSE,yhat="foo")
	gff <- mxFitFunctionGREML(autoDerivType="numeric")
	
	testmod <- mxModel(
		"GREMLtest",
		mxData(observed = dat, type="raw", sort=FALSE),
		mxMatrix(type = "Full", nrow = 1, ncol=1, free=T, values = 2, labels = "ve", lbound = 0.0001, name = "Ve"),
		mxMatrix(type="Full",nrow=100,ncol=1,name="foo",free=T,values=0.12345,labels="bar"),
		mxMatrix("Iden",nrow=100,name="I",condenseSlots=T),
		mxAlgebra(I %x% Ve,name="V"),
		ge,
		gff
	)
	
	testrun <- mxRun(testmod)
	summary(testrun)
	omxCheckCloseEnough(testrun$output$estimate[1],var(dat[,"y"])*99/100,1e-6)
	omxCheckCloseEnough(testrun$output$estimate[2],mean(dat[,"y"]),1e-6)
	m <- lm(dat[,"y"]~1)
	omxCheckCloseEnough(testrun$output$fit,-2*logLik(m),1e-4)
	omxCheckCloseEnough(testrun$output$standardErrors[1],sqrt((2*(var(dat[,"y"])*99/100)^2)/100),1e-5)
	omxCheckCloseEnough(testrun$output$standardErrors[2],sqrt(var(dat[,"y"])*99/10000),1e-6)
	
	# `REML=FALSE`, 'yhat' empty: ####
	
	ge2 <- mxExpectationGREML(V="V",yvars="y",Xvars="x",addOnes=F,REML=F)
	
	testmod2 <- mxModel(
		"GREMLtest",
		mxData(observed = dat, type="raw", sort=FALSE),
		mxMatrix(type = "Full", nrow = 1, ncol=1, free=T, values = 2, labels = "ve", lbound = 0.0001, name = "Ve"),
		mxMatrix("Iden",nrow=100,name="I",condenseSlots=T),
		mxAlgebra(I %x% Ve,name="V"),
		ge2,
		gff
	)
	testrun2 <- mxRun(testmod2)
	( sm <- summary(testrun2) )
	omxCheckCloseEnough(testrun2$output$estimate[1],var(dat[,"y"])*99/100,1e-7)
	omxCheckCloseEnough(sm$GREMLfixeff$coeff[1],mean(dat[,"y"]),1e-7)
	omxCheckCloseEnough(testrun2$output$fit,-2*logLik(m),1e-4)
	omxCheckCloseEnough(testrun2$output$standardErrors[1],sqrt((2*(var(dat[,"y"])*99/100)^2)/100),1e-5)
	omxCheckCloseEnough(sm$GREMLfixeff$se[1],sqrt(var(dat[,"y"])*99/10000),1e-7)
	
	# `REML=TRUE`: ####
	
	ge3 <- mxExpectationGREML(V="V",yvars="y",Xvars="x",addOnes=F)
	
	testmod3 <- mxModel(
		"GREMLtest",
		mxData(observed = dat, type="raw", sort=FALSE),
		mxMatrix(type = "Full", nrow = 1, ncol=1, free=T, values = 2, labels = "ve", lbound = 0.0001, name = "Ve"),
		mxMatrix("Iden",nrow=100,name="I",condenseSlots=T),
		mxAlgebra(I %x% Ve,name="V"),
		ge3,
		gff
	)
	testrun3 <- mxRun(testmod3)
	( sm <- summary(testrun3) )
	omxCheckCloseEnough(testrun3$output$estimate[1],var(dat[,"y"]),1e-7)
	omxCheckCloseEnough(sm$GREMLfixeff$coeff[1],mean(dat[,"y"]),1e-7)
	omxCheckCloseEnough(testrun3$output$standardErrors[1],sqrt((2*(var(dat[,"y"]))^2)/100),1e-3)
	omxCheckCloseEnough(sm$GREMLfixeff$se[1],sqrt(var(dat[,"y"])/100),1e-7)
	
	####
	#### Re-run the 3 models, now with semi-analytic derivatives: ####
	####
	gff4 <- mxFitFunctionGREML(autoDerivType="semiAnalyt")
	
