102 lines
3.3 KiB
Python
102 lines
3.3 KiB
Python
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"""
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Created on Thu Feb 28 13:24:59 2013
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Author: Josef Perktold
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"""
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import numpy as np
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from numpy.testing import assert_almost_equal, assert_equal
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from statsmodels.stats.gof import (chisquare, chisquare_power,
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chisquare_effectsize)
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from statsmodels.tools.testing import Holder
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def test_chisquare_power():
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from .results.results_power import pwr_chisquare
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for case in pwr_chisquare.values():
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power = chisquare_power(case.w, case.N, case.df + 1,
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alpha=case.sig_level)
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assert_almost_equal(power, case.power, decimal=6,
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err_msg=repr(vars(case)))
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def test_chisquare():
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# TODO: no tests for ``value`` yet
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res1 = Holder()
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res2 = Holder()
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#> freq = c(1048, 660, 510, 420, 362)
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#> pr1 = c(1020, 690, 510, 420, 360)
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#> pr2 = c(1050, 660, 510, 420, 360)
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#> c = chisq.test(freq, p=pr1, rescale.p = TRUE)
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#> cat_items(c, "res1.")
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res1.statistic = 2.084086388178453
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res1.parameter = 4
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res1.p_value = 0.72029651761105
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res1.method = 'Chi-squared test for given probabilities'
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res1.data_name = 'freq'
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res1.observed = np.array([
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1048, 660, 510, 420, 362
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])
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res1.expected = np.array([
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1020, 690, 510, 420, 360
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])
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res1.residuals = np.array([
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0.876714007519206, -1.142080481440321, -2.517068894406109e-15,
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-2.773674830645328e-15, 0.105409255338946
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])
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#> c = chisq.test(freq, p=pr2, rescale.p = TRUE)
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#> cat_items(c, "res2.")
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res2.statistic = 0.01492063492063492
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res2.parameter = 4
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res2.p_value = 0.999972309849908
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res2.method = 'Chi-squared test for given probabilities'
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res2.data_name = 'freq'
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res2.observed = np.array([
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1048, 660, 510, 420, 362
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])
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res2.expected = np.array([
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1050, 660, 510, 420, 360
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])
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res2.residuals = np.array([
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-0.06172133998483677, 0, -2.517068894406109e-15,
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-2.773674830645328e-15, 0.105409255338946
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])
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freq = np.array([1048, 660, 510, 420, 362])
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pr1 = np.array([1020, 690, 510, 420, 360])
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pr2 = np.array([1050, 660, 510, 420, 360])
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for pr, res in zip([pr1, pr2], [res1, res2]):
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stat, pval = chisquare(freq, pr)
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assert_almost_equal(stat, res.statistic, decimal=12)
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assert_almost_equal(pval, res.p_value, decimal=13)
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def test_chisquare_effectsize():
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pr1 = np.array([1020, 690, 510, 420, 360])
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pr2 = np.array([1050, 660, 510, 420, 360])
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#> library(pwr)
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#> ES.w1(pr1/3000, pr2/3000)
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es_r = 0.02699815282115563
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es1 = chisquare_effectsize(pr1, pr2)
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es2 = chisquare_effectsize(pr1, pr2, cohen=False)
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assert_almost_equal(es1, es_r, decimal=14)
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assert_almost_equal(es2, es_r**2, decimal=14)
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# regression tests for correction
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res1 = chisquare_effectsize(pr1, pr2, cohen=False,
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correction=(3000, len(pr1)-1))
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res0 = 0 #-0.00059994422693327625
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assert_equal(res1, res0)
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pr3 = pr2 + [0,0,0,50,50]
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res1 = chisquare_effectsize(pr1, pr3, cohen=False,
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correction=(3000, len(pr1)-1))
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res0 = 0.0023106468846296755
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assert_almost_equal(res1, res0, decimal=14)
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# compare
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# res_nc = chisquare_effectsize(pr1, pr3, cohen=False)
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# 0.0036681143072077533
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