require(glmMisrep) data <- data.frame( Y = c(0, 0, 0, 0, 0, 5, 1, 0, 0, 0, 4, 2, 3, 3, 29, 0, 0, 12, 0, 6, 0, 0, 0, 1, 3, 17, 0, 25, 0, 0, 2, 0, 0, 0, 0, 0, 0, 4, 2, 16, 0, 19, 0, 0, 2, 0, 0, 0, 0, 0), X1 = c(0, 0, 0, 0, 0, 0, 1, 1, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 0, 1, 1, 0, 1, 0, 1, 0, 1, 1, 0, 1, 0, 1, 1, 0, 1, 0, 1, 0, 0, 1, 0, 1, 0, 0, 1, 0, 0), X2 = c(0.315223940, 0.203016819, -0.046615492, -0.040681413, 0.617273624, 0.813577139, 0.434980275, -1.868117146, -0.027052575, 0.228288655, 1.380955283, 0.257543733, -0.353957121, 0.818737902, 0.525026487, -0.506164644, -0.949480806, -0.107608844, 0.363661818, -0.295835692, 0.110056356, -0.205246487, -0.285092978, -0.639260383, 1.576928404, 2.058907651, 0.823073891, -0.340826703, -1.324805151, 0.103545160, 0.497766445, 0.501280218, -0.297921410, 1.056264736, -0.767076814, -0.212290592, -1.563216428, 1.026954673, -0.087597819, 1.334059105, 0.955057522, 1.823380042, 1.082772308, -2.223962848, 1.433183408, -0.004531971, -1.029210193, 0.532295431, -0.930908683, 0.391930241), X3 = c(0.74306067, 0.67595394, 0.96320251, 0.57668303, 0.81643636, 0.78038200, 0.49999395, 0.99676766, 0.97642715, 0.88478779, 0.53447733, 0.27009525, 0.64544670, 0.63666898, 0.14489153, 0.89359811, 0.70506987, 0.81595152, 0.78411313, 0.90301090, 0.48920726, 0.75707194, 0.98999417, 0.85091229, 0.29074286, 0.73562357, 0.97903729, 0.96906234, 0.84957226, 0.55937779, 0.49149558, 0.83789430, 0.66902416, 0.44173571, 0.81911265, 0.64182433, 0.34363554, 0.78838686, 0.78557154, 0.83241653, 0.68691255, 0.20317013, 0.78619988, 0.09229911, 0.52779899, 0.79314940, 0.95612951, 0.95234203, 0.54259470, 0.81656990), Sex = c("Male", "Male", "Female", "Male", "Male", "Female", "Female", "Female", "Female", "Male", "Male", "Female", "Male", "Female", "Male", "Female", "Female", "Male", "Female", "Male", "Male", "Female", "Male", "Female", "Female", "Male", "Male", "Male", "Male", "Female", "Male", "Female", "Female", "Female", "Male", "Female", "Male", "Female", "Male", "Female", "Female", "Male", "Female", "Male", "Male", "Female", "Female", "Female", "Female", "Male"), Race = c("Black", "Black", "White", "White", "White", "White", "Black", "Other", "Other", "Other", "Black", "Other", "Other", "Other", "Other", "Other", "White", "Other", "White", "Black", "White", "Other", "White", "White", "Other", "Other", "Black", "Other", "Other", "Black", "Black", "Black", "Other", "Black", "Black", "Other", "White", "Other", "White", "White", "Other", "Other", "Other", "White", "White", "Black", "Black", "Black", "Other", "White"), V_star = c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 0, 1, 0, 0, 1, 0, 0, 0, 0, 0, 1, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0)) data$Race <- as.factor(data$Race) data$Sex <- as.factor(data$Sex) t1 <- tryCatch(nbRegMisrepEM(formula = y ~ X1 + X2 + X3 + Sex + Race + V_star, v_star = "V_star", data = data, lambda = c(0.6,0.4), epsilon = 1e-08, maxit = 10000, maxrestarts = 20), error = function(x) x ) # The response above is inappropriately specified (y, not Y) stopifnot( t1$message == "object 