inst/tinytest/test_ols_fwildclusterboot.R
In s3alfisc/wildboottestjlr: Fast Wild Cluster Bootstrap Inference in R via WildBootTests.jl and JuliaConnectoR
# # A: test of equivalence between fwildclusterboot and wildboottestjlr
# # testing via the tinytest package.
#
# # don't run tests on CRAN
# run_tests <- length(strsplit(packageDescription("wildboottestjlr")$Version, "\\.")[[1]]) > 2
#
# if(run_tests){
#
# reltol <- 0.02
#
# N <- 10000
# #seed <- 871239345
# seed <- 875784
#
# data1 <<- wildboottestjlr:::create_data(N = 10000,
# N_G1 = 20,
# icc1 = 0.5,
# N_G2 = 20,
# icc2 = 0.2,
# numb_fe1 = 10,
# numb_fe2 = 10,
# seed = 90864369,
# weights = 1:N / N)
#
# lm_fit <- lm(proposition_vote ~ treatment + log_income ,
# data = data1)
#
#
#
# lm_fit_weights <- lm(proposition_vote ~ treatment + log_income ,
# weights = data1$weights,
# data = data1)
# lm_fits <- list(ols = lm_fit, wls = lm_fit_weights)
#
# # object = lm_fit
# # impose_null = FALSE
# # type = "rademacher"
# # p_val_type = ">"
#
#
# cat("Part 1: Large B Tests", "\n")
#
#
# for(object in lm_fits){
#
# cat("start ols/wls", "\n")
# wildboottestjlr::set_julia_seed(12345)
# #fwildclusterboot:::set.fwildclusterboot.seed(12345)
# set.seed(12391786)
# dqrng::dqset.seed(8723467)
# #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("Check 1:", "\n")
# if(p_val_type %in% c("two-tailed", "equal-tailed")){
# boot_r <- fwildclusterboot::boottest(object, clustid = "group_id1", B = 99999, param = "treatment", type = type, p_val_type = p_val_type, impose_null = impose_null)
# # pracma::tic()
# boot_jl <- wildboottestjlr::boottest(object, clustid = "group_id1", B = 99999, param = "treatment", type = type, p_val_type = p_val_type, impose_null = impose_null)
# # pracma::toc()
# 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)
# if(res == FALSE){print(res)}
# rm(res)
# res <- expect_equal(boot_r$conf_int, c(boot_jl$conf_int), tolerance = reltol)
# if(res == FALSE){print(res)}
# rm(res)
# } else {
# boot_r <- fwildclusterboot::boottest(object, clustid = "group_id1", B = 99999, param = "treatment", type = type, p_val_type = p_val_type, impose_null = impose_null, conf_int = FALSE)
# boot_jl <- wildboottestjlr::boottest(object, clustid = "group_id1", B = 99999, param = "treatment", type = type, p_val_type = p_val_type, impose_null = impose_null, conf_int = FALSE)
# 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)
# 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 <- fwildclusterboot::boottest(object, clustid = "group_id1", B = 99999, param = c("treatment", "log_income"), R = c(1, 0.1), beta0 = 0.1, type = type, p_val_type = p_val_type, impose_null = impose_null)
# boot_jl <- wildboottestjlr::boottest(object, clustid = "group_id1", B = 99999, param = c("treatment", "log_income"), R = c(1, 0.1), beta0 = 0.1, type = type, p_val_type = p_val_type, impose_null = impose_null)
# 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)
# if(res == FALSE){print(res)}
# rm(res)
# res <- expect_equal(boot_r$conf_int, c(boot_jl$conf_int), tolerance = reltol)
# if(res == FALSE){print(res)}
# rm(res)
# } else {
# boot_r <- fwildclusterboot::boottest(object, clustid = "group_id1", B = 99999, param = c("treatment", "log_income"), R = c(1, 0.1), beta0 = 0.1, type = type, p_val_type = p_val_type, impose_null = impose_null, conf_int = FALSE)
# boot_jl <- wildboottestjlr::boottest(object, clustid = "group_id1", B = 99999, param = c("treatment", "log_income"), R = c(1, 0.1), beta0 = 0.1, type = type, p_val_type = p_val_type, impose_null = impose_null, conf_int = FALSE)
# 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)
# 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 <- fwildclusterboot::boottest(object, clustid = c("group_id1", "group_id2"), B = 99999, param = "treatment", type = type, p_val_type = p_val_type, impose_null = impose_null, nthreads = 1)
# boot_jl <- wildboottestjlr::boottest(object, clustid = c("group_id1", "group_id2"), B = 99999, param = "treatment", type = type, p_val_type = p_val_type, impose_null = impose_null)
# 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)
# if(res == FALSE){print(res)}
# rm(res)
# res <- expect_equal(boot_r$conf_int, c(boot_jl$conf_int), tolerance = reltol)
# if(res == FALSE){print(res)}
# rm(res)
# } else {
# boot_r <- fwildclusterboot::boottest(object, clustid = c("group_id1", "group_id2"), B = 99999, param = "treatment", type = type, p_val_type = p_val_type, impose_null = impose_null, nthreads = 1, conf_int = FALSE)
# boot_jl <- wildboottestjlr::boottest(object, clustid = c("group_id1", "group_id2"), B = 99999, param = "treatment", type = type, p_val_type = p_val_type, impose_null = impose_null, conf_int = FALSE)
# 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)
# 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 <- fwildclusterboot::boottest(object, clustid = c("group_id1", "group_id2"), B = 99999, param = c("treatment", "log_income"), R = c(1, 0.1), type = type, p_val_type = p_val_type, impose_null = impose_null, nthreads = 1)
# boot_jl <- wildboottestjlr::boottest(object, clustid = c("group_id1", "group_id2"), B = 99999, param = c("treatment", "log_income"), R = c(1, 0.1), type = type, p_val_type = p_val_type, impose_null = impose_null)
# 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)
# if(res == FALSE){print(res)}
# rm(res)
# res <- expect_equal(boot_r$conf_int, c(boot_jl$conf_int), tolerance = reltol)
# if(res == FALSE){print(res)}
# rm(res)
# } else {
# boot_r <- fwildclusterboot::boottest(object, clustid = c("group_id1", "group_id2"), B = 99999, param = c("treatment", "log_income"), R = c(1, 0.1), type = type, p_val_type = p_val_type, impose_null = impose_null, nthreads = 1, conf_int = FALSE)
# boot_jl <- wildboottestjlr::boottest(object, clustid = c("group_id1", "group_id2"), B = 99999, 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)
# 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)
# if(res == FALSE){print(res)}
# rm(res)
# }
#
# rm(boot_r, boot_jl)
#
# # ------------------------------------------------------------------------------ #
# # test subcluster bootstrap
#
# # bootcluster variable not in clustid 1
# # boot_r <- fwildclusterboot::boottest(lm_fit, clustid = "group_id1", bootcluster = c("group_id1", "Q1_immigration"), B = 99999, param = "treatment", type = "rademacher", p_val_type = p_val_type)
# # boot_jl1 <- wildboottestjlr::boottest(lm_fit, clustid = "group_id1", bootcluster = c("group_id1", "Q1_immigration"),B = 99999, param = "treatment", type = "rademacher", p_val_type = p_val_type,small_sample_adjustment = FALSE)
# # print(expect_equal(boot_r$p_val, boot_jl1$p_val[1], 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 <- fwildclusterboot::boottest(lm_fit, clustid = "group_id1", bootcluster = c("group_id1", "year"), B = 99999, param = "treatment", type = "rademacher", p_val_type = p_val_type)
# # boot_jl1 <- wildboottestjlr::boottest(lm_fit, clustid = "group_id1", bootcluster = c("group_id1", "year"),B = 99999, param = "treatment", type = "rademacher", p_val_type = p_val_type,)
# # print(expect_equal(boot_r$p_val, boot_jl1$p_val[1], tolerance = reltol))
# #
# # boot_r <- fwildclusterboot::boottest(lm_fit, clustid = "group_id2", bootcluster = c("group_id2", "state"), B = 99999, param = "treatment", type = "rademacher", p_val_type = p_val_type)
# # boot_jl1 <- wildboottestjlr::boottest(lm_fit, clustid = "group_id2", bootcluster = c("group_id2", "state"),B = 99999, param = "treatment", type = "rademacher", p_val_type = p_val_type,)
# # print(expect_equal(boot_r$p_val, boot_jl1$p_val[1], tolerance = reltol))
# #
# # # clustid variale not in bootcluster & bootcluster variable not in clustid
# # boot_r <- fwildclusterboot::boottest(lm_fit, clustid = c("group_id1", "group_id2"), bootcluster = c("group_id1","group_id2", "Q1_immigration"), B = 99999, param = "treatment", nthreads = 1)
# # boot_jl1 <- wildboottestjlr::boottest(lm_fit, clustid = c("group_id1", "group_id2"), bootcluster = c("group_id1","group_id2", "Q1_immigration"),B = 99999, param = "treatment")
# # print(expect_equal(boot_r$p_val, boot_jl1$p_val[1], tolerance = reltol))
# #
# # # clustid variale not in bootcluster & bootcluster variable not in clustid
# # #boot_r <- fwildclusterboot::boottest(lm_fit, clustid = c("group_id1"), bootcluster = c("group_id1", "dummy"), B = 99999, param = "treatment", nthreads = 1)
# # #boot_jl1 <- wildboottestjlr::boottest(lm_fit, clustid = c("group_id1"), bootcluster = c("group_id1", "dummy"),B = 99999, param = "treatment")
# # #print(expect_equal(boot_r$p_val, boot_jl1$p_val[1], tolerance = reltol))
# #
# # boot_r <- fwildclusterboot::boottest(lm_fit, clustid = c("group_id1", "group_id2"), bootcluster = c("group_id1"), B = 499999, param = "treatment", nthreads = 1)
# # boot_jl1 <- wildboottestjlr::boottest(lm_fit, clustid = c("group_id1", "group_id2"), bootcluster = c("group_id1"),B = 499999, param = "treatment")
# # print(expect_equal(boot_r$p_val, boot_jl1$p_val[1], tolerance = reltol))
#
# }
#
# }
#
#
# }
#
# }
#
#
#
#
# # ------------------------------------------------------------------------------------------------------------------- #
# # Test Suite 3: test for exact equality of t_stat, t_boot, p_val under full enumeration (only for rademacher weights)
#
# cat("Part 2: Enumeration tests for exact equality", "\n")
#
# N <- 1000
#
# data2 <<- fwildclusterboot:::create_data(N = 1000,
# N_G1 = 6,
# icc1 = 0.5,
# N_G2 = 2,
# icc2 = 0.2,
# numb_fe1 = 5,
# numb_fe2 = 5,
# #seed = 41224,
# seed = 1235107,
# weights = 1:N / N)
#
# lm_fit2 <- lm(proposition_vote ~ treatment + Q1_immigration + Q2_defense,
# data = data2)
#
# lm_fit_weights2 <- lm(proposition_vote ~ treatment + Q1_immigration + Q2_defense,
# weights = data2$weights,
# data = data2)
#
# lm_fits <- list(lm_fit2, lm_fit_weights2)
# ssc <- fwildclusterboot::boot_ssc(adj = FALSE,
# cluster.adj = FALSE)
#
# for(object in lm_fits){
#
#
#
# cat("start ols/wls", "\n")
#
# for(p_val_type in c("two-tailed", "equal-tailed", ">", "<")){
#
#
# for(impose_null in c(TRUE, FALSE)){
#
# cat(paste("type:", "rademacher", "p-val:", p_val_type, "null imposed:", impose_null), "\n")
#
# # oneway clustering
# boot_r <- fwildclusterboot::boottest(object,
# clustid = "group_id1",
# B = 99999,
# param = "treatment",
# type = "rademacher",
# p_val_type = p_val_type,
# impose_null = impose_null,
# conf_int = FALSE,
# ssc = fwildclusterboot::boot_ssc(
# adj = TRUE,
# cluster.adj = TRUE))
#
# boot_jl_nosmall <- wildboottestjlr::boottest(object,
# clustid = "group_id1",
# B = 99999,
# param = "treatment",
# type = "rademacher",
# p_val_type = p_val_type,
# impose_null = impose_null,
# ssc = fwildclusterboot::boot_ssc(
# adj = TRUE,
# cluster.adj = TRUE), floattype = "Float64",
# conf_int = FALSE)
#
# expect_equal(boot_r$p_val, boot_jl_nosmall$p_val)
# expect_equal(boot_r$t_stat, boot_jl_nosmall$t_stat)
#
# # twoway clustering
# boot_r <- fwildclusterboot::boottest(object,
# clustid = c("group_id1", "group_id2"),
# B = 99999,
# param = "treatment",
# type = "rademacher",
# p_val_type = p_val_type,
# conf_int = FALSE,
# bootcluster = "min",
# ssc = fwildclusterboot::boot_ssc(adj = TRUE))
#
# boot_jl_nosmall <- wildboottestjlr::boottest(object,
# clustid = c("group_id1", "group_id2"),
# B = 99999,
# param = "treatment",
# type = "rademacher",
# p_val_type = p_val_type,
# floattype = "Float64",
# conf_int = FALSE,
# bootcluster = "min",
# ssc = fwildclusterboot::boot_ssc(adj = TRUE))
#
# expect_equal(boot_r$p_val, boot_jl_nosmall$p_val)
# expect_equal(boot_r$t_stat, boot_jl_nosmall$t_stat)
#
# }
#
# }
# }
#
#
#
#
#
#
#
# }
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# # A: test of equivalence between fwildclusterboot and wildboottestjlr
# # testing via the tinytest package.
#
# # don't run tests on CRAN
# run_tests <- length(strsplit(packageDescription("wildboottestjlr")$Version, "\\.")[[1]]) > 2
#
# if(run_tests){
#
# reltol <- 0.02
#
# N <- 10000
# #seed <- 871239345
# seed <- 875784
#
# data1 <<- wildboottestjlr:::create_data(N = 10000,
# N_G1 = 20,
# icc1 = 0.5,
# N_G2 = 20,
# icc2 = 0.2,
# numb_fe1 = 10,
# numb_fe2 = 10,
# seed = 90864369,
# 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$weights,
# data = data1)
# lm_fits <- list(ols = lm_fit, wls = lm_fit_weights)
#
# # object = lm_fit
# # impose_null = FALSE
# # type = "rademacher"
# # p_val_type = ">"
#
#
# cat("Part 1: Large B Tests", "\n")
#
#
# for(object in lm_fits){
#
# cat("start ols/wls", "\n")
# wildboottestjlr::set_julia_seed(12345)
# #fwildclusterboot:::set.fwildclusterboot.seed(12345)
# set.seed(12391786)
# dqrng::dqset.seed(8723467)
# #type <- "rademacher"
# for(type in c("rademacher", "webb", "mammen", "norm")){
#
# for(p_val_type in c("two-tailed", "equal-tailed", ">", "<")){
#
#
# for(impose_null in c(TRUE, FALSE)){
#
# cat(paste("type:", type, "p-val:", p_val_type, "null imposed:", impose_null), "\n")
#
# cat("Check 1:", "\n")
# if(p_val_type %in% c("two-tailed", "equal-tailed")){
# boot_r <- fwildclusterboot::boottest(object, clustid = "group_id1", B = 99999, param = "treatment", type = type, p_val_type = p_val_type, impose_null = impose_null)
# # pracma::tic()
# boot_jl <- wildboottestjlr::boottest(object, clustid = "group_id1", B = 99999, param = "treatment", type = type, p_val_type = p_val_type, impose_null = impose_null)
# # pracma::toc()
# res <- expect_equal(boot_r$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$t_stat[1], tolerance = reltol)
# if(res == FALSE){print(res)}
# rm(res)
# res <- expect_equal(boot_r$conf_int, c(boot_jl$conf_int), tolerance = reltol)
# if(res == FALSE){print(res)}
# rm(res)
# } else {
# boot_r <- fwildclusterboot::boottest(object, clustid = "group_id1", B = 99999, param = "treatment", type = type, p_val_type = p_val_type, impose_null = impose_null, conf_int = FALSE)
# boot_jl <- wildboottestjlr::boottest(object, clustid = "group_id1", B = 99999, param = "treatment", type = type, p_val_type = p_val_type, impose_null = impose_null, conf_int = FALSE)
# res <- expect_equal(boot_r$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$t_stat[1], tolerance = reltol)
# if(res == FALSE){print(res)}
# rm(res)
# }
#
# rm(boot_r, boot_jl)
#
#
#
# # multi-param hypotheses
# cat("Check 2:", "\n")
# if(p_val_type %in% c("two-tailed", "equal-tailed")){
# boot_r <- fwildclusterboot::boottest(object, clustid = "group_id1", B = 99999, param = c("treatment", "log_income"), R = c(1, 0.1), beta0 = 0.1, type = type, p_val_type = p_val_type, impose_null = impose_null)
# boot_jl <- wildboottestjlr::boottest(object, clustid = "group_id1", B = 99999, param = c("treatment", "log_income"), R = c(1, 0.1), beta0 = 0.1, type = type, p_val_type = p_val_type, impose_null = impose_null)
# res <- expect_equal(boot_r$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$t_stat[1], tolerance = reltol)
# if(res == FALSE){print(res)}
# rm(res)
# res <- expect_equal(boot_r$conf_int, c(boot_jl$conf_int), tolerance = reltol)
# if(res == FALSE){print(res)}
# rm(res)
# } else {
# boot_r <- fwildclusterboot::boottest(object, clustid = "group_id1", B = 99999, param = c("treatment", "log_income"), R = c(1, 0.1), beta0 = 0.1, type = type, p_val_type = p_val_type, impose_null = impose_null, conf_int = FALSE)
# boot_jl <- wildboottestjlr::boottest(object, clustid = "group_id1", B = 99999, param = c("treatment", "log_income"), R = c(1, 0.1), beta0 = 0.1, type = type, p_val_type = p_val_type, impose_null = impose_null, conf_int = FALSE)
# res <- expect_equal(boot_r$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$t_stat[1], tolerance = reltol)
# if(res == FALSE){print(res)}
# rm(res)
# }
#
# rm(boot_r, boot_jl)
#
# # --------------------------------------------------
# # and all with twoway clustering:
# cat("Check 3:", "\n")
# if(p_val_type %in% c("two-tailed", "equal-tailed")){
# boot_r <- fwildclusterboot::boottest(object, clustid = c("group_id1", "group_id2"), B = 99999, param = "treatment", type = type, p_val_type = p_val_type, impose_null = impose_null, nthreads = 1)
# boot_jl <- wildboottestjlr::boottest(object, clustid = c("group_id1", "group_id2"), B = 99999, param = "treatment", type = type, p_val_type = p_val_type, impose_null = impose_null)
# res <- expect_equal(boot_r$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$t_stat[1], tolerance = reltol)
# if(res == FALSE){print(res)}
# rm(res)
# res <- expect_equal(boot_r$conf_int, c(boot_jl$conf_int), tolerance = reltol)
# if(res == FALSE){print(res)}
# rm(res)
# } else {
# boot_r <- fwildclusterboot::boottest(object, clustid = c("group_id1", "group_id2"), B = 99999, param = "treatment", type = type, p_val_type = p_val_type, impose_null = impose_null, nthreads = 1, conf_int = FALSE)
# boot_jl <- wildboottestjlr::boottest(object, clustid = c("group_id1", "group_id2"), B = 99999, param = "treatment", type = type, p_val_type = p_val_type, impose_null = impose_null, conf_int = FALSE)
# res <- expect_equal(boot_r$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$t_stat[1], tolerance = reltol)
# if(res == FALSE){print(res)}
# rm(res)
# }
#
# rm(boot_r, boot_jl)
#
# # multi-param hypotheses
#
# cat("Check 4:", "\n")
# if(p_val_type %in% c("two-tailed", "equal-tailed")){
# boot_r <- fwildclusterboot::boottest(object, clustid = c("group_id1", "group_id2"), B = 99999, param = c("treatment", "log_income"), R = c(1, 0.1), type = type, p_val_type = p_val_type, impose_null = impose_null, nthreads = 1)
# boot_jl <- wildboottestjlr::boottest(object, clustid = c("group_id1", "group_id2"), B = 99999, param = c("treatment", "log_income"), R = c(1, 0.1), type = type, p_val_type = p_val_type, impose_null = impose_null)
# res <- expect_equal(boot_r$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$t_stat[1], tolerance = reltol)
# if(res == FALSE){print(res)}
# rm(res)
# res <- expect_equal(boot_r$conf_int, c(boot_jl$conf_int), tolerance = reltol)
# if(res == FALSE){print(res)}
# rm(res)
# } else {
# boot_r <- fwildclusterboot::boottest(object, clustid = c("group_id1", "group_id2"), B = 99999, param = c("treatment", "log_income"), R = c(1, 0.1), type = type, p_val_type = p_val_type, impose_null = impose_null, nthreads = 1, conf_int = FALSE)
# boot_jl <- wildboottestjlr::boottest(object, clustid = c("group_id1", "group_id2"), B = 99999, param = c("treatment", "log_income"), R = c(1, 0.1), type = type, p_val_type = p_val_type, impose_null = impose_null, conf_int = FALSE)
# res <- expect_equal(boot_r$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$t_stat[1], tolerance = reltol)
# if(res == FALSE){print(res)}
# rm(res)
# }
#
# rm(boot_r, boot_jl)
#
# # ------------------------------------------------------------------------------ #
# # test subcluster bootstrap
#
# # bootcluster variable not in clustid 1
# # boot_r <- fwildclusterboot::boottest(lm_fit, clustid = "group_id1", bootcluster = c("group_id1", "Q1_immigration"), B = 99999, param = "treatment", type = "rademacher", p_val_type = p_val_type)
# # boot_jl1 <- wildboottestjlr::boottest(lm_fit, clustid = "group_id1", bootcluster = c("group_id1", "Q1_immigration"),B = 99999, param = "treatment", type = "rademacher", p_val_type = p_val_type,small_sample_adjustment = FALSE)
# # print(expect_equal(boot_r$p_val, boot_jl1$p_val[1], tolerance = reltol))
# #
# # # bootcluster variable not in clustid 2
# # # currently: bug in fwildclusterboot when not all bootcluster variables \in clustid OR specified in lm() (e.g. drop Q2_defense from lm_fit -> error)
# # boot_r <- fwildclusterboot::boottest(lm_fit, clustid = "group_id1", bootcluster = c("group_id1", "year"), B = 99999, param = "treatment", type = "rademacher", p_val_type = p_val_type)
# # boot_jl1 <- wildboottestjlr::boottest(lm_fit, clustid = "group_id1", bootcluster = c("group_id1", "year"),B = 99999, param = "treatment", type = "rademacher", p_val_type = p_val_type,)
# # print(expect_equal(boot_r$p_val, boot_jl1$p_val[1], tolerance = reltol))
# #
# # boot_r <- fwildclusterboot::boottest(lm_fit, clustid = "group_id2", bootcluster = c("group_id2", "state"), B = 99999, param = "treatment", type = "rademacher", p_val_type = p_val_type)
# # boot_jl1 <- wildboottestjlr::boottest(lm_fit, clustid = "group_id2", bootcluster = c("group_id2", "state"),B = 99999, param = "treatment", type = "rademacher", p_val_type = p_val_type,)
# # print(expect_equal(boot_r$p_val, boot_jl1$p_val[1], tolerance = reltol))
# #
# # # clustid variale not in bootcluster & bootcluster variable not in clustid
# # boot_r <- fwildclusterboot::boottest(lm_fit, clustid = c("group_id1", "group_id2"), bootcluster = c("group_id1","group_id2", "Q1_immigration"), B = 99999, param = "treatment", nthreads = 1)
# # boot_jl1 <- wildboottestjlr::boottest(lm_fit, clustid = c("group_id1", "group_id2"), bootcluster = c("group_id1","group_id2", "Q1_immigration"),B = 99999, param = "treatment")
# # print(expect_equal(boot_r$p_val, boot_jl1$p_val[1], tolerance = reltol))
# #
# # # clustid variale not in