tests/testthat/test-r-vs-julia.R
In s3alfisc/fwildclusterboot: Fast Wild Cluster Bootstrap Inference for Linear Models
test_that("test r against Julia I: stochastic tests", {
#' @srrstats {G5.4} **Correctness tests** *to test that statistical algorithms
#' produce expected results to some fixed test data sets (potentially through
#' comparisons using binding frameworks such as
#' [RStata](https://github.com/lbraglia/RStata)).* Several correctness
#' tests are implemented. First, it is tested if the non-bootstrapped
#' t-statistics
#' produced via boottest() *exactly* match those computed by the fixest package
#' (see test_tstat_equivalence). Second, `fwildclusterboot` is heavily tested
#' against `WildBootTests.jl` - see "test-r-vs-julia". Last, multiple R
#' implementations of the WCB are tested against each other.
#' @srrstats {G5.4b} *For new implementations of existing methods, correctness
#' tests should include tests against previous implementations. Such testing
#' may explicitly call those implementations in testing, preferably from
#' fixed-versions of other software, or use stored outputs from those where
#' that is not possible.* Extensive tests against WildBootTests.jl and
#' alternative R implementations provided by fwildclusterboot. Also, the
#' Python package wildboottest tests against fwildclusterboot.
#' @srrstats {G5.5} *Correctness tests should be run with a fixed random seed*
#' Done.
#' @srrstats {G5.6a} *Parameter recovery tests should generally be expected
#' to succeed within a defined tolerance rather than recovering exact values.*
#' t-stat equivalence is tested "exactly", r vs Julia is tested with tolerance.
#' @srrstats {G5.6b} *Parameter recovery tests should be run with multiple
#' random seeds when either data simulation or the algorithm contains a
#' random component. (When long-running, such tests may be part of an
#' extended, rather than regular, test suite; see G4.10-4.12, below).* Done.
skip_on_cran()
skip_on_ci()
skip_if_not(
find_proglang("julia"),
message = "skip test as julia installation not found."
)
if (TRUE) {
reltol <- 0.05
N <- 10000
seed <- 875784
data1 <<- fwildclusterboot:::create_data(
N = 10000,
N_G1 = 20,
icc1 = 0.5,
N_G2 = 20,
icc2 = 0.2,
numb_fe1 = 10,
numb_fe2 = 10,
seed = 908369,
weights = 1:N / N
)
lm_fit <- lm(proposition_vote ~ treatment + log_income,
data = data1
)
lm_fit_weights <- lm(
proposition_vote ~ treatment + log_income,
weights = data1$weights,
data = data1
)
lm_fits <- list(ols = lm_fit, wls = lm_fit_weights)
# object = lm_fit
# impose_null = FALSE
# type = "rademacher"
# p_val_type = "two-tailed"
cat("Part 1: Large B Tests", "\n")
for (object in lm_fits) {
cat("start ols/wls", "\n")
set.seed(12391786)
# type <- "rademacher"
for (type in c("rademacher", "webb", "mammen", "norm")) {
for (p_val_type in c("two-tailed", "equal-tailed", ">", "<")) {
for (impose_null in c(TRUE, FALSE)) {
cat(
paste(
"type:",
type,
"p-val:",
p_val_type,
"null imposed:",
impose_null
),
"\n"
)
cat(type, "\n")
cat(p_val_type, "\n")
cat(impose_null, "\n")
# cat("Check 1:", "\n")
if (p_val_type %in% c("two-tailed", "equal-tailed")) {
boot_r <-
suppressWarnings(
boottest(
object,
clustid = "group_id1",
B = 19999,
param = "treatment",
type = type,
p_val_type = p_val_type,
impose_null = impose_null
)
)
# pracma::tic()
boot_jl <-
suppressWarnings(
boottest(
object,
clustid = "group_id1",
B = 19999,
param = "treatment",
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
engine = "WildBootTests.jl"
)
)
# pracma::toc()
res <-
expect_equal(
boot_r$p_val,
boot_jl$p_val[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
res <-
expect_equal(
boot_r$t_stat,
boot_jl$t_stat[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
res <-
expect_equal(
boot_r$conf_int,
c(boot_jl$conf_int),
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
} else {
boot_r <-
suppressWarnings(
boottest(
object,
