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### test-mmm2.R ---
##----------------------------------------------------------------------
## Author: Brice Ozenne
## Created: nov 29 2017 (15:22)
## Version:
## Last-Updated: Jan 12 2022 (14:46)
## By: Brice Ozenne
## Update #: 130
##----------------------------------------------------------------------
##
### Commentary:
## Test battery:
## - list of linear regressions:
## Compare multcomp:::glht to lavaSearch2:::glht2 (no small sample adjustment)
## * standard error derived from the information matrix
## * robust standard error derived from the iid decomposition
##
## - latent variable models:
## Compare multcomp:::glht to lavaSearch2:::glht2 (no small sample adjustment)
## * standard error derived from the information matrix, with or without second member
##
## - list of latent variable model (for linear regressions):
## Compare multcomp:::glht to lavaSearch2:::glht2 (no small sample adjustment)
## * standard error derived from the information matrix
##
### Change Log:
##----------------------------------------------------------------------
##
### Code:
## * header
## rm(list = ls())
if(FALSE){ ## already called in test-all.R
library(testthat)
library(lavaSearch2)
}
library(multcomp)
library(sandwich)
library(emmeans)
lava.options(symbols = c("~","~~"))
context("multcomp - mmm")
## * simulation
mSim <- lvm(c(Y1,Y2,Y3,Y4)~ beta * eta,
E ~ 1, Y1 ~ 0.25*T1 + 0.5*T2 + 0.05*T3)
latent(mSim) <- "eta"
set.seed(10)
n <- 1e2
df.data <- lava::sim(mSim, n, latent = FALSE, p = c(beta = 1))
df.data$eY1 <- exp(df.data$Y1)
## * linear regressions with logical constrains
e.lm <- lm(Y1 ~ T1 + T2 + T3, data = df.data)
e.lvm <- estimate(lvm(Y1 ~ T1 + T2 + T3), data = df.data)
## summary(e.lm)
test_that("glht vs. glht2 (logical constrains)", {
e.glht <- glht(e.lm, linfct = c("T2-T1=0",
"T2-T3=0",
"T1-T3=0"))
## summary(e.glht, test = adjusted("none"))
## summary(e.glht, test = adjusted("bonferroni"))
e.glht2 <- glht2(e.lvm, linfct = c("Y1~T2-Y1~T1=0",
"Y1~T2-Y1~T3=0",
"Y1~T1-Y1~T3=0"))
expect_equal(unname(e.glht$vcov),unname(e.glht2$vcov[1:4,1:4]), tol = 1e-6)
expect_equal(unname(e.glht$coef),unname(e.glht2$coef[1:4]), tol = 1e-6)
eS.glht <- summary(e.glht, test = adjusted("Shaffer"))
eS.glht2 <- summary(e.glht2, test = adjusted("Shaffer"))
expect_equivalent(eS.glht$test[c("coefficients","sigma","tstat","pvalues")],
eS.glht2$test[c("coefficients","sigma","tstat","pvalues")], tol = 1e-6)
})
test_that("glht2 (back-transformation)", {
e.log.lvm <- estimate(lvm(log(eY1) ~ T1 + T2 + T3), data = df.data)
e.glht2 <- glht2(e.log.lvm, linfct = c("eY1~T1","eY1~T2","eY1~T3"))
df.glht2 <- summary(e.glht2, transform = "exp", test = adjusted("none"))$table2
e.glht2.bis <- glht2(e.log.lvm, linfct = "eY1~T3")
df.glht2.bis <- summary(e.glht2.bis, transform = exp, test = adjusted("none"))$table2
expect_equal(as.double(df.glht2[3,]) , as.double(df.glht2.bis[1,]))
})
## * list of linear regressions
name.Y <- setdiff(endogenous(mSim),"E")[1:2]
n.Y <- length(name.Y)
ls.lm <- lapply(name.Y, function(iY){
eval(parse( text = paste("lm(",iY,"~E, data = df.data)")))
})
names(ls.lm) <- name.Y
class(ls.lm) <- "mmm"
ls.lvm <- lapply(name.Y, function(iY){
eval(parse( text = paste("estimate(lvm(",iY,"~E), data = df.data)")))
})
names(ls.lvm) <- name.Y
class(ls.lvm) <- "mmm"
test_that("glht vs. glht2 (list lm): information std", {
e.glht <- glht(ls.lm, mlf("E = 0"))
e.glht2 <- glht2(ls.lvm, linfct = "E")
e.glht2C <- glht2(ls.lvm, linfct = createContrast(ls.lvm, linfct = "E")$contrast)
