########################## ######### load pandata_simulated ########################### data("pandata_simulated") # par(mfrow=c(2,2)) # plot(pandata_simulated$gdp[pandata_simulated$country==1], type="l", main="Country 1 (Break at t=35)") # plot(pandata_simulated$gdp[pandata_simulated$country==2], type="l", main="Country 2 (Break at t=35)") # plot(pandata_simulated$gdp[pandata_simulated$country==3], type="l", main="Country 3 (No Break)") # plot(pandata_simulated$gdp[pandata_simulated$country==4], type="l", main="Country 4 (No Break)") #pandata_simulated <- pandata_simulated[pandata_simulated$year>1979,] # Normal testing # isatpanel(data = pandata_simulated,formula = gdp~temp, index = c("country","year"), fesis=TRUE) # newmethod <- isatpanel(data = pandata_simulated,formula = gdp~temp + I(temp^2), index = c("country","year"),fesis=TRUE) # newmethod_ar <- isatpanel(data = pandata_simulated,formula = gdp~temp + I(temp^2), index = c("country","year"),fesis=TRUE, ar = 1) # newmethod_cfesis <- isatpanel(data = pandata_simulated,formula = gdp~temp + I(temp^2), index = c("country","year"),fesis=TRUE, cfesis = TRUE, ar = 1) # Unit testing test_that("Initial Tests Isatpanel on simulated data",{ expect_silent(isatpanel(data = pandata_simulated,formula = gdp~temp, index = c("country","year"),fesis = TRUE, print.searchinfo = FALSE)) #newmethod <- isatpanel(data = pandata_simulated,formula = gdp~temp + I(temp^2), index = c("country","year"),fesis=TRUE) expect_silent(newmethod_ar <- isatpanel(data = pandata_simulated,formula = gdp~temp + I(temp^2), index = c("country","year"),fesis=TRUE, ar = 1, print.searchinfo = FALSE)) }) test_that("Isatpanel Test that missing values are removed",{ data_w_missing <- pandata_simulated data_w_missing <- data_w_missing[data_w_missing$year>1979,] data_w_missing$temp <- ifelse(data_w_missing$country == 2, NA, data_w_missing$temp) expect_silent(a <- isatpanel(data = data_w_missing,formula = gdp~temp, index = c("country","year"),fesis = TRUE, print.searchinfo = FALSE)) expect_output(print(a)) expect_true(a$isatpanel.result$n==63) # 63 because 3 * 21 }) test_that("Test the cfesis and csis arguments",{ expect_silent(isatpanel(data = pandata_simulated,formula = gdp~temp + I(temp^2), index = c("country","year"),fesis=TRUE, cfesis = TRUE, ar = 1, print.searchinfo = FALSE)) expect_silent(newmethod_cfesis_sub <- isatpanel(data = pandata_simulated,formula = gdp~temp + I(temp^2), index = c("country","year"),fesis=TRUE, cfesis = TRUE,cfesis_id = c("2","3"), ar = 1, print.searchinfo = FALSE)) }) #newmethod_cfesis <- isatpanel(data = pandata_simulated,formula = gdp~temp + I(temp^2), index = c("country","year"),fesis=TRUE, ar = 1) test_that("Standard Error Options using fixest",{ expect_silent(result <- isatpanel(data = pandata_simulated,formula = gdp~temp + I(temp^2), index = c("country","year"),fesis=TRUE, ar = 1, print.searchinfo=FALSE,engine = "fixest")) expect_silent(result <- isatpanel(data = pandata_simulated,formula = gdp~temp + I(temp^2), index = c("country","year"),fesis=TRUE, ar = 1, print.searchinfo=FALSE,engine = "fixest", cluster = "individual")) }) test_that("Check unbalanced panel",{ # Create an unbalanced panel (deleting first 20 years of Country 3) unbalanced_panel <- subset(pandata_simulated,country %in% c(1,2,4) | (country==3 & year > 1920)) expect_silent(result <- isatpanel( data = unbalanced_panel, formula = gdp ~ temp + I(temp ^ 2), index = c("country", "year"), fesis = TRUE, ar = 1, print.searchinfo = FALSE )) }) ############################################################### ############ Different Break Specifications (corresponding to the 4 cases in the paper) ################# ############################################################## test_that("Simple Fixest Test",{ expect_silent(isatpanel( y = pandata_simulated$gdp, id = pandata_simulated$country, time = pandata_simulated$year, mxreg = pandata_simulated$temp, effect = "twoways", iis = FALSE, fesis = TRUE, t.pval = 0.01, engine = "fixest", cluster = "individual", print.searchinfo = FALSE )) }) test_that("Simple Default Test",{ expect_silent(isatpanel( y = pandata_simulated$gdp, id = pandata_simulated$country, time = pandata_simulated$year, mxreg = pandata_simulated$temp, effect = "twoways", iis = FALSE, fesis = TRUE, t.pval = 0.01, cluster = "none", print.searchinfo = FALSE )) }) test_that("Simple Default Test with AR1",{ expect_silent(isatpanel( y = pandata_simulated$gdp, id = pandata_simulated$country, time = pandata_simulated$year, mxreg = pandata_simulated$temp, effect = "twoways", iis = FALSE, fesis = TRUE, t.pval = 0.01, #cluster = "individual", ar = 1, print.searchinfo = FALSE )) expect_silent(isatpanel( y = pandata_simulated$gdp, id = pandata_simulated$country, time = pandata_simulated$year, mxreg = pandata_simulated$temp, effect = "twoways", iis = FALSE, fesis = TRUE, t.pval = 0.01, engine = "fixest", cluster = "individual", ar = 1, print.searchinfo = FALSE )) }) test_that("Test that estimates of IIS are equal across methods and including perfectly linear terms", { data("pandata_simulated") pandata_simulated$int_rate <- rep(rnorm(100),4) pandata_simulated <- pandata_simulated[pandata_simulated$year>1979,] aa <- isatpanel(data = pandata_simulated,formula = gdp~temp, index = c("country","year"),fesis = FALSE, iis = TRUE, effect = c("twoways"), print.searchinfo = FALSE) bb <- isatpanel(data = pandata_simulated,formula = gdp~temp + int_rate, index = c("country","year"),fesis = FALSE, iis = TRUE, effect = c("twoways"), print.searchinfo = FALSE) cc <- isatpanel(data = pandata_simulated,formula = gdp~temp + int_rate, index = c("country","year"),fesis = FALSE, iis = TRUE, effect = c("twoways"), engine = "fixest", print.searchinfo = FALSE) dd <- isatpanel(data = pandata_simulated,formula = gdp~temp + int_rate, index = c("country","year"),fesis = FALSE, iis = TRUE, effect = c("twoways"), engine = "felm", print.searchinfo = FALSE) ee <- isatpanel(data = pandata_simulated,formula = gdp~temp + int_rate, index = c("country","year"),fesis = FALSE, iis = TRUE, effect = c("twoways"), engine = "plm", print.searchinfo = FALSE) expect_true(identical(round(coef(aa$isatpanel.result)["temp"],7), round(coef(bb$isatpanel.result)["temp"],7), round(coef(cc$isatpanel.result)["temp"],7), round(coef(dd$isatpanel.result)["temp"],7), round(coef(ee$isatpanel.result)["temp"],7))) }) test_that("Test that estimates of FESIS are equal across methods", { data("pandata_simulated") aa <- isatpanel(data = pandata_simulated,formula = gdp~temp, index = c("country","year"), fesis = TRUE, effect = c("twoways"), print.searchinfo = FALSE) bb <- isatpanel(data = pandata_simulated,formula = gdp~temp, index = c("country","year"), fesis = TRUE, effect = c("twoways"), engine = "fixest", print.searchinfo = FALSE) cc <- isatpanel(data = pandata_simulated,formula = gdp~temp, index = c("country","year"), fesis = TRUE, effect = c("twoways"), engine = "felm", print.searchinfo = FALSE) dd <- isatpanel(data = pandata_simulated,formula = gdp~temp, index = c("country","year"), fesis = TRUE, effect = c("twoways"), engine = "plm", print.searchinfo = FALSE) expect_true(identical(round(coef(aa$isatpanel.result)["temp"],7), round(coef(bb$isatpanel.result)["temp"],7), round(coef(cc$isatpanel.result)["temp"],7), round(coef(dd$isatpanel.result)["temp"],7))) }) test_that("Test that estimates of FESIS are equal across methods", { skip_on_ci() data("pandata_simulated") pandata_simulated <- pandata_simulated[pandata_simulated$year>1979,] aa <- isatpanel(data = pandata_simulated,formula = gdp~temp, index = c("country","year"), fesis = TRUE, effect = c("twoways"), print.searchinfo = FALSE) bb <- isatpanel(data = pandata_simulated,formula = gdp~temp, index = c("country","year"), fesis = TRUE, effect = c("twoways"), print.searchinfo = FALSE, engine = "fixest") expect_true(identical(round(coef(aa$isatpanel.result)["temp"],7), round(coef(bb$isatpanel.result)["temp"],7))) }) # # # is1 <- isatpanel(y=pandata_simulated$gdp, # id=pandata_simulated$country, # time=pandata_simulated$year, # mxreg=pandata_simulated$temp, # mxbreak=c(pandata_simulated$const), # break.method="both", # effect="twoways", # iis=FALSE, # t.pval=0.01, # engine = "felm", # cluster = "individual") # # # # # ########################################################## # ###### 1: Allowing for breaks in individual fixed effects # # # is1 <- isatpanel(y=pandata_simulated$gdp, # id=pandata_simulated$country, # time=pandata_simulated$year, # mxreg=pandata_simulated$temp, # mxbreak=c(pandata_simulated$const), # break.method="both", # effect="twoways", # iis=FALSE, # t.pval=0.01) # # # # is1_felm <- isatpanel(y=pandata_simulated$gdp, # id=pandata_simulated$country, # time=pandata_simulated$year, # mxreg=pandata_simulated$temp, # mxbreak=c(pandata_simulated$const), # break.method="both", # effect="twoways", # iis=FALSE, # t.pval=0.01, # engine = "felm", # cluster = "individual") # # # # is1_felm_standardSE <- isatpanel(y=pandata_simulated$gdp, # id=pandata_simulated$country, # time=pandata_simulated$year, # mxreg=pandata_simulated$temp, # mxbreak=c(pandata_simulated$const), # break.method="both", # effect="twoways", # iis=FALSE, # t.pval=0.01, # engine = "felm", # cluster = "none") # # # # is1_fixest <- isatpanel(y=pandata_simulated$gdp, # id=pandata_simulated$country, # time=pandata_simulated$year, # mxreg=pandata_simulated$temp, # mxbreak=c(pandata_simulated$const), # break.method="both", # effect="twoways", # iis=FALSE, # t.pval=0.01, # engine = "fixest", # cluster = "individual") # # # is1_fixest_standardSE <- isatpanel(y=pandata_simulated$gdp, # id=pandata_simulated$country, # time=pandata_simulated$year, # mxreg=pandata_simulated$temp, # mxbreak=c(pandata_simulated$const), # break.method="both", # effect="twoways", # iis=FALSE, # t.pval=0.01, # engine = "fixest", # cluster = "none") # # # # is1_fixest_timeclus <- isatpanel(y=pandata_simulated$gdp, # id=pandata_simulated$country, # time=pandata_simulated$year, # mxreg=pandata_simulated$temp, # mxbreak=c(pandata_simulated$const), # break.method="both", # effect="twoways", # iis=FALSE, # t.pval=0.01, # engine = "fixest", # cluster = "time") # # # ################################################################## # ###### 2: Allowing for breaks in time (common across individuals) # # is2 <- isatpanel( # y = pandata_simulated$gdp, # id = pandata_simulated$country, # time = pandata_simulated$year, # mxreg = pandata_simulated$temp, # mxbreak = c(pandata_simulated$temp), # break.method = "time", # effect = "twoways", # iis = FALSE, # t.pval = 0.01 # ) # # # is2_felm <-isatpanel( # y = pandata_simulated$gdp, # id = pandata_simulated$country, # time = pandata_simulated$year, # mxreg = pandata_simulated$temp, # mxbreak = c(pandata_simulated$temp), # break.method = "time", # effect = "twoways", # iis = FALSE, # t.pval = 0.01, # engine = "felm", # cluster = "individual") # # is2_felm_standardSE <-isatpanel( # y = pandata_simulated$gdp, # id = pandata_simulated$country, # time = pandata_simulated$year, # mxreg = pandata_simulated$temp, # mxbreak = c(pandata_simulated$temp), # break.method = "time", # effect = "twoways", # iis = FALSE, # t.pval = 0.01, # engine = "felm", # cluster = "none") # # is2_fixest <-isatpanel( # y = pandata_simulated$gdp, # id = pandata_simulated$country, # time = pandata_simulated$year, # mxreg = pandata_simulated$temp, # mxbreak = c(pandata_simulated$temp), # break.method = "time", # effect = "twoways", # iis = FALSE, # t.pval = 0.01, # engine = "fixest", # cluster = "individual") # # ########################################################################## # ###### 3: Allowing for breaks across units (heterogeneity of coefficients) # # is3 <- isatpanel( # y = pandata_simulated$gdp, # id = pandata_simulated$country, # time = pandata_simulated$year, # mxreg = pandata_simulated$temp, # mxbreak = c(pandata_simulated$temp), # break.method = "individual", # effect = "twoways", # iis = FALSE, # t.pval = 0.01 # ) # # # is3_felm <- isatpanel( # y = pandata_simulated$gdp, # id = pandata_simulated$country, # time = pandata_simulated$year, # mxreg = pandata_simulated$temp, # mxbreak = c(pandata_simulated$temp), # break.method = "individual", # effect = "twoways", # iis = FALSE, # t.pval = 0.01, # engine= "felm", # cluster="individual" # ) # # is3_felm_standardSE <- isatpanel( # y = pandata_simulated$gdp, # id = pandata_simulated$country, # time = pandata_simulated$year, # mxreg = pandata_simulated$temp, # mxbreak = c(pandata_simulated$temp), # break.method = "individual", # effect = "twoways", # iis = FALSE, # t.pval = 0.01, # engine= "felm", # cluster="0" # ) # # # is3_fixest <- isatpanel( # y = pandata_simulated$gdp, # id = pandata_simulated$country, # time = pandata_simulated$year, # mxreg = pandata_simulated$temp, # mxbreak = c(pandata_simulated$temp), # break.method = "individual", # effect = "twoways", # iis = FALSE, # t.pval = 0.01, # engine= "fixest", # cluster="individual" # ) # # ##################################################### # ###### 3.1: Allowing for breaks across units and time # # is3.1 <- isatpanel( # y = pandata_simulated$gdp, # id = pandata_simulated$country, # time = pandata_simulated$year, # mxreg = pandata_simulated$temp, # mxbreak = c(pandata_simulated$temp), # break.method = "both", # effect = "twoways", # iis = FALSE, # t.pval = 0.01 # ) # # # # is3.1_felm <- isatpanel( # y = pandata_simulated$gdp, # id = pandata_simulated$country, # time = pandata_simulated$year, # mxreg = pandata_simulated$temp, # mxbreak = c(pandata_simulated$temp), # break.method = "both", # effect = "twoways", # iis = FALSE, # t.pval = 0.01, # engine = "felm", # cluster="individual" # ) # # is3.1_felm_standardSE <- isatpanel( # y = pandata_simulated$gdp, # id = pandata_simulated$country, # time = pandata_simulated$year, # mxreg = pandata_simulated$temp, # mxbreak = c(pandata_simulated$temp), # break.method = "both", # effect = "twoways", # iis = FALSE, # t.pval = 0.01, # engine = "felm", # cluster="0" # ) # # # is3.1_fixest <- isatpanel( # y = pandata_simulated$gdp, # id = pandata_simulated$country, # time = pandata_simulated$year, # mxreg = pandata_simulated$temp, # mxbreak = c(pandata_simulated$temp), # break.method = "both", # effect = "twoways", # iis = FALSE, # t.pval = 0.01, # engine = "fixest", # cluster="individual" # ) # ## interpreting the output: # # two breaks are detected at t=35 for unit id=1 and 2, estimates break magnitudes are given by the coefficients. # # #################################### # ##### 4: Allowing for outliers # # is4 <- isatpanel( # y = pandata_simulated$gdp, # id = pandata_simulated$country, # time = pandata_simulated$year, # mxreg = pandata_simulated$temp, # mxbreak = NULL, # break.method = "both", # effect = "twoways", # iis = TRUE, # t.pval = 0.01 # ) # # # is4_felm <- isatpanel( # y = pandata_simulated$gdp, # id = pandata_simulated$country, # time = pandata_simulated$year, # mxreg = pandata_simulated$temp, # mxbreak = NULL, # break.method = "both", # effect = "twoways", # iis = TRUE, # t.pval = 0.01, # engine = "felm", # cluster = "individual" # ) # # is4_felm_standardSE <- isatpanel( # y = pandata_simulated$gdp, # id = pandata_simulated$country, # time = pandata_simulated$year, # mxreg = pandata_simulated$temp, # mxbreak = NULL, # break.method = "both", # effect = "twoways", # iis = TRUE, # t.pval = 0.01, # engine = "felm", # cluster = "none" # ) # # is4_fixest <- isatpanel( # y = pandata_simulated$gdp, # id = pandata_simulated$country, # time = pandata_simulated$year, # mxreg = pandata_simulated$temp, # mxbreak = NULL, # break.method = "both", # effect = "twoways", # iis = TRUE, # t.pval = 0.01, # engine = "fixest", # cluster = "individual" # ) # # ###################################################################### # ############ Different Fixed Effect Specifications ################# # ##################################################################### # # ######### allowing for breaks over time and units (not- common across units) # #### Individual Fixed effects only: # # is3.1.1 <- isatpanel( # y = pandata_simulated$gdp, # id = pandata_simulated$country, # time = pandata_simulated$year, # mxreg = pandata_simulated$temp, # mxbreak = c(pandata_simulated$temp), # break.method = "both", # effect = "individual", # iis = FALSE # ) # # # is3.1.1_felm <- isatpanel( # y = pandata_simulated$gdp, # id = pandata_simulated$country, # time = pandata_simulated$year, # mxreg = pandata_simulated$temp, # mxbreak = c(pandata_simulated$temp), # break.method = "both", # effect = "individual", # iis = FALSE, # engine="felm", # cluster="individual" # # ) # # is3.1.1_felm_standardSE <- isatpanel( # y = pandata_simulated$gdp, # id = pandata_simulated$country, # time = pandata_simulated$year, # mxreg = pandata_simulated$temp, # mxbreak = c(pandata_simulated$temp), # break.method = "both", # effect = "individual", # iis = FALSE, # engine="felm", # cluster="0" # # ) # # is3.1.1_fixest <- isatpanel( # y = pandata_simulated$gdp, # id = pandata_simulated$country, # time = pandata_simulated$year, # mxreg = pandata_simulated$temp, # mxbreak = c(pandata_simulated$temp), # break.method = "both", # effect = "individual", # iis = FALSE, # engine="fixest", # cluster="individual" # # ) # # #### Time Fixed effects only: # # is3.1.2 <- isatpanel( # y = pandata_simulated$gdp, # id = pandata_simulated$country, # time = pandata_simulated$year, # mxreg = pandata_simulated$temp, # mxbreak = c(pandata_simulated$temp), # break.method = "both", # effect = "time", # iis = FALSE # ) # # # is3.1.2_felm <- isatpanel( # y = pandata_simulated$gdp, # id = pandata_simulated$country, # time = pandata_simulated$year, # mxreg = pandata_simulated$temp, # mxbreak = c(pandata_simulated$temp), # break.method = "both", # effect = "time", # iis = FALSE, # engine = "felm", # cluster="individual" # ) # # is3.1.2_felm_standardSE <- isatpanel( # y = pandata_simulated$gdp, # id = pandata_simulated$country, # time = pandata_simulated$year, # mxreg = pandata_simulated$temp, # mxbreak = c(pandata_simulated$temp), # break.method = "both", # effect = "time", # iis = FALSE, # engine = "felm", # cluster="0" # ) # # # # # #source(here("code","internal","getsFun.R")) # is3.1.2_fixest <- isatpanel( # y = pandata_simulated$gdp, # id = pandata_simulated$country, # time = pandata_simulated$year, # mxreg = pandata_simulated$temp, # mxbreak = c(pandata_simulated$temp), # break.method = "both", # effect = "time", # iis = FALSE, # engine = "fixest", # cluster="time" # ) # # # # ###################################################################### # ########## Running in Parallel # ###################################################################### # # # # library(parallel) # # detectCores() # # # # ###### allow for breaks over time and units (not- common across units) in parallel # # is3.1.p <- isatpanel( # # y = pandata_simulated$gdp, # # id = pandata_simulated$country, # # time = pandata_simulated$year, # # mxreg = pandata_simulated$temp, # # mxbreak = c(pandata_simulated$temp), # # break.method = "both", # # effect = "twoways", # # iis = FALSE, # # parallel.options = 2 # # ) # # # # # # # # # # # # # #