Compute R2s and other performance indices for all your models!
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Indices of model performance (i.e., model quality, goodness of fit, predictive accuracy etc.) are very important, both for model comparison and model description purposes. However, their computation or extraction for a wide variety of models can be complex.
To address this, please let us introduce the performance
package!
performance
We have recently decided to collaborate around the new easystats project, a set of packages designed to make your life easier (currently WIP). This project encompasses several packages, devoted for instance to model access or Bayesian analysis, as well as indices of model performance.
The goal of performance
is to provide lightweight tools to assess and check the quality of your model. It includes functions such as R2
for many models (including logistic, mixed and Bayesian models), ICC
or helpers to check convergence
, overdipsersion
or zero-inflation
. See the list of functions here.
performance
can be installed as follows:
install.packages("performance") # Install the package library(performance) # Load it
Examples
Mixed Models
First, we calculate the r-squared value and intra-class correlation coefficient (ICC) for a mixed model, using r2() and icc(). r2()
internally calls the appropriate function for the given model. In case of mixed models this will be r2_nakagawa(). r2_nakagawa()
computes the marginal and conditional r-squared values, while icc()
calculates an adjusted and conditional ICC, both based on the proposals from Nakagawa et al. 2017. For more details on the computation of the variances, see get_variance().
# Load the lme4 package library(lme4) # Fit a mixed model model <- lmer(Sepal.Width ~ Petal.Length + (1|Species), data = iris) # compute R2, based on Nakagawa et al. 2017 r2(model) > # R2 for mixed models > > Conditional R2: 0.913 > Marginal R2: 0.216 # compute intra-class correlation coefficient (ICC) icc(model) > # Intraclass Correlation Coefficient > > Adjusted ICC: 0.889 > Conditional ICC: 0.697
Now let’s compute all available indices of performance appropriate for a given model. This can be done via the model_performance().
# Compute all performance indices model_performance(model) > AIC BIC R2_conditional R2_marginal ICC RMSE > 1 107 119 0.91 0.22 0.89 0.31
Bayesian Mixed Models
For Bayesian mixed models, we have the same features available (r-squared, ICC, …). In this example, we focus on the output from model_performance()
only.
# Load the rstanarm package library(rstanarm) # Fit a Bayesian mixed model model <- stan_glmer(Sepal.Width ~ Petal.Length + (1|Species), data = iris) # Compute performance indices model_performance(model) > ELPD ELPD_SE LOOIC LOOIC_SE WAIC R2 R2_SE R2_marginal R2_marginal_SE > 1 -43 10 87 20 87 0.47 0.045 0.26 0.048 > R2_LOO_adjusted RMSE > 1 0.45 0.31
- Don’t forget to check out the documentation here for more!
More details about performance
’s features are comming soon, stay tuned 😉
Get Involved
There is definitely room for improvement, and some new exciting features are already planned. Feel free to let us know how we could further improve this package!
To conclude, note that easystats is a new project in active development. Thus, do not hesitate to contact us if you want to get involved 🙂
- Check out our other blog posts here!
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