Support for fixest_multi

DESCRIPTION

@@ -1,7 +1,7 @@
 Type: Package
 Package: performance
 Title: Assessment of Regression Models Performance
-Version: 0.10.2.5
+Version: 0.10.2.6
 Authors@R: 
     c(person(given = "Daniel",
              family = "Lüdecke",

NAMESPACE

@@ -73,6 +73,7 @@ S3method(check_outliers,character)
 S3method(check_outliers,data.frame)
 S3method(check_outliers,default)
 S3method(check_outliers,fixest)
+S3method(check_outliers,fixest_multi)
 S3method(check_outliers,geeglm)
 S3method(check_outliers,glmmTMB)
 S3method(check_outliers,glmrob)
@@ -83,6 +84,7 @@ S3method(check_outliers,lmrob)
 S3method(check_outliers,numeric)
 S3method(check_overdispersion,default)
 S3method(check_overdispersion,fixest)
+S3method(check_overdispersion,fixest_multi)
 S3method(check_overdispersion,glm)
 S3method(check_overdispersion,glmmTMB)
 S3method(check_overdispersion,glmx)
@@ -145,6 +147,7 @@ S3method(model_performance,coxph)
 S3method(model_performance,default)
 S3method(model_performance,felm)
 S3method(model_performance,fixest)
+S3method(model_performance,fixest_multi)
 S3method(model_performance,flexsurvreg)
 S3method(model_performance,glm)
 S3method(model_performance,glmmTMB)
@@ -331,6 +334,7 @@ S3method(r2,default)
 S3method(r2,feis)
 S3method(r2,felm)
 S3method(r2,fixest)
+S3method(r2,fixest_multi)
 S3method(r2,gam)
 S3method(r2,glm)
 S3method(r2,glmmTMB)

NEWS.md

@@ -4,6 +4,11 @@
 
 * `item_discrimination()`, to calculate the discrimination of a scale's items.
 
+## Support for new models
+
+* `model_performance()`, `check_overdispersion()`, `check_outliers()` and `r2()`
+  now work with objects of class `fixest_multi` (@etiennebacher, #554).
+
 ## Changes to functions
 
 * Warnings in `model_performance()` for unsupported objects of class

R/check_outliers.R

@@ -1220,6 +1220,15 @@ check_outliers.lme <- check_outliers.gls
 #' @export
 check_outliers.fixest <- check_outliers.gls
 
+#' @export
+check_outliers.fixest_multi <- function(x,
+                                        method = "pareto",
+                                        threshold = NULL,
+                                        ID = NULL,
+                                        ...) {
+  lapply(x, check_outliers.fixest)
+}
+
 #' @export
 check_outliers.geeglm <- check_outliers.gls
 

R/check_overdispersion.R

@@ -190,6 +190,11 @@ check_overdispersion.glm <- function(x, verbose = TRUE, ...) {
 #' @export
 check_overdispersion.fixest <- check_overdispersion.glm
 
+#' @export
+check_overdispersion.fixest_multi <- function(x, verbose = TRUE, ...) {
+  lapply(x, check_overdispersion.fixest)
+}
+
 #' @export
 check_overdispersion.glmx <- check_overdispersion.glm
 

R/model_performance.lm.R

@@ -235,6 +235,11 @@ model_performance.vglm <- model_performance.lm
 #' @export
 model_performance.fixest <- model_performance.lm
 
+#' @export
+model_performance.fixest_multi <- function(model, metrics = "all", verbose = TRUE, ...) {
+  lapply(model, model_performance.fixest)
+}
+
 #' @export
 model_performance.DirichletRegModel <- model_performance.lm
 

R/r2.R

@@ -638,6 +638,11 @@ r2.fixest <- function(model, ...) {
   structure(class = "r2_generic", out)
 }
 
+#' @export
+r2.fixest_multi <- function(model, ...) {
+  lapply(model, r2.fixest)
+}
+
 
