In jeksterslabds/jeksterslabRlinreg: Jekster's Lab Linear Regression Utilities

knitr::opts_chunk$set(
  error = TRUE,
  collapse = TRUE,
  comment = "#>",
  out.width = "100%"
)

# The Linear Regression Model: Descriptives {#linreg-estimation-descriptives-example}

library(testthat)
library(jeksterslabRlinreg)

Data

See jeksterslabRdatarepo::wages.matrix() for the data set used in this example.

X <- jeksterslabRdatarepo::wages.matrix[["X"]]
# age is removed
X <- X[, -ncol(X)]
y <- jeksterslabRdatarepo::wages.matrix[["y"]]
head(X)
head(y)

data <- X[, -1]
data <- cbind(
  y,
  data
)
n <- nrow(X)
k <- ncol(X)
df1 <- k - 1
df2 <- n - k
muhatX <- as.vector(colMeans(X))
muhatX <- muhatX[-1]
muhaty <- mean(y)
muhat <- c(muhaty, muhatX)
Rhat <- as.vector(cor(data))
RXhat <- as.vector(cor(X[, -1]))
ryXhat <- cor(data)
ryXhat <- as.vector(ryXhat[, 1])
ryXhat <- ryXhat[-1]
Sigmahat <- as.vector(cov(data))
SigmaXhat <- as.vector(cov(X[, -1]))
sigmayXhat <- cov(data)
sigmayXhat <- as.vector(sigmayXhat[, 1])
sigmayXhat <- sigmayXhat[-1]
sigma2Xhat <- as.vector(diag(cov(X[, -1])))
sigma2yhat <- as.vector(var(y))
sigma2hat <- c(sigma2yhat, sigma2Xhat)
sigmahat <- sqrt(sigma2hat)

Descriptive Statistics

output <- descriptives(
  X = X,
  y = y,
  mardia = TRUE
)
# for coverage
descriptives(
  X = X,
  y = y,
  plot = FALSE,
  moments = FALSE,
  cor = FALSE,
  mardia = FALSE
)
result_X <- as.vector(output[["X"]])
result_y <- as.vector(output[["y"]])
result_data <- as.vector(output[["data"]])
result_n <- as.vector(output[["n"]])
result_k <- as.vector(output[["k"]])
result_df1 <- as.vector(output[["df1"]])
result_df2 <- as.vector(output[["df2"]])
result_muhatX <- as.vector(output[["muhatX"]])
result_muhaty <- as.vector(output[["muhaty"]])
result_muhat <- as.vector(output[["muhat"]])
result_Rhat <- as.vector(output[["Rhat"]])
result_RXhat <- as.vector(output[["RXhat"]])
result_ryXhat <- as.vector(output[["ryXhat"]])
result_Sigmahat <- as.vector(output[["Sigmahat"]])
result_SigmaXhat <- as.vector(output[["SigmaXhat"]])
result_sigmayXhat <- as.vector(output[["sigmayXhat"]])
result_sigma2Xhat <- as.vector(output[["sigma2Xhat"]])
result_sigma2yhat <- as.vector(output[["sigma2yhat"]])
result_sigma2hat <- as.vector(output[["sigma2hat"]])
result_sigmahat <- as.vector(output[["sigmahat"]])

context("Test linreg-estimation-descriptives")
test_that("X", {
  X_vector <- as.vector(X)
  for (i in 1:length(result_X)) {
    expect_equivalent(
      result_X[i],
      X_vector[i]
    )
  }
})
test_that("y", {
  y_vector <- as.vector(y)
  for (i in 1:length(result_y)) {
    expect_equivalent(
      result_y[i],
      y_vector[i]
    )
  }
})
test_that("data", {
  data_vector <- as.vector(data)
  for (i in 1:length(result_data)) {
    expect_equivalent(
      result_data[i],
      data_vector[i]
    )
  }
})
test_that("n", {
  expect_equivalent(
    n,
    result_n
  )
})
test_that("k", {
  expect_equivalent(
    k,
    result_k
  )
})
test_that("df1", {
  expect_equivalent(
    df1,
    result_df1
  )
})
test_that("df2", {
  expect_equivalent(
    df2,
    result_df2
  )
})
test_that("muhatX", {
  for (i in 1:length(result_muhatX)) {
    expect_equivalent(
      muhatX[i],
      result_muhatX[i]
    )
  }
})
test_that("muhaty", {
  expect_equivalent(
    muhaty,
    result_muhaty
  )
})
test_that("muhat", {
  for (i in 1:length(result_muhat)) {
    expect_equivalent(
      muhat[i],
      result_muhat[i]
    )
  }
})
test_that("Rhat", {
  for (i in 1:length(result_Rhat)) {
    expect_equivalent(
      Rhat[i],
      result_Rhat[i]
    )
  }
})
test_that("RXhat", {
  for (i in 1:length(result_RXhat)) {
    expect_equivalent(
      RXhat[i],
      result_RXhat[i]
    )
  }
})
test_that("ryXhat", {
  for (i in 1:length(result_ryXhat)) {
    expect_equivalent(
      ryXhat[i],
      result_ryXhat[i]
    )
  }
})
test_that("Sigmahat", {
  for (i in 1:length(result_Sigmahat)) {
    expect_equivalent(
      Sigmahat[i],
      result_Sigmahat[i]
    )
  }
})
test_that("SigmaXhat", {
  for (i in 1:length(result_SigmaXhat)) {
    expect_equivalent(
      SigmaXhat[i],
      result_SigmaXhat[i]
    )
  }
})
test_that("sigmayXhat", {
  for (i in 1:length(result_sigmayXhat)) {
    expect_equivalent(
      sigmayXhat[i],
      result_sigmayXhat[i]
    )
  }
})
test_that("sigma2Xhat", {
  for (i in 1:length(result_sigma2Xhat)) {
    expect_equivalent(
      sigma2Xhat[i],
      result_sigma2Xhat[i]
    )
  }
})
test_that("sigma2yhat", {
  expect_equivalent(
    sigma2yhat,
    result_sigma2yhat
  )
})
test_that("sigma2hat", {
  for (i in 1:length(result_sigma2hat)) {
    expect_equivalent(
      sigma2hat[i],
      result_sigma2hat[i]
    )
  }
})
test_that("sigmahat", {
  for (i in 1:length(result_sigmahat)) {
    expect_equivalent(
      sigmahat[i],
      result_sigmahat[i]
    )
  }
})