AnovaFixedEffectModels

using AnovaFixedEffectModels

AnovaFixedEffectModels.jl supports FixedEffectModels.

lfe is as same as reg, but the order of arguments is closer to other modeling packages.

fem1 = lfe(@formula(gpa ~ fe(student) + occasion + job), gpa)
aovf = anova(fem1)

Analysis of Variance

Type 1 test / F test

gpa ~ :(fe(student)) + occasion + job

Table:
──────────────────────────────────────────────────────────
             DOF   Exp.SS  Mean Square   F value  Pr(>|F|)
──────────────────────────────────────────────────────────
occasion       1  39.56        39.56    717.6351    <1e-99
job            2   3.0710       1.5355   27.8545    <1e-11
(Residuals)  997  54.96         0.0551              
──────────────────────────────────────────────────────────

Likelihood-ratio test is available for nested models.

fems = nestedmodels(FixedEffectModel, @formula(gpa ~ fe(student) + occasion + job), gpa)
anova(LRT, fems)

Analysis of Variance

Type 1 test / Likelihood-ratio test

Model 1: gpa ~ 0 + :(fe(student))
Model 2: gpa ~ occasion + :(fe(student))
Model 3: gpa ~ :(fe(student)) + occasion + job

Table:
───────────────────────────────────────────────────
   DOF  ΔDOF  Res.DOF  Deviance       χ²  Pr(>|χ²|)
───────────────────────────────────────────────────
1  199           1001     97.59              
2  201     2      999     58.03  39.5595     <1e-08
3  203     2      997     54.96   3.0710     0.2154
───────────────────────────────────────────────────