R/waldts.R

In multgee: GEE Solver for Correlated Nominal or Ordinal Multinomial Responses

#' Wald Test of Nested GEE Models
#'
#' Comparing two nested GEE models by carrying out a Wald test.
#'
#' The two GEE models implied by \code{object0} and \code{object1} must be
#' nested.
#'
#' @param object0 A GEE model of the class "\code{LORgee}".
#' @param object1 A GEE model of the class "\code{LORgee}".
#'
#' @author Anestis Touloumis
#'
#' @examples
#' data(housing)
#' set.seed(1)
#' fitmod1 <- nomLORgee(y ~ factor(time) * sec, data = housing, id = id,
#'   repeated = time)
#' set.seed(1)
#' fitmod0 <- update(fitmod1, formula = y ~ factor(time) + sec)
#' waldts(fitmod0, fitmod1)
#'
#' @export
waldts <- function(object0, object1) {
  if (!inherits(object0, "LORgee") | !inherits(object1, "LORgee")) {
    stop("Both arguments must be objects of 'LORgee' class ")
  }
  if (!all(object0$y == object1$y)) {
    stop("The response variable differs in the two models")
  }
  n0 <- length(object0$coefficients)
  n1 <- length(object1$coefficients)
  if (n0 == n1) {
    stop("The two models must be nested")
  }
  if (n0 < n1) {
    obj0 <- object0
    obj1 <- object1
  } else {
    obj0 <- object1
    obj1 <- object0
  }
  names0 <- names(obj0$coefficients)
  names1 <- names(obj1$coefficients)
  namestest <- setdiff(names1, names0)
  if (length(namestest) == 0) {
    stop("The two models must be nested")
  }
  if (length(setdiff(names0, names1)) != 0) {
    stop("The two models must be nested")
  }
  index <- rep(0, length(namestest))
  for (i in seq_len(length(namestest))) {
    index[i] <- which(namestest[i] ==
      names1)
  }
  coefftest <- obj1$coefficients[index]
  vartest <- vcov(obj1, robust = TRUE)[index, index]
  waldtest <- t(coefftest) %*% solve(vartest) %*% coefftest
  pvalue <- 1 - pchisq(waldtest, length(namestest))
  ans <- list(
    NullModel = obj0$call$formula,
    AlternativeModel = obj1$call$formula,
    waldstatistic = waldtest,
    df = length(namestest),
    pvalue = pvalue
  )
  class(ans) <- "waldts"
  ans
}