-
Notifications
You must be signed in to change notification settings - Fork 27
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Merge pull request #142 from r-spatial/kb23
Kb23 Add SD.RStests for Koley & Bera 2023 and in progress
- Loading branch information
Showing
121 changed files
with
1,197 additions
and
406 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,202 @@ | ||
| # Copyright 2023-4 by Roger Bivand | ||
| # | ||
|
|
||
| is.formula <- function(x){ | ||
| inherits(x,"formula") | ||
| } | ||
|
|
||
| create_X0 <- function(X, listw, Durbin=TRUE, data=NULL, na.act=NULL) { | ||
| if (isTRUE(Durbin)) { | ||
| n <- NROW(X) | ||
| m <- NCOL(X) | ||
| # check if there are enough regressors | ||
| xcolnames <- colnames(X) | ||
| stopifnot(!is.null(xcolnames)) | ||
| K <- ifelse(xcolnames[1] == "(Intercept)", 2, 1) | ||
| vars <- NULL | ||
| xI <- NULL | ||
| X0 <- NULL | ||
| if (K == 2) { | ||
| # unnormalized weight matrices | ||
| if (!(listw$style == "W")) { | ||
| xI <- as.double(rep(1, n)) | ||
| vars <-"X0.(Intercept)" | ||
| } | ||
| } | ||
| if (m > 1 || (m == 1 && K == 1)) { | ||
| X0 <- matrix(as.numeric(NA), nrow=n, | ||
| ncol=ifelse(m==1, 1, (m-(K-1)))) | ||
| for (k in K:m) { | ||
| j <- ifelse(k==1, 1, k-(K-1)) | ||
| X0[,j] <- X[,xcolnames[k]] | ||
| vars <- c(vars, xcolnames[k]) | ||
| } | ||
| } | ||
| if (!is.null(xI)) X0 <- cbind(xI, X0) | ||
| colnames(X0) <- vars | ||
| rownames(X0) <- rownames(X) | ||
| } else if (is.formula(Durbin)) { | ||
| data1 <- data | ||
| if (!is.null(na.act) && (inherits(na.act, "omit") || | ||
| inherits(na.act, "exclude"))) { | ||
| data1 <- data1[-c(na.act),] | ||
| } | ||
| dmf <- lm(Durbin, data1, na.action=na.fail, | ||
| method="model.frame") | ||
| # dmf <- lm(Durbin, data, na.action=na.action, | ||
| # method="model.frame") | ||
| X0 <- try(model.matrix(Durbin, dmf), silent=TRUE) | ||
| if (inherits(X0, "try-error")) | ||
| stop("Durbin variable mis-match") | ||
|
|
||
| inds <- match(colnames(X0), colnames(X)) | ||
| if (anyNA(inds)) { | ||
| wna <- which(is.na(inds)) #TR: continue if Durbin has intercept, but formula has not | ||
| if (length(wna) == 1 && grepl("Intercept", colnames(X0)[wna]) | ||
| && attr(terms(Durbin), "intercept") == 1) { | ||
| inds <- inds[-wna] | ||
| } else { | ||
| stop("X0 variables not in X: ", | ||
| paste(colnames(X0)[is.na(inds)], collapse=" ")) | ||
| } | ||
| } | ||
| icept <- grep("(Intercept)", colnames(X0)) | ||
| if (length(icept) == 1L && listw$style == "W") | ||
| X0 <- X0[, -icept, drop=FALSE] | ||
| } else stop("Durbin argument neither TRUE nor formula") | ||
| X0 | ||
| } | ||
|
|
||
| SD.RStests <- function(model, listw, zero.policy=attr(listw, "zero.policy"), test="SDM", Durbin=TRUE) { | ||
|
|
||
| if (inherits(model, "lm")) na.act <- model$na.action | ||
