# REQUIRE TEST ivreg Monte Carlo ----------------------------------------------- #test_that("REQUIRE Test ivreg Monte Carlo", { # z <- zivreg$new() # test.ivreg <- z$mcunit(plot = FALSE) # expect_true(test.ivreg) #}) # REQUIRE TEST ivreg AER example with log transformations ---------------------- test_that("REQUIRE TEST ivreg AER example with log transformations", { library(AER) # Example from AER (version 1.2-5) documentation data("CigarettesSW") CigarettesSW$rprice <- with(CigarettesSW, price/cpi) CigarettesSW$rincome <- with(CigarettesSW, income/population/cpi) CigarettesSW$tdiff <- with(CigarettesSW, (taxs - tax)/cpi) CigarettesSW1995 <- subset(CigarettesSW, year == 1995) # Unwrapped fm <- ivreg(log(packs) ~ log(rprice) + log(rincome) | log(rincome) + tdiff + I(tax/cpi), data = CigarettesSW1995) # Zelig wrapped CigarettesSW1995$log_rprice <- log(CigarettesSW1995$rprice) CigarettesSW1995$log_rincome <- log(CigarettesSW1995$rincome) ziv.out <- zelig(log(packs) ~ log_rprice + log_rincome | log_rincome + tdiff + I(tax/cpi), data = CigarettesSW1995, model = 'ivreg') expect_equal(coef(fm)[[2]], coef(ziv.out)[[2]]) expect_equivalent(vcov(fm), vcov(ziv.out)[[1]]) }) # REQUIRE TEST ivreg setx and sim ---------------------------------------------- test_that("REQUIRE TEST ivreg setx", { data("CigarettesSW") CigarettesSW$rprice <- with(CigarettesSW, price/cpi) CigarettesSW$rincome <- with(CigarettesSW, income/population/cpi) CigarettesSW$tdiff <- with(CigarettesSW, (taxs - tax)/cpi) CigarettesSW1995 <- subset(CigarettesSW, year == 1995) CigarettesSW1995$log_rprice <- log(CigarettesSW1995$rprice) CigarettesSW1995$log_rincome <- log(CigarettesSW1995$rincome) ziv.out <- zelig(log(packs) ~ log_rprice + log_rincome | log_rincome + tdiff + I(tax/cpi), data = CigarettesSW1995, model = 'ivreg') ziv.set <- setx(ziv.out, log_rprice = log(95:118)) expect_equal(length(ziv.set$setx.out$range), 24) expect_error(sim(ziv.set), NA) expect_error(plot(sim(ziv.set)), NA) }) # FAIL TEST ivreg with 2nd stage covariates logged in zelig call --------------- test_that("FAIL TEST ivreg with 2nd stage covariates logged in zelig call", { data("CigarettesSW") CigarettesSW$rprice <- with(CigarettesSW, price/cpi) CigarettesSW$rincome <- with(CigarettesSW, income/population/cpi) CigarettesSW$tdiff <- with(CigarettesSW, (taxs - tax)/cpi) CigarettesSW1995 <- subset(CigarettesSW, year == 1995) expect_error( ziv.out <- zelig(log(packs) ~ log(rprice) + log(rincome) | log(rincome) + tdiff + I(tax/cpi), data = CigarettesSW1995, model = 'ivreg'), "logging values in the zelig call is not currently supported for ivreg models." ) })
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