stopifnot(require("testthat"), require("glmmTMB")) set.seed(22380) dat <- data.frame( y = rnorm(100), x1 = rnorm(100), x2 = rnorm(100) ) # create two linearly dependent predictor variables dat$x3 <- with(dat, x1 + 3*x2) dat$x4 <- with(dat, -1*x1 + x2 + 5*x3) test_that("error messages for non-identifiable fixed effects", { # X expect_error( glmmTMB(y ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='stop')), "fixed effects in conditional model are rank deficient" ) expect_error( glmmTMB(y ~ 1, ziformula = ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='stop')), "fixed effects in zero-inflation model are rank deficient" ) expect_error( glmmTMB(y ~ 1, dispformula = ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='stop')), "fixed effects in dispersion model are rank deficient" ) # sparse X expect_error( glmmTMB(y ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='stop'), sparseX=c(cond=TRUE)), "fixed effects in conditional model are rank deficient" ) expect_error( glmmTMB(y ~ 1, ziformula = ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='stop'), sparseX=c(zi=TRUE)), "fixed effects in zero-inflation model are rank deficient" ) expect_error( glmmTMB(y ~ 1, dispformula = ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='stop'), sparseX=c(disp=TRUE)), "fixed effects in dispersion model are rank deficient" ) }) test_that("warning messages for non-identifiable fixed effects", { # X expect_warning( glmmTMB(y ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='warning')), "fixed effects in conditional model are rank deficient" ) expect_warning( glmmTMB(y ~ 1, ziformula = ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='warning')), "fixed effects in zero-inflation model are rank deficient" ) expect_warning( glmmTMB(y ~ 1, dispformula = ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='warning')), "fixed effects in dispersion model are rank deficient" ) # sparse X expect_warning( glmmTMB(y ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='warning'), sparseX=c(cond=TRUE)), "fixed effects in conditional model are rank deficient" ) expect_warning( glmmTMB(y ~ 1, ziformula = ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='warning'), sparseX=c(zi=TRUE)), "fixed effects in zero-inflation model are rank deficient" ) expect_warning( glmmTMB(y ~ 1, dispformula = ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='warning'), sparseX=c(disp=TRUE)), "fixed effects in dispersion model are rank deficient" ) }) test_that("messages for non-identifiable fixed effects", { # X expect_message( m1 <- glmmTMB(y ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='adjust')), "dropping columns.*conditional") expect_equal(length(fixef(m1)$cond), 5L) expect_equal(unname(fixef(m1)$cond[c("x3", "x4")]), rep(NA_real_, 2)) expect_message( m1 <- glmmTMB(y ~ 1, ziformula = ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='adjust')), "dropping columns.*zero-inflation") expect_equal(length(fixef(m1)$zi), 5L) expect_equal(unname(fixef(m1)$zi[c("x3", "x4")]), rep(NA_real_, 2)) expect_message( m1 <- glmmTMB(y ~ 1, dispformula = ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='adjust')), "dropping columns.*dispersion") expect_equal(length(fixef(m1)$disp), 5L) expect_equal(unname(fixef(m1)$disp[c("x3", "x4")]), rep(NA_real_, 2)) ## sparse X ## FIXME: NA-substitution not working yet for sparse X ## adj.X attribute missing ... ?? expect_message( m1 <- glmmTMB(y ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='adjust'), sparseX=c(cond=TRUE)), "dropping columns.*conditional") expect_equal(length(fixef(m1)$cond), 3L) expect_message( m1 <- glmmTMB(y ~ 1, ziformula = ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='adjust'), sparseX=c(zi=TRUE)), "dropping columns.*zero-inflation") expect_equal(length(fixef(m1)$zi), 3L) expect_message( m1 <- glmmTMB(y ~ 1, dispformula = ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='adjust'), sparseX=c(disp=TRUE)), "dropping columns.