inst/tinytest/test_p_val_type.R

# ---------------------------------------------------------------------------- # 
# test for different p-values
# ---------------------------------------------------------------------------- # 



lm_fit <- lm(proposition_vote ~ treatment + ideology1 + log_income + Q1_immigration , 
             data = fwildclusterboot:::create_data(N = 1000, N_G1 = 20, icc1 = 0.1, N_G2 = 10, icc2 = 0.1, numb_fe1 = 10, numb_fe2 = 10, seed = 1234))
feols_fit <- feols(proposition_vote ~ treatment + ideology1 + log_income + Q1_immigration, 
                           data = fwildclusterboot:::create_data(N = 1000, N_G1 = 20, icc1 = 0.1, N_G2 = 10, icc2 = 0.1, numb_fe1 = 10, numb_fe2 = 10, seed = 1234))
felm_fit <- felm(proposition_vote ~ treatment + ideology1 + log_income + Q1_immigration, 
                      data = fwildclusterboot:::create_data(N = 1000, N_G1 = 20, icc1 = 0.1, N_G2 = 10, icc2 = 0.1, numb_fe1 = 10, numb_fe2 = 10, seed = 1234))
feols_fit_c <- feols(proposition_vote ~ treatment + ideology1 + log_income + Q1_immigration, 
                             cluster = "group_id1",
                             data = fwildclusterboot:::create_data(N = 1000, N_G1 = 20, icc1 = 0.1, N_G2 = 10, icc2 = 0.1, numb_fe1 = 10, numb_fe2 = 10, seed = 1234))
felm_fit_c <- felm(proposition_vote ~ treatment + ideology1 + log_income + Q1_immigration | 0 | 0 | group_id1,
                        data = fwildclusterboot:::create_data(N = 1000, N_G1 = 20, icc1 = 0.1, N_G2 = 10, icc2 = 0.1, numb_fe1 = 10, numb_fe2 = 10, seed = 1234))

# p-val: equal-tailed, < or >

# equal-tailed
boot_lm <-  suppressWarnings(boottest(object = lm_fit, clustid =  "group_id1", B = 999, seed = 911, param = "treatment", conf_int = TRUE, 
                                      p_val_type = "equal-tailed"))
boot_fixest <- suppressWarnings(boottest(object = feols_fit, clustid = c("group_id1"), B = 999, seed = 911, param = "treatment", conf_int = TRUE, 
                                         p_val_type = "equal-tailed"))
boot_felm <- suppressWarnings(boottest(object = felm_fit, clustid =  "group_id1", B = 999, seed = 911, param = "treatment", conf_int = TRUE, 
                                       p_val_type = "equal-tailed"))
boot_fixest_c <- suppressWarnings(boottest(object = feols_fit_c, clustid = c("group_id1"), B = 999, seed = 911, param = "treatment", conf_int = TRUE, 
                                           p_val_type = "equal-tailed"))
boot_felm_c <- suppressWarnings(boottest(object = felm_fit_c, clustid =  "group_id1", B = 999, seed = 911, param = "treatment", conf_int = TRUE, 
                                         p_val_type = "equal-tailed"))

# point estimates
expect_equivalent(boot_lm$point_estimate, boot_fixest$point_estimate, tolerance = 0.1)
expect_equivalent(boot_fixest$point_estimate, boot_felm$point_estimate, tolerance = 0.1)
expect_equivalent(boot_felm$point_estimate, boot_fixest_c$point_estimate, tolerance = 0.1)
expect_equivalent(boot_fixest_c$point_estimate, boot_felm_c$point_estimate, tolerance = 0.1)
expect_equivalent(boot_felm_c$point_estimate, boot_lm$point_estimate, tolerance = 0.1)

# p-vals
expect_equivalent(boot_lm$p_val, boot_fixest$p_val, tolerance = 0.1)
expect_equivalent(boot_fixest$p_val, boot_felm$p_val, tolerance = 0.1)
expect_equivalent(boot_felm$p_val, boot_fixest_c$p_val, tolerance = 0.1)
expect_equivalent(boot_fixest_c$p_val, boot_felm_c$p_val, tolerance = 0.1)
expect_equivalent(boot_felm_c$p_val, boot_lm$p_val, tolerance = 0.1)

# t_stats
expect_equivalent(boot_lm$t_stat, boot_fixest$t_stat, tolerance = 0.1)
expect_equivalent(boot_fixest$t_stat, boot_felm$t_stat, tolerance = 0.1)
expect_equivalent(boot_felm$t_stat, boot_fixest_c$t_stat, tolerance = 0.1)
expect_equivalent(boot_fixest_c$t_stat, boot_felm_c$t_stat, tolerance = 0.1)
expect_equivalent(boot_felm_c$t_stat, boot_lm$t_stat, tolerance = 0.1)

# confidence intervals
expect_equal(boot_lm$conf_int, boot_fixest$conf_int, tolerance = 0.1)
expect_equal(boot_fixest$conf_int, boot_felm$conf_int, tolerance = 0.1)
expect_equal(boot_felm$conf_int, boot_fixest_c$conf_int, tolerance = 0.1)
expect_equal(boot_fixest_c$conf_int, boot_felm_c$conf_int, tolerance = 0.1)
expect_equal(boot_felm_c$conf_int, boot_lm$conf_int, tolerance = 0.1)