| else na.act <- attr(model, "na.action") | ||
|
|
||
| listw_name <- deparse(substitute(listw)) | ||
|
|
||
| SDM.tests <- c("SDM_RSlag", "SDM_adjRSlag", "SDM_RSWX", "SDM_adjRSWX", "SDM_Joint") | ||
| SDEM.tests <- c("SDEM_RSerr", "SDEM_RSWX", "SDEM_Joint") | ||
| all.tests <- c(SDM.tests, SDEM.tests) | ||
| if (test[1] == "SDM") test <- SDM.tests | ||
| if (test[1] == "SDEM") test <- SDEM.tests | ||
| if (test[1] == "all") test <- all.tests | ||
| if (!all(test %in% all.tests)) | ||
| stop("Invalid test selected - must be either \"all\", \"SDM\", \"SDEM\" or a vector of tests") | ||
| nt <- length(test) | ||
| if (nt < 1) stop("non-positive number of tests") | ||
|
|
||
| if (!inherits(listw, "listw")) stop(paste(listw_name, | ||
| "is not a listw object")) | ||
| if (is.null(zero.policy)) | ||
| zero.policy <- get("zeroPolicy", envir = .spdepOptions) | ||
| stopifnot(is.logical(zero.policy)) | ||
| if (!is.null(na.act)) { | ||
| subset <- !(1:length(listw$neighbours) %in% na.act) | ||
| listw <- subset(listw, subset, zero.policy=zero.policy) | ||
| } | ||
|
|
||
| if(!inherits(model, "lm")) stop(paste(deparse(substitute(model)), | ||
| "not an lm object")) | ||
| N <- length(listw$neighbours) | ||
| u <- resid(model) | ||
| if (N != length(u)) stop("objects of different length") | ||
| u <- as.vector(u) | ||
|
|
||
| if (is.null(attr(listw$weights, "W")) || !attr(listw$weights, "W")) | ||
| warning("Spatial weights matrix not row standardized") | ||
|
|
||
| if (is.formula(Durbin)) { | ||
| dt <- try(eval(model$call[["data"]]), silent=TRUE) | ||
| if (inherits(dt, "try-error") || !is.data.frame(dt)) | ||
| stop("data object used to fit linear model not available for formula Durbin") | ||
| } | ||
|
|
||
| y <- model.response(model.frame(model)) | ||
| X <- model.matrix(terms(model), model.frame(model)) | ||
| X0 <- create_X0(X=X, listw=listw, Durbin=Durbin, data=dt, na.act=na.act) | ||
| yhat <- as.vector(fitted(model)) | ||
| p <- model$rank | ||
| p1 <- 1:p | ||
| nacoefs <- which(is.na(coefficients(model))) | ||
| # fixed after looking at TOWN dummy in Boston data | ||
| if (length(nacoefs) > 0L) X <- X[,-nacoefs] | ||
| XtXinv <- chol2inv(model$qr$qr[p1, p1, drop = FALSE]) | ||
| sigma2 <- c(t(u) %*% u) / N | ||
| TrW <- tracew(listw) | ||
| Wu <- lag.listw(listw, u, zero.policy) | ||
| Wy <- lag.listw(listw, y, zero.policy) | ||
| dr <- (t(Wy) %*% u)/sigma2 # lagged y | ||
| dl <- (t(Wu) %*% u)/sigma2 # lagged residuals | ||
| Wyhat <- lag.listw(listw, yhat, zero.policy) | ||
| WX0 <- lag.listw(listw, X0, zero.policy) | ||
| dg <- c(t(WX0) %*% u)/sigma2 | ||
| k <- ncol(X) | ||
| k0 <- ncol(X0) | ||
| J_11 <- rbind(cbind((crossprod(X)/(N*sigma2)), rep(0, k)), | ||
| cbind(t(rep(0, k)), (1/(2*(sigma2^2))))) | ||
