ggeffects 0.8.0 now on CRAN: marginal effects for regression models #rstats

January 14, 2019
By

(This article was first published on R – Strenge Jacke!, and kindly contributed to R-bloggers)

I’m happy to announce that version 0.8.0 of my ggeffects-package is on CRAN now. The update has fixed some bugs from the previous version and comes along with many new features or improvements. One major part that was addressed in the latest version are fixed and improvements for mixed models, especially zero-inflated mixed models (fitted with the glmmTMB-package).

In this post, I want to demonstrate the different options to calculate and visualize marginal effects from mixed models.

Marginal effects for mixed effects models

Basically, the type of predictions, i.e. whether to account for the uncertainty of random effects or not, can be set with the type-argument.

Marginal effects conditioned on fixed effects

The default, type = "fe", means that predictions are on the population-level and do not account for the random effect variances.

library(ggeffects)
library(lme4)
data(sleepstudy)
m <- lmer(Reaction ~ Days + (1 + Days | Subject), data = sleepstudy)

pr <- ggpredict(m, "Days")
pr
#> 
#> # Predicted values of Reaction 
#> # x = Days 
#> 
#>  x predicted std.error conf.low conf.high
#>  0   251.405     6.825  238.029   264.781
#>  1   261.872     6.787  248.570   275.174
#>  2   272.340     7.094  258.435   286.244
#>  3   282.807     7.705  267.705   297.909
#>  5   303.742     9.581  284.963   322.520
#>  6   314.209    10.732  293.174   335.244
#>  7   324.676    11.973  301.210   348.142
#>  9   345.611    14.629  316.939   374.283
#> 
#> Adjusted for:
#> * Subject = 0 (population-level)
plot(pr)

Marginal effects conditioned on fixed effects with random effects uncertainty

When type = "re", the predicted values are still on the population-level. However, the random effect variances are taken into account, meaning that the prediction interval becomes larger. More technically speaking, type = "re" accounts for the uncertainty of the fixed effects conditional on the estimates of the random-effect variances and conditional modes (BLUPs).

The random-effect variance is the mean random-effect variance. Calculation is based on the proposal from Johnson et al. 2014, which is applicable for mixed models with more complex random effects structures.

As can be seen, compared to the previous example with type = "fe", predicted values are identical (both on the population-level). However, standard errors, and thus the resulting confidence (or prediction) intervals are much larger .

pr <- ggpredict(m, "Days", type = "re")
pr
#> 
#> # Predicted values of Reaction 
#> # x = Days 
#> 
#>  x predicted std.error conf.low conf.high
#>  0   251.405    41.769  169.539   333.271
#>  1   261.872    41.763  180.019   343.726
#>  2   272.340    41.814  190.386   354.293
#>  3   282.807    41.922  200.642   364.972
#>  5   303.742    42.307  220.822   386.661
#>  6   314.209    42.582  230.749   397.669
#>  7   324.676    42.912  240.571   408.781
#>  9   345.611    43.727  259.907   431.315
#> 
#> Adjusted for:
#> * Subject = 0 (population-level)
plot(pr)

The reason why both type = "fe" and type = "re" return predictions at population-level is because ggpredict() returns predicted values of the response at specific levels of given model predictors, which are defined in the data frame that is passed to the newdata-argument (of predict()). The data frame requires data from all model terms, including random effect terms. This again requires to choose certain levels or values also for each random effect term, or to set those terms to zero or NA (for population-level). Since there is no general rule, which level(s) of random effect terms to choose in order to represent the random effects structure in the data, using the population-level seems the most clear and consistent approach.

Marginal effects conditioned on fixed effects and specific group levels

To get predicted values for a specific level of the random effect term, simply define this level in the condition-argument.

ggpredict(m, "Days", type = "re", condition = c(Subject = 330))
#> 
#> # Predicted values of Reaction 
#> # x = Days 
#> 
#>  x predicted std.error conf.low conf.high
#>  0   275.096    41.769  193.230   356.961
#>  1   280.749    41.763  198.895   362.602
#>  2   286.402    41.814  204.448   368.355
#>  3   292.054    41.922  209.889   374.220
#>  5   303.360    42.307  220.440   386.280
#>  6   309.013    42.582  225.554   392.473
#>  7   314.666    42.912  230.561   398.772
#>  9   325.972    43.727  240.268   411.676

Marginal effects based on simulations

Finally, it is possible to obtain predicted values by simulating from the model, where predictions are based on simulate().

pr <- ggpredict(m, "Days", type = "sim")
pr
#> 
#> # Predicted values of Reaction 
#> # x = Days 
#> 
#>  x predicted conf.low conf.high
#>  0   251.440  200.838   301.996
#>  1   261.860  212.637   311.678
#>  2   272.157  221.595   321.667
#>  3   282.800  233.416   332.738
#>  5   303.770  252.720   353.472
#>  6   314.146  264.651   363.752
#>  7   324.606  273.460   374.462
#>  9   345.319  295.069   394.735
#> 
#> Adjusted for:
#> * Subject = 0 (population-level)
plot(pr)

Marginal effects for zero-inflated mixed models

For zero-inflated mixed effects models, typically fitted with the glmmTMB-package, predicted values can be conditioned on

  • the fixed effects of the conditional model only (type = "fe")
  • the fixed effects and zero-inflation component (type = "fe.zi")
  • the fixed effects of the conditional model only (population-level), taking the random-effect variances into account (type = "re")
  • the fixed effects and zero-inflation component (population-level), taking the random-effect variances into account (type = "re.zi")
  • all model parameters (type = "sim")
library(glmmTMB)
data(Salamanders)
m <- glmmTMB(
  count ~ spp + mined + (1 | site), 
  ziformula = ~ spp + mined, 
  family = truncated_poisson, 
  data = Salamanders
)

