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Drop deviance and reformat lrtest table #346

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73 changes: 36 additions & 37 deletions src/lrtest.jl
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Original file line number Diff line number Diff line change
@@ -1,6 +1,5 @@
struct LRTestResult{N}
nobs::Int
deviance::NTuple{N, Float64}
loglikelihood::NTuple{N, Float64}
dof::NTuple{N, Int}
pval::NTuple{N, Float64}
Expand All @@ -23,10 +22,10 @@ function isnested end
For each sequential pair of statistical models in `mods...`, perform a likelihood ratio
test to determine if the first one fits significantly better than the next.

A table is returned containing degrees of freedom (DOF),
difference in DOF from the preceding model, log-likelihood, deviance, chi-squared
statistic (i.e. absolute value of twice the difference in log-likelihood)
and p-value for the comparison between the two models.
A table is returned containing the log-likelihood, the number of parameters (p),
the chi-squared statistic (i.e. absolute value of twice the difference in
log-likelihood), the difference in degrees of freedom from the preceding model (df),
and the p-value for the comparison between the two models.

Optional keyword argument `atol` controls the numerical tolerance when testing whether
the models are nested.
Expand All @@ -52,23 +51,23 @@ julia> bigmodel = glm(@formula(Result ~ 1 + Treatment + Other), dat, Binomial(),

julia> lrtest(nullmodel, model, bigmodel)
Likelihood-ratio test: 3 models fitted on 12 observations
────────────────────────────────────────────────────
DOF ΔDOF LogLik Deviance Chisq p(>Chisq)
────────────────────────────────────────────────────
[1] 1 -8.1503 16.3006
[2] 2 1 -7.9780 15.9559 0.3447 0.5571
[3] 4 2 -7.0286 14.0571 1.8988 0.3870
────────────────────────────────────────────────────
───────────────────────────────────
LogLik p χ² df p(>χ²)
───────────────────────────────────
[1] -8.1503 1
[2] -7.9780 2 0.3447 1 0.5571
[3] -7.0286 4 1.8988 2 0.3870
───────────────────────────────────

