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96 changes: 96 additions & 0 deletions test/test_mean.jl
Original file line number Diff line number Diff line change
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using FixedEffectModels, GLM
using DataFrames
using Test

function test_common_lm(a,b)
@test isapprox(r2(a),r2(b))
@test isapprox(adjr2(a),adjr2(b))
#@test isapprox(coef(a)[1],coef(b)[1])
end
treatment_ = ["A","A","A","B","B","B","B"]
year_ = [0,1,2, 0,1,2,3]

tf=DataFrame(treatment = treatment_, year = year_,
obs = rand(length(treatment_)))

@testset "R2 comparisons" begin

@testset "default mean compare noFE to GLM" begin
m = @formula obs~year+treatment
ols1=fit(LinearModel,m,tf)
nofesol=reg(tf,m,save=true)
test_common_lm(ols1,nofesol)
end
@testset "specific mean compare noFE to GLM" begin
m = @formula obs~1+year+treatment
ols1=fit(LinearModel,m,tf)
nofesol=reg(tf,m,save=true)
test_common_lm(ols1,nofesol)
end
@testset "no mean compare noFE to GLM" begin
m = @formula obs~0+year+treatment
ols1=fit(LinearModel,m,tf)
nofesol=reg(tf,m,save=true)
test_common_lm(ols1,nofesol)
end
@testset "default mean compare fe(treatment) to GLM" begin
m = @formula obs~year+treatment
mfe = @formula obs~year+fe(treatment)

ols1=fit(LinearModel,m,tf)
fesol=reg(tf,mfe,save=true)

test_common_lm(ols1,fesol)
end
@testset "specific mean compare fe(treatment) to GLM" begin
m = @formula obs~1+year+treatment
mfe = @formula obs~1+year+fe(treatment)

ols1=fit(LinearModel,m,tf)
fesol=reg(tf,mfe,save=true)

test_common_lm(ols1,fesol)
end
@testset "no mean compare fe(treatment) to GLM" begin
m = @formula obs~0+year+treatment
mfe = @formula obs~0+year+fe(treatment)

ols1=fit(LinearModel,m,tf)
fesol=reg(tf,mfe,save=true)

test_common_lm(ols1,fesol)

#=

nofesol=reg(testframe,@formula(obs~0+year+treatment),save=true)
@test isapprox(r2(nofesol),r2(ols1))
@test isapprox(adjr2(nofesol),adjr2(ols1))
@test isapprox(coef(nofesol),coef(ols1))
@test isapprox(residuals(nofesol,testframe),residuals(ols1))

@test isapprox(nofesol.tss, fesol.tss) #this fails
@test isapprox(fesol.tss, nulldeviance(ols1))

@test isapprox(nofesol.rss, fesol.rss)
@test isapprox(nofesol.rss, deviance(ols1))

nofesolgpu=reg(testframe,@formula(obs~0+year+treatment),method=:gpu, double_precision=true,save=true)
@test isapprox(r2(nofesolgpu),r2(ols1))
@test isapprox(adjr2(nofesolgpu),adjr2(ols1))

fesolgpu=reg(testframe,@formula(obs~0+year+fe(treatment)),method=:gpu, double_precision=true,save=true)
@test isapprox(r2(fesolgpu),r2(ols1))
@test isapprox(adjr2(fesolgpu),adjr2(ols1))

@test isapprox(r2(fesolgpu),r2(fesol))
@test isapprox(adjr2(fesolgpu),adjr2(fesol))
@test isapprox(coef(fesolgpu),coef(fesol))

@test isapprox(r2(nofesolgpu),r2(nofesol))
@test isapprox(adjr2(nofesolgpu),adjr2(nofesol))
@test isapprox(coef(fesolgpu),coef(fesol))

=#
end

end