fwildclusterboot::setBoottest_nthreads(1) test_that("test r-fnw vs r-, stochastic", { skip_on_cran() skip_if_not( fwildclusterboot:::find_proglang("julia"), message = "skip test as julia installation not found." ) reltol <- 0.05 B <- 9999 seed <- 123123 set.seed(seed) #' @srrstats {G5.1} *Data sets created within, and used to test, a package #' should be exported (or otherwise made generally available) so that users #' can confirm tests and run examples.* Data sets used internally can be #' recreated via a non-exported `fwildclusterboot:::create_data()` function. #' @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. data1 <<- fwildclusterboot:::create_data( N = 1000, N_G1 = 20, icc1 = 0.5, N_G2 = 20, icc2 = 0.2, numb_fe1 = 10, numb_fe2 = 10, # seed = 908361239, seed = 123123, 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$weights, data = data1 ) lm_fits <- list( ols = lm_fit # , # wls = lm_fit_weights ) # # object <- lm_fit # type <- "mammen" # p_val_type = "two-tailed" for (object in lm_fits) { for (type in c("rademacher", "webb", "mammen", "norm")) { for (p_val_type in c("two-tailed", "equal-tailed", ">", "<")) { seed <- sample(1:100000, 1) dqrng::dqset.seed(seed) set.seed(seed) # test the wcr boot1 <- boottest(object, param = c("log_income"), clustid = c("group_id2"), B = B, impose_null = TRUE, engine = "R", bootstrap_type = "fnw11", type = type, p_val_type = p_val_type, conf_int = FALSE, ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE) ) # reset seed to make sure same weights are applied dqrng::dqset.seed(seed) set.seed(seed) boot2 <- boottest(object, param = c("log_income"), clustid = c("group_id2"), B = B, impose_null = TRUE, engine = "R", bootstrap_type = "11", , type = type, p_val_type = p_val_type, conf_int = FALSE, ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE) ) expect_equal( teststat(boot1), teststat(boot2), ignore_attr = TRUE ) expect_equal( pval(boot1), pval(boot2), ignore_attr = TRUE ) expect_equal( boot1$t_boot, boot2$t_boot, ignore_attr = TRUE ) expect_equal( nobs(boot1), nobs(boot2), ignore_attr = TRUE ) # test the wcu # new WCU11 ("fast and reliable") vs old WCR11 ("fast and wild") seed <- sample(1:100000, 1) dqrng::dqset.seed(seed) set.seed(seed) boot1 <- boottest(object, param = "log_income", clustid = c("group_id2"), B = B, impose_null = FALSE, bootstrap_type = "11", engine = "R", , type = type, conf_int = FALSE, ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE) ) dqrng::dqset.seed(seed) set.seed(seed) boot2 <- boottest(object, param = "log_income", clustid = c("group_id2"), B = B, impose_null = FALSE, engine = "R", bootstrap_type = "fnw11", , type = type, conf_int = FALSE, ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE) ) expect_equal( teststat(boot1), teststat(boot2), ignore_attr = TRUE ) expect_equal( pval(boot1), pval(boot2), ignore_attr = TRUE ) expect_equal( boot1$t_boot, boot2$t_boot, ignore_attr = TRUE ) } } } }) test_that("new bootstrap variants II - t_stat equivalence", { skip_on_cran() skip_if_not( fwildclusterboot:::find_proglang("julia"), message = "skip test as julia installation not found." ) N <- 1000 N_G1 <- 17 data1 <<- fwildclusterboot:::create_data( N = N, N_G1 = N_G1, icc1 = 0.8, N_G2 = N_G1, icc2 = 0.8, numb_fe1 = 10, numb_fe2 = 5, seed = 123121, weights = 1:N / N ) lm_fit <- lm( proposition_vote ~ treatment + log_income, data = data1 ) # WCR wcr_algos <- wcu_algos <- c( "fnw11", "11", "13", "31", "33" ) p_val <- t_stat <- list() for (x in wcr_algos) { cat(x, "\n") res <- suppressWarnings( boottest( lm_fit, param = ~treatment, clustid = ~group_id1, B = 9999, impose_null = TRUE, bootstrap_type = x, ssc = boot_ssc( adj = FALSE, cluster.adj = FALSE ) ) ) p_val[[x]] <- pval(res) t_stat[[x]] <- teststat(res) } df <- data.frame( "p_values" = unlist(p_val), "t_statistics" = unlist(t_stat) ) expect_equal(df$t_statistics[1], df$t_statistics[2]) expect_equal(df$t_statistics[2], df$t_statistics[4]) expect_equal(df$t_statistics[3], df$t_statistics[5]) # WCU algos p_val <- t_stat <- list() for (x in wcu_algos) { res <- suppressWarnings( boottest( lm_fit, param = ~treatment, clustid = ~group_id1, B = 9999, impose_null = FALSE, bootstrap_type = x, ssc = boot_ssc( adj = FALSE, cluster.adj = FALSE ) ) ) p_val[[x]] <- pval(res) t_stat[[x]] <- teststat(res) } df <- data.frame( "p_values" = unlist(p_val), "t_statistics" = unlist(t_stat) ) expect_equal(df$t_statistics[1], df$t_statistics[2]) expect_equal(df$t_statistics[2], df$t_statistics[4]) expect_equal(df$t_statistics[3], df$t_statistics[5]) }) test_that("variants 31 R vs Julia", { skip_on_cran() skip_if_not( fwildclusterboot:::find_proglang("julia"), message = "skip test as julia installation not found." ) if (TRUE) { # fully enumerated - deterministic - tests N_G1 <- 10 B <- 9999 data2 <<- fwildclusterboot:::create_data( N = 1000, N_G1 = N_G1, icc1 = 0.8, N_G2 = N_G1, icc2 = 0.8, numb_fe1 = 10, numb_fe2 = 5, seed = 41224, # seed = 123, weights = 1:N / N ) lm_fit <- lm( proposition_vote ~ treatment + ideology1 + log_income + Q1_immigration, data = data2 ) # 1) test WCR31 suppressWarnings( boot31_jl <- boottest(lm_fit, B = 9999, param = "treatment", clustid = "group_id1", engine = "WildBootTests.jl", bootstrap_type = "31" ) ) suppressWarnings( boot31_r <- boottest(lm_fit, B = 9999, param = "treatment", clustid = "group_id1", engine = "R", bootstrap_type = "31" ) ) testthat::expect_equal( pval(boot31_jl), pval(boot31_r) ) testthat::expect_equal( sort(boot31_jl$t_boot), sort(boot31_r$t_boot) ) testthat::expect_equal( teststat(boot31_jl), teststat(boot31_r) ) # 2) WCU31 suppressWarnings( boot31_jl <- boottest(lm_fit, B = 9999, param = "treatment", clustid = "group_id1", impose_null = FALSE, engine = "WildBootTests.jl", bootstrap_type = "31" ) ) pval(boot31_jl) suppressWarnings( boot31_r <- boottest(lm_fit, B = 9999, param = "treatment", clustid = "group_id1", impose_null = FALSE, engine = "WildBootTests.jl", bootstrap_type = "31" ) ) testthat::expect_equal( pval(boot31_jl), pval(boot31_r) ) testthat::expect_equal( sort(boot31_jl$t_boot), sort(boot31_r$t_boot) ) testthat::expect_equal( teststat(boot31_jl), teststat(boot31_r) ) } }) test_that("new variants and fixed effects", { skip_on_cran() skip_if_not( fwildclusterboot:::find_proglang("julia"), message = "skip test as julia installation not found." ) library(fixest) library(fwildclusterboot) B <- 9999 data1 <<- fwildclusterboot:::create_data( N = 1000, N_G1 = 20, icc1 = 0.5, N_G2 = 20, icc2 = 0.2, numb_fe1 = 10, numb_fe2 = 10, seed = 961239, weights = 1:N / N ) feols_fit <- feols(proposition_vote ~ treatment + log_income | group_id1, data = data1 ) lm_fit <- lm(proposition_vote ~ treatment + log_income + as.factor(group_id1), data = data1 ) # x1 variants set.seed(2345234) dqrng::dqset.seed(6756) boot31_lm <- boottest(lm_fit, B = 9999, param = "treatment", clustid = "group_id1", bootstrap_type = "31", ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE) ) set.seed(2345234) dqrng::dqset.seed(6756) boot31_fe <- boottest(feols_fit, B = 9999, param = "treatment", clustid = "group_id1", bootstrap_type = "31", ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE) ) expect_equal( pval(boot31_lm), pval(boot31_fe) ) expect_equal( teststat(boot31_lm), teststat(boot31_fe) ) expect_equal( boot31_lm$t_boot, boot31_fe$t_boot ) set.seed(2345234) dqrng::dqset.seed(6756) # x3 variants boot13_lm <- boottest(lm_fit, B = 9999, param = "treatment", clustid = "group_id1", bootstrap_type = "13", ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE) ) set.seed(2345234) dqrng::dqset.seed(6756) boot13_fe <- boottest(feols_fit, B = 9999, param = "treatment", clustid = "group_id1", bootstrap_type = "13", ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE) ) expect_equal( pval(boot13_lm), pval(boot13_fe) ) expect_equal( teststat(boot13_lm), teststat(boot13_fe) ) expect_equal( boot13_lm$t_boot, boot13_fe$t_boot ) }) test_that("test cluster fixed effects", { B <- 9999 data1 <<- fwildclusterboot:::create_data( N = 1000, N_G1 = 30, icc1 = 0.5, N_G2 = 10, icc2 = 0.2, numb_fe1 = 10, numb_fe2 = 10, seed = 961239, weights = 1:N / N ) feols_fit <- fixest::feols(proposition_vote ~ treatment + log_income | group_id1 + Q2_defense, data = data1 ) for(bootstrap_type in c("11", "31")){ set.seed(123); dqrng::dqset.seed(123) suppressWarnings( boot <- boottest(feols_fit, B = 9999, param = "treatment", clustid = "group_id1", bootstrap_type = bootstrap_type, ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE) ) ) set.seed(123); dqrng::dqset.seed(123) boot_fe <- boottest(feols_fit, B = 9999, param = "treatment", clustid = "group_id1", bootstrap_type = bootstrap_type, ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE), fe = "group_id1" ) # set.seed(123); dqrng::dqset.seed(123) # boot_jl <- boottest(feols_fit, # B = 9999, # param = "treatment", # clustid = "group_id1", # bootstrap_type = "fnw11", # ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE), # # fe = "group_id1", # engine = "R" # ) expect_equal(pval(boot), pval(boot_fe)) # expect_equal(pval(boot), pval(boot_jl)) expect_equal(teststat(boot), teststat(boot_fe)) # expect_equal(teststat(boot), teststat(boot_jl)) expect_equal(boot$t_boot, boot_fe$t_boot) # expect_equal(boot$t_boot, boot_jl$t_boot) # expect error when fe is not the clustering variable expect_error( boot_fe <- boottest(feols_fit, B = 9999, param = "treatment", clustid = "group_id1", bootstrap_type = bootstrap_type, ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE), fe = "group_id2" ) ) } # error for fe with bootstrap types "13", "33" expect_error( boot_fe <- boottest(feols_fit, B = 9999, param = "treatment", clustid = "group_id1", bootstrap_type = "13", ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE), fe = "group_id1" ) ) expect_error( boot_fe <- boottest(feols_fit, B = 9999, param = "treatment", clustid = "group_id1", bootstrap_type = "33", ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE), fe = "group_id1" ) ) })