eS.glht <- summary(e.glht)
eS.glht2 <- summary(e.glht2)
eS.glht2C <- summary(e.glht2C)
expect_equivalent(eS.glht2$test, eS.glht2C$test, tol = 1e-6)
expect_equal(unname(eS.glht$test$tstat), unname(eS.glht2$test$tstat), tol = 1e-6)
})
test_that("glht vs. glht2 (list ml): robust std", {
e.glht <- summary(glht(ls.lm, mlf("E = 0"), vcov = sandwich))
e.lava <- rbind(estimate(ls.lm[[1]])$coefmat[2,,drop=FALSE],
estimate(ls.lm[[2]])$coefmat[2,,drop=FALSE])
## no correction for the score
e.glht0 <- summary(glht2(ls.lvm, linfct = "E", robust = TRUE, ssc = "residuals0"))
## correction for the score by inflating the residuals such that they have correct variance
e.glht2 <- summary(glht2(ls.lvm, linfct = "E", robust = TRUE))
e.glht2C <- summary(glht2(ls.lvm, linfct = createContrast(ls.lvm, linfct = "E")$contrast, robust = TRUE))
expect_equivalent(e.glht0$test$tstat, e.glht$test$tstat, tol = 1e-6)
## cannot compare p.values
## because some are based on a student law and others on a gaussian law
expect_equivalent(e.glht2$test, e.glht2C$test, tol = 1e-6)
expect_equivalent(e.glht2$test$tstat, e.glht$test$tstat*sqrt(coef(estimate2(ls.lvm[[1]], ssc = "none"))["Y1~~Y1"])/sigma(ls.lm[[1]]), tol = 1e-6)
})
test_that("glht vs. calcDistMaxIntegral", {
e.glht <- glht(ls.lm, mlf("E = 0"), vcov = sandwich)
res.GS <- summary(e.glht)
iid.tempo <- do.call(cbind,lapply(ls.lm, iid)) %*% t(e.glht$linfct)
beta <- unlist(lapply(ls.lm, coef)) %*% t(e.glht$linfct)
beta.var <- diag(crossprod(iid.tempo))
z.value <- beta/sqrt(beta.var)
res.Search <- calcDistMaxIntegral(as.vector(z.value),
iid = iid.tempo, quantile.compute = FALSE,
df = NULL, trace = FALSE, alpha = 0.05)
expect_equal(as.double(res.Search$p.adjust),
as.double(res.GS$test$pvalues),
tolerance = attr(res.GS$test$pvalues, "error")
)
## cannot compare p.values
## because some are based on a student law and others on a gaussian law
})
## * lvm
## names(df.data)
m.lvm <- lvm(c(Y1,Y2,Y3)~ eta, eta ~ E,
Y1~Y4)
e.lvm <- estimate(m.lvm, df.data)
test_that("glht vs. glht2 (lvm): information std", {
resC <- createContrast(e.lvm, linfct = c("eta~E","Y2=1","Y3=1"))
e.glht.null <- glht(e.lvm, linfct = resC$contrast)
e.glht.H1 <- glht(e.lvm, linfct = resC$contrast, rhs = resC$null)
e.glht2.null <- glht2(e.lvm, linfct = resC$contrast, rhs = rep(0,3),
ssc = "none")
e.glht2.H1 <- glht2(e.lvm, linfct = resC$contrast, rhs = resC$null,
ssc = "none")
eS.glht.null <- summary(e.glht.null)
eS.glht.H1 <- summary(e.glht.H1)
eS.glht2.null <- summary(e.glht2.null)
eS.glht2.H1 <- summary(e.glht2.H1)
expect_equal(unname(eS.glht.null$test$tstat),
unname(eS.glht2.null$test$tstat))
expect_equal(unname(eS.glht.H1$test$tstat),
unname(eS.glht2.H1$test$tstat))
## cannot compare p.values
## because some are based on a student law and others on a gaussian law
})
## * list of lvm
mmm.lvm <- mmm(Y1 = estimate(lvm(Y1~E), data = df.data),
Y2 = estimate(lvm(Y2~E), data = df.data),
Y3 = estimate(lvm(Y3~E), data = df.data),
Y4 = estimate(lvm(Y4~E), data = df.data)
)
test_that("glht2 (list lvm): information std", {
##
resC <- createContrast(mmm.lvm, linfct = paste0("Y",1:4,": Y",1:4,"~E"))
lvm2.glht <- glht2(mmm.lvm, linfct = resC$contrast,
ssc = NA, robust = FALSE)
lvm2.sglht <- summary(lvm2.glht)
expect_equal(lvm2.sglht$df,100)
lvm3.glht <- glht2(mmm.lvm, linfct = resC$contrast,
rhs = rnorm(4),
ssc = NA, robust = FALSE)
lvm3.sglht <- summary(lvm3.glht)
expect_equal(lvm3.sglht$df,100)
})
##----------------------------------------------------------------------
### test-mmm2.R ends here
|
