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")
})
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.