	# `REML=FALSE`, 'yhat' provided: ####
	
	testmod4 <- mxModel(
		"GREMLtest",
		mxData(observed = dat, type="raw", sort=FALSE),
		mxMatrix(type = "Full", nrow = 1, ncol=1, free=T, values = 2, labels = "ve", lbound = 0.0001, name = "Ve"),
		mxMatrix(type="Full",nrow=100,ncol=1,name="foo",free=T,values=0.12345,labels="bar"),
		mxMatrix("Iden",nrow=100,name="I",condenseSlots=T),
		mxAlgebra(I %x% Ve,name="V"),
		ge,
		gff4
	)
	testrun4 <- mxRun(testmod4)
	( sm <- summary(testrun4) )
	omxCheckCloseEnough(testrun4$output$estimate[1],var(dat[,"y"])*99/100,1e-7)
	omxCheckCloseEnough(testrun4$output$estimate[2],mean(dat[,"y"]),1e-7)
	omxCheckCloseEnough(testrun4$output$fit,-2*logLik(m),1e-4)
	omxCheckCloseEnough(testrun4$output$standardErrors[1],sqrt((2*(var(dat[,"y"])*99/100)^2)/100),1e-5)
	omxCheckCloseEnough(testrun4$output$standardErrors[2],sqrt(var(dat[,"y"])*99/10000),1e-6)
	# omxCheckWarning(
	# 	mxRun(testmod4),
	# 	"use of semi-analytic derivatives with 'yhat' is Not Yet Implemented; numeric derivatives will be used instead"
	# )
	
	# `REML=FALSE`, 'yhat' empty: ####
	
	testmod5 <- mxModel(
		"GREMLtest",
		mxData(observed = dat, type="raw", sort=FALSE),
		mxMatrix(type = "Full", nrow = 1, ncol=1, free=T, values = 2, labels = "ve", lbound = 0.0001, name = "Ve"),
		mxMatrix("Iden",nrow=100,name="I",condenseSlots=T),
		mxAlgebra(I %x% Ve,name="V"),
		ge2,
		gff4
	)
	testrun5 <- mxRun(testmod5)
	( sm <- summary(testrun5) )
	omxCheckCloseEnough(testrun5$output$estimate[1],var(dat[,"y"])*99/100,1e-7)
	omxCheckCloseEnough(sm$GREMLfixeff$coeff[1],mean(dat[,"y"]),1e-7)
	omxCheckCloseEnough(testrun5$output$fit,-2*logLik(m),1e-4)
	omxCheckCloseEnough(testrun5$output$standardErrors[1],sqrt((2*(var(dat[,"y"])*99/100)^2)/100),1e-5)
	omxCheckCloseEnough(sm$GREMLfixeff$se[1],sqrt(var(dat[,"y"])*99/10000),1e-7)
	omxCheckCloseEnough(testrun2$output$fit,testrun5$output$fit,1e-5)
	
	# `REML=TRUE`: ####
	
	testmod6 <- mxModel(
		"GREMLtest",
		mxData(observed = dat, type="raw", sort=FALSE),
		mxMatrix(type = "Full", nrow = 1, ncol=1, free=T, values = 2, labels = "ve", lbound = 0.0001, name = "Ve"),
		mxMatrix("Iden",nrow=100,name="I",condenseSlots=T),
		mxAlgebra(I %x% Ve,name="V"),
		ge3,
		gff4
	)
	testrun6 <- mxRun(testmod6)
	( sm <- summary(testrun6) )
	omxCheckCloseEnough(testrun6$output$estimate[1],var(dat[,"y"]),1e-7)
	omxCheckCloseEnough(sm$GREMLfixeff$coeff[1],mean(dat[,"y"]),1e-7)
	omxCheckCloseEnough(testrun6$output$standardErrors[1],sqrt((2*(var(dat[,"y"]))^2)/100),1e-3)
	omxCheckCloseEnough(sm$GREMLfixeff$se[1],sqrt(var(dat[,"y"])/100),1e-7)
	omxCheckCloseEnough(testrun3$output$fit,testrun6$output$fit,1e-5)
	
	# Analytic derivatives with explicit means model: ####
	
	testmod7 <- mxModel(
		"GREMLtest",
		mxData(observed = dat, type="raw", sort=FALSE),
		mxMatrix(type = "Full", nrow = 1, ncol=1, free=T, values = 2, labels = "ve", lbound = 0.0001, name = "Ve"),
		mxMatrix(type="Full",nrow=100,ncol=1,name="foo",free=T,values=0.12345,labels="bar"),
		mxMatrix(type="Unit",nrow=100,ncol=1,name="Uno",condenseSlots=T),
		mxMatrix("Iden",nrow=100,name="I",condenseSlots=T),
		mxAlgebra(I %x% Ve,name="V"),
		ge,
		mxFitFunctionGREML(dV=c(ve="I"),dyhat=c(bar="Uno"))
	)
	testrun7 <- mxRun(testmod7)
	( sm <- summary(testrun7) )
	omxCheckCloseEnough(testrun7$output$estimate[1],var(dat[,"y"])*99/100,1e-7)
	omxCheckCloseEnough(testrun7$output$estimate[2],mean(dat[,"y"]),1e-7)
	omxCheckCloseEnough(testrun7$output$fit,-2*logLik(m),1e-4)
	omxCheckCloseEnough(testrun7$output$standardErrors[1],sqrt((2*(var(dat[,"y"])*99/100)^2)/100),1e-5)
	omxCheckCloseEnough(testrun7$output$standardErrors[2],sqrt(var(dat[,"y"])*99/10000),1e-6)
	