'y' not found" ) t2 <- tryCatch(nbRegMisrepEM(formula = Y ~ X1 + X2 + X3 + Sex + Race + V_star, v_star = "V_Star", data = data, lambda = c(0.6,0.4), epsilon = 1e-08, maxit = 10000, maxrestarts = 20), error = function(x) x ) # Argument to 'v_star' is misspelled stopifnot( t2$message == "variable V_Star not present in dataframe" ) data$V_star <- ifelse(data$V_star == 1, yes = "yes", no = "no") t3 <- tryCatch(nbRegMisrepEM(formula = Y ~ X1 + X2 + X3 + Sex + Race + V_star, v_star = "V_star", data = data, lambda = c(0.6,0.4), epsilon = 1e-08, maxit = 10000, maxrestarts = 20), error = function(x) x ) # v* variable is type character (yes and no) stopifnot( t3$message == "v_star variable must be of class 'factor' or 'numeric'" ) data$V_star <- ifelse(data$V_star == "yes", yes = 1, no = 0) data$V_star[10] <- -1 t4 <- tryCatch(nbRegMisrepEM(formula = Y ~ X1 + X2 + X3 + Sex + Race + V_star, v_star = "V_star", data = data, lambda = c(0.6,0.4), epsilon = 1e-08, maxit = 10000, maxrestarts = 20), error = function(x) x ) # v* variable must be binary stopifnot( t4$message == "v_star variable must contain two unique values" ) data$V_star[10] <- 0 data$V_star <- ifelse(data$V_star == 1, yes = 1, no = 2) t5 <- tryCatch(nbRegMisrepEM(formula = Y ~ X1 + X2 + X3 + Sex + Race + V_star, v_star = "V_star", data = data, lambda = c(0.6,0.4), epsilon = 1e-08, maxit = 10000, maxrestarts = 20), error = function(x) x ) # v* must be binary, but more specifically 0/1; stopifnot( t5$message == "v_star variable must be coded with ones and zeroes" ) data$V_star <- ifelse(data$V_star == 1, yes = 1, no = 0) t6 <- tryCatch(nbRegMisrepEM(formula = Y ~ X1 + X2 + X3 + Sex + Race + V_star, v_star = "V_star", data = data, lambda = c(0.49, 0.52), epsilon = 1e-08, maxit = 10000, maxrestarts = 20), error = function(x) x ) # Inappropriately specified lambda argument stopifnot( t6$message == "Lambda vector must sum to one" ) t7 <- tryCatch(nbRegMisrepEM(formula = Y ~ X1 + X2 + X3 + Sex + Race + V_star, v_star = "V_star", data = data, lambda = c(1/3, 1/3, 1/3), epsilon = 1e-08, maxit = 10000, maxrestarts = 20), error = function(x) x ) # Inappropriately specified lambda argument stopifnot( t7$message == "Lambda vector must contain two elements" ) data$X4 <- data$X2*0.3 t8 <- tryCatch(nbRegMisrepEM(formula = Y ~ X1 + X2 + X3 + X4 + Sex + Race + V_star, v_star = "V_star", data = data, lambda = c(0.6, 0.4), epsilon = 1e-08, maxit = 10000, maxrestarts = 20), error = function(x) x ) # Linearly dependent covariates/degenerate design matrix stopifnot( t8$message == "Linear dependencies exist in the covariates" ) # This is only to make sure the glm.nb() function can fit a model # without throwing warnings messages/failing to converge. For purposes # of testing our error handling, this should work. data$VS <- data$V_star t9 <- tryCatch(nbRegMisrepEM(formula = Y ~ X1 + X2 + X3 + Sex + Race + VS, v_star = "V_star", data = data, lambda = c(0.6, 0.4), epsilon = 1e-08, maxit = 10000, maxrestarts = 20), error = function(x) x ) # V_star variable is absent from formula ragument stopifnot( t9$message == "v_star