changing effect default (with warning) and adding TIS tests (alongsid…

…e some testing changes)

R/identify_indicator_timings.R

@@ -137,7 +137,7 @@ identify_indicator_timings <- function(object, uis_breaks = NULL){
   output$csis <- csis
   output$fesis <- fesis
   output$cfesis <- cfesis
-  output$trends <- trends
+  output$tis <- trends
   output$uis_breaks <- if(nrow(uis_indicators)>0) {uis_indicators} else{NULL}
 
   return(output)

R/isatpanel.R

@@ -13,8 +13,8 @@
 #' @param y Deprecated. The dependent variable. Can be used when data, index, and formula are not specified.
 #' @param id Deprecated. Can be used when data, index, and formula are not specified. Must be a vector of the grouping variable as a character or factor
 #' @param time Deprecated. Can be used when data, index, and formula are not specified. Must be a vector of the time variable as an integer or numeric.
-#' @param mxreg The co-variates matrix
-#' @param effect Fixed Effect specification. Possible arguments: "twoways", "individual", "time", or "none".
+#' @param mxreg Deprecated.The co-variates matrix. Superseded by the formula argument.
+#' @param effect Fixed Effect specification. Possible arguments: "twoways" (Default), "individual", "time", or "none".
 #' @param na.remove remove NAs
 #' @param engine Estimation function to use. Default is NULL, which uses the default estimation procedure of the gets package. Alternatives are "fixest", "plm", or "felm".
 #' @param user.estimator Use a user.estimator
@@ -40,6 +40,7 @@
 #' @param cfesis_var The cfesis method can be conducted for all variables (default) or just a subset of them. If you want to use a subset, please specify the column names of the variable in a character vector.
 #' @param cfesis_id The cfesis method can be conducted for all individuals/units (default) or just a subset of them. If you want to use a subset, please specify the individuals/units to be tested in a character vector.
 #' @param plot Logical. Should the final object be plotted? Default is TRUE. The output is a combination of \code{plot} and [plot_grid()] using the \code{cowplot} package.
+#' @param print.searchinfo logical. If \code{TRUE} (default), then detailed information is printed.
 #'
 #' @return A list with class 'isatpanel'.
 #' @export
@@ -87,7 +88,7 @@
     data=NULL,
     formula=NULL,
     index=NULL,
-    effect = c("individual"),
+    effect = c("twoways"),
 
     na.remove = TRUE,
     engine = NULL,
@@ -113,6 +114,7 @@
     t.pval = 0.001,
 
     plot = TRUE,
+    print.searchinfo = TRUE,
     plm_model = "within",
 
     y=NULL,
@@ -125,6 +127,7 @@
 
   # Error checks
   if (!effect %in% c("twoways", "individual", "time","none")) {stop("Error in Fixed Effect Specification (effect). Possible values for effect are: 'twoways', 'individual', 'time', or 'none'.")}
+  if (missing(effect) & print.searchinfo){warning("New default for effect in 'isatpanel': Used to be 'individual', now 'twoways'. To quiet this message provide the argument 'effect' or select 'print.searchinfo = FALSE'.")}
 
   if ((effect == "both" | effect == "time") & jiis == TRUE) {stop("You cannot use time fixed effects and jiis = TRUE. These would be perfectly collinear. Either set jiis = FALSE or use effect = 'individual'.")}
 
@@ -473,7 +476,7 @@
     # remove any duplicate columns
     drop <- union(which(duplicated(as.list(current),fromLast = TRUE)),which(duplicated(as.list(current),fromLast = FALSE)))
     if (!identical(drop,integer(0))) {
       current <- current[,-drop]
     }
 
     # Add to Breaklist (uis list)
@@ -598,7 +601,8 @@
 
   options(mc.warning = FALSE)
   #sis <- FALSE # don't allow sis argument - does not make sense in a panel context, only JSIS makes sense
-  ispan <- gets::isat(y, mxreg = mx, iis = iis, sis = FALSE, uis = sispanx, user.estimator = user.estimator, mc = FALSE, t.pval = t.pval, ...)
+  ispan <- gets::isat(y, mxreg = mx, iis = iis, sis = FALSE, uis = sispanx, user.estimator = user.estimator, mc = FALSE, t.pval = t.pval,
+                      print.searchinfo = print.searchinfo, ...)
   #ispan <- isat.short(y, mxreg = mx, iis=iis, sis=FALSE, uis=sispanx, user.estimator = user.estimator, mc=FALSE, ...)
 