clustid = "group_id1",
B = 19999,
param = "treatment",
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
conf_int = FALSE
)
)
boot_jl <-
suppressWarnings(
boottest(
object,
clustid = "group_id1",
B = 19999,
param = "treatment",
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
conf_int = FALSE,
engine = "WildBootTests.jl"
)
)
res <-
expect_equal(
boot_r$p_val,
boot_jl$p_val[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
res <-
expect_equal(
boot_r$t_stat,
boot_jl$t_stat[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
}
rm(boot_r, boot_jl)
# multi-param hypotheses
# cat("Check 2:", "\n")
if (p_val_type %in% c("two-tailed", "equal-tailed")) {
boot_r <-
suppressWarnings(
boottest(
object,
clustid = "group_id1",
B = 19999,
param = c("treatment", "log_income"),
R = c(1, 0.1),
r = 0.1,
type = type,
p_val_type = p_val_type,
impose_null = impose_null
)
)
boot_jl <-
suppressWarnings(
boottest(
object,
clustid = "group_id1",
B = 19999,
param = c("treatment", "log_income"),
R = c(1, 0.1),
r = 0.1,
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
engine = "WildBootTests.jl"
)
)
res <-
expect_equal(
boot_r$p_val,
boot_jl$p_val[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
res <-
expect_equal(
boot_r$t_stat,
boot_jl$t_stat[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
res <-
expect_equal(
boot_r$conf_int,
c(boot_jl$conf_int),
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
} else {
boot_r <-
suppressWarnings(
boottest(
object,
clustid = "group_id1",
B = 19999,
param = c("treatment", "log_income"),
R = c(1, 0.1),
r = 0.1,
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
conf_int = FALSE
)
)
boot_jl <-
suppressWarnings(
boottest(
object,
clustid = "group_id1",
B = 19999,
param = c("treatment", "log_income"),
R = c(1, 0.1),
r = 0.1,
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
conf_int = FALSE,
engine = "WildBootTests.jl"
)
)
res <-
expect_equal(
boot_r$p_val,
boot_jl$p_val[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
res <-
expect_equal(
boot_r$t_stat,
boot_jl$t_stat[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
}
rm(boot_r, boot_jl)
# --------------------------------------------------
# and all with twoway clustering:
# cat("Check 3:", "\n")
if (p_val_type %in% c("two-tailed", "equal-tailed")) {
boot_r <-
suppressWarnings(
boottest(
object,
clustid = c("group_id1", "group_id2"),
B = 19999,
param = "treatment",
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
nthreads = 6
)
)
boot_jl <-
suppressWarnings(
boottest(
object,
clustid = c("group_id1", "group_id2"),
B = 19999,
param = "treatment",
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
engine = "WildBootTests.jl"
)
)
res <-
expect_equal(
boot_r$p_val,
boot_jl$p_val[1],
tolerance = reltol
)
# if(res == FALSE){print(res)}
rm(res)
res <-
expect_equal(
boot_r$t_stat,
boot_jl$t_stat[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
res <-
expect_equal(
boot_r$conf_int,
c(boot_jl$conf_int),
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
} else {
boot_r <-
suppressWarnings(
boottest(
object,
clustid = c("group_id1", "group_id2"),
B = 19999,
param = "treatment",
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
nthreads = 6,
conf_int = FALSE
)
)
boot_jl <-
suppressWarnings(
boottest(
object,
clustid = c("group_id1", "group_id2"),
B = 19999,
param = "treatment",
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
conf_int = FALSE,
engine = "WildBootTests.jl"
)
)
res <-
expect_equal(
boot_r$p_val,
boot_jl$p_val[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
res <-
expect_equal(
boot_r$t_stat,
boot_jl$t_stat[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
}
rm(boot_r, boot_jl)
# multi-param hypotheses
# cat("Check 4:", "\n")
if (p_val_type %in% c("two-tailed", "equal-tailed")) {
boot_r <-
suppressWarnings(
boottest(
object,
clustid = c("group_id1", "group_id2"),
B = 19999,
