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Add test for predict with DataFrame #335

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Add test for predict with DataFrame #335

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6eda497
Add test for predict with DataFrame
nalimilan Oct 4, 2019
30fdfa5
Merge branch 'master' into nl/predict
nalimilan Aug 30, 2022
b53f6b9
Fix
nalimilan Aug 31, 2022
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2 changes: 1 addition & 1 deletion src/lm.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -281,7 +281,7 @@ function predict(mm::LinearModel, newx::AbstractMatrix;
else
error("only :confidence and :prediction intervals are defined")
end
retinterval = quantile(TDist(dof_residual(mm)), (1. - level)/2) * sqrt.(retvariance)
retinterval = vec(quantile(TDist(dof_residual(mm)), (1. - level)/2) * sqrt.(retvariance))
(prediction = retmean, lower = retmean .+ retinterval, upper = retmean .- retinterval)
end

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12 changes: 12 additions & 0 deletions test/runtests.jl
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Expand Up @@ -895,6 +895,18 @@ end
@test pred3.upper ≈ pred3.prediction + quantile(TDist(dof_residual(mm)), 0.975)*sqrt.(diag(newX*vcov(mm)*newX') .+ deviance(mm)/dof_residual(mm)) ≈
[3.9288331595737196, 4.077092463922373, 4.762903743958081, 3.82184595169028, 4.034521019386702]

mm = fit(LinearModel, @formula(y ~ 0 + x1 + x2),
DataFrame(y=Ylm, x1=X[:, 1], x2=X[:, 2]))
pred4 = predict(mm, DataFrame(newX, :auto), interval=:confidence)
@test pred4.prediction == pred2.prediction
@test pred4.lower == pred2.lower
@test pred4.upper == pred2.upper

pred5 = predict(mm, DataFrame(newX, :auto), interval=:prediction)
@test pred5.prediction == pred3.prediction
@test pred5.lower == pred3.lower
@test pred5.upper == pred3.upper

# Prediction with dropcollinear (#409)
x = [1.0 1.0
1.0 2.0
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