AnovaFixedEffectModels.jl

AnovaBase.anovaMethod
anova(<lfemodels>...; test::Type{<: GoodnessOfFit})
anova(<anovamodel>; test::Type{<: GoodnessOfFit})
anova(test::Type{<: GoodnessOfFit}, <lfemodels>...;  <keyword arguments>)
anova(test::Type{<: GoodnessOfFit}, <anovamodel>;  <keyword arguments>)

Analysis of variance.

Return AnovaResult{M, test, N}. See AnovaResult for details.

Arguments

  • lfemodels: model objects
    • FixedEffectModel fitted by AnovaFixedEffectModels.lfe or FixedEffectModels.reg.
    If mutiple models are provided, they should be nested and the last one is the most complex.
  • anovamodel: wrapped model objects; FullModel and NestedModels.
  • test: test statistics for goodness of fit. Only FTest is available now.

Other keyword arguments

  • When one model is provided:
    1. type specifies type of anova. Default value is 1.
  • When multiple models are provided:
    1. check: allows to check if models are nested. Defalut value is true. Some checkers are not implemented now.
Note

For fitting new models and conducting anova at the same time, see anova_lfe for FixedEffectModel.

AnovaFixedEffectModels.anova_lfeFunction
anova_lfe(f::FormulaTerm, tbl, vcov::CovarianceEstimator = Vcov.simple(); 
        test::Type{<: GoodnessOfFit} = FTest, <keyword arguments>)
anova_lfe(test::Type{<: GoodnessOfFit}, f::FormulaTerm, tbl, vcov::CovarianceEstimator = Vcov.simple(); <keyword arguments>)

ANOVA for fixed-effect linear regression.

  • vcov: estimator of covariance matrix.
  • type: type of anova (1 , 2 or 3). Default value is 1.

anova_lfe generates a FixedEffectModel.

AnovaBase.nestedmodelsMethod
nestedmodels(<model>; <keyword arguments>)
nestedmodels(<model type>, formula, data; <keyword arguments>)

Create nested models NestedModels from a model or modeltype, formula and data.

AnovaFixedEffectModels.lfeFunction
lfe(formula::FormulaTerm, df, vcov::CovarianceEstimator = Vcov.simple(); kwargs...)

A GLM-styled function to fit a fixed-effect model.