| invJ_11 <- solve(J_11) | ||
| Jrp <- rbind((t(X) %*% Wyhat)/(N*sigma2), t(rep(0, 1))) | ||
| Jgb <- (t(X) %*% WX0)/(N*sigma2) | ||
| Jgp <- rbind(Jgb, t(rep(0, k0))) | ||
| J_12 <- cbind(Jrp, Jgp) | ||
| Jrr <- (c(crossprod(Wyhat)) + TrW*sigma2)/(N*sigma2) | ||
| Jgg <- crossprod(WX0)/(N*sigma2) | ||
| Jrg <- (t(WX0) %*% Wyhat)/(N*sigma2) | ||
| J_22 <- rbind(cbind(Jrr, t(Jrg)), cbind(Jrg, Jgg)) | ||
| Jrg.p <- t(Jrg) - c(t(Jrp) %*% invJ_11 %*% Jgp) | ||
| Jr.p <- Jrr - c(t(Jrp) %*% invJ_11 %*% Jrp) | ||
| Jg.p <- Jgg - (t(Jgp) %*% invJ_11 %*% Jgp) | ||
| invJg.p <- solve(Jg.p) | ||
| dr_adj <- dr - (Jrg.p %*% invJg.p %*% dg) | ||
| Jr.p_adj <- Jr.p - (Jrg.p %*% invJg.p %*% t(Jrg.p)) | ||
| dg_adj <- dg - c(dr * (1/Jr.p)) * Jrg.p | ||
| Jg.p_adj <- Jg.p - ((1/Jr.p) * crossprod(Jrg.p)) | ||
| J.22 <- solve(J_22 - t(J_12) %*% invJ_11 %*% J_12) | ||
| invJg.b <- solve(Jgg - t(Jgb) %*% solve(crossprod(X)/(N*sigma2)) %*% | ||
| Jgb) | ||
| tres <- vector(mode="list", length=nt) | ||
| names(tres) <- test | ||
| for (i in 1:nt) { | ||
| testi <- test[i] | ||
| zz <- switch(testi, | ||
| SDM_RSlag = vec <- c((1/N) * ((dr^2) * 1/Jr.p), 1), | ||
| SDM_adjRSlag = vec <- c((1/N)*((dr_adj^2)*(1/Jr.p_adj)), 1), | ||
| SDM_RSWX = vec <- c((1/N) * (t(dg) %*% invJg.p %*% dg), | ||
| ncol(X0)), | ||
| SDM_adjRSWX = vec <- c((1/N) * (dg_adj %*% solve(Jg.p_adj) %*% | ||
| t(dg_adj)), ncol(X0)), | ||
| SDM_Joint = vec <- c(((1/N) * (t(c(dr, dg)) %*% | ||
| J.22 %*% c(dr, dg))), ncol(X0)+1), | ||
| SDEM_RSerr = vec <- c((dl^2) / TrW, 1), | ||
| SDEM_RSWX = vec <- c(((t(dg) %*% invJg.b %*% dg) / N), | ||
| ncol(X0)), | ||
| SDEM_Joint = vec <- c(((t(dg) %*% invJg.b %*% dg) / N) + | ||
| ((dl^2) / TrW), ncol(X0)+1) | ||
| ) | ||
| if (is.null(zz)) stop(paste(testi, ": no such test", sep="")) | ||
| statistic <- vec[1] | ||
| names(statistic) <- testi | ||
| parameter <- vec[2] | ||
| names(parameter) <- "df" | ||
| p.value <- 1 - pchisq(statistic, parameter) | ||
| if (!is.finite(p.value) || p.value < 0 || p.value > 1) | ||
| warning("Out-of-range p-value: reconsider test arguments") | ||
| names(p.value) <- "" | ||
| method <- "Rao's score test spatial Durbin diagnostics" | ||
| Durf <- "" | ||
| if (is.formula(Durbin)) | ||
| Durf <- paste0("Durbin: ", paste(as.character(Durbin), | ||
| collapse=" "), "\n") | ||
| data.name <- paste("\n", paste(strwrap(paste("model: ", | ||
| gsub("[ ]+", " ", paste(deparse(model$call), | ||
| sep="", collapse="")))), collapse="\n"), | ||
| "\nweights: ", listw_name, "\n", Durf, sep="") | ||
| tres[[i]] <- list(statistic=statistic, parameter=parameter, | ||
| p.value=p.value, method=method, data.name=data.name) | ||
| class(tres[[i]]) <- "htest" | ||
| } | ||
| class(tres) <- "RStestlist" | ||
| tres | ||
| } | ||
|
|
||
|
|
Oops, something went wrong.