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added hypothesis tests #16

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added hypothesis tests #16

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7f4c8ce
added hypothesis tests
andrefmgutierrez Apr 6, 2020
f1e19bd
adding the last versiom
andrefmgutierrez Apr 6, 2020
fb10a42
moving src/hypothesis_tests.jl
andrefmgutierrez Apr 7, 2020
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24 changes: 21 additions & 3 deletions src/estimation.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -49,6 +49,23 @@ function eval_std_error(sigma::Matrix{T}, num_par::Int) where {T<:Real}
return std_error
end

function z_value(M::Vector{T}, std::Vector{T}) where T
z= M./std
return z
end

function calc_p_value(z::Vector{T}, num_par::Int) where {T<:Real}
pvalue = zeros(num_par)
for (index, value) in enumerate(z)
if value<=0
value=-value
end
pvalue[index] = value
end
return 2*ccdf.(Normal(), pvalue)
end
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Move to the hypothsis_test.jl file



function deviance_residuals(y::Vector{Int}, pi_hat::Vector{T}) where T
return sign.(y.-pi_hat) .* (-2 .* (y .* log.(pi_hat) + (1 .- y) .* log.(1 .- pi_hat))).^(1/2)
end
Expand Down Expand Up @@ -88,9 +105,10 @@ function logreg(y::Vector{Int}, X::Matrix{T}; threshold::T = 0.5) where T
dev_residuals_var = deviance_residuals_variance(dev_residuals)
sigma = eval_sigma(y, X, beta_hat, num_obs, num_par)
std_error = eval_std_error(sigma, num_par)
# zvalue = z_value(beta_hat, std_error)
# z_test_p_value = calc_p_value(zvalue, num_par)
zvalue = z_value(beta_hat, std_error)
z_test_p_value = calc_p_value(zvalue, num_par)

return Model(y, X, threshold, num_obs, beta_hat, pi_hat, y_hat, dof_log, dof_resid,
dof_total, llk, aic, bic, dev_residuals, dev_residuals_var, sigma, std_error)
dof_total, llk, aic, bic, dev_residuals, dev_residuals_var, sigma, std_error,
zvalue, z_test_p_value)
end
4 changes: 2 additions & 2 deletions src/structures.jl
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Expand Up @@ -17,6 +17,6 @@ mutable struct Model{T <: Real}
dev_residuals_var::Float64
sigma::Matrix{T}
std_error::Vector{T}
# z_value::Vector{T}
# z_test_p_value::Vector{T}
z_value::Vector{T}
z_test_p_value::Vector{T}
end
9 changes: 7 additions & 2 deletions test/simple_models.jl
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Expand Up @@ -40,7 +40,7 @@
@test model_1.bic ≈ 9.86172 atol = 1e-3
@test model_1.dev_residuals ≈ [-1.5391528, 0.5460551, -0.7675418, 0.7675169, 1.4823421, -0.4852760] atol = 1e-3
@test model_1.std_error ≈ [3.353, 1.026] atol = 1e-3
end
end

@testset "model X_2" begin
model_2 = logreg(y, X_2)
Expand All @@ -58,4 +58,9 @@
@test model_2.y_hat == [1, 1, 0, 1, 1, 0]
@test model_2.std_error ≈ [4.8242, 1.3811, 1.3498] atol = 1e-3
end
end
@testset "hypothesis test" begin
model_2 = logreg(y, X_2)
@test model_2.z_value ≈ [ 0.149, -0.936, 0.895] atol = 1e-3
@test model_2.z_test_p_value ≈ [0.882, 0.349, 0.371] atol = 1e-3
end
end