tests/testthat/test-felm.R

In insight: Easy Access to Model Information for Various Model Objects

skip_if_not_installed("lfe")

x <- rnorm(1000)
x2 <- rnorm(length(x))
id <- factor(sample(20, length(x), replace = TRUE))
firm <- factor(sample(13, length(x), replace = TRUE))
id.eff <- rnorm(nlevels(id))
firm.eff <- rnorm(nlevels(firm))
u <- rnorm(length(x))
y <- x + 0.5 * x2 + id.eff[id] + firm.eff[firm] + u

x3 <- rnorm(length(x))
x4 <- sample(12, length(x), replace = TRUE)

Q <- 0.3 * x3 + x + 0.2 * x2 + id.eff[id] + 0.3 * log(x4) - 0.3 * y + rnorm(length(x), sd = 0.3)
W <- 0.7 * x3 - 2 * x + 0.1 * x2 - 0.7 * id.eff[id] + 0.8 * cos(x4) - 0.2 * y + rnorm(length(x), sd = 0.6)

# add them to the outcome
y <- y + Q + W
dat <<- data.frame(y, x, x2, x3, x4, id, firm, Q, W)

m1 <- lfe::felm(y ~ x + x2 | id + firm | (Q | W ~ x3 + factor(x4)), data = dat)

test_that("model_info", {
  expect_true(model_info(m1)$is_linear)
})

test_that("find_predictors", {
  expect_identical(
    find_predictors(m1),
    list(
      conditional = c("x", "x2"),
      instruments = c("Q", "W", "x3", "x4")
    )
  )
  expect_identical(find_predictors(m1, effects = "random"), list(random = c("id", "firm")))
  expect_identical(
    find_predictors(m1, effects = "all", flatten = TRUE),
    c("x", "x2", "id", "firm", "Q", "W", "x3", "x4")
  )
})

test_that("find_random", {
  expect_identical(find_random(m1), list(random = c("id", "firm")))
})

test_that("get_random", {
  expect_identical(colnames(get_random(m1)), c("id", "firm"))
})

test_that("find_response", {
  expect_identical(find_response(m1), "y")
})

test_that("get_response", {
  expect_equal(get_response(m1), dat$y)
})

test_that("get_predictors", {
  expect_equal(
    colnames(get_predictors(m1)),
    c("x", "x2", "Q", "W", "x3", "x4")
  )
})

test_that("link_inverse", {
  expect_equal(link_inverse(m1)(0.2), 0.2, tolerance = 1e-5)
})

test_that("get_data", {
  expect_equal(nrow(get_data(m1)), 1000)
  expect_equal(
    colnames(get_data(m1)),
    c("y", "x", "x2", "id", "firm", "Q", "W", "x3", "x4")
  )
})

test_that("get_df", {
  expect_equal(
    get_df(m1, type = "residual"),
    df.residual(m1),
    ignore_attr = TRUE
  )
  expect_equal(
    get_df(m1, type = "normal"),
    Inf,
    ignore_attr = TRUE
  )
  expect_equal(
    get_df(m1, type = "wald"),
    964,
    ignore_attr = TRUE
  )
})

test_that("find_formula", {
  expect_length(find_formula(m1), 3)
  expect_equal(
    find_formula(m1),
    list(
      conditional = as.formula("y ~ x + x2"),
      random = as.formula("~id + firm"),
      instruments = as.formula("~(Q | W ~ x3 + factor(x4))")
    ),
    ignore_attr = TRUE
  )
})

test_that("find_terms", {
  expect_equal(
    find_terms(m1),
    list(
      response = "y",
      conditional = c("x", "x2"),
      random = c("id", "firm"),
      instruments = c("(Q", "W  x3", "factor(x4))")
    )
  )
  expect_equal(
    find_terms(m1, flatten = TRUE),
    c("y", "x", "x2", "id", "firm", "(Q", "W  x3", "factor(x4))")
  )
})


test_that("find_variables", {
  expect_equal(
    find_variables(m1),
    list(
      response = "y",
      conditional = c("x", "x2"),
      random = c("id", "firm"),
      instruments = c("Q", "W", "x3", "x4")
    )
  )
  expect_equal(
    find_variables(m1, flatten = TRUE),
    c("y", "x", "x2", "id", "firm", "Q", "W", "x3", "x4")
  )
})


test_that("n_obs", {
  expect_equal(n_obs(m1), 1000)
})

test_that("linkfun", {
  expect_false(is.null(link_function(m1)))
})

test_that("find_parameters", {
  expect_equal(
    find_parameters(m1),
    list(conditional = c("x", "x2", "Q(fit)", "W(fit)"))
  )
  expect_equal(nrow(get_parameters(m1)), 4)
  expect_equal(
    get_parameters(m1)$Parameter,
    c("x", "x2", "Q(fit)", "W(fit)")
  )
})

test_that("is_multivariate", {
  expect_false(is_multivariate(m1))
})

test_that("find_statistic", {
  expect_identical(find_statistic(m1), "t-statistic")
})