	testmod8 <- mxModel(
		"GREMLtest",
		mxData(observed = dat, type="raw", sort=FALSE),
		mxMatrix(type = "Full", nrow = 1, ncol=1, free=T, values = 2, labels = "ve", lbound = 0.0001, name = "Ve"),
		mxMatrix(type="Full",nrow=100,ncol=1,name="foo",free=T,values=0.12345,labels="bar"),
		mxMatrix(type="Unit",nrow=100,ncol=1,name="Uno",condenseSlots=T),
		mxMatrix("Iden",nrow=100,name="I",condenseSlots=T),
		mxAlgebra(I %x% Ve,name="V"),
		mxMatrix(type="Zero",nrow=100,ncol=1,name="Zip",condenseSlots=T),
		mxAlgebra(Zip %*% t(Zip),name="Zilch"),
		ge,
		mxFitFunctionGREML(dV=c(ve="I",bar="Zilch"),dyhat=c(bar="Uno",ve="Zip"))
	)
	testrun8 <- mxRun(testmod8)
	( sm <- summary(testrun8) )
	omxCheckCloseEnough(testrun8$output$estimate[1],var(dat[,"y"])*99/100,1e-7)
	omxCheckCloseEnough(testrun8$output$estimate[2],mean(dat[,"y"]),1e-7)
	omxCheckCloseEnough(testrun8$output$fit,-2*logLik(m),1e-4)
	omxCheckCloseEnough(testrun8$output$standardErrors[1],sqrt((2*(var(dat[,"y"])*99/100)^2)/100),1e-5)
	omxCheckCloseEnough(testrun8$output$standardErrors[2],sqrt(var(dat[,"y"])*99/10000),1e-6)
	
	# Explicit means model, with matrix derivatives for yhat only:: ####
	
	testmod9 <- mxModel(
		"GREMLtest",
		mxData(observed = dat, type="raw", sort=FALSE),
		mxMatrix(type = "Full", nrow = 1, ncol=1, free=T, values = 2, labels = "ve", lbound = 0.0001, name = "Ve"),
		mxMatrix(type="Full",nrow=100,ncol=1,name="foo",free=T,values=0.12345,labels="bar"),
		mxMatrix(type="Unit",nrow=100,ncol=1,name="Uno",condenseSlots=T),
		mxMatrix("Iden",nrow=100,name="I",condenseSlots=T),
		mxAlgebra(I %x% Ve,name="V"),
		mxMatrix(type="Zero",nrow=100,ncol=1,name="Zip",condenseSlots=T),
		ge,
		mxFitFunctionGREML(dyhat=c(bar="Uno",ve="Zip"))
	)
	testrun9 <- mxRun(testmod9)
	( sm <- summary(testrun9) )
	omxCheckCloseEnough(testrun9$output$estimate[1],var(dat[,"y"])*99/100,1e-7)
	omxCheckCloseEnough(testrun9$output$estimate[2],mean(dat[,"y"]),1e-7)
	omxCheckCloseEnough(testrun9$output$fit,-2*logLik(m),1e-4)
	omxCheckCloseEnough(testrun9$output$standardErrors[1],sqrt((2*(var(dat[,"y"])*99/100)^2)/100),1e-5)
	omxCheckCloseEnough(testrun9$output$standardErrors[2],sqrt(var(dat[,"y"])*99/10000),1e-6)
}

# Test use of `mxAutoStart()` with explicit means model: ####

if(mxOption(NULL,"Default optimizer")=="SLSQP"){
	testmoda <- mxAutoStart(testmod)
	omxCheckCloseEnough(coef(testmoda),c(var(dat[,"y"])*99/100,mean(dat[,"y"])),0.03)
	
	testmod4a <- mxAutoStart(testmod4)
	omxCheckCloseEnough(coef(testmod4a),c(var(dat[,"y"])*99/100,mean(dat[,"y"])),0.03)
	
	testmod7a <- mxAutoStart(testmod7)
	omxCheckCloseEnough(coef(testmod7a),c(var(dat[,"y"])*99/100,mean(dat[,"y"])),0.03)
	
	testmod8a <- mxAutoStart(testmod8)
	omxCheckCloseEnough(coef(testmod8a),c(var(dat[,"y"])*99/100,mean(dat[,"y"])),0.03)
	
	testmod9a <- mxAutoStart(testmod9)
	omxCheckCloseEnough(coef(testmod9a),c(var(dat[,"y"])*99/100,mean(dat[,"y"])),0.03)
}

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OpenMx documentation built on June 8, 2025, 9:33 p.m.