Marginal effects conditioned on the count model

Similar to mixed models without zero-inflation component, type = "fe" and type = "re" for glmmTMB-models (with zero-inflation) both return predictions on the population-level, where the latter option accounts for the uncertainty of the random effects. In short, predict(..., type = "link") is called (however, predictions are finally back-transformed to the response scale).

pr <- ggpredict(m, "spp")
pr
#> 
#> # Predicted counts of count 
#> # x = spp 
#> 
#>  x predicted std.error conf.low conf.high
#>  1     0.935     0.206    0.624     1.400
#>  2     0.555     0.308    0.304     1.015
#>  3     1.171     0.192    0.804     1.704
#>  4     0.769     0.241    0.480     1.233
#>  5     1.786     0.182    1.250     2.550
#>  6     1.713     0.182    1.200     2.445
#>  7     0.979     0.196    0.667     1.437
#> 
#> Adjusted for:
#> * mined = yes
#> *  site = NA (population-level)
plot(pr)

For models with log-link, it make sense to use a log-transformed y-axis as well, to get proportional confidence intervals for the plot. You can do this by using the log.y-argument:

plot(pr, log.y = TRUE)

Marginal effects conditioned on the count model with random effects uncertainty

ggpredict(m, "spp", type = "re")
#> 
#> # Predicted counts of count 
#> # x = spp 
#> 
#>  x predicted std.error conf.low conf.high
#>  1     0.935     0.309    0.510     1.714
#>  2     0.555     0.384    0.261     1.180
#>  3     1.171     0.300    0.650     2.107
#>  4     0.769     0.333    0.400     1.478
#>  5     1.786     0.294    1.004     3.175
#>  6     1.713     0.294    0.964     3.045
#>  7     0.979     0.303    0.541     1.772
#> 
#> Adjusted for:
#> * mined = yes
#> *  site = NA (population-level)

Marginal effects conditioned on the count and zero-inflation model

For type = "fe.zi", the predicted response value is the expected value mu*(1-p) without conditioning on random effects. Since the zero inflation and the conditional model are working in “opposite directions”, a higher expected value for the zero inflation means a lower response, but a higher value for the conditional model means a higher response. While it is possible to calculate predicted values with predict(..., type = "response"), standard errors and confidence intervals can not be derived directly from the predict()-function. Thus, confidence intervals for type = "fe.zi" are based on quantiles of simulated draws from a multivariate normal distribution (see also Brooks et al. 2017, pp.391-392 for details).

ggpredict(m, "spp", type = "fe.zi")
#> 
#> # Predicted counts of count 
#> # x = spp 
#> 
#>  x predicted std.error conf.low conf.high
#>  1     0.138     0.045    0.052     0.224
#>  2     0.017     0.009    0.000     0.035
#>  3     0.245     0.072    0.109     0.381
#>  4     0.042     0.018    0.007     0.076
#>  5     0.374     0.108    0.166     0.582
#>  6     0.433     0.117    0.208     0.657
#>  7     0.205     0.063    0.082     0.328
#> 
#> Adjusted for:
#> * mined = yes
#> *  site = NA (population-level)

Marginal effects conditioned on the count and zero-inflation model with random effects uncertainty

For type = "re.zi", the predicted response value is the expected value mu*(1-p), accounting for the random-effect variances. Prediction intervals are calculated in the same way as for type = "fe.zi", except that the mean random effect variance is considered for the confidence intervals.

ggpredict(m, "spp", type = "re.zi")
#> 
#> # Predicted counts of count 
#> # x = spp 
#> 
#>  x predicted std.error conf.low conf.high
#>  1     0.138     0.235    0.032     0.354
#>  2     0.017     0.231    0.000     0.054
#>  3     0.245     0.243    0.065     0.609
#>  4     0.042     0.231    0.002     0.126
#>  5     0.374     0.257    0.098     0.932
#>  6     0.433     0.263    0.122     1.060
#>  7     0.205     0.239    0.054     0.510
#> 
#> Adjusted for:
#> * mined = yes
#> *  site = NA (population-level)

Marginal effects simulated from zero-inflated models

Finally, it is possible to obtain predicted values by simulating from the model, where predictions are based on simulate() (see Brooks et al. 2017, pp.392-393 for details). To achieve this, use type = "sim".

ggpredict(m, "spp", type = "sim")
#> 
#> # Predicted counts of count 
#> # x = spp 
#> 
#>  x predicted std.error conf.low conf.high
#>  1     1.089     1.288        0     4.131
#>  2     0.292     0.667        0     2.306
#>  3     1.520     1.550        0     5.241
#>  4     0.536     0.946        0     3.087
#>  5     2.212     2.125        0     7.153
#>  6     2.289     2.065        0     7.121
#>  7     1.314     1.367        0     4.697
#> 
#> Adjusted for:
#> * mined = yes
#> *  site = NA (population-level)

References

  • Brooks ME, Kristensen K, Benthem KJ van, Magnusson A, Berg CW, Nielsen A, et al. glmmTMB Balances Speed and Flexibility Among Packages for Zero-inflated Generalized Linear Mixed Modeling. The R Journal. 2017;9: 378–400.
  • Johnson PC, O’Hara RB. 2014. Extension of Nakagawa & Schielzeth’s R2GLMM to random slopes models. Methods Ecol Evol, 5: 944-946. (doi: 10.1111/2041-210X.12225)

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