   ###############################

R/plot.isatpanel.R

@@ -58,8 +58,8 @@ plot.isatpanel <- function(x, max.id.facet = 16, facet.scales = "free", title =
   }
 
   # tis
-  if(!is.null(df_identified$trends)){
-    g = g + geom_vline(data = df_identified$trends, aes(xintercept = .data$time,color="lightblue"))
+  if(!is.null(df_identified$tis)){
+    g = g + geom_vline(data = df_identified$tis, aes(xintercept = .data$time,color="lightblue"))
   }
 
   # cfesis

tests/testthat/test-1-isatpanel-short.R

@@ -23,12 +23,19 @@ pandata_simulated <- pandata_simulated[pandata_simulated$year>1979,]
 # Unit testing
 test_that("Initial Tests Isatpanel on simulated data",{
 
-  expect_message(isatpanel(data = pandata_simulated,formula = gdp~temp, index = c("country","year"),fesis = TRUE))
+  expect_message(isatpanel(data = pandata_simulated,formula = gdp~temp, index = c("country","year"), fesis = TRUE, effect = "twoways",
+                           print.searchinfo = TRUE))
 
   #newmethod <- isatpanel(data = pandata_simulated,formula = gdp~temp + I(temp^2), index = c("country","year"),fesis=TRUE)
 
   expect_message(isatpanel(data = pandata_simulated,formula = gdp~temp + I(temp^2),
-                           index = c("country","year"),fesis=TRUE, ar = 1))
+                           index = c("country","year"),fesis=TRUE, ar = 1, effect = "twoways"))
+
+
+  expect_warning(isatpanel(data = pandata_simulated,formula = gdp~temp + I(temp^2),
+                           index = c("country","year"),fesis=TRUE, ar = 1),
+                 regexp = "New default for effect in 'isatpanel': Used to be 'individual', now 'twoways'.")
+
 
 })
 
@@ -50,7 +57,9 @@ test_that("Isatpanel Test that missing values are removed",{
 test_that("Test the cfesis and csis arguments",{
 
   expect_silent(isatpanel(data = pandata_simulated,formula = gdp~temp + I(temp^2), index = c("country","year"),fesis=TRUE, cfesis = TRUE, ar = 1, print.searchinfo = FALSE))
-  expect_silent(newmethod_cfesis_sub <- isatpanel(data = pandata_simulated,formula = gdp~temp + I(temp^2), index = c("country","year"),fesis=TRUE, cfesis = TRUE,cfesis_id = c("2","3"), ar = 1, print.searchinfo = FALSE))
+  expect_silent(newmethod_cfesis_sub <- isatpanel(data = pandata_simulated,formula = gdp~temp + I(temp^2),
+                                                  index = c("country","year"),fesis=TRUE, cfesis = TRUE,cfesis_id = c("2","3"), ar = 1,
+                                                  print.searchinfo = FALSE))
 
 })
 
@@ -62,8 +71,10 @@ test_that("Test the cfesis and csis arguments",{
 
 test_that("Standard Error Options using fixest",{
   skip_on_cran()
-  expect_silent(result <- isatpanel(data = pandata_simulated,formula = gdp~temp + I(temp^2), index = c("country","year"),fesis=TRUE, ar = 1, print.searchinfo=FALSE,engine = "fixest"))
-  expect_silent(result <- isatpanel(data = pandata_simulated,formula = gdp~temp + I(temp^2), index = c("country","year"),fesis=TRUE, ar = 1, print.searchinfo=FALSE,engine = "fixest", cluster = "individual"))
+  expect_silent(result <- isatpanel(data = pandata_simulated,formula = gdp~temp + I(temp^2), index = c("country","year"),fesis=TRUE, ar = 1,
+                                    print.searchinfo=FALSE,engine = "fixest"))
+  expect_silent(result <- isatpanel(data = pandata_simulated,formula = gdp~temp + I(temp^2), index = c("country","year"),fesis=TRUE, ar = 1,
+                                    print.searchinfo=FALSE,engine = "fixest", cluster = "individual"))
 })
 
 