# 
# 
# # >
# boot_lm <-  suppressWarnings(boottest(object = lm_fit, clustid =  "group_id1", B = 999, seed = 911, param = "treatment", conf_int = TRUE, 
#                                      p_val_type = ">"))
# boot_fixest <- suppressWarnings(boottest(object = feols_fit, clustid = c("group_id1"), B = 999, seed = 911, param = "treatment", conf_int = TRUE, 
#                                         p_val_type = ">"))
# boot_felm <- suppressWarnings(boottest(object = felm_fit, clustid =  "group_id1", B = 999, seed = 911, param = "treatment", conf_int = TRUE, 
#                                       p_val_type = ">"))
# boot_fixest_c <- suppressWarnings(boottest(object = feols_fit_c, clustid = c("group_id1"), B = 999, seed = 911, param = "treatment", conf_int = TRUE, 
#                                           p_val_type = ">"))
# boot_felm_c <- suppressWarnings(boottest(object = felm_fit_c, clustid =  "group_id1", B = 999, seed = 911, param = "treatment", conf_int = TRUE, 
#                                         p_val_type = ">"))
# 
# # point estimates
# expect_equivalent(boot_lm$point_estimate, boot_fixest$point_estimate)
# expect_equivalent(boot_fixest$point_estimate, boot_felm$point_estimate)
# expect_equivalent(boot_felm$point_estimate, boot_fixest_c$point_estimate)
# expect_equivalent(boot_fixest_c$point_estimate, boot_felm_c$point_estimate)
# expect_equivalent(boot_felm_c$point_estimate, boot_lm$point_estimate)
# 
# # p-vals
# expect_equivalent(boot_lm$p_val, boot_fixest$p_val)
# expect_equivalent(boot_fixest$p_val, boot_felm$p_val)
# expect_equivalent(boot_felm$p_val, boot_fixest_c$p_val)
# expect_equivalent(boot_fixest_c$p_val, boot_felm_c$p_val)
# expect_equivalent(boot_felm_c$p_val, boot_lm$p_val)
# 
# # t_stats
# expect_equivalent(boot_lm$t_stat, boot_fixest$t_stat)
# expect_equivalent(boot_fixest$t_stat, boot_felm$t_stat)
# expect_equivalent(boot_felm$t_stat, boot_fixest_c$t_stat)
# expect_equivalent(boot_fixest_c$t_stat, boot_felm_c$t_stat)
# expect_equivalent(boot_felm_c$t_stat, boot_lm$t_stat)
# 
# # confidence intervals
# expect_equal(boot_lm$conf_int, boot_fixest$conf_int, tolerance = 0.1)
# expect_equal(boot_fixest$conf_int, boot_felm$conf_int, tolerance = 0.1)
# expect_equal(boot_felm$conf_int, boot_fixest_c$conf_int, tolerance = 0.1)
# expect_equal(boot_fixest_c$conf_int, boot_felm_c$conf_int, tolerance = 0.1)
# expect_equal(boot_felm_c$conf_int, boot_lm$conf_int, tolerance = 0.1)
# 
# 
# 
# 
# # <
# boot_lm <-  suppressWarnings(boottest(object = lm_fit, clustid =  "group_id1", B = 999, seed = 911, param = "treatment", conf_int = TRUE, 
#                                      p_val_type = "<"))
# boot_fixest <- suppressWarnings(boottest(object = feols_fit, clustid = c("group_id1"), B = 999, seed = 911, param = "treatment", conf_int = TRUE, 
#                                         p_val_type = "<"))
# boot_felm <- suppressWarnings(boottest(object = felm_fit, clustid =  "group_id1", B = 999, seed = 911, param = "treatment", conf_int = TRUE, 
#                                        p_val_type = "<"))
# boot_fixest_c <- suppressWarnings(boottest(object = feols_fit_c, clustid = c("group_id1"), B = 999, seed = 911, param = "treatment", conf_int = TRUE, 
#                                            p_val_type = "<"))
# boot_felm_c <- suppressWarnings(boottest(object = felm_fit_c, clustid =  "group_id1", B = 999, seed = 911, param = "treatment", conf_int = TRUE, 
#                                          p_val_type = "<"))
# 
# # point estimates
# expect_equivalent(boot_lm$point_estimate, boot_fixest$point_estimate)
# expect_equivalent(boot_fixest$point_estimate, boot_felm$point_estimate)
# expect_equivalent(boot_felm$point_estimate, boot_fixest_c$point_estimate)
# expect_equivalent(boot_fixest_c$point_estimate, boot_felm_c$point_estimate)
# expect_equivalent(boot_felm_c$point_estimate, boot_lm$point_estimate)
# 
# # p-vals
# expect_equivalent(boot_lm$p_val, boot_fixest$p_val)
# expect_equivalent(boot_fixest$p_val, boot_felm$p_val)
# expect_equivalent(boot_felm$p_val, boot_fixest_c$p_val)
# expect_equivalent(boot_fixest_c$p_val, boot_felm_c$p_val)
# expect_equivalent(boot_felm_c$p_val, boot_lm$p_val)
# 
# # t_stats
# expect_equivalent(boot_lm$t_stat, boot_fixest$t_stat)
# expect_equivalent(boot_fixest$t_stat, boot_felm$t_stat)
# expect_equivalent(boot_felm$t_stat, boot_fixest_c$t_stat)
# expect_equivalent(boot_fixest_c$t_stat, boot_felm_c$t_stat)
# expect_equivalent(boot_felm_c$t_stat, boot_lm$t_stat)
# 
# # confidence intervals
# expect_equivalent(boot_lm$conf_int, boot_fixest$conf_int, tolerance = 0.1)
# expect_equivalent(boot_fixest$conf_int, boot_felm$conf_int, tolerance = 0.1)
# expect_equivalent(boot_felm$conf_int, boot_fixest_c$conf_int, tolerance = 0.1)
# expect_equivalent(boot_fixest_c$conf_int, boot_felm_c$conf_int, tolerance = 0.1)
# expect_equivalent(boot_felm_c$conf_int, boot_lm$conf_int, tolerance = 0.1)
# 

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fwildclusterboot documentation built on Sept. 14, 2021, 5:15 p.m.