julia> lrtest(bigmodel, model, nullmodel)
Likelihood-ratio test: 3 models fitted on 12 observations
────────────────────────────────────────────────────
DOF ΔDOF LogLik Deviance Chisq p(>Chisq)
────────────────────────────────────────────────────
[1] 4 -7.0286 14.0571
[2] 2 -2 -7.9780 15.9559 1.8988 0.3870
[3] 1 -1 -8.1503 16.3006 0.3447 0.5571
────────────────────────────────────────────────────
───────────────────────────────────
LogLik p χ² df p(>χ²)
───────────────────────────────────
[1] -7.0286 4
[2] -7.9780 2 1.8988 -2 0.3870
[3] -8.1503 1 0.3447 -1 0.5571
───────────────────────────────────
```
"""
function lrtest(mods::StatisticalModel...; atol::Real=0.0)
Expand Down Expand Up @@ -106,10 +105,7 @@ function lrtest(mods::StatisticalModel...; atol::Real=0.0)
"$(nameof(T)) does not implement isnested: results may not be meaningful"
end

dev = deviance.(mods)

Δdf = (NaN, _diff(df)...)
dfr = Int.(dof_residual.(mods))

ll = loglikelihood.(mods)
chisq = (NaN, 2 .* abs.(_diff(ll))...)
Expand All @@ -124,31 +120,30 @@ function lrtest(mods::StatisticalModel...; atol::Real=0.0)
end

pval = chisqccdf.(abs.(Δdf), chisq)
return LRTestResult(Int(nobs(mods[1])), dev, ll, df, pval)
return LRTestResult(Int(nobs(mods[1])), ll, df, pval)
end

function Base.show(io::IO, lrr::LRTestResult{N}) where N
Δdf = _diff(lrr.dof)
Δdev = _diff(lrr.deviance)
chisq = abs.(2 .* _diff(lrr.loglikelihood))

nc = 7
nc = 6
nr = N
outrows = Matrix{String}(undef, nr+1, nc)

outrows[1, :] = ["", "DOF", "ΔDOF", "LogLik", "Deviance", "Chisq", "p(>Chisq)"]
outrows[1, :] = ["", "LogLik", "p", "χ²", "df", "p(>χ²)"]

outrows[2, :] = ["[1]", @sprintf("%.0d", lrr.dof[1]), " ",
outrows[2, :] = ["[1]",
@sprintf("%.4f", lrr.loglikelihood[1]),
@sprintf("%.4f", lrr.deviance[1]),
" ", " "]
@sprintf("%.0d", lrr.dof[1]),
" ", " ", " "]

for i in 2:nr
outrows[i+1, :] = ["[$i]", @sprintf("%.0d", lrr.dof[i]),
@sprintf("%.0d", Δdf[i-1]),
outrows[i+1, :] = ["[$i]",
@sprintf("%.4f", lrr.loglikelihood[i]),
@sprintf("%.4f", lrr.deviance[i]),
@sprintf("%.0d", lrr.dof[i]),
@sprintf("%.4f", chisq[i-1]),
@sprintf("%.0d", Δdf[i-1]),
string(StatsBase.PValue(lrr.pval[i]))]
end
colwidths = length.(outrows)
Expand All @@ -162,14 +157,18 @@ function Base.show(io::IO, lrr::LRTestResult{N}) where N
for c in 1:nc
cur_cell = outrows[r, c]
cur_cell_len = length(cur_cell)
total_pad = max_colwidths[c] - cur_cell_len

padding = " "^(max_colwidths[c]-cur_cell_len)
if c > 1
padding = " "*padding
print(io, " ")
end
if r == 1
left_pad = total_pad ÷ 2
right_pad = total_pad - left_pad
print(io, " "^left_pad, cur_cell, " "^right_pad)
else
print(io, " "^total_pad, cur_cell)
end

print(io, padding)
print(io, cur_cell)
end
print(io, "\n")
r == 1 && println(io, '─'^totwidth)
Expand Down
36 changes: 18 additions & 18 deletions test/statsmodel.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -300,12 +300,12 @@ end
@test lr1.pval[2] ≈ 3.57538284869704e-6
@test sprint(show, lr1) == """
Likelihood-ratio test: 2 models fitted on 4 observations
──────────────────────────────────────────────────────
DOF ΔDOF LogLik Deviance Chisq p(>Chisq)
──────────────────────────────────────────────────────
[1] 1 -14.0000 14.0000
[2] 2 1 -3.2600 3.2600 21.4800 <1e-05
──────────────────────────────────────────────────────"""
─────────────────────────────────────
LogLik p χ² df p(>χ²)
─────────────────────────────────────
[1] -14.0000 1
[2] -3.2600 2 21.4800 1 <1e-05
─────────────────────────────────────"""

@testset "isnested with TableRegressionModel" begin
d = DataFrame(y=y, x1=x1, x2=x2)
Expand Down Expand Up @@ -345,21 +345,21 @@ end
if VERSION > v"1.6.0-DEV"
@test sprint(show, lr2) == """
Likelihood-ratio test: 2 models fitted on 4 observations
──────────────────────────────────────────────────────
DOF ΔDOF LogLik Deviance Chisq p(>Chisq)
──────────────────────────────────────────────────────
[1] 0 -30.0000 30.0000
[2] 1 1 -10.8600 10.8600 38.2800 <1e-09
──────────────────────────────────────────────────────"""
─────────────────────────────────────
LogLik p χ² df p(>χ²)
─────────────────────────────────────
[1] -30.0000 0
[2] -10.8600 1 38.2800 1 <1e-09
─────────────────────────────────────"""
else
@test sprint(show, lr2) == """
Likelihood-ratio test: 2 models fitted on 4 observations
──────────────────────────────────────────────────────
DOF ΔDOF LogLik Deviance Chisq p(>Chisq)
──────────────────────────────────────────────────────
[1] 0 -30.0000 30.0000
[2] 1 1 -10.8600 10.8600 38.2800 <1e-9
──────────────────────────────────────────────────────"""
─────────────────────────────────────
LogLik p χ² df p(>χ²)
─────────────────────────────────────
[1] -30.0000 0
[2] -10.8600 1 38.2800 1 <1e-9
─────────────────────────────────────"""
end

# Test that model with more degrees of freedom that does not improve
Expand Down
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