Skip to content

Add Deviances to LRT output #806

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Open
wants to merge 5 commits into
base: main
Choose a base branch
from
Open

Add Deviances to LRT output #806

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
5 commits
Select commit Hold shift + click to select a range
1b5756c
Add Deviances to LRT output
jmgirard Mar 26, 2025
9b40278
Change Dev to Deviance
jmgirard Mar 26, 2025
3cda2dc
add tests
jmgirard Mar 27, 2025
9606480
Merge branch 'main' into main
strengejacke Apr 1, 2025
953b638
Merge branch 'main' into main
strengejacke Apr 23, 2025
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
7 changes: 6 additions & 1 deletion R/test_likelihoodratio.R
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -71,6 +71,9 @@ print.test_likelihoodratio <- function(x, digits = 2, ...) {
if ("LogLik" %in% names(x)) {
best <- which.max(x$LogLik)
footer <- c(sprintf("\nModel '%s' seems to have the best model fit.\n", x$Model[best]), "yellow")
} else if ("Dev" %in% names(x)) {
best <- which.min(x$Dev)
footer <- c(sprintf("\nModel '%s' seems to have the best model fit.\n", x$Name[best]), "yellow")
} else {
footer <- NULL
}
Expand Down Expand Up @@ -118,12 +121,14 @@ test_likelihoodratio.ListNestedRegressions <- function(objects, estimator = "ML"
} else {
# lmtest::lrtest()
lls <- sapply(objects, insight::get_loglikelihood, REML = REML, check_response = TRUE)
chi2 <- abs(c(NA, -2 * diff(lls)))
devs <- -2 * lls
chi2 <- abs(c(NA, diff(devs)))
p <- stats::pchisq(chi2, abs(dfs_diff), lower.tail = FALSE)

out <- data.frame(
df = dfs,
df_diff = dfs_diff,
deviance = devs,
Chi2 = chi2,
p = p,
stringsAsFactors = FALSE
Expand Down
12 changes: 0 additions & 12 deletions tests/testthat/_snaps/nestedLogit.md
View file
Open in desktop

This file was deleted.

3 changes: 3 additions & 0 deletions tests/testthat/test-test_likelihoodratio.R
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -28,14 +28,14 @@
m3 <- lm(mpg ~ wt + cyl, data = mtcars)

rez <- test_likelihoodratio(m1, m2, m3)
expect_equal(rez$Name, c("m1", "m2", "m3"))

Check warning on line 31 in tests/testthat/test-test_likelihoodratio.R

View workflow job for this annotation

GitHub Actions / lint-changed-files / lint-changed-files 

file=tests/testthat/test-test_likelihoodratio.R,line=31,col=3,[expect_identical_linter] Use expect_identical(x, y) by default; resort to expect_equal() only when needed, e.g. when setting ignore_attr= or tolerance=.

rez <- test_likelihoodratio(list(m1, m2, m3))
expect_equal(rez$Name, c("Model 1", "Model 2", "Model 3"))

Check warning on line 34 in tests/testthat/test-test_likelihoodratio.R

View workflow job for this annotation

GitHub Actions / lint-changed-files / lint-changed-files 

file=tests/testthat/test-test_likelihoodratio.R,line=34,col=3,[expect_identical_linter] Use expect_identical(x, y) by default; resort to expect_equal() only when needed, e.g. when setting ignore_attr= or tolerance=.

models <- list(m1, m2, m3)
rez <- test_likelihoodratio(models)
expect_equal(rez$Name, c("Model 1", "Model 2", "Model 3"))

Check warning on line 38 in tests/testthat/test-test_likelihoodratio.R

View workflow job for this annotation

GitHub Actions / lint-changed-files / lint-changed-files 

file=tests/testthat/test-test_likelihoodratio.R,line=38,col=3,[expect_identical_linter] Use expect_identical(x, y) by default; resort to expect_equal() only when needed, e.g. when setting ignore_attr= or tolerance=.
})

test_that("test_likelihoodratio - reversed order", {
Expand All @@ -62,7 +62,8 @@
test_that("test_likelihoodratio - lme4 ML", {
t1 <- test_lrt(m1, m2, m3)
t2 <- suppressMessages(anova(m1, m2, m3))
expect_equal(attributes(t1)$estimator, "ml")

