tidy.varest contains wrong (repeated) coefficients?

[MatthieuStigler]

tidy.varest for package vars contains redundant coefficients, repeating coefficients of equation 1 for all equations instead of updating them. See below, where tidy(x)$estimate == coef(x) only for the first K variables in equation 1.

The bug comes most likely from the use of index [[1]] instead of [[v]] in https://github.com/tidymodels/broom/blob/main/R/vars-tidiers.R, implemented in #979:

for (v in names(s$varresult)) {
ret[[v]] <- as_tidy_tibble(
s$varresult[[1]]$coefficients,
new_names = c("estimate", "std.error", "statistic", "p.value")
)
ret[[v]]$group <- v
}

Also, are there tidy conventions for the name of the equation variable in the tidy output for multi-response/equations models? I notice tidy.varest uses group whereas tidy.mlm uses response (I guess there are more models with multiple equations)?

library(vars)
#> Loading required package: MASS
#> Loading required package: strucchange
#> Loading required package: zoo
#> 
#> Attaching package: 'zoo'
#> The following objects are masked from 'package:base':
#> 
#>     as.Date, as.Date.numeric
#> Loading required package: sandwich
#> Loading required package: urca
#> Loading required package: lmtest
library(broom)
data("Canada", package = "vars")
mod <- VAR(Canada, p = 1, type = "none")
tidy(mod)$estimate == unlist(purrr::map(coef(mod), ~.[,"Estimate"]))
#>       e.e.l1    e.prod.l1      e.rw.l1       e.U.l1    prod.e.l1 prod.prod.l1 
#>         TRUE         TRUE         TRUE         TRUE        FALSE        FALSE 
#>   prod.rw.l1    prod.U.l1      rw.e.l1   rw.prod.l1     rw.rw.l1      rw.U.l1 
#>        FALSE        FALSE        FALSE        FALSE        FALSE        FALSE 
#>       U.e.l1    U.prod.l1      U.rw.l1       U.U.l1 
#>        FALSE        FALSE        FALSE        FALSE

## coefs are repeated
all.equal(subset(tidy(mod), group=="e")[,-1], 
          subset(tidy(mod), group=="prod")[,-1])
#> [1] TRUE

^{Created on 2023-10-04 with reprex v2.0.2}

[simonpcouch]

Thank you! Just put a fix in.

Also, are there tidy conventions for the name of the equation variable in the tidy output for multi-response/equations models? I notice tidy.varest uses group whereas tidy.mlm uses response (I guess there are more models with multiple equations)?

Package output is unfortunately not standardized in that case. The modeltests glossaries should give a sense of the set that those column names should fall in, but the divergence of those column names happened early on in the package's development and likely won't be revisited.

[MatthieuStigler]

thanks for the fix and additional info!

Where can one consult the "modeltests glossaries "? Thanks!

[simonpcouch]

Ah, that was a bit obscure, wasn't it👻

Here's the glossary for acceptable column names in tidy() output, from the modeltests package, along with descriptions of what those columns (usually) contain: https://github.com/alexpghayes/modeltests/blob/master/data-raw/columns_tidy.yaml

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