easystats / easystats/performance
Wald tests - differences across packages
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Description
m1 <- glm(vs ~ disp + hp + drat, data = mtcars, family = "binomial")
m2 <- glm(vs ~ disp + hp, data = mtcars, family = "binomial")
m3 <- glm(vs ~ disp, data = mtcars, family = "binomial")
rez <- performance::test_wald(m1, m2, m3)
ref1 <- lmtest::waldtest(m1, m2, m3, test = "F")
ref2 <- anova(m1, m2, m3, test = "F")
#> Warning: using F test with a 'binomial' family is inappropriate
rez
#> Name | Model | df | df_diff | F | p
#> -------------------------------------------
#> m1 | glm | 28 | | |
#> m2 | glm | 29 | -1.00 | 8.44 | 0.007
#> m3 | glm | 30 | -1.00 | 12.94 | 0.001
#> Models were detected as nested and are compared in sequential order.
ref1
#> Wald test
#>
#> Model 1: vs ~ disp + hp + drat
#> Model 2: vs ~ disp + hp
#> Model 3: vs ~ disp
#> Res.Df Df F Pr(>F)
#> 1 28
#> 2 29 -1 2.0444 0.16383
#> 3 30 -1 2.9782 0.09504 .
#> ---
#> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
ref2
#> Analysis of Deviance Table
#>
#> Model 1: vs ~ disp + hp + drat
#> Model 2: vs ~ disp + hp
#> Model 3: vs ~ disp
#> Resid. Df Resid. Dev Df Deviance F Pr(>F)
#> 1 28 12.869
#> 2 29 16.750 -1 -3.8802 3.8802 0.04886 *
#> 3 30 22.696 -1 -5.9462 5.9462 0.01475 *
#> ---
#> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Created on 2022-10-30 with reprex v2.0.2
@DominiqueMakowski @mattansb @bwiernik (or someone else)
Any ideas?
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
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- Open a pull request that references the issue number.
Research direction
Start by reproducing the example with performance::test_wald(), lmtest::waldtest(), and anova() using the three binomial glm models shown. Determine which result or comparison semantics are intended, then add a regression test covering the discrepancy; the issue does not identify a source file or existing test.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- r
- Domain
- data
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 28/100