R Under development (unstable) (2023-06-12 r84534 ucrt) -- "Unsuffered Consequences" Copyright (C) 2023 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > > library("multcomp") Loading required package: mvtnorm Loading required package: survival Loading required package: TH.data Loading required package: MASS Attaching package: 'TH.data' The following object is masked from 'package:MASS': geyser > tol <- sqrt(.Machine$double.eps) > set.seed(29081975) > > df <- data.frame(y = rnorm(100), + x = runif(100), + z = runif(100)) > > ### linear model > fam <- gaussian() > lm0 <- glm(y ~ 1, data = df, family = fam) > lm1 <- glm(y ~ x, data = df, family = fam) > lm2 <- glm(y ~ x + z, data = df, family = fam) > > gh <- glht(lm2, linfct = c("x = 0", "z = 0")) > stopifnot(abs(anova(lm0, lm2, test = "F")[2, 6] - + summary(gh, test = Ftest())$test$pvalue) < tol) > stopifnot(abs(anova(lm0, lm2, test = "Chisq")[2, 5] - + summary(gh, test = Chisqtest())$test$pvalue) < tol) > > gh <- glht(lm2, linfct = "z = 0") > stopifnot(abs(anova(lm1, lm2, test = "F")[2, 6] - + summary(gh, test = Ftest())$test$pvalue) < tol) > stopifnot(abs(anova(lm1, lm2, test = "Chisq")[2, 5] - + summary(gh, test = Chisqtest())$test$pvalue) < tol) > > ### logistic regression > df$y <- factor(df$y < 0) > fam <- binomial() > lm0 <- glm(y ~ 1, data = df, family = fam) > lm1 <- glm(y ~ x, data = df, family = fam) > lm2 <- glm(y ~ x + z, data = df, family = fam) > > if (require("lmtest")) { + + gh <- glht(lm2, linfct = c("x = 0", "z = 0")) + stopifnot(abs(waldtest(lm0, lm2, test = "Chisq")[2, 4] - + summary(gh, test = Chisqtest())$test$pvalue) < tol) + + gh <- glht(lm2, linfct = "z = 0") + stopifnot(abs(waldtest(lm1, lm2, test = "Chisq")[2, 4] - + summary(gh, test = Chisqtest())$test$pvalue) < tol) + } Loading required package: lmtest Loading required package: zoo Attaching package: 'zoo' The following objects are masked from 'package:base': as.Date, as.Date.numeric > > > proc.time() user system elapsed 1.09 0.23 1.31