bootcluster & bootcluster variable not in clustid
# # #boot_r <- fwildclusterboot::boottest(lm_fit, clustid = c("group_id1"), bootcluster = c("group_id1", "dummy"), B = 99999, param = "treatment", nthreads = 1)
# # #boot_jl1 <- wildboottestjlr::boottest(lm_fit, clustid = c("group_id1"), bootcluster = c("group_id1", "dummy"),B = 99999, param = "treatment")
# # #print(expect_equal(boot_r$p_val, boot_jl1$p_val[1], tolerance = reltol))
# #
# # boot_r <- fwildclusterboot::boottest(lm_fit, clustid = c("group_id1", "group_id2"), bootcluster = c("group_id1"), B = 499999, param = "treatment", nthreads = 1)
# # boot_jl1 <- wildboottestjlr::boottest(lm_fit, clustid = c("group_id1", "group_id2"), bootcluster = c("group_id1"),B = 499999, param = "treatment")
# # print(expect_equal(boot_r$p_val, boot_jl1$p_val[1], tolerance = reltol))
#
# }
#
# }
#
#
# }
#
# }
#
#
#
#
# # ------------------------------------------------------------------------------------------------------------------- #
# # Test Suite 3: test for exact equality of t_stat, t_boot, p_val under full enumeration (only for rademacher weights)
#
# cat("Part 2: Enumeration tests for exact equality", "\n")
#
# N <- 1000
#
# data2 <<- fwildclusterboot:::create_data(N = 1000,
# N_G1 = 6,
# icc1 = 0.5,
# N_G2 = 2,
# icc2 = 0.2,
# numb_fe1 = 5,
# numb_fe2 = 5,
# #seed = 41224,
# seed = 1235107,
# weights = 1:N / N)
#
# lm_fit2 <- lm(proposition_vote ~ treatment + Q1_immigration + Q2_defense,
# data = data2)
#
# lm_fit_weights2 <- lm(proposition_vote ~ treatment + Q1_immigration + Q2_defense,
# weights = data2$weights,
# data = data2)
#
# lm_fits <- list(lm_fit2, lm_fit_weights2)
# ssc <- fwildclusterboot::boot_ssc(adj = FALSE,
# cluster.adj = FALSE)
#
# for(object in lm_fits){
#
#
#
# cat("start ols/wls", "\n")
#
# for(p_val_type in c("two-tailed", "equal-tailed", ">", "<")){
#
#
# for(impose_null in c(TRUE, FALSE)){
#
# cat(paste("type:", "rademacher", "p-val:", p_val_type, "null imposed:", impose_null), "\n")
#
# # oneway clustering
# boot_r <- fwildclusterboot::boottest(object,
# clustid = "group_id1",
# B = 99999,
# param = "treatment",
# type = "rademacher",
# p_val_type = p_val_type,
# impose_null = impose_null,
# conf_int = FALSE,
# ssc = fwildclusterboot::boot_ssc(
# adj = TRUE,
# cluster.adj = TRUE))
#
# boot_jl_nosmall <- wildboottestjlr::boottest(object,
# clustid = "group_id1",
# B = 99999,
# param = "treatment",
# type = "rademacher",
# p_val_type = p_val_type,
# impose_null = impose_null,
# ssc = fwildclusterboot::boot_ssc(
# adj = TRUE,
# cluster.adj = TRUE), floattype = "Float64",
# conf_int = FALSE)
#
# expect_equal(boot_r$p_val, boot_jl_nosmall$p_val)
# expect_equal(boot_r$t_stat, boot_jl_nosmall$t_stat)
#
# # twoway clustering
# boot_r <- fwildclusterboot::boottest(object,
# clustid = c("group_id1", "group_id2"),
# B = 99999,
# param = "treatment",
# type = "rademacher",
# p_val_type = p_val_type,
# conf_int = FALSE,
# bootcluster = "min",
# ssc = fwildclusterboot::boot_ssc(adj = TRUE))
#
# boot_jl_nosmall <- wildboottestjlr::boottest(object,
# clustid = c("group_id1", "group_id2"),
# B = 99999,
# param = "treatment",
# type = "rademacher",
# p_val_type = p_val_type,
# floattype = "Float64",
# conf_int = FALSE,
# bootcluster = "min",
# ssc = fwildclusterboot::boot_ssc(adj = TRUE))
#
# expect_equal(boot_r$p_val, boot_jl_nosmall$p_val)
# expect_equal(boot_r$t_stat, boot_jl_nosmall$t_stat)
#
# }
#
# }
# }
#
#
#
#
#
#
#
# }
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