param = c("treatment", "log_income"),
R = c(1, 0.1),
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
nthreads = 6
)
)
boot_jl <-
suppressWarnings(
boottest(
object,
clustid = c("group_id1", "group_id2"),
B = 19999,
param = c("treatment", "log_income"),
R = c(1, 0.1),
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
engine = "WildBootTests.jl"
)
)
res <-
expect_equal(
boot_r$p_val,
boot_jl$p_val[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
res <-
expect_equal(
boot_r$t_stat,
boot_jl$t_stat[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
res <-
expect_equal(
boot_r$conf_int,
c(boot_jl$conf_int),
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
} else {
boot_r <-
suppressWarnings(
boottest(
object,
clustid = c("group_id1", "group_id2"),
B = 19999,
param = c("treatment", "log_income"),
R = c(1, 0.1),
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
nthreads = 6,
conf_int = FALSE
)
)
boot_jl <-
suppressWarnings(
boottest(
object,
clustid = c("group_id1", "group_id2"),
B = 19999,
param = c("treatment", "log_income"),
R = c(1, 0.1),
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
conf_int = FALSE,
engine = "WildBootTests.jl"
)
)
res <-
expect_equal(
boot_r$p_val,
boot_jl$p_val[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
res <-
expect_equal(
boot_r$t_stat,
boot_jl$t_stat[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
}
rm(boot_r, boot_jl)
# --------------------------------------------------------------- #
# test subcluster bootstrap
if (p_val_type %in% c("two-tailed", "equal-tailed")) {
# bootcluster variable not in clustid 1
boot_r <- suppressWarnings(
boottest(
lm_fit,
clustid = "group_id1",
bootcluster = c("group_id1", "Q1_immigration"),
B = 19999,
param = "treatment",
type = "rademacher",
p_val_type = p_val_type
)
)
boot_jl1 <- suppressWarnings(
boottest(
lm_fit,
clustid = "group_id1",
bootcluster = c("group_id1", "Q1_immigration"),
B = 19999,
param = "treatment",
type = "rademacher",
p_val_type = p_val_type
)
)
expect_equal(boot_r$p_val, boot_jl1$p_val, tolerance = reltol)
expect_equal(boot_r$t_stat, boot_jl1$t_stat)
if (p_val_type %in% c("two-tailed", "equal-tailed")) {
expect_equal(boot_r$conf_int, boot_jl1$conf_int,
tolerance = reltol
)
}
# bootcluster variable not in clustid 2
# currently: bug in fwildclusterboot when not all bootcluster
# variables \in clustid OR specified in lm() (e.g. drop
# Q2_defense from lm_fit -> error)
boot_r <-
suppressWarnings(
boottest(
lm_fit,
clustid = "group_id1",
bootcluster = c("group_id1", "year"),
B = 19999,
param = "treatment",
type = "rademacher",
p_val_type = p_val_type
)
)
boot_jl1 <-
suppressWarnings(
boottest(
lm_fit,
clustid = "group_id1",
bootcluster = c("group_id1", "year"),
B = 19999,
param = "treatment",
type = "rademacher",
p_val_type = p_val_type
)
)
expect_equal(boot_r$p_val, boot_jl1$p_val, tolerance = reltol)
expect_equal(boot_r$t_stat, boot_jl1$t_stat)
if (p_val_type %in% c("two-tailed", "equal-tailed")) {
expect_equal(boot_r$conf_int, boot_jl1$conf_int,
tolerance = reltol
)
}
boot_r <-
suppressWarnings(
boottest(
lm_fit,
clustid = "group_id2",
bootcluster = c("group_id2", "state"),
B = 19999,
param = "treatment",
type = "rademacher",
p_val_type = p_val_type
)
)
boot_jl1 <-
suppressWarnings(
boottest(
lm_fit,
clustid = "group_id2",
bootcluster = c("group_id2", "state"),
B = 19999,
param = "treatment",
type = "rademacher",
p_val_type = p_val_type
)
)
expect_equal(boot_r$p_val, boot_jl1$p_val, tolerance = reltol)
expect_equal(boot_r$t_stat, boot_jl1$t_stat)
if (p_val_type %in% c("two-tailed", "equal-tailed")) {
expect_equal(boot_r$conf_int, boot_jl1$conf_int,
tolerance = reltol
)
}
# clustid variale not in bootcluster & bootcluster variable
# not in clustid
boot_r <-
suppressWarnings(
boottest(
lm_fit,
clustid = c("group_id1", "group_id2"),
bootcluster = c("group_id1", "group_id2", "Q1_immigration"),
B = 19999,
param = "treatment",
