tests/testthat/test-method_equivalence.R
In s3alfisc/fwildclusterboot: Fast Wild Cluster Bootstrap Inference for Linear Models
test_that("Do different, but equivalent ways to specify
linear models lead to equivalent results?", {
skip_on_cran()
skip_if_not(
fwildclusterboot:::find_proglang("julia"),
message = "skip test as julia installation not found."
)
set.seed(2351)
dqrng::dqset.seed(2351)
print_results <- FALSE
data1 <<-
fwildclusterboot:::create_data(
N = 10000,
N_G1 = 20,
icc1 = 0.01,
N_G2 = 10,
icc2 = 0.01,
numb_fe1 = 10,
numb_fe2 = 10,
seed = 71986045
)
# sapplydata1, class)
lm_fit <-
lm(
proposition_vote ~ treatment + ideology1 + log_income +
Q1_immigration + Q2_defense,
data = data1
)
feols_fit1 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income +
Q1_immigration + Q2_defense,
data = data1
)
feols_fit2 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income +
Q1_immigration + Q2_defense,
data = data1,
cluster = "group_id1"
)
feols_fit3 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income +
Q1_immigration + Q2_defense,
data = data1,
cluster = ~group_id1
)
feols_fit4 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income +
Q1_immigration + Q2_defense,
data = data1,
cluster = c("group_id1", "group_id2")
)
feols_fit5 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income +
Q1_immigration + Q2_defense,
data = data1,
cluster = ~ group_id1 + group_id2
)
feols_fit6 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income |
Q1_immigration + Q2_defense,
data = data1
)
feols_fit7 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income |
Q1_immigration + Q2_defense,
data = data1,
cluster = "group_id1"
)
feols_fit8 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income |
Q1_immigration + Q2_defense,
data = data1,
cluster = ~group_id1
)
feols_fit9 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income |
Q1_immigration + Q2_defense,
data = data1,
cluster = c("group_id1", "group_id2")
)
feols_fit10 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income |
Q1_immigration + Q2_defense,
data = data1,
cluster = ~ group_id1 + group_id2
)
feols_fit11 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income +
Q1_immigration |
Q2_defense,
data = data1
)
feols_fit12 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income +
Q1_immigration,
fixef = "Q2_defense",
data = data1
)
feols_fit13 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income,
fixef = c("Q1_immigration", "Q2_defense"),
data = data1
)
# can also assign fixed effects via fixef = c("") arguments ...
felm_fit1 <-
lfe::felm(
proposition_vote ~ treatment + ideology1 + log_income +
Q1_immigration + Q2_defense,
data = data1
)
felm_fit2 <-
lfe::felm(
proposition_vote ~ treatment + ideology1 + log_income +
Q1_immigration + Q2_defense |
0 | 0 | group_id1,
data = data1
)
felm_fit3 <-
lfe::felm(
proposition_vote ~ treatment + ideology1 + log_income +
Q1_immigration + Q2_defense |
0 | 0 | group_id1 + group_id2,
data = data1
)
felm_fit4 <-
lfe::felm(
proposition_vote ~ treatment + ideology1 + log_income |
Q1_immigration + Q2_defense | 0 | 0,
data = data1
)
felm_fit5 <-
lfe::felm(
proposition_vote ~ treatment + ideology1 + log_income |
Q1_immigration + Q2_defense | 0 | group_id1,
data = data1
)
felm_fit6 <-
lfe::felm(
proposition_vote ~ treatment + ideology1 + log_income |
Q1_immigration + Q2_defense | 0 | group_id1 + group_id2,
data = data1
)
felm_fit7 <-
lfe::felm(
proposition_vote ~ treatment + ideology1 + log_income +
Q1_immigration |
Q2_defense | 0 | group_id1 + group_id2,
data = data1
)
felm_fit8 <-
lfe::felm(
proposition_vote ~ treatment + ideology1 + log_income +
Q2_defense |
Q1_immigration | 0 | group_id1 + group_id2,
data = data1
)
# one-way clustering
create_models <- function(clustid) {
R1 <- clubSandwich::constrain_zero(2:3, coefs = coef(lm_fit))
R2 <- matrix(c(1, 0, 0, 1, 0, 0), 2, 3)
R3 <- clubSandwich::constrain_zero(1:2, coefs = coef(felm_fit8))
R4 <- clubSandwich::constrain_zero(1:2, coefs = coef(felm_fit7))
