tests/testthat/test-mlm.R

In easystats/parameters: Processing of Model Parameters

test_that("model_parameters,mlm", {
  set.seed(123)
  mod <- lm(formula = cbind(mpg, disp) ~ wt, data = mtcars)
  mp <- model_parameters(mod)

  expect_equal(
    mp$Coefficient,
    c(37.28513, -5.34447, -131.14842, 112.47814),
    tolerance = 1e-3
  )
  expect_equal(
    colnames(mp),
    c(
      "Parameter", "Coefficient", "SE", "CI", "CI_low", "CI_high", "t",
      "df_error", "p", "Response"
    )
  )
  expect_equal(mp$Response, c("mpg", "mpg", "disp", "disp"))
  expect_equal(mp$Parameter, c("(Intercept)", "wt", "(Intercept)", "wt"))
})

test_that("model_parameters,mlm", {
  model <- lm(cbind(mpg, hp) ~ cyl * disp, mtcars)
  mp <- model_parameters(model)

  expect_equal(
    mp$Coefficient,
    c(49.03721, -3.40524, -0.14553, 0.01585, 23.55, 17.43527, -0.36762, 0.06174),
    tolerance = 1e-3
  )
  expect_equal(
    colnames(mp),
    c(
      "Parameter", "Coefficient", "SE", "CI", "CI_low", "CI_high", "t",
      "df_error", "p", "Response"
    )
  )
  expect_equal(mp$Response, c("mpg", "mpg", "mpg", "mpg", "hp", "hp", "hp", "hp"))
  expect_equal(mp$Parameter, c("(Intercept)", "cyl", "disp", "cyl:disp", "(Intercept)", "cyl", "disp", "cyl:disp"))
})

test_that("sandwich standard errors", {
  skip_if_not_installed("sandwich")
  skip_if_not_installed("lmtest")

  mod <- lm(formula = cbind(mpg, disp) ~ wt + factor(cyl) + am, data = mtcars)
  se1 <- standard_error(mod)
  se2 <- standard_error(mod, vcov = "HC3")
  se3 <- standard_error(mod, vcov = sandwich::vcovHC)
  se4 <- sqrt(diag(sandwich::vcovHC(mod)))
  expect_true(all(se1$SE != se2$SE))
  expect_true(all(se2$SE == se3$SE))
  expect_true(all(se2$SE == se4))
  lab <- strsplit(names(se4), ":")
  expect_equal(se2$Parameter, sapply(lab, function(x) x[2]))
  expect_equal(se2$Response, sapply(lab, function(x) x[1]))


  p1 <- parameters(mod)
  p2 <- parameters(mod, vcov = "HC3")
  expect_true(all(p1$Coefficient == p2$Coefficient))
  expect_true(all(p1$SE != p2$SE))
  expect_true(all(p1$t != p2$t))
  expect_true(all(p1$p != p2$p))
  expect_true(all(p1$CI_low != p2$CI_low))
  expect_true(all(p1$CI_high != p2$CI_high))
  lt <- lmtest::coeftest(mod, vcov = sandwich::vcovHC)
  ci <- stats::confint(lt)
  expect_equal(p2$Coefficient, lt[, "Estimate"], ignore_attr = TRUE)
  expect_equal(p2$SE, lt[, "Std. Error"], ignore_attr = TRUE)
  expect_equal(p2$t, lt[, "t value"], ignore_attr = TRUE)
  expect_equal(p2$p, lt[, "Pr(>|t|)"], ignore_attr = TRUE)
  expect_equal(p2$CI_low, ci[, 1], ignore_attr = TRUE)
  expect_equal(p2$CI_high, ci[, 2], ignore_attr = TRUE)
})