*dispersion") expect_equal(length(fixef(m1)$disp), 3L) }) test_that("vcov for rank-deficient models", { m1 <- suppressMessages(glmmTMB(y ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='adjust'))) expect_equal(dim(vcov(m1)$cond), c(5, 5)) expect_equal(dim(vcov(m1, include_nonest = FALSE)$cond), c(3, 3)) }) test_that("predict for rank-deficient models", { m1 <- suppressMessages(glmmTMB(y ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='adjust'))) expect_equal(head(predict(m1, re.form = ~ 0), 4), c(-0.00552313394691104, -0.0330178636893558, -0.214547485709826, 0.127729913085515), tolerance = 1e-5) }) test_that("equivalence between 'skip' and 'warn' when confronted with identifiable and non-identifiable fixed effects", { # models with no identifiability issues # X m1 <- glmmTMB(y ~ x1 + x2, data=dat, control=glmmTMBControl(rank_check='skip')) m2 <- glmmTMB(y ~ x1 + x2, data=dat, control=glmmTMBControl(rank_check='warn')) expect_equal(fixef(m1), fixef(m2)) m1 <- glmmTMB(y ~ 1, ziformula = ~ x1 + x2, data=dat, control=glmmTMBControl(rank_check='skip')) m2 <- glmmTMB(y ~ 1, ziformula = ~ x1 + x2, data=dat, control=glmmTMBControl(rank_check='warn')) expect_equal(fixef(m1), fixef(m2)) m1 <- glmmTMB(y ~ 1, dispformula = ~ x1 + x2, data=dat, control=glmmTMBControl(rank_check='skip')) m2 <- glmmTMB(y ~ 1, dispformula = ~ x1 + x2, data=dat, control=glmmTMBControl(rank_check='warn')) expect_equal(fixef(m1), fixef(m2)) # sparse X m1 <- glmmTMB(y ~ x1 + x2, data=dat, control=glmmTMBControl(rank_check='skip'), sparseX=c(cond=TRUE)) m2 <- glmmTMB(y ~ x1 + x2, data=dat, control=glmmTMBControl(rank_check='warn'), sparseX=c(cond=TRUE)) expect_equal(fixef(m1), fixef(m2)) m1 <- glmmTMB(y ~ 1, ziformula = ~ x1 + x2, data=dat, control=glmmTMBControl(rank_check='skip'), sparseX=c(zi=TRUE)) m2 <- glmmTMB(y ~ 1, ziformula = ~ x1 + x2, data=dat, control=glmmTMBControl(rank_check='warn'), sparseX=c(zi=TRUE)) expect_equal(fixef(m1), fixef(m2)) m1 <- glmmTMB(y ~ 1, dispformula = ~ x1 + x2, data=dat, control=glmmTMBControl(rank_check='skip'), sparseX=c(disp=TRUE)) m2 <- glmmTMB(y ~ 1, dispformula = ~ x1 + x2, data=dat, control=glmmTMBControl(rank_check='warn'), sparseX=c(disp=TRUE)) expect_equal(fixef(m1), fixef(m2)) # models with identifiability issues ## X cc1 <- glmmTMBControl(rank_check = 'skip', conv_check = 'skip') ## suppress 'extreme or very small eigenvalues detected' warning suppressWarnings(m1 <- glmmTMB(y ~ x1 + x2 + x3 + x4, data=dat, control=cc1)) expect_warning( m2 <- glmmTMB(y ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='warn')), "fixed effects in conditional model are rank deficient" ) expect_equal(fixef(m1), fixef(m2)) ## same warning suppressWarnings(m1 <- glmmTMB(y ~ 1, ziformula = ~ x1 + x2 + x3 + x4, data=dat, control=cc1)) expect_warning( m2 <- glmmTMB(y ~ 1, ziformula = ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='warn')), "fixed effects in zero-inflation model are rank deficient" ) expect_equal(fixef(m1), fixef(m2)) ## suppressWarnings() since we know this will be a non-pos-def Hessian m1 <- suppressWarnings(glmmTMB(y ~ 1, dispformula = ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='skip'))) expect_warning( m2 <- glmmTMB(y ~ 1, dispformula = ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='warn')), "fixed effects in dispersion model are rank deficient" ) expect_equal(fixef(m1), fixef(m2)) ## sparse X ## small-eig warning suppressWarnings(m1 <- glmmTMB(y ~ x1 + x2 + x3 + x4, data=dat, control=cc1)) expect_warning( m2 <- glmmTMB(y ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='warn'), sparseX=c(cond=TRUE)), "fixed effects in conditional model are rank deficient" ) expect_equal(fixef(m1), fixef(m2)) ## small-eig warning suppressWarnings( m1 <- glmmTMB(y ~ 1, ziformula = ~ x1 + x2 + x3 + x4, data=dat, control = cc1, sparseX=c(zi=TRUE)) ) expect_warning( m2 <- glmmTMB(y ~ 1, ziformula = ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='warn'), sparseX=c(zi=TRUE)), "fixed effects in zero-inflation model are rank deficient" ) expect_equal(fixef(m1), fixef(m2)) ## suppressWarnings() since we know this will be a non-pos-def Hessian m1 <- suppressWarnings(glmmTMB(y ~ 1, dispformula = ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='skip'), sparseX=c(cond=TRUE))) expect_warning( m2 <- glmmTMB(y ~ 1, dispformula = ~ x1 + x2 + x3 + x4, data=dat, control=glmmTMBControl(rank_check='warn'), sparseX=c(cond=TRUE)), "fixed effects in dispersion model are rank deficient" ) expect_equal(fixef(m1), fixef(m2)) })