from io import StringIO import numpy as np from statsmodels.stats.anova import anova_lm from statsmodels.formula.api import ols from pandas import read_csv kidney_table = StringIO("""Days Duration Weight ID 0.0 1 1 1 2.0 1 1 2 1.0 1 1 3 3.0 1 1 4 0.0 1 1 5 2.0 1 1 6 0.0 1 1 7 5.0 1 1 8 6.0 1 1 9 8.0 1 1 10 2.0 1 2 1 4.0 1 2 2 7.0 1 2 3 12.0 1 2 4 15.0 1 2 5 4.0 1 2 6 3.0 1 2 7 1.0 1 2 8 5.0 1 2 9 20.0 1 2 10 15.0 1 3 1 10.0 1 3 2 8.0 1 3 3 5.0 1 3 4 25.0 1 3 5 16.0 1 3 6 7.0 1 3 7 30.0 1 3 8 3.0 1 3 9 27.0 1 3 10 0.0 2 1 1 1.0 2 1 2 1.0 2 1 3 0.0 2 1 4 4.0 2 1 5 2.0 2 1 6 7.0 2 1 7 4.0 2 1 8 0.0 2 1 9 3.0 2 1 10 5.0 2 2 1 3.0 2 2 2 2.0 2 2 3 0.0 2 2 4 1.0 2 2 5 1.0 2 2 6 3.0 2 2 7 6.0 2 2 8 7.0 2 2 9 9.0 2 2 10 10.0 2 3 1 8.0 2 3 2 12.0 2 3 3 3.0 2 3 4 7.0 2 3 5 15.0 2 3 6 4.0 2 3 7 9.0 2 3 8 6.0 2 3 9 1.0 2 3 10 """) kidney_table.seek(0) kidney_table = read_csv(kidney_table, sep=r"\s+", engine='python').astype(int) class TestAnovaLM: @classmethod def setup_class(cls): # kidney data taken from JT's course # do not know the license cls.data = kidney_table cls.kidney_lm = ols('np.log(Days+1) ~ C(Duration) * C(Weight)', data=cls.data).fit() def test_results(self): Df = np.array([1, 2, 2, 54]) sum_sq = np.array([2.339693, 16.97129, 0.6356584, 28.9892]) mean_sq = np.array([2.339693, 8.485645, 0.3178292, 0.536837]) f_value = np.array([4.358293, 15.80674, 0.5920404, np.nan]) pr_f = np.array([0.0415617, 3.944502e-06, 0.5567479, np.nan]) results = anova_lm(self.kidney_lm) np.testing.assert_equal(results['df'].values, Df) np.testing.assert_almost_equal(results['sum_sq'].values, sum_sq, 4) np.testing.assert_almost_equal(results['F'].values, f_value, 4) np.testing.assert_almost_equal(results['PR(>F)'].values, pr_f) class TestAnovaLMNoconstant: @classmethod def setup_class(cls): # kidney data taken from JT's course # do not know the license cls.data = kidney_table cls.kidney_lm = ols('np.log(Days+1) ~ C(Duration) * C(Weight) - 1', data=cls.data).fit() def test_results(self): Df = np.array([2, 2, 2, 54]) sum_sq = np.array([158.6415227, 16.97129, 0.6356584, 28.9892]) mean_sq = np.array([79.3207613, 8.485645, 0.3178292, 0.536837]) f_value = np.array([147.7557648, 15.80674, 0.5920404, np.nan]) pr_f = np.array([1.262324e-22, 3.944502e-06, 0.5567479, np.nan]) results = anova_lm(self.kidney_lm) np.testing.assert_equal(results['df'].values, Df) np.testing.assert_almost_equal(results['sum_sq'].values, sum_sq, 4) np.testing.assert_almost_equal(results['F'].values, f_value, 4) np.testing.assert_almost_equal(results['PR(>F)'].values, pr_f) # > sum2.lm = lm(logDays ~ Duration * Weight - 1, contrasts=list(Duration=contr.sum, Weight=contr.sum)) # > anova.lm.sum2 <- anova(sum2.lm) # > anova.lm.sum2 # Analysis of Variance Table # # Response: logDays # Df Sum Sq Mean Sq F value Pr(>F) # Duration 2 158.642 79.321 147.756 < 2.2e-16 *** # Weight 2 16.971 8.486 15.807 3.945e-06 *** # Duration:Weight 2 0.636 0.318 0.592 0.5567 # Residuals 54 28.989 0.537 # --- # Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 class TestAnovaLMCompare(TestAnovaLM): def test_results(self): new_model = ols("np.log(Days+1) ~ C(Duration) + C(Weight)", self.data).fit() results = anova_lm(new_model, self.kidney_lm) Res_Df = np.array([ 56, 54 ]) RSS = np.array([ 29.62486, 28.9892 ]) Df = np.array([ 0, 2 ]) Sum_of_Sq = np.array([ np.nan, 0.6356584 ]) F = np.array([ np.nan, 0.5920404 ]) PrF = np.array([ np.nan, 0.5567479 ]) np.testing.assert_equal(results["df_resid"].values, Res_Df) np.testing.assert_almost_equal(results["ssr"].values, RSS, 4) np.testing.assert_almost_equal(results["df_diff"].values, Df) np.testing.assert_almost_equal(results["ss_diff"].values, Sum_of_Sq) np.testing.assert_almost_equal(results["F"].values, F) np.testing.assert_almost_equal(results["Pr(>F)"].values, PrF) class TestAnovaLMCompareNoconstant(TestAnovaLM): def test_results(self): new_model = ols("np.log(Days+1) ~ C(Duration) + C(Weight) - 1", self.data).fit() results = anova_lm(new_model, self.kidney_lm) Res_Df = np.array([ 56, 54 ]) RSS = np.array([ 29.62486, 28.9892 ]) Df = np.array([ 0, 2 ]) Sum_of_Sq = np.array([ np.nan, 0.6356584 ]) F = np.array([ np.nan, 0.5920404 ]) PrF = np.array([ np.nan, 0.5567479 ]) np.testing.assert_equal(results["df_resid"].values, Res_Df) np.testing.assert_almost_equal(results["ssr"].values, RSS, 4) np.testing.assert_almost_equal(results["df_diff"].values, Df) np.testing.assert_almost_equal(results["ss_diff"].values, Sum_of_Sq) np.testing.assert_almost_equal(results["F"].values, F) np.testing.assert_almost_equal(results["Pr(>F)"].values, PrF) class TestAnova2(TestAnovaLM): # drop some observations to make an unbalanced, disproportionate panel # to make sure things are okay def test_results(self): data = self.data.drop([0,1,2]) anova_ii = ols("np.log(Days+1) ~ C(Duration, Sum)*C(Weight, Sum)", data).fit() Sum_Sq = np.array([ 3.067066, 13.27205, 0.1905093, 27.60181 ]) Df = np.array([ 1, 2, 2, 51 ]) F_value = np.array([ 5.667033, 12.26141, 0.1760025, np.nan ]) PrF = np.array([ 0.02106078, 4.487909e-05, 0.8391231, np.nan ]) results = anova_lm(anova_ii, typ="II") np.testing.assert_equal(results['df'].values, Df) np.testing.assert_almost_equal(results['sum_sq'].values, Sum_Sq, 4) np.testing.assert_almost_equal(results['F'].values, F_value, 4) np.testing.assert_almost_equal(results['PR(>F)'].values, PrF) class TestAnova2Noconstant(TestAnovaLM): # drop some observations to make an unbalanced, disproportionate panel # to make sure things are okay def test_results(self): data = self.data.drop([0,1,2]) anova_ii = ols("np.log(Days+1) ~ C(Duration, Sum)*C(Weight, Sum) - 1", data).fit() Sum_Sq = np.array([ 154.7131692, 13.27205, 0.1905093, 27.60181 ]) Df = np.array([ 2, 2, 2, 51 ]) F_value = np.array([ 142.9321191, 12.26141, 0.1760025, np.nan ]) PrF = np.array([ 1.238624e-21, 4.487909e-05, 0.8391231, np.nan ]) results = anova_lm(anova_ii, typ="II") np.testing.assert_equal(results['df'].values, Df) np.testing.assert_almost_equal(results['sum_sq'].values, Sum_Sq, 4) np.testing.assert_almost_equal(results['F'].values, F_value, 4) np.testing.assert_almost_equal(results['PR(>F)'].values, PrF) # > sum2.lm.dropped <- lm(logDays ~ Duration * Weight - 1, dta.dropped, # contrasts=list(Duration=contr.sum, Weight=contr.sum)) # > anova.ii.dropped2 <- Anova(sum2.lm.dropped, type='II') # > anova.ii.dropped2 # Anova Table (Type II tests) # # Response: logDays # Sum Sq Df F value Pr(>F) # Duration 154.713 2 142.932 < 2.2e-16 *** # Weight 13.272 2 12.261 4.488e-05 *** # Duration:Weight 0.191 2 0.176 0.8391 # Residuals 27.602 51 class TestAnova2HC0(TestAnovaLM): #NOTE: R does not return SSq with robust covariance. Why? # drop some observations to make an unbalanced, disproportionate panel # to make sure things are okay def test_results(self): data = self.data.drop([0,1,2]) anova_ii = ols("np.log(Days+1) ~ C(Duration, Sum)*C(Weight, Sum)", data).fit() Sum_Sq = np.array([ 151.4065, 2.904723, 13.45718, 