1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199
|
#############################################################################
## Copyright (c) 2010-2022 Rune Haubo Bojesen Christensen
##
## This file is part of the ordinal package for R (*ordinal*)
##
## *ordinal* is free software: you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation, either version 2 of the License, or
## (at your option) any later version.
##
## *ordinal* is distributed in the hope that it will be useful,
## but WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
## GNU General Public License for more details.
##
## A copy of the GNU General Public License is available at
## <https://www.r-project.org/Licenses/> and/or
## <http://www.gnu.org/licenses/>.
#############################################################################
## This file contains:
## Implementation of of nominal_test.clm() and scale_test.clm() for
## automatic testing of nominal and scale effects in clm()s. These
## functions work in a fashion similar to add1().
nominal_test <- function(object, ...) {
UseMethod("nominal_test")
}
scale_test <- function(object, ...) {
UseMethod("scale_test")
}
nominal_test.clm <-
function(object, scope, trace=FALSE, ...)
### Test nominal effects for all (or selected) terms in location
### and scale formulas.
{
## get scope: vector of terms names which to add to nominal:
termsnm <- attr(object$terms, "term.labels")
if(!is.null(object$S.terms))
termsnm <- union(termsnm, attr(object$S.terms, "term.labels"))
if(!missing(scope) && !is.null(scope)) {
if(!is.character(scope))
scope <- attr(terms(update.formula(object, scope)),
"term.labels")
if(!all(match(scope, termsnm, 0L) > 0L))
stop("scope is not a subset of term labels")
} else {
scope <- termsnm
}
if(!is.null(object$nom.terms)) {
scope <- scope[!scope %in% attr(object$nom.terms,
"term.labels")]
}
if(!length(scope))
message("\nno additional terms to add to nominal\n")
env <- environment(formula(object))
## get list of (updated) nominal formulas:
nomforms <- if(!is.null(object$call$nominal))
lapply(scope, function(tm) {
update.formula(old=formula(object$nom.terms),
new=as.formula(paste("~. + ", tm)))
}) else lapply(scope, function(tm) {
as.formula(paste("~", tm), env=env) })
ns <- length(scope)
## results matrix:
ans <- matrix(nrow = ns + 1L, ncol = 3L,
dimnames = list(c("<none>", scope),
c("df", "logLik", "AIC")))
ans[1L, ] <- c(object$edf, object$logLik, AIC(object))
n0 <- nobs(object)
## for all terms in scope:
i <- 1
for(i in seq(ns)) {
if(trace) {
cat("trying +", scope[i], "\n", sep = " ")
utils::flush.console()
}
## update and fit model with nominal effect added:
nfit <- try(update(object, nominal=nomforms[[i]],
convergence="silent"), silent=TRUE)
## model may not be identifiable or converge:
if(!inherits(nfit, "try-error") &&
### NOTE: non-negative convergence codes indicate that the likelihood
### is correctly determined:
nfit$convergence$code >= 0) {
ans[i + 1L, ] <- c(nfit$edf, nfit$logLik, AIC(nfit))
nnew <- nobs(nfit)
if(all(is.finite(c(n0, nnew))) && nnew != n0)
stop("number of rows in use has changed: remove missing values?")
}
}
dfs <- ans[, 1L] - ans[1L, 1L]
dfs[1L] <- NA
aod <- data.frame(Df = dfs, logLik = ans[, 2L], AIC = ans[, 3L])
rownames(aod) <- rownames(ans)
## compute likelihood ratio statistic and p-values:
LR <- 2*(ans[, 2L] - ans[1L, 2L])
LR[1L] <- NA
nas <- !is.na(LR)
P <- LR
P[nas] <- pchisq(LR[nas], dfs[nas], lower.tail = FALSE)
aod[, c("LRT", "Pr(>Chi)")] <- list(LR, P)
head <- c("Tests of nominal effects",
paste("\nformula:", Deparse(formula(object$terms))))
if(!is.null(object$call$scale))
head <- c(head, paste("scale: ",
Deparse(formula(object$S.terms))))
if(!is.null(object$call$nominal))
head <- c(head, paste("nominal:",
Deparse(formula(object$nom.terms))))
class(aod) <- c("anova", "data.frame")
attr(aod, "heading") <- head
aod
}
scale_test.clm <-
function(object, scope, trace=FALSE, ...)
### Test scale effects for all (or selected) terms in formula
{
## get scope: vector of terms names which to add to scale:
termsnm <- attr(object$terms, "term.labels")
if(!missing(scope) && !is.null(scope)) {
if(!is.character(scope))
scope <- attr(terms(update.formula(object, scope)),
"term.labels")
if(!all(match(scope, termsnm, 0L) > 0L))
stop("scope is not a subset of term labels")
} else {
scope <- termsnm
}
## if(!is.null(object$nom.terms)) {
## scope <- scope[!scope %in% attr(object$nom.terms,
## "term.labels")]
## }
if(!is.null(object$S.terms)) {
scope <- scope[!scope %in% attr(object$S.terms,
"term.labels")]
}
if(!length(scope))
message("\nno relevant terms to add to scale\n")
env <- environment(formula(object))
## get list of (updated) scale formulas:
scaleforms <-
if(!is.null(object$call$scale))
lapply(scope, function(tm) {
update.formula(old=formula(object$S.terms),
new=as.formula(paste("~. + ", tm)))
})
else
lapply(scope, function(tm) as.formula(paste("~", tm), env=env))
ns <- length(scope)
## results matrix:
ans <- matrix(nrow = ns + 1L, ncol = 3L,
dimnames = list(c("<none>", scope),
c("df", "logLik", "AIC")))
ans[1L, ] <- c(object$edf, object$logLik, AIC(object))
n0 <- nobs(object)
## for all terms in scope:
for(i in seq(ns)) {
if(trace) {
cat("trying +", scope[i], "\n", sep = " ")
utils::flush.console()
}
## update and fit model with scale effect added:
nfit <- try(update(object, scale=scaleforms[[i]]), silent=TRUE)
## model may not be identifiable or converge:
if(!inherits(nfit, "try-error") &&
nfit$convergence$code >= 0) {
ans[i + 1L, ] <- c(nfit$edf, nfit$logLik, AIC(nfit))
nnew <- nobs(nfit)
if (all(is.finite(c(n0, nnew))) && nnew != n0)
stop("number of rows in use has changed: remove missing values?")
}
}
dfs <- ans[, 1L] - ans[1L, 1L]
dfs[1L] <- NA
aod <- data.frame(Df = dfs, logLik = ans[, 2L], AIC = ans[, 3L])
rownames(aod) <- rownames(ans)
## compute likelihood ratio statistic and p-values:
LR <- 2*(ans[, 2L] - ans[1L, 2L])
LR[1L] <- NA
nas <- !is.na(LR)
P <- LR
P[nas] <- pchisq(LR[nas], dfs[nas], lower.tail = FALSE)
aod[, c("LRT", "Pr(>Chi)")] <- list(LR, P)
head <- c("Tests of scale effects",
paste("\nformula:", Deparse(formula(object$terms))))
if(!is.null(object$call$scale))
head <- c(head, paste("scale: ",
Deparse(formula(object$S.terms))))
if(!is.null(object$call$nominal))
head <- c(head, paste("nominal:",
Deparse(formula(object$nom.terms))))
class(aod) <- c("anova", "data.frame")
attr(aod, "heading") <- head
aod
}
|