nthreads = 6
)
)
boot_jl1 <-
suppressWarnings(
boottest(
lm_fit,
clustid = c("group_id1", "group_id2"),
bootcluster = c("group_id1", "group_id2", "Q1_immigration"),
B = 19999,
param = "treatment"
)
)
expect_equal(boot_r$p_val, boot_jl1$p_val, tolerance = reltol)
expect_equal(boot_r$t_stat, boot_jl1$t_stat)
if (p_val_type %in% c("two-tailed", "equal-tailed")) {
expect_equal(boot_r$conf_int, boot_jl1$conf_int,
tolerance = reltol
)
}
# clustid variale not in bootcluster & bootcluster variable
# not in clustid
boot_r <-
suppressWarnings(
boottest(
lm_fit,
clustid = c("group_id1", "group_id2"),
bootcluster = c("group_id1", "Q1_immigration"),
B = 19999,
param = "treatment",
nthreads = 6
)
)
boot_jl1 <-
suppressWarnings(
boottest(
lm_fit,
clustid = c("group_id1", "group_id2"),
bootcluster = c("group_id1", "Q1_immigration"),
B = 19999,
param = "treatment"
)
)
expect_equal(boot_r$p_val, boot_jl1$p_val, tolerance = reltol)
expect_equal(boot_r$t_stat, boot_jl1$t_stat)
if (p_val_type %in% c("two-tailed", "equal-tailed")) {
expect_equal(boot_r$conf_int, boot_jl1$conf_int,
tolerance = reltol
)
}
# clustid variale not in bootcluster & bootcluster variable
# not in clustid
boot_r <-
suppressWarnings(
boottest(
lm_fit,
clustid = c("group_id1", "group_id2"),
bootcluster = c("group_id1"),
B = 499999,
param = "treatment"
)
)
boot_jl1 <-
suppressWarnings(
boottest(
lm_fit,
clustid = c("group_id1", "group_id2"),
bootcluster = c("group_id1"),
B = 499999,
param = "treatment"
)
)
expect_equal(boot_r$p_val, boot_jl1$p_val, tolerance = reltol)
expect_equal(boot_r$t_stat, boot_jl1$t_stat)
if (p_val_type %in% c("two-tailed", "equal-tailed")) {
expect_equal(boot_r$conf_int, boot_jl1$conf_int,
tolerance = reltol
)
}
}
}
}
}
}
} else {
message(
"test-r-vs-julia.R skipped as JULIA_BINDIR not found."
)
}
})
s3alfisc/fwildclusterboot documentation built on Sept. 17, 2023, 5:55 a.m.
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test_that("test r against Julia I: stochastic tests", {
#' @srrstats {G5.4} **Correctness tests** *to test that statistical algorithms
#' produce expected results to some fixed test data sets (potentially through
#' comparisons using binding frameworks such as
#' [RStata](https://github.com/lbraglia/RStata)).* Several correctness
#' tests are implemented. First, it is tested if the non-bootstrapped
#' t-statistics
#' produced via boottest() *exactly* match those computed by the fixest package
#' (see test_tstat_equivalence). Second, `fwildclusterboot` is heavily tested
#' against `WildBootTests.jl` - see "test-r-vs-julia". Last, multiple R
#' implementations of the WCB are tested against each other.
#' @srrstats {G5.4b} *For new implementations of existing methods, correctness
#' tests should include tests against previous implementations. Such testing
#' may explicitly call those implementations in testing, preferably from
#' fixed-versions of other software, or use stored outputs from those where
#' that is not possible.* Extensive tests against WildBootTests.jl and
#' alternative R implementations provided by fwildclusterboot. Also, the
#' Python package wildboottest tests against fwildclusterboot.
#' @srrstats {G5.5} *Correctness tests should be run with a fixed random seed*
#' Done.
#' @srrstats {G5.6a} *Parameter recovery tests should generally be expected
#' to succeed within a defined tolerance rather than recovering exact values.*
#' t-stat equivalence is tested "exactly", r vs Julia is tested with tolerance.
#' @srrstats {G5.6b} *Parameter recovery tests should be run with multiple
#' random seeds when either data simulation or the algorithm contains a
#' random component. (When long-running, such tests may be part of an
#' extended, rather than regular, test suite; see G4.10-4.12, below).* Done.
skip_on_cran()
skip_on_ci()
skip_if_not(
find_proglang("julia"),
message = "skip test as julia installation not found."