 
 #' @export

tests/testthat/test-pkg-fixest.R

@@ -0,0 +1,87 @@
+base <- iris
+names(base) <- c("y1", "y2", "x1", "x2", "species")
+
+test_that("fixest: r2", {
+  skip_if_not_installed("fixest")
+  library(fixest)
+  res <- feols(y1 ~ x1 + x2 + x2^2 | species, base)
+  r2_res <- performance::r2(res)
+
+  expect_equal(r2_res$R2, fitstat(res, "r2")[[1]])
+  expect_equal(r2_res$R2_adjusted, fitstat(res, "ar2")[[1]])
+  expect_equal(r2_res$R2_within, fitstat(res, "wr2")[[1]])
+  expect_equal(r2_res$R2_within_adjusted, fitstat(res, "war2")[[1]])
+})
+
+
+test_that("fixest: overdispersion", {
+  skip_if_not_installed("fixest")
+  library(fixest)
+  res <- feols(y1 ~ x1 + x2 + x2^2 | species, base)
+  expect_error(
+    check_overdispersion(res),
+    "can only be used for models from Poisson"
+  )
+})
+
+test_that("fixest: outliers", {
+  skip_if_not_installed("fixest")
+  library(fixest)
+  res <- feols(y1 ~ x1 + x2 + x2^2 | species, base)
+  outliers_list <- suppressMessages(check_outliers(res))
+  expect_identical(attr(outliers_list, "outlier_count"), list())
+})
+
+test_that("fixest: model_performance", {
+  skip_if_not_installed("fixest")
+  library(fixest)
+  res <- feols(y1 ~ x1 + x2 + x2^2 | species, base)
+  perf <- model_performance(res)
+  expect_equal(perf$AIC, 107.743, tolerance = 1e-3)
+  expect_equal(perf$BIC, 125.807, tolerance = 1e-3)
+  expect_equal(perf$R2, 0.837, tolerance = 1e-3)
+  expect_equal(perf$R2_adjusted, 0.832, tolerance = 1e-3)
+  expect_equal(perf$R2_within, 0.573, tolerance = 1e-3)
+  expect_equal(perf$R2_within_adjusted, 0.564, tolerance = 1e-3)
+  expect_equal(perf$RMSE, 0.333, tolerance = 1e-3)
+  expect_equal(perf$Sigma, 0.340, tolerance = 1e-3)
+})
+
+
+
+test_that("fixest_multi: r2", {
+  skip_if_not_installed("fixest")
+  library(fixest)
+  res <- feols(c(y1, y2) ~ x1 + csw(x2, x2^2) | species, base)
+  r2_res <- performance::r2(res)
+
+  expect_equal(unname(r2_res[[1]]$R2), 0.837, tolerance = 1e-3)
+})
+
+test_that("fixest_multi: overdispersion", {
+  skip_if_not_installed("fixest")
+  library(fixest)
+  res <- feols(c(y1, y2) ~ x1 + csw(x2, x2^2) | species, base)
+  expect_error(
+    check_overdispersion(res),
+    "can only be used for models from Poisson"
+  )
+})
+
+test_that("fixest_multi: outliers", {
+  skip_if_not_installed("fixest")
+  library(fixest)
+  res <- feols(c(y1, y2) ~ x1 + csw(x2, x2^2) | species, base)
+  outliers_list <- suppressMessages(check_outliers(res)[[1]])
+  expect_identical(attr(outliers_list, "outlier_count"), list())
+})
+
+test_that("fixest_multi: model_performance", {
+  skip_if_not_installed("fixest")
+  library(fixest)
+  res <- feols(c(y1, y2) ~ x1 + csw(x2, x2^2) | species, base)
+  res2 <- feols(y1 ~ x1 + x2 + x2^2 | species, base)
+  perf <- model_performance(res)
+  perf2 <- model_performance(res2)
+  expect_identical(perf[[2]], perf2)
+})