Check warning on line 65 in tests/testthat/test-test_likelihoodratio.R

View workflow job for this annotation

GitHub Actions / lint-changed-files / lint-changed-files 

file=tests/testthat/test-test_likelihoodratio.R,line=65,col=3,[expect_identical_linter] Use expect_identical(x, y) by default; resort to expect_equal() only when needed, e.g. when setting ignore_attr= or tolerance=.
expect_equal(t1$deviance, c(202.2215, 116.9578, 116.1164), tolerance = 1e-3)
expect_equal(t1$Chi2, c(NA, 85.26365, 0.84141), tolerance = 1e-3)
expect_equal(t1$p, c(NA, 0, 0.35899), tolerance = 1e-3)
# close, but not the same
Expand All @@ -72,14 +73,15 @@

test_that("test_likelihoodratio - lme4 OLS", {
t2 <- test_lrt(m1, m2, m3, estimator = "ols")
expect_equal(attributes(t2)$estimator, "ols")

Check warning on line 76 in tests/testthat/test-test_likelihoodratio.R

View workflow job for this annotation

GitHub Actions / lint-changed-files / lint-changed-files 

file=tests/testthat/test-test_likelihoodratio.R,line=76,col=3,[expect_identical_linter] Use expect_identical(x, y) by default; resort to expect_equal() only when needed, e.g. when setting ignore_attr= or tolerance=.
expect_equal(t2$Chi2, c(NA, 105.73844, 1.04346), tolerance = 1e-3)
expect_equal(t2$p, c(NA, 0, 0.30702), tolerance = 1e-3)
})

test_that("test_likelihoodratio - lme4 REML", {
expect_warning(t3 <- test_lrt(m1, m2, m3, estimator = "REML"))

Check warning on line 82 in tests/testthat/test-test_likelihoodratio.R

View workflow job for this annotation

GitHub Actions / lint-changed-files / lint-changed-files 

file=tests/testthat/test-test_likelihoodratio.R,line=82,col=18,[implicit_assignment_linter] Avoid implicit assignments in function calls. For example, instead of `if (x <- 1L) { ... }`, write `x <- 1L; if (x) { ... }`.
expect_equal(attributes(t3)$estimator, "reml")

Check warning on line 83 in tests/testthat/test-test_likelihoodratio.R

View workflow job for this annotation

GitHub Actions / lint-changed-files / lint-changed-files 

file=tests/testthat/test-test_likelihoodratio.R,line=83,col=3,[expect_identical_linter] Use expect_identical(x, y) by default; resort to expect_equal() only when needed, e.g. when setting ignore_attr= or tolerance=.
expect_equal(t3$deviance, c(210.9834, 121.6540, 124.5104), tolerance = 1e-3)
expect_equal(t3$Chi2, c(NA, 89.32933, 2.85635), tolerance = 1e-3)
expect_equal(t3$p, c(NA, 0, 0.09101), tolerance = 1e-3)
})
Expand All @@ -91,9 +93,10 @@
test_that("test_likelihoodratio - glm", {
t1 <- anova(m1, m2, m3, test = "LRT")
t2 <- test_lrt(m1, m2, m3)
expect_equal(t1$`Resid. Dev`, t2$deviance, tolerance = 1e-3)
expect_equal(t1$`Pr(>Chi)`, t2$p, tolerance = 1e-3)
expect_equal(t1$Deviance, t2$Chi2, tolerance = 1e-3)
expect_equal(attributes(t2)$estimator, "ml")

Check warning on line 99 in tests/testthat/test-test_likelihoodratio.R

View workflow job for this annotation

GitHub Actions / lint-changed-files / lint-changed-files 

file=tests/testthat/test-test_likelihoodratio.R,line=99,col=3,[expect_identical_linter] Use expect_identical(x, y) by default; resort to expect_equal() only when needed, e.g. when setting ignore_attr= or tolerance=.
})

m1 <- lm(Sepal.Length ~ Petal.Width, data = iris)
Expand All @@ -104,5 +107,5 @@
t1 <- anova(m1, m2, m3, test = "LRT")
t2 <- test_lrt(m1, m2, m3)
expect_equal(t1$`Pr(>Chi)`, t2$p, tolerance = 1e-3)
expect_equal(attributes(t2)$estimator, "ols")

Check warning on line 110 in tests/testthat/test-test_likelihoodratio.R

View workflow job for this annotation

GitHub Actions / lint-changed-files / lint-changed-files 

file=tests/testthat/test-test_likelihoodratio.R,line=110,col=3,[expect_identical_linter] Use expect_identical(x, y) by default; resort to expect_equal() only when needed, e.g. when setting ignore_attr= or tolerance=.
})
Loading