)
if (TRUE) {
reltol <- 0.05
N <- 10000
seed <- 875784
data1 <<- fwildclusterboot:::create_data(
N = 10000,
N_G1 = 20,
icc1 = 0.5,
N_G2 = 20,
icc2 = 0.2,
numb_fe1 = 10,
numb_fe2 = 10,
seed = 908369,
weights = 1:N / N
)
lm_fit <- lm(proposition_vote ~ treatment + log_income,
data = data1
)
lm_fit_weights <- lm(
proposition_vote ~ treatment + log_income,
weights = data1$weights,
data = data1
)
lm_fits <- list(ols = lm_fit, wls = lm_fit_weights)
# object = lm_fit
# impose_null = FALSE
# type = "rademacher"
# p_val_type = "two-tailed"
cat("Part 1: Large B Tests", "\n")
for (object in lm_fits) {
cat("start ols/wls", "\n")
set.seed(12391786)
# type <- "rademacher"
for (type in c("rademacher", "webb", "mammen", "norm")) {
for (p_val_type in c("two-tailed", "equal-tailed", ">", "<")) {
for (impose_null in c(TRUE, FALSE)) {
cat(
paste(
"type:",
type,
"p-val:",
p_val_type,
"null imposed:",
impose_null
),
"\n"
)
cat(type, "\n")
cat(p_val_type, "\n")
cat(impose_null, "\n")
# cat("Check 1:", "\n")
if (p_val_type %in% c("two-tailed", "equal-tailed")) {
boot_r <-
suppressWarnings(
boottest(
object,
clustid = "group_id1",
B = 19999,
param = "treatment",
type = type,
p_val_type = p_val_type,
impose_null = impose_null
)
)
# pracma::tic()
boot_jl <-
suppressWarnings(
boottest(
object,
clustid = "group_id1",
B = 19999,
param = "treatment",
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
engine = "WildBootTests.jl"
)
)
# pracma::toc()
res <-
expect_equal(
boot_r$p_val,
boot_jl$p_val[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
res <-
expect_equal(
boot_r$t_stat,
boot_jl$t_stat[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
res <-
expect_equal(
boot_r$conf_int,
c(boot_jl$conf_int),
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
} else {
boot_r <-
suppressWarnings(
boottest(
object,
clustid = "group_id1",
B = 19999,
param = "treatment",
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
conf_int = FALSE
)
)
boot_jl <-
suppressWarnings(
boottest(
object,
clustid = "group_id1",
B = 19999,
param = "treatment",
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
conf_int = FALSE,
engine = "WildBootTests.jl"
)
)
res <-
expect_equal(
boot_r$p_val,
boot_jl$p_val[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
res <-
expect_equal(
boot_r$t_stat,
boot_jl$t_stat[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
}
rm(boot_r, boot_jl)
# multi-param hypotheses
# cat("Check 2:", "\n")
if (p_val_type %in% c("two-tailed", "equal-tailed")) {
boot_r <-
suppressWarnings(
boottest(
object,
clustid = "group_id1",
B = 19999,
param = c("treatment", "log_income"),
R = c(1, 0.1),
r = 0.1,
type = type,
p_val_type = p_val_type,
impose_null = impose_null
)
)
boot_jl <-
suppressWarnings(
boottest(
object,
clustid = "group_id1",
B = 19999,
param = c("treatment", "log_income"),
R = c(1, 0.1),
r = 0.1,
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
engine = "WildBootTests.jl"
)
)
res <-
expect_equal(
boot_r$p_val,
boot_jl$p_val[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
res <-
expect_equal(
boot_r$t_stat,
boot_jl$t_stat[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
res <-
expect_equal(
boot_r$conf_int,
c(boot_jl$conf_int),
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
} else {
boot_r <-
suppressWarnings(
boottest(
object,
clustid = "group_id1",
B = 19999,
param = c("treatment", "log_income"),
R = c(1, 0.1),
r = 0.1,
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
conf_int = FALSE
)
)
boot_jl <-
suppressWarnings(
boottest(
object,
clustid = "group_id1",
B = 19999,
param = c("treatment", "log_income"),
R = c(1, 0.1),
r = 0.1,
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
conf_int = FALSE,
engine = "WildBootTests.jl"
)
)
res <-
expect_equal(
boot_r$p_val,
boot_jl$p_val[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
res <-