tests/testthat/test-5-tis.R

@@ -0,0 +1,122 @@
+
+# # Single TS Example
+# # Generate some random data
+# set.seed(123)
+# x <- rnorm(50, mean = 100)
+# ep <- rnorm(50, sd = 0.2)
+# trend <- 1951:2000
+# trendbreak <- c(rep(0,24),1:26) # impose a trendbreak from 1975
+# y <- 10 + 0.5 * x + 0.1 * trend - 0.2 * trendbreak + ep
+# df <- data.frame(id = "A",
+#                  year = 1951:2000,
+#                  y = y,
+#                  x = x,
+#                  trend = trend,
+#                  trendbreak = trendbreak,
+#                  ep = ep)
+#
+# # Show a model without considering the trendbreak
+# #gets::arx(y = y, mc = TRUE, mxreg = df[,c("x","year")], plot = TRUE)
+#
+# # Running TIS
+# #gets::isat(y = y, mc = TRUE, mxreg = df[,c("x","year")], sis = FALSE, tis = TRUE, plot = TRUE)
+#
+#
+# # show this result as well using two break indicators
+# # this first one always starts 0,0,1,2...
+# num_trend <- trend - 1950
+# num_trend_break <- rep(0,50)
+# num_trend_break[25:50] <- 1:26
+#
+# # this one works just like MIS or csis/cfesis in getspanel
+# # the original trend would have been 1,2,3,4
+# # the MIS result for this would be 0,0,3,4
+# full_trend_break <- 1:50
+# full_trend_break[1:24] <- 0
+#
+# df$full_trend_break <- full_trend_break
+# df$num_trend_break <- num_trend_break
+#
+# # the MIS approach obviously does not produce the right result
+# #gets::arx(y = y, mc = TRUE, mxreg = df[,c("x","year","full_trend_break")], plot = TRUE)
+#
+# # while the TIS approach works
+# #gets::arx(y = y, mc = TRUE, mxreg = df[,c("x","year","num_trend_break")], plot = TRUE)
+
+###
+# Generate Three Unit Example
+###
+set.seed(123)
+# Generate some random data for the two control countries
+xA <- rnorm(50, mean = 100)
+xB <- rnorm(50, mean = 30)
+xC <- rnorm(50, mean = 70)
+
+epA <- rnorm(50, sd = 0.2)
+epB <- rnorm(50, sd = 0.2)
+epC <- rnorm(50, sd = 0.2)
+
+trend <- 1951:2000
+trendbreak <- c(rep(0,19),1:31) # impose a trendbreak from 1975
+
+yA <- 10 + 0.5 * xA + 0.2 * trend - 0.3 * trendbreak + epA
+yB <- 0.5 * xB + 0.1 * trend + epB
+yC <- 0.5 * xC + 0.1 + epC
+
+trial_df <- data.frame(year = rep(1951:2000,3),
+                       id = c(rep("A",50),rep("B",50),rep("C",50)),
+                       x = c(xA, xB, xC),
+                       y = c(yA,yB,yC))
+
+
+# Introduce a step shift in A from 40
+trial_df_step <- trial_df
+trial_df_step$y[40:50] <- trial_df_step$y[40:50]*1.02
+
+
+test_that("TIS works", {
+  expect_silent(m1 <- isatpanel(trial_df, formula = y ~ x, index = c("id","year"), tis = TRUE, plot = FALSE, print.searchinfo = FALSE))
+  expect_type(get_indicators(m1), type = "list")
+  expect_identical(names(get_indicators(m1)), "tis")
+  expect_identical(get_indicators(m1)$tis$name, c("tisA.1952", "tisA.1970", "tisC.1956"))
+
+
+
+  expect_silent(m2 <- isatpanel(trial_df_step, formula = y ~ x, index = c("id","year"), effect = "twoways", tis = TRUE, print.searchinfo = FALSE)) # TIS approximates step shift
+  expect_silent(m3a <- isatpanel(trial_df_step, formula = y ~ x, index = c("id","year"), effect = "twoways", fesis = TRUE, print.searchinfo = FALSE)) # Time FE approximates trend (causes problems in C)
+  expect_silent(m3b <- isatpanel(trial_df_step, formula = y ~ x, index = c("id","year"), effect = "individual", fesis = TRUE, print.searchinfo = FALSE)) # Step Shift approximates trend (esp in B)
+  expect_silent(m4 <- isatpanel(trial_df_step, formula = y ~ x, index = c("id","year"), effect = "twoways", fesis = TRUE, tis = TRUE, print.searchinfo = FALSE)) # correct specification
+
+  expect_identical(get_indicators(m4)$fesis$name, "fesisA.1990")
+  expect_identical(get_indicators(m4)$tis$name, c("tisA.1955", "tisA.1970","tisB.1962"))
+
+
+
+  # this is a known issue that we are looking into
+  # here, the IIS are retained despite the fesis being active
+  # the result is valid, but not very efficient (reduces power)
+  # isatpanel(trial_df_step, formula = y ~ x, index = c("id","year"), fesis = TRUE, tis = TRUE, iis = TRUE)
+
+
+
+
+  # make sure tis_id works
+  expect_silent(m4a <- isatpanel(trial_df_step, formula = y ~ x, index = c("id","year"), effect = "individual",
+                                 fesis = TRUE, tis = TRUE, print.searchinfo = FALSE,
+                                 tis_id = c("A","C")))
+  expect_identical(get_indicators(m4a)$fesis$name, c("fesisA.1990","fesisB.1962","fesisB.1981"))
+  expect_identical(get_indicators(m4a)$tis$name, c("tisA.1952", "tisA.1975"))
+
+
+  expect_silent(m4b <- isatpanel(trial_df_step, formula = y ~ x, index = c("id","year"), effect = "individual",
+                                 fesis = TRUE, tis = TRUE, print.searchinfo = FALSE,
+                                 tis_id = c("A","C"),
+                                 fesis_id = c("A","C")))
+
+  expect_identical(get_indicators(m4b)$fesis$name, "fesisA.1990")
+  expect_identical(get_indicators(m4b)$tis$name, c("tisA.1952", "tisA.1975"))
+})
+
+
+
+