Tests: The Linear Regression Model (Leverage)

Ivan Jacob Agaloos Pesigan

2020-12-31

# The Linear Regression Model: Leverage {#linreg-estimation-leverage-example}

Data

See jeksterslabRdatarepo::wages.matrix() for the data set used in this example.

X <- jeksterslabRdatarepo::wages.matrix[["X"]]
# age is removed
X <- X[, -ncol(X)]
y <- jeksterslabRdatarepo::wages.matrix[["y"]]
head(X)
#>      constant gender race union education experience
#> [1,]        1      1    0     0        12         20
#> [2,]        1      0    0     0         9          9
#> [3,]        1      0    0     0        16         15
#> [4,]        1      0    1     1        14         38
#> [5,]        1      1    1     0        16         19
#> [6,]        1      1    0     0        12          4
head(y)
#>      wages
#> [1,] 11.55
#> [2,]  5.00
#> [3,] 12.00
#> [4,]  7.00
#> [5,] 21.15
#> [6,]  6.92

Leverage

result_h <- as.vector(h(X))

lm() function

lmobj <- lm(
  wages ~ gender + race + union + education + experience,
  data = jeksterslabRdatarepo::wages
)
lm_h <- as.vector(hatvalues(lmobj))

context("Test linreg-estimation-leverage")
test_that("result_h.", {
  expect_equivalent(
    length(result_h),
    length(lm_h)
  )
  for (i in seq_along(result_h)) {
    expect_equivalent(
      round(result_h[i], digits = 0),
      round(lm_h[i], digits = 0)
    )
  }
})
#> Test passed 🥳