expect_equal(
boot_r$t_stat,
boot_jl$t_stat[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
}
rm(boot_r, boot_jl)
# --------------------------------------------------
# and all with twoway clustering:
# cat("Check 3:", "\n")
if (p_val_type %in% c("two-tailed", "equal-tailed")) {
boot_r <-
suppressWarnings(
boottest(
object,
clustid = c("group_id1", "group_id2"),
B = 19999,
param = "treatment",
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
nthreads = 6
)
)
boot_jl <-
suppressWarnings(
boottest(
object,
clustid = c("group_id1", "group_id2"),
B = 19999,
param = "treatment",
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
engine = "WildBootTests.jl"
)
)
res <-
expect_equal(
boot_r$p_val,
boot_jl$p_val[1],
tolerance = reltol
)
# if(res == FALSE){print(res)}
rm(res)
res <-
expect_equal(
boot_r$t_stat,
boot_jl$t_stat[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
res <-
expect_equal(
boot_r$conf_int,
c(boot_jl$conf_int),
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
} else {
boot_r <-
suppressWarnings(
boottest(
object,
clustid = c("group_id1", "group_id2"),
B = 19999,
param = "treatment",
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
nthreads = 6,
conf_int = FALSE
)
)
boot_jl <-
suppressWarnings(
boottest(
object,
clustid = c("group_id1", "group_id2"),
B = 19999,
param = "treatment",
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
conf_int = FALSE,
engine = "WildBootTests.jl"
)
)
res <-
expect_equal(
boot_r$p_val,
boot_jl$p_val[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
res <-
expect_equal(
boot_r$t_stat,
boot_jl$t_stat[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
}
rm(boot_r, boot_jl)
# multi-param hypotheses
# cat("Check 4:", "\n")
if (p_val_type %in% c("two-tailed", "equal-tailed")) {
boot_r <-
suppressWarnings(
boottest(
object,
clustid = c("group_id1", "group_id2"),
B = 19999,
param = c("treatment", "log_income"),
R = c(1, 0.1),
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
nthreads = 6
)
)
boot_jl <-
suppressWarnings(
boottest(
object,
clustid = c("group_id1", "group_id2"),
B = 19999,
param = c("treatment", "log_income"),
R = c(1, 0.1),
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
engine = "WildBootTests.jl"
)
)
res <-
expect_equal(
boot_r$p_val,
boot_jl$p_val[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
res <-
expect_equal(
boot_r$t_stat,
boot_jl$t_stat[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
res <-
expect_equal(
boot_r$conf_int,
c(boot_jl$conf_int),
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
} else {
boot_r <-
suppressWarnings(
boottest(
object,
clustid = c("group_id1", "group_id2"),
B = 19999,
param = c("treatment", "log_income"),
R = c(1, 0.1),
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
nthreads = 6,
conf_int = FALSE
)
)
boot_jl <-
suppressWarnings(
boottest(
object,
clustid = c("group_id1", "group_id2"),
B = 19999,
param = c("treatment", "log_income"),
R = c(1, 0.1),
type = type,
p_val_type = p_val_type,
impose_null = impose_null,
conf_int = FALSE,
engine = "WildBootTests.jl"
)
)
res <-
expect_equal(
boot_r$p_val,
boot_jl$p_val[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
res <-
expect_equal(
boot_r$t_stat,
boot_jl$t_stat[1],
tolerance = reltol,
ignore_attr = TRUE
)
# if(res == FALSE){print(res)}
rm(res)
}
rm(boot_r, boot_jl)
# --------------------------------------------------------------- #
# test subcluster bootstrap
if (p_val_type %in% c("two-tailed", "equal-tailed")) {
# bootcluster variable not in clustid 1
boot_r <- suppressWarnings(
boottest(
lm_fit,
clustid = "group_id1",
bootcluster = c("group_id1", "Q1_immigration"),
B = 19999,
param = "treatment",
type = "rademacher",
p_val_type = p_val_type
)
)
boot_jl1 <- suppressWarnings(
boottest(
lm_fit,
clustid = "group_id1",
bootcluster = c("group_id1", "Q1_immigration"),
B = 19999,
