inst/tinytest/test_tol_maxiter.R

# ------------------------------------------------------------------ # 
# test with different convergence criteria for confidence intervals
# ------------------------------------------------------------------ # 

# library(fwildclusterboot)

# ---------------------------------------------------------------------------------------------- # 
# Part 1: one cluster variable
# ---------------------------------------------------------------------------------------------- # 

# ---------------------------------------------------------------------------------------------- # 
# Part A1: no fixed effect in model: rademacher

lm_fit <- lm(proposition_vote ~ treatment + ideology1 + log_income + Q1_immigration , 
             data = fwildclusterboot:::create_data(N = 10000, 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 = 10000, 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 = 10000, 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 = 10000, 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 = 10000, N_G1 = 20, icc1 = 0.1, N_G2 = 10, icc2 = 0.1, numb_fe1 = 10, numb_fe2 = 10, seed = 1234))

boot_lm <-  suppressWarnings(boottest(object = lm_fit, clustid =  "group_id1", B = 999, seed = 91, param = "treatment", conf_int = TRUE, type = "rademacher", tol = 1e-8, maxiter = 50))
boot_fixest <- suppressWarnings(boottest(object = feols_fit, clustid = c("group_id1"), B = 999, seed = 91, param = "treatment", conf_int = TRUE, type = "rademacher", tol = 1e-8, maxiter = 50))
boot_felm <- suppressWarnings(boottest(object = felm_fit, clustid =  "group_id1", B = 999, seed = 91, param = "treatment", conf_int = TRUE, type = "rademacher", tol = 1e-8, maxiter = 50))
boot_fixest_c <- suppressWarnings(boottest(object = feols_fit_c, clustid = c("group_id1"), B = 999, seed = 91, param = "treatment", conf_int = TRUE, type = "rademacher", tol = 1e-8, maxiter = 50))
boot_felm_c <- suppressWarnings(boottest(object = felm_fit_c, clustid =  "group_id1", B = 999, seed = 91, param = "treatment", conf_int = TRUE, type = "rademacher", tol = 1e-8, maxiter = 50))

# 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_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.