for (engine in c("R", "WildBootTests.jl")) {
# boottest()
cat("boottest()", "\n")
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_lm_", engine),
suppressWarnings(
boottest(
object = lm_fit,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest1_", engine),
suppressWarnings(
boottest(
object = feols_fit1,
clustid = clustid,
B = 19999,
param = ~treatment,
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest2_", engine),
suppressWarnings(
boottest(
object = feols_fit2,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest3_", engine),
suppressWarnings(
boottest(
object = feols_fit3,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest4_", engine),
suppressWarnings(
boottest(
object = feols_fit4,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest5_", engine),
suppressWarnings(
boottest(
object = feols_fit5,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest6_", engine),
suppressWarnings(
boottest(
object = feols_fit6,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest7_", engine),
suppressWarnings(
boottest(
object = feols_fit7,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest8_", engine),
suppressWarnings(
boottest(
object = feols_fit8,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest9_", engine),
suppressWarnings(
boottest(
object = feols_fit9,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest10_", engine),
suppressWarnings(
boottest(
object = feols_fit10,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest11_", engine),
suppressWarnings(
boottest(
object = feols_fit11,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest12_", engine),
suppressWarnings(
boottest(
object = feols_fit12,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest13_", engine),
suppressWarnings(
boottest(
object = feols_fit13,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest6fe_", engine),
suppressWarnings(
boottest(
object = feols_fit10,
clustid = clustid,
fe = ~Q1_immigration,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest7fe_", engine),
suppressWarnings(
boottest(
object = feols_fit10,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest8fe_", engine),
suppressWarnings(
boottest(
object = feols_fit10,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest9fe_", engine),
suppressWarnings(
boottest(
object = feols_fit10,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest10fe_", engine),
suppressWarnings(
boottest(
object = feols_fit10,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
# why suddenly fe = Q2_defense? Should give the same models
assign(paste0("boot_fixest11fe_", engine),
suppressWarnings(
boottest(
object = feols_fit11,
clustid = clustid,
fe = "Q2_defense",
B = 19999,
param = ~treatment,
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest12fe_", engine),
suppressWarnings(
boottest(
object = feols_fit12,
clustid = clustid,
fe = "Q2_defense",
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest13fe_", engine),
suppressWarnings(
boottest(
object = feols_fit13,
clustid = clustid,
fe = "Q2_defense",
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_felm1_", engine),
suppressWarnings(
boottest(
object = felm_fit1,
clustid = clustid,
B = 19999,
param = ~treatment,
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_felm2_", engine),
suppressWarnings(
boottest(
object = felm_fit2,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_felm3_", engine),
suppressWarnings(
boottest(
object = felm_fit3,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_felm4_", engine),
suppressWarnings(
boottest(
object = felm_fit4,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_felm5_", engine),
suppressWarnings(
boottest(
object = felm_fit5,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_felm6_", engine),
suppressWarnings(
boottest(
object = felm_fit6,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_felm4fe_", engine),
suppressWarnings(
boottest(
object = felm_fit4,
clustid = clustid,
fe = ~Q1_immigration,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_felm5fe_", engine),