variable must be specified in 'formula'" ) # EM algorithm should fail to converge within the specified number of attempts t10 <- tryCatch( capture.output(nbRegMisrepEM(formula = Y ~ X1 + X2 + X3 + Sex + Race + V_star, v_star = "V_star", data = data, lambda = c(0.6, 0.4), epsilon = 1e-08, maxit = 3, maxrestarts = 4)), error = function(x) x ) stopifnot( t10$message == "NOT CONVERGENT! Failed to converge after 4 attempts" ) # On the first attempt, fails to converge, and restarts with new mixing props. # Succeeds on the second attempt. msg <- capture.output( t11 <- nbRegMisrepEM(formula = Y ~ X1 + X2 + X3 + Sex + Race + V_star, v_star = "V_star", data = data, lambda = c(0.6, 0.4), epsilon = 1e-08, maxit = 9, maxrestarts = 4, verb = TRUE), type = "message" ) stopifnot( any(msg == "Warning: Failed to converge. Restarting with new mixing proportions") ) msg <- capture.output( t12 <- nbRegMisrepEM(formula = Y ~ X1 + X2 + X3 + Sex + Race + V_star, v_star = "V_star", data = data, lambda = c(0.6, 0.4), epsilon = 1e-08, maxit = 10000, maxrestarts = 20), type = "message" ) # Output validation; # Output should be a list stopifnot( is.list(t12) ) # With 14 elements stopifnot( length(t12) == 14 ) # Fisher information matrix should be symmetric stopifnot( isSymmetric(t12$cov.estimates) ) # The returned list should have elements with the following names # and types stopifnot( all.equal(lapply(t12, class), lapply(list(y = 0.1, lambda = 0.2, params = 0.3, loglik = 0.4, posterior = 0.5, all.loglik = 0.6, cov.estimates = matrix(data = c(1,2,3,4), 2, 2), std.error = 0.7, t.values = 0.8, p.values = 0.9, ICs = 1.0, ft = "*", formula = y ~ x, v_star_name = "v*" ), class) ) ) # Verifying the function can correctly calculate things; stopifnot( all.equal(t12$lambda, 0.08400328, tolerance = 3e-7 ) ) stopifnot( all.equal(as.numeric(t12$params), c(6.7430448, -2.9549985, 0.9375115, 1.7238887, -0.2716501, 1.1538932, 1.0963831, -0.5272682, 3.3533715), tolerance = 3e-7 ) ) stopifnot( all.equal( t12$loglik, -65.62407, tolerance = 3e-7 ) ) stopifnot( all.equal( t12$posterior, c(9.988710e-01, 9.980942e-01, 9.509450e-01, 9.856863e-01, 9.987743e-01, 3.159226e-05, 9.864484e-01, 9.379181e-01, 9.928805e-01, 9.999618e-01, 9.999997e-01, 7.803974e-01, 1.890117e-01, 9.592257e-01, 1.196146e-16, 9.749377e-01, 9.258057e-01, 1.920442e-10, 9.722526e-01, 3.270529e-05, 9.992455e-01, 9.885919e-01, 9.931605e-01, 4.166431e-01, 9.999954e-01, 1.000000e+00, 9.999427e-01, 9.326991e-21, 9.678755e-01, 9.952032e-01, 9.997068e-01, 9.904702e-01, 9.981918e-01, 9.994231e-01, 9.887824e-01, 9.988644e-01, 9.277404e-01, 9.999515e-01, 9.990492e-02, 4.403466e-11, 9.999803e-01, 9.999980e-01, 9.999999e-01, 9.202387e-01, 9.999995e-01, 9.690717e-01, 9.291949e-01, 9.991821e-01, 9.566443e-01, 9.963779e-01), tolerance = 3e-7 ) ) stopifnot( all.equal( t12$all.loglik, c(-81.19736, -70.48727, -67.79435, -66.44099, -65.98469, -65.74817, -65.64908, -65.62736, -65.62443, -65.62410, -65.62407, -65.62407, -65.62407, -65.62407, -65.62407), tolerance = 3e-7 ) ) stopifnot( all.equal(t12$cov.estimates, matrix(data = c(0.0023844118, -0.02009098, -0.002656031, 