0.1905093, 27.60181 ]) Df = np.array([ 1, 2, 2, 51 ]) F = np.array([ 6.972744, 13.7804, 0.1709936, np.nan ]) PrF = np.array([ 0.01095599, 1.641682e-05, 0.8433081, np.nan ]) results = anova_lm(anova_ii, typ="II", robust="hc0") np.testing.assert_equal(results['df'].values, Df) #np.testing.assert_almost_equal(results['sum_sq'].values, Sum_Sq, 4) np.testing.assert_almost_equal(results['F'].values, F, 4) np.testing.assert_almost_equal(results['PR(>F)'].values, PrF) class TestAnova2HC1(TestAnovaLM): # drop some observations to make an unbalanced, disproportionate panel # to make sure things are okay def test_results(self): data = self.data.drop([0,1,2]) anova_ii = ols("np.log(Days+1) ~ C(Duration, Sum)*C(Weight, Sum)", data).fit() Sum_Sq = np.array([ 151.4065, 2.904723, 13.45718, 0.1905093, 27.60181 ]) Df = np.array([ 1, 2, 2, 51 ]) F = np.array([ 6.238771, 12.32983, 0.1529943, np.nan ]) PrF = np.array([ 0.01576555, 4.285456e-05, 0.858527, np.nan ]) results = anova_lm(anova_ii, typ="II", robust="hc1") np.testing.assert_equal(results['df'].values, Df) #np.testing.assert_almost_equal(results['sum_sq'].values, Sum_Sq, 4) np.testing.assert_almost_equal(results['F'].values, F, 4) np.testing.assert_almost_equal(results['PR(>F)'].values, PrF) class TestAnova2HC2(TestAnovaLM): # drop some observations to make an unbalanced, disproportionate panel # to make sure things are okay def test_results(self): data = self.data.drop([0,1,2]) anova_ii = ols("np.log(Days+1) ~ C(Duration, Sum)*C(Weight, Sum)", data).fit() Sum_Sq = np.array([ 151.4065, 2.904723, 13.45718, 0.1905093, 27.60181 ]) Df = np.array([ 1, 2, 2, 51 ]) F = np.array([ 6.267499, 12.25354, 0.1501224, np.nan ]) PrF = np.array([ 0.01554009, 4.511826e-05, 0.8609815, np.nan ]) results = anova_lm(anova_ii, typ="II", robust="hc2") np.testing.assert_equal(results['df'].values, Df) #np.testing.assert_almost_equal(results['sum_sq'].values, Sum_Sq, 4) np.testing.assert_almost_equal(results['F'].values, F, 4) np.testing.assert_almost_equal(results['PR(>F)'].values, PrF) class TestAnova2HC3(TestAnovaLM): # drop some observations to make an unbalanced, disproportionate panel # to make sure things are okay def test_results(self): data = self.data.drop([0,1,2]) anova_ii = ols("np.log(Days+1) ~ C(Duration, Sum)*C(Weight, Sum)", data).fit() Sum_Sq = np.array([ 151.4065, 2.904723, 13.45718, 0.1905093, 27.60181 ]) Df = np.array([ 1, 2, 2, 51 ]) F = np.array([ 5.633786, 10.89842, 0.1317223, np.nan ]) PrF = np.array([ 0.02142223, 0.0001145965, 0.8768817, np.nan ]) results = anova_lm(anova_ii, typ="II", robust="hc3") np.testing.assert_equal(results['df'].values, Df) #np.testing.assert_almost_equal(results['sum_sq'].values, Sum_Sq, 4) np.testing.assert_almost_equal(results['F'].values, F, 4) np.testing.assert_almost_equal(results['PR(>F)'].values, PrF) class TestAnova3(TestAnovaLM): # drop some observations to make an unbalanced, disproportionate panel # to make sure things are okay def test_results(self): data = self.data.drop([0,1,2]) anova_iii = ols("np.log(Days+1) ~ C(Duration, Sum)*C(Weight, Sum)", data).fit() Sum_Sq = np.array([ 151.4065, 2.904723, 13.45718, 0.1905093, 27.60181 ]) Df = np.array([ 1, 1, 2, 2, 51 ]) F_value = np.array([ 279.7545, 5.367071, 12.43245, 0.1760025, np.nan ]) PrF = np.array([ 2.379855e-22, 0.02457384, 3.999431e-05, 0.8391231, np.nan ]) results = anova_lm(anova_iii, typ="III") np.testing.assert_equal(results['df'].values, Df) np.testing.assert_almost_equal(results['sum_sq'].values, Sum_Sq, 