suppressWarnings(
boottest(
object = felm_fit5,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_felm6fe_", engine),
suppressWarnings(
boottest(
object = felm_fit6,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_felm7fe_", engine),
suppressWarnings(
boottest(
object = felm_fit7,
clustid = clustid,
fe = "Q2_defense",
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
# mboottest()
if (engine == "WildBootTests.jl") {
cat("mboottest()", "\n")
set.seed(86908)
assign(paste0("wboot_lm_", engine),
suppressWarnings(
mboottest(
object = lm_fit,
R = R1,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_fixest1_", engine),
suppressWarnings(
mboottest(
object = feols_fit1,
R = R1,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_fixest2_", engine),
suppressWarnings(
mboottest(
object = feols_fit2,
R = R1,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_fixest3_", engine),
suppressWarnings(
mboottest(
object = feols_fit3,
R = R1,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_fixest4_", engine),
suppressWarnings(
mboottest(
object = feols_fit4,
R = R1,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_fixest5_", engine),
suppressWarnings(
mboottest(
object = feols_fit5,
R = R1,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
# why lm_fit? Because mboottest() estimates without fixed
# effects, so R needs to be of dimension of
# length(names(coef(object)))
set.seed(86908)
assign(paste0("wboot_fixest6_", engine),
suppressWarnings(
mboottest(
object = feols_fit6,
R = R2,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_fixest7_", engine),
suppressWarnings(
mboottest(
object = feols_fit7,
R = R2,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_fixest8_", engine),
suppressWarnings(
mboottest(
object = feols_fit8,
R = R2,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_fixest9_", engine),
suppressWarnings(
mboottest(
object = feols_fit9,
R = R2,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(
paste0("wboot_fixest10_", engine),
suppressWarnings(
mboottest(
object = feols_fit10,
R = R2,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(
paste0("wboot_fixest6fe_", engine),
suppressWarnings(
mboottest(
object = feols_fit6,
R = R2,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(
paste0("wboot_fixest7fe_", engine),
suppressWarnings(
mboottest(
object = feols_fit7,
R = R2,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(
paste0("wboot_fixest8fe_", engine),
suppressWarnings(
mboottest(
object = feols_fit8,
R = R2,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(
paste0("wboot_fixest9fe_", engine),
suppressWarnings(
mboottest(
object = feols_fit9,
R = R2,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(
paste0("wboot_fixest10fe_", engine),
suppressWarnings(
mboottest(
object = feols_fit10,
R = R2,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
# why suddenly fe = Q2_defense? Should give the same models
assign(
paste0("wboot_fixest11fe_", engine),
suppressWarnings(
mboottest(
object = feols_fit11,
R = R3,
clustid = clustid,
fe = "Q2_defense",
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_felm1_", engine),
suppressWarnings(
mboottest(
object = felm_fit1,
R = R1,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_felm2_", engine),
suppressWarnings(
mboottest(
object = felm_fit2,
R = R1,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_felm3_", engine),
suppressWarnings(
mboottest(
object = felm_fit3,
R = R1,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_felm4_", engine),
suppressWarnings(
mboottest(
object = felm_fit4,
R = R2,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_felm5_", engine),
suppressWarnings(
mboottest(
object = felm_fit5,
R = R2,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_felm6_", engine),
suppressWarnings(
mboottest(
object = felm_fit6,
R = R2,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_felm4fe_", engine),
suppressWarnings(
mboottest(
object = felm_fit4,
R = R2,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_felm5fe_", engine),