0.0015195246, 0.0009236147, -0.001211019, 0.0008305984, 0.0005869696, -0.0001436281, 0.001127857, -0.0200909828, 25.97675011, 0.432440287, -0.3705320089, -0.4059256158, 0.292658943, 0.1552722757, -0.0570759472, 0.2753255420, -0.501051481, -0.0026560314, 0.43244029, 0.522379702, 0.0058729610, -0.1217711181, -0.290424706, -0.1070016194, -0.1303433902, -0.0685981410, -0.119625632, 0.0015195246, -0.37053201, 0.005872961, 0.1422915077, -0.0208217088, -0.169558793, -0.0008502762, 0.0464555294, 0.0430827345, 0.009537233, 0.0009236147, -0.40592562, -0.121771118, -0.0208217088, 0.0835389458, 0.091147238, 0.0014369581, -0.0270061587, -0.0800881882, 0.090403298, -0.0012110187, 0.29265894, -0.290424706, -0.1695587930, 0.0911472377, 0.520446981, 0.0147750923, -0.0228003802, -0.0952969863, 0.018420162, 0.0008305984, 0.15527228, -0.107001619, -0.0008502762, 0.0014369581, 0.014775092, 0.1140995146, 0.0165974067, 0.0706060631, -0.016286048, 0.0005869696, -0.05707595, -0.130343390, 0.0464555294, -0.0270061587, -0.022800380, 0.0165974067, 0.1838633245, 0.1735945315, -0.046601444, -0.0001436281, 0.27532554, -0.068598141, 0.0430827345, -0.0800881882, -0.095296986, 0.0706060631, 0.1735945315, 0.3516947087, -0.128787828, 0.0011278571, -0.50105148, -0.119625632, 0.0095372335, 0.0904032982, 0.018420162, -0.0162860481, -0.0466014445, -0.1287878276, 0.193288862), ncol = 10, nrow = 10, byrow = TRUE, dimnames = list( c("lambda", names(t12$params)), c("lambda", names(t12$params)) ) ), tolerance = 3e-7 ) ) stopifnot( all.equal(as.numeric(t12$std.error), c(0.04883044, 5.09673916, 0.72275840, 0.37721547, 0.28903105, 0.72142011, 0.33778620, 0.42879287, 0.59303854, 0.43964629), tolerance = 3e-7) ) stopifnot( all.equal(as.numeric(t12$t.values), c(-4.088501, 2.485347, 5.964372, -0.376549, 3.416046, 2.556906, -0.889096, 7.627430), tolerance = 3e-7) ) stopifnot( all.equal(as.numeric(t12$p.values), c(2.034929e-04, 1.722241e-02, 5.304351e-07, 7.084989e-01, 1.470696e-03, 1.445972e-02, 3.792674e-01, 2.546330e-09), tolerance = 3e-7) ) stopifnot( all.equal(as.numeric(t12$ICs), c(151.2481, 156.8892, 170.3684), tolerance = 3e-7) ) stopifnot( t12$ft == "nbRegMisrepEM" ) stopifnot( class(t12$formula) == "formula" ) stopifnot( t12$v_star_name == "V_star" ) # Test S3 method for summarizing misrepEM objects; stopifnot( class(summary(t12)) == "summary.misrepEM" ) # Output needs to be a list stopifnot( is.list(summary(t12)) ) # of length 5 stopifnot( length(summary(t12)) == 5 ) # Whose elements are: (1) dataframe, and (2-5) 4 numeric vectors, which have the following names: stopifnot( all.equal(lapply(summary(t12), FUN = class), list(coefficients = "data.frame", ICs = "numeric", loglik = "numeric", lambda = "numeric", lambda_stderror = "numeric") ) ) # Test S3 predict method test_data <- data.frame(Y = c(0, 1, 64, 1, 2, 2, 0, 0, 0, 0, 0, 0, 0, 4 , 2, 0, 2, 5, 0, 0, 1, 14, 0, 0, 0, 3, 1, 0, 4, 1, 0, 0, 5, 0, 0, 0, 0, 0, 0, 5, 3, 0, 0, 3, 81, 0, 0, 0, 29, 7), X1 = c(1, 1, 0, 1, 1, 0, 0, 1, 0, 1, 1, 0, 0, 0, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 1, 1, 1, 1, 0, 1, 0, 1, 