skip_if_not_installed("lfe") x <- rnorm(1000) x2 <- rnorm(length(x)) id <- factor(sample(20, length(x), replace = TRUE)) firm <- factor(sample(13, length(x), replace = TRUE)) id.eff <- rnorm(nlevels(id)) firm.eff <- rnorm(nlevels(firm)) u <- rnorm(length(x)) y <- x + 0.5 * x2 + id.eff[id] + firm.eff[firm] + u x3 <- rnorm(length(x)) x4 <- sample(12, length(x), replace = TRUE) Q <- 0.3 * x3 + x + 0.2 * x2 + id.eff[id] + 0.3 * log(x4) - 0.3 * y + rnorm(length(x), sd = 0.3) W <- 0.7 * x3 - 2 * x + 0.1 * x2 - 0.7 * id.eff[id] + 0.8 * cos(x4) - 0.2 * y + rnorm(length(x), sd = 0.6) # add them to the outcome y <- y + Q + W dat <<- data.frame(y, x, x2, x3, x4, id, firm, Q, W) m1 <- lfe::felm(y ~ x + x2 | id + firm | (Q | W ~ x3 + factor(x4)), data = dat) test_that("model_info", { expect_true(model_info(m1)$is_linear) }) test_that("find_predictors", { expect_identical( find_predictors(m1), list( conditional = c("x", "x2"), instruments = c("Q", "W", "x3", "x4") ) ) expect_identical(find_predictors(m1, effects = "random"), list(random = c("id", "firm"))) expect_identical( find_predictors(m1, effects = "all", flatten = TRUE), c("x", "x2", "id", "firm", "Q", "W", "x3", "x4") ) }) test_that("find_random", { expect_identical(find_random(m1), list(random = c("id", "firm"))) }) test_that("get_random", { expect_identical(colnames(get_random(m1)), c("id", "firm")) }) test_that("find_response", { expect_identical(find_response(m1), "y") }) test_that("get_response", { expect_equal(get_response(m1), dat$y) }) test_that("get_predictors", { expect_equal( colnames(get_predictors(m1)), c("x", "x2", "Q", "W", "x3", "x4") ) }) test_that("link_inverse", { expect_equal(link_inverse(m1)(0.2), 0.2, tolerance = 1e-5) }) test_that("get_data", { expect_equal(nrow(get_data(m1)), 1000) expect_equal( colnames(get_data(m1)), c("y", "x", "x2", "id", "firm", "Q", "W", "x3", "x4") ) }) test_that("get_df", { expect_equal( get_df(m1, type = "residual"), df.residual(m1), ignore_attr = TRUE ) expect_equal( get_df(m1, type = "normal"), Inf, ignore_attr = TRUE ) expect_equal( get_df(m1, type = "wald"), 964, ignore_attr = TRUE ) }) test_that("find_formula", { expect_length(find_formula(m1), 3) expect_equal( find_formula(m1), list( conditional = as.formula("y ~ x + x2"), random = as.formula("~id + firm"), instruments = as.formula("~(Q | W ~ x3 + factor(x4))") ), ignore_attr = TRUE ) }) test_that("find_terms", { expect_equal( find_terms(m1), list( response = "y", conditional = c("x", "x2"), random = c("id", "firm"), instruments = c("(Q", "W x3", "factor(x4))") ) ) expect_equal( find_terms(m1, flatten = TRUE), c("y", "x", "x2", "id", "firm", "(Q", "W x3", "factor(x4))") ) }) test_that("find_variables", { expect_equal( find_variables(m1), list( response = "y", conditional = c("x", "x2"), random = c("id", "firm"), instruments = c("Q", "W", "x3", "x4") ) ) expect_equal( find_variables(m1, flatten = TRUE), c("y", "x", "x2", "id", "firm", "Q", "W", "x3", "x4") ) }) test_that("n_obs", { expect_equal(n_obs(m1), 1000) }) test_that("linkfun", { expect_false(is.null(link_function(m1))) }) test_that("find_parameters", { expect_equal( find_parameters(m1), list(conditional = c("x", "x2", "Q(fit)", "W(fit)")) ) expect_equal(nrow(get_parameters(m1)), 4) expect_equal( get_parameters(m1)$Parameter, c("x", "x2", "Q(fit)", "W(fit)") ) }) test_that("is_multivariate", { expect_false(is_multivariate(m1)) }) test_that("find_statistic", { expect_identical(find_statistic(m1), "t-statistic") })