suppressWarnings(
mboottest(
object = felm_fit5,
R = R2,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_felm6fe_", engine),
suppressWarnings(
mboottest(
object = felm_fit6,
R = R2,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_felm7fe_", engine),
suppressWarnings(
mboottest(
object = felm_fit7,
R = R3,
clustid = clustid,
fe = "Q2_defense",
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
}
}
}
run_tests <- function() {
for (x in c("point_estimate", "p_val", "t_stat", "conf_int")) {
cat("test boottest", "\n")
# test all R estimates against each other,
# then test all Julia estimates against each other
cat(x, "\n")
# test R models
for (model in all_feols_felm_models_R) {
if (print_results) {
print(expect_equal(boot_lm_R[[x]], get(model)[[x]],
ignore_attr = TRUE
))
} else {
expect_equal(boot_lm_R[[x]], get(model)[[x]],
ignore_attr = TRUE
)
}
}
# test Julia models
for (model in all_feols_felm_models_jl) {
if (print_results) {
print(expect_equal(
boot_lm_WildBootTests.jl[[x]],
get(model)[[x]],
ignore_attr = TRUE
))
} else {
expect_equal(boot_lm_WildBootTests.jl[[x]],
get(model)[[x]],
ignore_attr = TRUE
)
}
}
# different seeds -> different values
if (print_results) {
print(expect_equal(
boot_lm_R[[x]],
as.vector(boot_lm_WildBootTests.jl[[x]]),
tolerance = 0.02,
ignore_attr = TRUE
))
} else {
expect_equal(
boot_lm_R[[x]],
as.vector(boot_lm_WildBootTests.jl[[x]]),
tolerance = 0.02,
ignore_attr = TRUE
)
}
}
cat("test mboottest", "\n")
# test wald models
for (x in c("p_val", "teststat")) {
for (model in all_wald_models) {
if (print_results) {
print(expect_equal(
wboot_lm_WildBootTests.jl[[x]],
get(model)[[x]],
ignore_attr = TRUE
))
} else {
expect_equal(
wboot_lm_WildBootTests.jl[[x]],
get(model)[[x]],
tolerance = 0.02,
ignore_attr = TRUE
)
}
}
}
}
all_feols_felm_models_R <- c(
paste0("boot_fixest", 1:13, "_R"),
paste0("boot_fixest", 6:13, "fe_R"),
paste0("boot_felm", 1:6, "_R"),
paste0("boot_felm", 4:7, "fe_R")
)
all_feols_felm_models_jl <- c(
paste0("boot_fixest", 1:13, "_WildBootTests.jl"),
paste0("boot_fixest", 6:11, "fe_WildBootTests.jl"),
paste0("boot_felm", 1:6, "_WildBootTests.jl"),
paste0("boot_felm", 4:7, "fe_WildBootTests.jl")
)
all_wald_models <- c(
paste0("wboot_fixest", 1:10, "_WildBootTests.jl"),
paste0("wboot_fixest", 6:11, "fe_WildBootTests.jl"),
paste0("wboot_felm", 1:6, "_WildBootTests.jl"),
paste0("wboot_felm", 4:7, "fe_WildBootTests.jl")
)
# one-way clustering
create_models(clustid = "group_id1")
run_tests()
# two-way clustering
create_models(clustid = c("group_id1", "group_id2"))
run_tests()
})
test_that("clustid can be fe", {
print_results <- FALSE
data1 <<-
fwildclusterboot:::create_data(
N = 10000,
N_G1 = 20,
icc1 = 0.01,
N_G2 = 10,
icc2 = 0.01,
numb_fe1 = 10,
numb_fe2 = 10,
seed = 71986045
)
# sapplydata1, class)
feols_fit1 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income | group_id1,
data = data1,
cluster = ~group_id1
)
felm_fit1 <-
lfe::felm(
proposition_vote ~ treatment + ideology1 + log_income |
group_id1,
data = data1
)
fit1 <-
boottest(
feols_fit1,
param = "treatment",
B = 999,
clustid = "group_id1",
fe = "group_id1",
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE)
)
fit2 <-
boottest(
felm_fit1,
param = "treatment",
B = 999,
clustid = "group_id1",
fe = "group_id1",
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE)
)
expect_equal(fit1$t_stat,
fixest::tstat(feols_fit1, ssc = fixest::ssc(
adj = FALSE, cluster.adj = FALSE
))["treatment"],
ignore_attr = TRUE
)
expect_equal(fit2$t_stat,
fixest::tstat(feols_fit1, ssc = fixest::ssc(
adj = FALSE, cluster.adj = FALSE
))["treatment"],
ignore_attr = TRUE
)
})
s3alfisc/fwildclusterboot documentation built on Sept. 17, 2023, 5:55 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
test_that("Do different, but equivalent ways to specify
linear models lead to equivalent results?", {
skip_on_cran()
skip_if_not(
fwildclusterboot:::find_proglang("julia"),
message = "skip test as julia installation not found."