1, 0, 0, 1, 0), X2 = c(0.11386635, 1.47979040, 0.45636287, -0.41664853, 1.25417252, 2.10499692, -1.00587356, -0.55405844, 0.17479943, -0.29340898, -0.05440845, -0.07675026, -1.89324885, 0.59106707, -0.65140908, -1.28337223, -0.48737945, 1.64559981, -0.62364285, 0.79564381, 0.38869489, 1.61959941, -1.76141082, 0.37854440, 1.02329557, 0.74965937, 0.04413995, -1.33996273, 2.08891011, -0.36087621, 0.32225472, -1.67851814, 0.41262611, -0.44329044, -0.30112059, -0.03306856, 2.12324955, 0.54000803, -0.85397350, -0.40084273, 0.89826028, -0.04130717, -1.01038714, 0.83043124, 1.15626228, -1.54063266, -0.88519104, 0.19762001, -0.09330770, 0.54228214), X3 = c(0.9250996, 0.8397037, 0.8063966, 0.5005301, 0.5261619, 0.9748920, 0.7095294, 0.9362987, 0.4623964, 0.2624171, 0.7273491, 0.4308770, 0.1454707, 0.5222497, 0.9163159, 0.1999648, 0.7829910, 0.9217782, 0.5697253, 0.3976736, 0.8473057, 0.7532322, 0.8627066, 0.8478911, 0.3253753, 0.8730831, 0.5964159, 0.9204428, 0.3093212, 0.6506881, 0.8470737, 0.7918149, 0.1817754, 0.4743152, 0.8122764, 0.7745114, 0.8042454, 0.8288124, 0.5462465, 0.7267012, 0.8394176, 0.3295204, 0.6816037, 0.4984404, 0.4564431, 0.9894151, 0.8408505, 0.3310416, 0.5424446, 0.2656163), Sex = c("Male", "Female", "Male", "Female", "Female", "Female", "Male", "Female", "Male", "Female", "Male", "Female", "Female", "Female", "Male", "Female", "Male", "Male", "Female", "Female", "Female", "Female", "Female", "Female", "Female", "Male", "Male", "Male", "Male", "Female", "Male", "Male", "Male", "Male", "Male", "Female", "Male", "Female", "Female", "Male", "Male", "Male", "Female", "Male", "Female", "Male", "Male", "Female", "Female", "Male"), Race = c("Black", "Black", "Other", "Other", "White", "Black", "Black", "Black", "Black", "White", "White", "Other", "Black", "Black", "Black", "White", "Black", "White", "White", "Black", "Black", "Other", "White", "Other", "Black", "Black", "White", "Black", "Other", "Other", "White", "Black", "Other", "Other", "Black", "Black", "Other", "White", "White", "White", "Other", "Black", "Other", "Other", "White", "Black", "Black", "Black", "Other", "White"), V_star = c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 1, 0, 0, 0, 1, 0, 1, 0, 0, 0, 1, 0, 0, 0, 0, 1, 0, 0, 0, 1, 1)) # Output needs to be a numeric vector stopifnot( is.vector(predict(t12, test_data)) && is.numeric(predict(t12, test_data)) ) stopifnot( all.equal(predict(t12, test_data), c(1.324294995, 4.503639317, 2.893374359, 0.562230101, 1.961777902, 4.994997042, 0.079788289, 0.131666486, 0.653184221, 0.146261268, 0.617080347, 0.403133484, 0.054754574, 3.580267897, 0.138970332, 0.026998283, 1.647697283, 10.968771040, 0.029818122, 1.561381116, 0.268308469, 17.562643287, 0.003873439, 2.015000327, 0.923250557, 4.019055394, 2.557611800, 0.042357672, 55.245320731, 2.005485658, 0.447774566, 0.062487780, 3.179438139, 5.787024250, 0.261486109, 1.139934031, 51.240735517, 0.527554062, 0.051518525, 2.927336122, 15.685656583, 0.466571492, 0.192324354, 5.995036976, 14.554364558, 0.075112886, 0.094797836, 0.222069118, 8.365034279, 6.604011919), tolerance = 3e-7) )