Exemplo n.º 1
0
    def test_equivalence_equal(self):
        # reference numbers from Jan and Shieh 2019, p. 5
        means = self.means
        nobs = self.nobs
        stds = self.stds
        n_groups = self.n_groups

        eps = 0.5
        res0 = anova_generic(means, stds**2, nobs, use_var="equal")
        f = res0.statistic
        res = equivalence_oneway_generic(f,
                                         n_groups,
                                         nobs.sum(),
                                         eps,
                                         res0.df,
                                         alpha=0.05,
                                         margin_type="wellek")
        assert_allclose(res.pvalue, 0.0083, atol=0.001)
        assert_equal(res.df, [3, 46])

        # the agreement for f-stat looks too low
        assert_allclose(f, 0.0926, atol=0.0006)

        res = equivalence_oneway(self.data,
                                 eps,
                                 use_var="equal",
                                 margin_type="wellek")
        assert_allclose(res.pvalue, 0.0083, atol=0.001)
        assert_equal(res.df, [3, 46])
Exemplo n.º 2
0
    def test_equivalence_welch(self):
        # reference numbers from Jan and Shieh 2019, p. 6
        means = self.means
        nobs = self.nobs
        stds = self.stds
        n_groups = self.n_groups
        vars_ = stds**2

        eps = 0.5
        res0 = anova_generic(means,
                             vars_,
                             nobs,
                             use_var="unequal",
                             welch_correction=False)
        f_stat = res0.statistic
        res = equivalence_oneway_generic(f_stat,
                                         n_groups,
                                         nobs.sum(),
                                         eps,
                                         res0.df,
                                         alpha=0.05,
                                         margin_type="wellek")
        assert_allclose(res.pvalue, 0.0110, atol=0.001)
        assert_allclose(res.df, [3.0, 22.6536], atol=0.0006)

        # agreement for Welch f-stat looks too low b/c welch_correction=False
        assert_allclose(f_stat, 0.1102, atol=0.007)

        res = equivalence_oneway(self.data,
                                 eps,
                                 use_var="unequal",
                                 margin_type="wellek")
        assert_allclose(res.pvalue, 0.0110, atol=1e-4)
        assert_allclose(res.df, [3.0, 22.6536], atol=0.0006)
        assert_allclose(res.f_stat, 0.1102, atol=1e-4)  # 0.007)

        # check post-hoc power, JS p. 6
        pow_ = _power_equivalence_oneway_emp(f_stat, n_groups, nobs, eps,
                                             res0.df)
        assert_allclose(pow_, 0.1552, atol=0.007)

        pow_ = power_equivalence_oneway(eps,
                                        eps,
                                        nobs.sum(),
                                        n_groups=n_groups,
                                        df=None,
                                        alpha=0.05,
                                        margin_type="wellek")
        assert_allclose(pow_, 0.05, atol=1e-13)

        nobs_t = nobs.sum()
        es = effectsize_oneway(means, vars_, nobs, use_var="unequal")
        es = np.sqrt(es)
        es_w0 = f2_to_wellek(es**2, n_groups)
        es_w = np.sqrt(fstat_to_wellek(f_stat, n_groups, nobs_t / n_groups))

        pow_ = power_equivalence_oneway(es_w,
                                        eps,
                                        nobs_t,
                                        n_groups=n_groups,
                                        df=None,
                                        alpha=0.05,
                                        margin_type="wellek")
        assert_allclose(pow_, 0.1552, atol=0.007)
        assert_allclose(es_w0, es_w, atol=0.007)

        margin = wellek_to_f2(eps, n_groups)
        pow_ = power_equivalence_oneway(es**2,
                                        margin,
                                        nobs_t,
                                        n_groups=n_groups,
                                        df=None,
                                        alpha=0.05,
                                        margin_type="f2")
        assert_allclose(pow_, 0.1552, atol=0.007)