)
set.seed(2351)
dqrng::dqset.seed(2351)
print_results <- FALSE
data1 <<-
fwildclusterboot:::create_data(
N = 10000,
N_G1 = 20,
icc1 = 0.01,
N_G2 = 10,
icc2 = 0.01,
numb_fe1 = 10,
numb_fe2 = 10,
seed = 71986045
)
# sapplydata1, class)
lm_fit <-
lm(
proposition_vote ~ treatment + ideology1 + log_income +
Q1_immigration + Q2_defense,
data = data1
)
feols_fit1 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income +
Q1_immigration + Q2_defense,
data = data1
)
feols_fit2 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income +
Q1_immigration + Q2_defense,
data = data1,
cluster = "group_id1"
)
feols_fit3 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income +
Q1_immigration + Q2_defense,
data = data1,
cluster = ~group_id1
)
feols_fit4 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income +
Q1_immigration + Q2_defense,
data = data1,
cluster = c("group_id1", "group_id2")
)
feols_fit5 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income +
Q1_immigration + Q2_defense,
data = data1,
cluster = ~ group_id1 + group_id2
)
feols_fit6 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income |
Q1_immigration + Q2_defense,
data = data1
)
feols_fit7 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income |
Q1_immigration + Q2_defense,
data = data1,
cluster = "group_id1"
)
feols_fit8 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income |
Q1_immigration + Q2_defense,
data = data1,
cluster = ~group_id1
)
feols_fit9 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income |
Q1_immigration + Q2_defense,
data = data1,
cluster = c("group_id1", "group_id2")
)
feols_fit10 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income |
Q1_immigration + Q2_defense,
data = data1,
cluster = ~ group_id1 + group_id2
)
feols_fit11 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income +
Q1_immigration |
Q2_defense,
data = data1
)
feols_fit12 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income +
Q1_immigration,
fixef = "Q2_defense",
data = data1
)
feols_fit13 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income,
fixef = c("Q1_immigration", "Q2_defense"),
data = data1
)
# can also assign fixed effects via fixef = c("") arguments ...
felm_fit1 <-
lfe::felm(
proposition_vote ~ treatment + ideology1 + log_income +
Q1_immigration + Q2_defense,
data = data1
)
felm_fit2 <-
lfe::felm(
proposition_vote ~ treatment + ideology1 + log_income +
Q1_immigration + Q2_defense |
0 | 0 | group_id1,
data = data1
)
felm_fit3 <-
lfe::felm(
proposition_vote ~ treatment + ideology1 + log_income +
Q1_immigration + Q2_defense |
0 | 0 | group_id1 + group_id2,
data = data1
)
felm_fit4 <-
lfe::felm(
proposition_vote ~ treatment + ideology1 + log_income |
Q1_immigration + Q2_defense | 0 | 0,
data = data1
)
felm_fit5 <-
lfe::felm(
proposition_vote ~ treatment + ideology1 + log_income |
Q1_immigration + Q2_defense | 0 | group_id1,
data = data1
)
felm_fit6 <-
lfe::felm(
proposition_vote ~ treatment + ideology1 + log_income |
Q1_immigration + Q2_defense | 0 | group_id1 + group_id2,
data = data1
)
felm_fit7 <-
lfe::felm(
proposition_vote ~ treatment + ideology1 + log_income +
Q1_immigration |
Q2_defense | 0 | group_id1 + group_id2,
data = data1
)
felm_fit8 <-
lfe::felm(
proposition_vote ~ treatment + ideology1 + log_income +
Q2_defense |
Q1_immigration | 0 | group_id1 + group_id2,
data = data1
)
# one-way clustering
create_models <- function(clustid) {
R1 <- clubSandwich::constrain_zero(2:3, coefs = coef(lm_fit))
R2 <- matrix(c(1, 0, 0, 1, 0, 0), 2, 3)
R3 <- clubSandwich::constrain_zero(1:2, coefs = coef(felm_fit8))
R4 <- clubSandwich::constrain_zero(1:2, coefs = coef(felm_fit7))
for (engine in c("R", "WildBootTests.jl")) {
# boottest()
cat("boottest()", "\n")
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_lm_", engine),
suppressWarnings(
boottest(
object = lm_fit,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest1_", engine),
suppressWarnings(
boottest(