param = "treatment",
type = "rademacher",
p_val_type = p_val_type
)
)
expect_equal(boot_r$p_val, boot_jl1$p_val, tolerance = reltol)
expect_equal(boot_r$t_stat, boot_jl1$t_stat)
if (p_val_type %in% c("two-tailed", "equal-tailed")) {
expect_equal(boot_r$conf_int, boot_jl1$conf_int,
tolerance = reltol
)
}
# bootcluster variable not in clustid 2
# currently: bug in fwildclusterboot when not all bootcluster
# variables \in clustid OR specified in lm() (e.g. drop
# Q2_defense from lm_fit -> error)
boot_r <-
suppressWarnings(
boottest(
lm_fit,
clustid = "group_id1",
bootcluster = c("group_id1", "year"),
B = 19999,
param = "treatment",
type = "rademacher",
p_val_type = p_val_type
)
)
boot_jl1 <-
suppressWarnings(
boottest(
lm_fit,
clustid = "group_id1",
bootcluster = c("group_id1", "year"),
B = 19999,
param = "treatment",
type = "rademacher",
p_val_type = p_val_type
)
)
expect_equal(boot_r$p_val, boot_jl1$p_val, tolerance = reltol)
expect_equal(boot_r$t_stat, boot_jl1$t_stat)
if (p_val_type %in% c("two-tailed", "equal-tailed")) {
expect_equal(boot_r$conf_int, boot_jl1$conf_int,
tolerance = reltol
)
}
boot_r <-
suppressWarnings(
boottest(
lm_fit,
clustid = "group_id2",
bootcluster = c("group_id2", "state"),
B = 19999,
param = "treatment",
type = "rademacher",
p_val_type = p_val_type
)
)
boot_jl1 <-
suppressWarnings(
boottest(
lm_fit,
clustid = "group_id2",
bootcluster = c("group_id2", "state"),
B = 19999,
param = "treatment",
type = "rademacher",
p_val_type = p_val_type
)
)
expect_equal(boot_r$p_val, boot_jl1$p_val, tolerance = reltol)
expect_equal(boot_r$t_stat, boot_jl1$t_stat)
if (p_val_type %in% c("two-tailed", "equal-tailed")) {
expect_equal(boot_r$conf_int, boot_jl1$conf_int,
tolerance = reltol
)
}
# clustid variale not in bootcluster & bootcluster variable
# not in clustid
boot_r <-
suppressWarnings(
boottest(
lm_fit,
clustid = c("group_id1", "group_id2"),
bootcluster = c("group_id1", "group_id2", "Q1_immigration"),
B = 19999,
param = "treatment",
nthreads = 6
)
)
boot_jl1 <-
suppressWarnings(
boottest(
lm_fit,
clustid = c("group_id1", "group_id2"),
bootcluster = c("group_id1", "group_id2", "Q1_immigration"),
B = 19999,
param = "treatment"
)
)
expect_equal(boot_r$p_val, boot_jl1$p_val, tolerance = reltol)
expect_equal(boot_r$t_stat, boot_jl1$t_stat)
if (p_val_type %in% c("two-tailed", "equal-tailed")) {
expect_equal(boot_r$conf_int, boot_jl1$conf_int,
tolerance = reltol
)
}
# clustid variale not in bootcluster & bootcluster variable
# not in clustid
boot_r <-
suppressWarnings(
boottest(
lm_fit,
clustid = c("group_id1", "group_id2"),
bootcluster = c("group_id1", "Q1_immigration"),
B = 19999,
param = "treatment",
nthreads = 6
)
)
boot_jl1 <-
suppressWarnings(
boottest(
lm_fit,
clustid = c("group_id1", "group_id2"),
bootcluster = c("group_id1", "Q1_immigration"),
B = 19999,
param = "treatment"
)
)
expect_equal(boot_r$p_val, boot_jl1$p_val, tolerance = reltol)
expect_equal(boot_r$t_stat, boot_jl1$t_stat)
if (p_val_type %in% c("two-tailed", "equal-tailed")) {
expect_equal(boot_r$conf_int, boot_jl1$conf_int,
tolerance = reltol
)
}
# clustid variale not in bootcluster & bootcluster variable
# not in clustid
boot_r <-
suppressWarnings(
boottest(
lm_fit,
clustid = c("group_id1", "group_id2"),
bootcluster = c("group_id1"),
B = 499999,
param = "treatment"
)
)
boot_jl1 <-
suppressWarnings(
boottest(
lm_fit,
clustid = c("group_id1", "group_id2"),
bootcluster = c("group_id1"),
B = 499999,
param = "treatment"
)
)
expect_equal(boot_r$p_val, boot_jl1$p_val, tolerance = reltol)
expect_equal(boot_r$t_stat, boot_jl1$t_stat)
if (p_val_type %in% c("two-tailed", "equal-tailed")) {
expect_equal(boot_r$conf_int, boot_jl1$conf_int,
tolerance = reltol
)
}
}
}
}
}
}
} else {
message(
"test-r-vs-julia.R skipped as JULIA_BINDIR not found."
)
}
})
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