R/Hausman_Test.R

In likanzhan/acqr: Functions Helping You understand Statistics Easily

#' Conduct a Hausman test
#'
#' Conduct a Hausman test to see if a variable is treated as a fixed effect or a random effect
#'
#' @param glmerMod Model
#' @param glmMod Model
#' @references
#' \url{https://stackoverflow.com/questions/23630214/hausmans-specification-test-for-glmer-from-lme4}
#' @export

phtest_glmer <- function(glmerMod, glmMod, ...) { ## changed function call
  coef.wi <- coef(glmMod)
  coef.re <- fixef(glmerMod) ## changed coef() to fixef() for glmer
  vcov.wi <- vcov(glmMod)
  vcov.re <- vcov(glmerMod)
  names.wi <- names(coef.wi)
  names.re <- names(coef.re)
  coef.h <- names.re[names.re %in% names.wi]
  dbeta <- coef.wi[coef.h] - coef.re[coef.h]
  df <- length(dbeta)
  dvcov <- vcov.re[coef.h, coef.h] - vcov.wi[coef.h, coef.h]
  stat <- abs(t(dbeta) %*% as.matrix(solve(dvcov)) %*% dbeta) ## added as.matrix()
  pval <- pchisq(stat, df = df, lower.tail = FALSE)
  names(stat) <- "chisq"
  parameter <- df
  names(parameter) <- "df"
  alternative <- "one model is inconsistent"
  res <- list(
    statistic = stat, p.value = pval, parameter = parameter,
    method = "Hausman Test", alternative = alternative,
    data.name = deparse(getCall(glmerMod)$data)
  ) ## changed
  class(res) <- "htest"
  return(res)
}