我不确定这是否离题,是否应该在 CrossValidated 上。部分是测试编码的问题,部分是测试本身的统计问题。
有两个问题。我刚刚在使用时发现了代码中的一个错误,clm
并将向 CRAN 推送一个修复程序(下面的更正代码)。
然而,示例数据似乎存在更根本的问题。基本上,Lipsitz 检验需要用分组的虚拟变量拟合一个新模型。使用此示例拟合新模型时,模型失败,因此未计算某些系数。如果使用polr
,新模型会收到等级不足的警告;如果使用clm
,则新模型会收到一条消息,即由于奇异性而未拟合两个系数。我认为这个示例数据集不适合这种分析。
更正的代码如下,我使用了一个更大的示例数据集来运行测试。
lipsitz.test <- function (model, g = NULL) {
oldmodel <- model
if (class(oldmodel) == "polr") {
yhat <- as.data.frame(fitted(oldmodel))
} else if (class(oldmodel) == "clm") {
predprob <- oldmodel$model[, 2:ncol(oldmodel$model)]
yhat <- predict(oldmodel, newdata = predprob, type = "prob")$fit
} else warning("Model is not of class polr or clm. Test may fail.")
formula <- formula(oldmodel$terms)
DNAME <- paste("formula: ", deparse(formula))
METHOD <- "Lipsitz goodness of fit test for ordinal response models"
obs <- oldmodel$model[1]
if (is.null(g)) {
g <- round(nrow(obs)/(5 * ncol(yhat)))
if (g < 6)
warning("n/5c < 6. Running this test when n/5c < 6 is not recommended.")
}
qq <- unique(quantile(1 - yhat[, 1], probs = seq(0, 1, 1/g)))
cutyhats <- cut(1 - yhat[, 1], breaks = qq, include.lowest = TRUE)
dfobs <- data.frame(obs, cutyhats)
dfobsmelt <- melt(dfobs, id.vars = 2)
observed <- cast(dfobsmelt, cutyhats ~ value, length)
if (g != nrow(observed)) {
warning(paste("Not possible to compute", g, "rows. There might be too few observations."))
}
oldmodel$model <- cbind(oldmodel$model, cutyhats = dfobs$cutyhats)
oldmodel$model$grp <- as.factor(vapply(oldmodel$model$cutyhats,
function(x) which(observed[, 1] == x), 1))
newmodel <- update(oldmodel, . ~ . + grp, data = oldmodel$model)
if (class(oldmodel) == "polr") {
LRstat <- oldmodel$deviance - newmodel$deviance
} else if (class(oldmodel) == "clm") {
LRstat <- abs(-2 * (newmodel$logLik - oldmodel$logLik))
}
PARAMETER <- g - 1
PVAL <- 1 - pchisq(LRstat, PARAMETER)
names(LRstat) <- "LR statistic"
names(PARAMETER) <- "df"
structure(list(statistic = LRstat, parameter = PARAMETER,
p.value = PVAL, method = METHOD, data.name = DNAME, newmoddata = oldmodel$model,
predictedprobs = yhat), class = "htest")
}
library(foreign)
dt <- read.dta("http://www.ats.ucla.edu/stat/data/hsbdemo.dta")
fm3 <- clm(ses ~ female + read + write, data = dt)
lipsitz.test(fm3)
fm4 <- polr(ses ~ female + read + write, data = dt)
lipsitz.test(fm4)