object = feols_fit1,
clustid = clustid,
B = 19999,
param = ~treatment,
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest2_", engine),
suppressWarnings(
boottest(
object = feols_fit2,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest3_", engine),
suppressWarnings(
boottest(
object = feols_fit3,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest4_", engine),
suppressWarnings(
boottest(
object = feols_fit4,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest5_", engine),
suppressWarnings(
boottest(
object = feols_fit5,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest6_", engine),
suppressWarnings(
boottest(
object = feols_fit6,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest7_", engine),
suppressWarnings(
boottest(
object = feols_fit7,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest8_", engine),
suppressWarnings(
boottest(
object = feols_fit8,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest9_", engine),
suppressWarnings(
boottest(
object = feols_fit9,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest10_", engine),
suppressWarnings(
boottest(
object = feols_fit10,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest11_", engine),
suppressWarnings(
boottest(
object = feols_fit11,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest12_", engine),
suppressWarnings(
boottest(
object = feols_fit12,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest13_", engine),
suppressWarnings(
boottest(
object = feols_fit13,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest6fe_", engine),
suppressWarnings(
boottest(
object = feols_fit10,
clustid = clustid,
fe = ~Q1_immigration,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest7fe_", engine),
suppressWarnings(
boottest(
object = feols_fit10,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest8fe_", engine),
suppressWarnings(
boottest(
object = feols_fit10,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest9fe_", engine),
suppressWarnings(
boottest(
object = feols_fit10,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest10fe_", engine),
suppressWarnings(
boottest(
object = feols_fit10,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
# why suddenly fe = Q2_defense? Should give the same models
assign(paste0("boot_fixest11fe_", engine),
suppressWarnings(
boottest(
object = feols_fit11,
clustid = clustid,
fe = "Q2_defense",
B = 19999,
param = ~treatment,
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest12fe_", engine),
suppressWarnings(
boottest(
object = feols_fit12,
clustid = clustid,
fe = "Q2_defense",
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_fixest13fe_", engine),
suppressWarnings(
boottest(
object = feols_fit13,
clustid = clustid,
fe = "Q2_defense",
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_felm1_", engine),
suppressWarnings(
boottest(
object = felm_fit1,
clustid = clustid,
B = 19999,
param = ~treatment,
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_felm2_", engine),
suppressWarnings(
boottest(
object = felm_fit2,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_felm3_", engine),
suppressWarnings(
boottest(
object = felm_fit3,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_felm4_", engine),
suppressWarnings(
boottest(
object = felm_fit4,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_felm5_", engine),
suppressWarnings(
boottest(
object = felm_fit5,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_felm6_", engine),
suppressWarnings(
boottest(
object = felm_fit6,
clustid = clustid,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_felm4fe_", engine),
suppressWarnings(
boottest(
object = felm_fit4,
clustid = clustid,
fe = ~Q1_immigration,
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_felm5fe_", engine),
suppressWarnings(
boottest(
object = felm_fit5,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_felm6fe_", engine),
suppressWarnings(
boottest(
