AnovaFixedEffectModels
using AnovaFixedEffectModelsAnovaFixedEffectModels.jl supports FixedEffectModels.
lfe is as same as reg, but the order of arguments is closer to other modeling packages.
fem1 = lfe(@formula(gpa ~ fe(student) + occasion + job), gpa)
aovf = anova(fem1)Analysis of Variance
Type 1 test / F test
gpa ~ :(fe(student)) + occasion + job
Table:
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DOF Exp.SS Mean Square F value Pr(>|F|)
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occasion 1 39.56 39.56 717.6351 <1e-99
job 2 3.0710 1.5355 27.8545 <1e-11
(Residuals) 997 54.96 0.0551
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Likelihood-ratio test is available for nested models.
fems = nestedmodels(FixedEffectModel, @formula(gpa ~ fe(student) + occasion + job), gpa)
anova(LRT, fems)Analysis of Variance
Type 1 test / Likelihood-ratio test
Model 1: gpa ~ 0 + :(fe(student))
Model 2: gpa ~ occasion + :(fe(student))
Model 3: gpa ~ :(fe(student)) + occasion + job
Table:
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DOF ΔDOF Res.DOF Deviance χ² Pr(>|χ²|)
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1 199 1001 97.59
2 201 2 999 58.03 39.5595 <1e-08
3 203 2 997 54.96 3.0710 0.2154
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