BUG: GEE score #1839
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BUG: GEE score #1839
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| cov_struct=va, constraint=(L, R)) | ||
| rslt1 = mod1.fit() | ||
| assert_almost_equal(mod1.score_test_results["statistic"], | ||
| 1.08126334) |
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add assert also for p-values?
Are these close to a Wald test, so we can have a coarse cross-check?
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Additional testing in this notebook: http://nbviewer.ipython.org/urls/umich.box.com/shared/static/mlc77aixvwl43xe9vvjf.ipynb |
| wald_z = np.dot(f, rslt0.params) / se | ||
| wald_p = 2*norm.cdf(-np.abs(wald_z)) | ||
| score_p = mod1.score_test_results["p-value"] | ||
| assert(np.abs(wald_p - score_p) < 0.02) |
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same but better is assert_allclose(wald_p, score_p, atol=0.02)
(more informative failure message, and assert get optimized away in byte compiling python code with option -o)
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notebook looks very good. merging in spite of assert |
PierreBdR
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Sep 2, 2014
BUG: GEE score
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Fixes a bug in GEE score test that crept in somewhere during refactoring. There was previously no test coverage for GEE score testing. I added a simple regression test here.