object = felm_fit6,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(8965)
dqrng::dqset.seed(765)
assign(paste0("boot_felm7fe_", engine),
suppressWarnings(
boottest(
object = felm_fit7,
clustid = clustid,
fe = "Q2_defense",
B = 19999,
param = "treatment",
conf_int = TRUE,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
engine = engine,
floattype = "Float64"
)
),
envir = .GlobalEnv
)
# mboottest()
if (engine == "WildBootTests.jl") {
cat("mboottest()", "\n")
set.seed(86908)
assign(paste0("wboot_lm_", engine),
suppressWarnings(
mboottest(
object = lm_fit,
R = R1,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_fixest1_", engine),
suppressWarnings(
mboottest(
object = feols_fit1,
R = R1,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_fixest2_", engine),
suppressWarnings(
mboottest(
object = feols_fit2,
R = R1,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_fixest3_", engine),
suppressWarnings(
mboottest(
object = feols_fit3,
R = R1,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_fixest4_", engine),
suppressWarnings(
mboottest(
object = feols_fit4,
R = R1,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_fixest5_", engine),
suppressWarnings(
mboottest(
object = feols_fit5,
R = R1,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
# why lm_fit? Because mboottest() estimates without fixed
# effects, so R needs to be of dimension of
# length(names(coef(object)))
set.seed(86908)
assign(paste0("wboot_fixest6_", engine),
suppressWarnings(
mboottest(
object = feols_fit6,
R = R2,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_fixest7_", engine),
suppressWarnings(
mboottest(
object = feols_fit7,
R = R2,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_fixest8_", engine),
suppressWarnings(
mboottest(
object = feols_fit8,
R = R2,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_fixest9_", engine),
suppressWarnings(
mboottest(
object = feols_fit9,
R = R2,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(
paste0("wboot_fixest10_", engine),
suppressWarnings(
mboottest(
object = feols_fit10,
R = R2,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(
paste0("wboot_fixest6fe_", engine),
suppressWarnings(
mboottest(
object = feols_fit6,
R = R2,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(
paste0("wboot_fixest7fe_", engine),
suppressWarnings(
mboottest(
object = feols_fit7,
R = R2,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(
paste0("wboot_fixest8fe_", engine),
suppressWarnings(
mboottest(
object = feols_fit8,
R = R2,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(
paste0("wboot_fixest9fe_", engine),
suppressWarnings(
mboottest(
object = feols_fit9,
R = R2,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(
paste0("wboot_fixest10fe_", engine),
suppressWarnings(
mboottest(
object = feols_fit10,
R = R2,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
# why suddenly fe = Q2_defense? Should give the same models
assign(
paste0("wboot_fixest11fe_", engine),
suppressWarnings(
mboottest(
object = feols_fit11,
R = R3,
clustid = clustid,
fe = "Q2_defense",
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_felm1_", engine),
suppressWarnings(
mboottest(
object = felm_fit1,
R = R1,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_felm2_", engine),
suppressWarnings(
mboottest(
object = felm_fit2,
R = R1,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_felm3_", engine),
suppressWarnings(
mboottest(
object = felm_fit3,
R = R1,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_felm4_", engine),
suppressWarnings(
mboottest(
object = felm_fit4,
R = R2,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_felm5_", engine),
suppressWarnings(
mboottest(
object = felm_fit5,
R = R2,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_felm6_", engine),
suppressWarnings(
mboottest(
object = felm_fit6,
R = R2,
clustid = clustid,
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_felm4fe_", engine),
suppressWarnings(
mboottest(