4) np.testing.assert_almost_equal(results['F'].values, F_value, 4) np.testing.assert_almost_equal(results['PR(>F)'].values, PrF) class TestAnova3HC0(TestAnovaLM): #NOTE: R does not return SSq with robust covariance. Why? # drop some observations to make an unbalanced, disproportionate panel # to make sure things are okay def test_results(self): data = self.data.drop([0,1,2]) anova_iii = ols("np.log(Days+1) ~ C(Duration, Sum)*C(Weight, Sum)", data).fit() Sum_Sq = np.array([ 151.4065, 2.904723, 13.45718, 0.1905093, 27.60181 ]) Df = np.array([ 1, 1, 2, 2, 51 ]) F = np.array([ 298.3404, 5.723638, 13.76069, 0.1709936, np.nan ]) PrF = np.array([ 5.876255e-23, 0.02046031, 1.662826e-05, 0.8433081, np.nan ]) results = anova_lm(anova_iii, typ="III", robust="hc0") np.testing.assert_equal(results['df'].values, Df) #np.testing.assert_almost_equal(results['sum_sq'].values, Sum_Sq, 4) np.testing.assert_almost_equal(results['F'].values, F, 4) np.testing.assert_almost_equal(results['PR(>F)'].values, PrF) class TestAnova3HC1(TestAnovaLM): # drop some observations to make an unbalanced, disproportionate panel # to make sure things are okay def test_results(self): data = self.data.drop([0,1,2]) anova_iii = ols("np.log(Days+1) ~ C(Duration, Sum)*C(Weight, Sum)", data).fit() Sum_Sq = np.array([ 151.4065, 2.904723, 13.45718, 0.1905093, 27.60181 ]) Df = np.array([ 1, 1, 2, 2, 51 ]) F = np.array([ 266.9361, 5.12115, 12.3122, 0.1529943, np.nan ]) PrF = np.array([ 6.54355e-22, 0.02792296, 4.336712e-05, 0.858527, np.nan ]) results = anova_lm(anova_iii, typ="III", robust="hc1") np.testing.assert_equal(results['df'].values, Df) #np.testing.assert_almost_equal(results['sum_sq'].values, Sum_Sq, 4) np.testing.assert_almost_equal(results['F'].values, F, 4) np.testing.assert_almost_equal(results['PR(>F)'].values, PrF) class TestAnova3HC2(TestAnovaLM): # drop some observations to make an unbalanced, disproportionate panel # to make sure things are okay def test_results(self): data = self.data.drop([0,1,2]) anova_iii = ols("np.log(Days+1) ~ C(Duration, Sum)*C(Weight, Sum)", data).fit() Sum_Sq = np.array([ 151.4065, 2.904723, 13.45718, 0.1905093, 27.60181 ]) Df = np.array([ 1, 1, 2, 2, 51 ]) F = np.array([ 264.5137, 5.074677, 12.19158, 0.1501224, np.nan ]) PrF = np.array([ 7.958286e-22, 0.02860926, 4.704831e-05, 0.8609815, np.nan ]) results = anova_lm(anova_iii, typ="III", robust="hc2") np.testing.assert_equal(results['df'].values, Df) #np.testing.assert_almost_equal(results['sum_sq'].values, Sum_Sq, 4) np.testing.assert_almost_equal(results['F'].values, F, 4) np.testing.assert_almost_equal(results['PR(>F)'].values, PrF) class TestAnova3HC3(TestAnovaLM): # drop some observations to make an unbalanced, disproportionate panel # to make sure things are okay def test_results(self): data = self.data.drop([0,1,2]) anova_iii = ols("np.log(Days+1) ~ C(Duration, Sum)*C(Weight, Sum)", data).fit() Sum_Sq = np.array([ 151.4065, 2.904723, 13.45718, 0.1905093, 27.60181 ]) Df = np.array([ 1, 1, 2, 2, 51 ]) F = np.array([ 234.4026, 4.496996, 10.79903, 0.1317223, np.nan ]) PrF = np.array([ 1.037224e-20, 0.03883841, 0.0001228716, 0.8768817, np.nan ]) results = anova_lm(anova_iii, typ="III", robust="hc3") np.testing.assert_equal(results['df'].values, Df) #np.testing.assert_almost_equal(results['sum_sq'].values, Sum_Sq, 4) np.testing.assert_almost_equal(results['F'].values, F, 4) np.testing.assert_almost_equal(results['PR(>F)'].values, PrF)