object = felm_fit4,
R = R2,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_felm5fe_", engine),
suppressWarnings(
mboottest(
object = felm_fit5,
R = R2,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_felm6fe_", engine),
suppressWarnings(
mboottest(
object = felm_fit6,
R = R2,
clustid = clustid,
fe = "Q1_immigration",
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
set.seed(86908)
assign(paste0("wboot_felm7fe_", engine),
suppressWarnings(
mboottest(
object = felm_fit7,
R = R3,
clustid = clustid,
fe = "Q2_defense",
B = 19999,
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE),
floattype = "Float64"
)
),
envir = .GlobalEnv
)
}
}
}
run_tests <- function() {
for (x in c("point_estimate", "p_val", "t_stat", "conf_int")) {
cat("test boottest", "\n")
# test all R estimates against each other,
# then test all Julia estimates against each other
cat(x, "\n")
# test R models
for (model in all_feols_felm_models_R) {
if (print_results) {
print(expect_equal(boot_lm_R[[x]], get(model)[[x]],
ignore_attr = TRUE
))
} else {
expect_equal(boot_lm_R[[x]], get(model)[[x]],
ignore_attr = TRUE
)
}
}
# test Julia models
for (model in all_feols_felm_models_jl) {
if (print_results) {
print(expect_equal(
boot_lm_WildBootTests.jl[[x]],
get(model)[[x]],
ignore_attr = TRUE
))
} else {
expect_equal(boot_lm_WildBootTests.jl[[x]],
get(model)[[x]],
ignore_attr = TRUE
)
}
}
# different seeds -> different values
if (print_results) {
print(expect_equal(
boot_lm_R[[x]],
as.vector(boot_lm_WildBootTests.jl[[x]]),
tolerance = 0.02,
ignore_attr = TRUE
))
} else {
expect_equal(
boot_lm_R[[x]],
as.vector(boot_lm_WildBootTests.jl[[x]]),
tolerance = 0.02,
ignore_attr = TRUE
)
}
}
cat("test mboottest", "\n")
# test wald models
for (x in c("p_val", "teststat")) {
for (model in all_wald_models) {
if (print_results) {
print(expect_equal(
wboot_lm_WildBootTests.jl[[x]],
get(model)[[x]],
ignore_attr = TRUE
))
} else {
expect_equal(
wboot_lm_WildBootTests.jl[[x]],
get(model)[[x]],
tolerance = 0.02,
ignore_attr = TRUE
)
}
}
}
}
all_feols_felm_models_R <- c(
paste0("boot_fixest", 1:13, "_R"),
paste0("boot_fixest", 6:13, "fe_R"),
paste0("boot_felm", 1:6, "_R"),
paste0("boot_felm", 4:7, "fe_R")
)
all_feols_felm_models_jl <- c(
paste0("boot_fixest", 1:13, "_WildBootTests.jl"),
paste0("boot_fixest", 6:11, "fe_WildBootTests.jl"),
paste0("boot_felm", 1:6, "_WildBootTests.jl"),
paste0("boot_felm", 4:7, "fe_WildBootTests.jl")
)
all_wald_models <- c(
paste0("wboot_fixest", 1:10, "_WildBootTests.jl"),
paste0("wboot_fixest", 6:11, "fe_WildBootTests.jl"),
paste0("wboot_felm", 1:6, "_WildBootTests.jl"),
paste0("wboot_felm", 4:7, "fe_WildBootTests.jl")
)
# one-way clustering
create_models(clustid = "group_id1")
run_tests()
# two-way clustering
create_models(clustid = c("group_id1", "group_id2"))
run_tests()
})
test_that("clustid can be fe", {
print_results <- FALSE
data1 <<-
fwildclusterboot:::create_data(
N = 10000,
N_G1 = 20,
icc1 = 0.01,
N_G2 = 10,
icc2 = 0.01,
numb_fe1 = 10,
numb_fe2 = 10,
seed = 71986045
)
# sapplydata1, class)
feols_fit1 <-
fixest::feols(
proposition_vote ~ treatment + ideology1 + log_income | group_id1,
data = data1,
cluster = ~group_id1
)
felm_fit1 <-
lfe::felm(
proposition_vote ~ treatment + ideology1 + log_income |
group_id1,
data = data1
)
fit1 <-
boottest(
feols_fit1,
param = "treatment",
B = 999,
clustid = "group_id1",
fe = "group_id1",
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE)
)
fit2 <-
boottest(
felm_fit1,
param = "treatment",
B = 999,
clustid = "group_id1",
fe = "group_id1",
ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE)
)
expect_equal(fit1$t_stat,
fixest::tstat(feols_fit1, ssc = fixest::ssc(
adj = FALSE, cluster.adj = FALSE
))["treatment"],
ignore_attr = TRUE
)
expect_equal(fit2$t_stat,
fixest::tstat(feols_fit1, ssc = fixest::ssc(
adj = FALSE, cluster.adj = FALSE
))["treatment"],
ignore_attr = TRUE
)
})
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.