Unable to plot confidence intervals using ggplot, (geom_ribbon() argument) - r

I am trying to plot 95% confidence intervals on some simulated values but am running into so issues when i am trying to plot the CIs using the geom_ribbon() argument. The trouble I'm having it that my model does not show the CIs when i plot them, like so;
I have included all of my code below if anyone knows where i have gone wrong here;
set.seed(20220520)
#simulating 200 values between 0 and 1 from a uniform distribution
x = runif(200, min = 0, max = 1)
lam = exp(0.3+5*x)
y = rpois(200, lambda = lam)
#before we do this each Yi may contain zeros so we need to add a small constant
y <- y + .1
#combining x and y into a dataframe so we can plot
df = data.frame(x, y)
#fitting a Poisson GLM
model2 <- glm(y ~ x,
data = df,
family = poisson(link='log'))
#make predictions (this may be the same as predictions_mod2)
preds <- predict(model2, type = "response")
#making CI predictions
predictions_mod2 = predict(model2, df, se.fit = TRUE, type = 'response')
#calculate confidence intervals limit
upper_mod2 = predictions_mod2$fit+1.96*predictions_mod2$se.fit
lower_mod2 = predictions_mod2$fit-1.96*predictions_mod2$se.fit
#transform the CI limit to get one at the level of the mean
upper_mod2 = exp(upper_mod2)/(1+exp(upper_mod2))
lower_mod2 = exp(lower_mod2)/(1+exp(lower_mod2))
#combining into a df
predframe = data.frame(lwr=lower_mod2,upr=upper_mod2, x = df$x, y = df$y)
#plot model with 95% confidence intervals using ggplot
ggplot(df, aes(x, y)) +
geom_ribbon(data = predframe, aes(ymin=lwr, ymax=upr), alpha = 0.4) +
geom_point() +
geom_line(aes(x, preds2), col = 'blue')

In a comment to the question, it's asked why not to logit transform the predicted values. The reason why is that the type of prediction asked for is "response". From the documentation, my emphasis.
type
the type of prediction required. The default is on the scale of the linear predictors; the alternative "response" is on the scale of the response variable. Thus for a default binomial model the default predictions are of log-odds (probabilities on logit scale) and type = "response" gives the predicted probabilities. The "terms" option returns a matrix giving the fitted values of each term in the model formula on the linear predictor scale.
There is a good way to answer, to show the code.
library(ggplot2, quietly = TRUE)
set.seed(20220520)
#simulating 200 values between 0 and 1 from a uniform distribution
x = runif(200, min = 0, max = 1)
lam = exp(0.3+5*x)
y = rpois(200, lambda = lam)
#before we do this each Yi may contain zeros so we need to add a small constant
y <- y + 0.1
#combining x and y into a dataframe so we can plot
df = data.frame(x, y)
#fitting a Poisson GLM
suppressWarnings(
model2 <- glm(y ~ x,
data = df,
family = poisson(link='log'))
)
#make predictions (this may be the same as predictions_mod2)
preds <- predict(model2, type = "response")
#making CI predictions
predictions_mod2 = predict(model2, df, se.fit = TRUE, type = 'response')
#calculate confidence intervals limit
upper_mod2 = predictions_mod2$fit+1.96*predictions_mod2$se.fit
lower_mod2 = predictions_mod2$fit-1.96*predictions_mod2$se.fit
#combining into a df
predframe = data.frame(lwr=lower_mod2,upr=upper_mod2, x = df$x, y = df$y)
#plot model with 95% confidence intervals using ggplot
ggplot(df, aes(x, y)) +
geom_ribbon(data = predframe, aes(ymin=lwr, ymax=upr), alpha = 0.4) +
geom_point() +
geom_line(aes(x, preds), col = 'blue')
Created on 2022-05-29 by the reprex package (v2.0.1)

Related

r gamlss: predicting standard deviation and calculating z-scores

I want to estimate predicted values for the mean (mu) and standard deviation (sigma) based on a gamlss model. However, it is not clear to me how to extract a standard deviation for given values of x
The data frame I am using looks like this:
#> head(abdom)
# y x
# 59 12.29
# 64 12.29
# 56 12.29
Here is the code to fit a gamlss model:
library(gamlss)
fit = gamlss(y ~ cs(x), sigma.formula = ~ cs(x), data = abdom, family = BCPE)
I want to calculate z-scores based on this model using the following approach: z = (y - mu)/sigma . Therefore, I use this code to calculate mu and sigma for each value of y and calculate the z scores. 95% of the z scores should lie between -2 and 2.
using predict function
mu = predict(fit, newdata = abdom, type = "response", what = "mu")
si = predict(fit, newdata = abdom, type = "response", what = "sigma")
z_score1 = (abdom$y - mu) / si
hist(z_score1)
using centiles.pred function
z_score2 = centiles.pred(fit, xname = "x", xvalues = abdom$x, yval = abdom$y, type = "z-scores")
hist(z_score2)
This leads to the following plots:
for z_score1, most scores are not even close to lie between -2 and 2.
Another way to approach this is by plotting the mean and standard deviation:
# calculating mu +/- 2*sigma
pred_dat = data.frame(x = 10:45)
mu = predict(fit, newdata = pred_dat, type = "response", what = "mu")
si = predict(fit, newdata = pred_dat, type = "response", what = "sigma")
hi = mu + (2 * si)
lo = mu - (2 * si)
pred_dat$mu = mu
pred_dat$hi = hi
pred_dat$lo = lo
# plotting
ggplot(data = pred_dat, aes(x = x)) +
geom_point(data = abdom, aes(x = x, y = y)) +
geom_line(aes(y = mu), colour = "red") +
geom_line(aes(y = hi), colour = "blue") +
geom_line(aes(y = lo), colour = "blue")
yielding the following plot:
Again, 95% of the values should lie between the two blue lines (hi and lo). But the values of the standard deviations are so low that there seems to be only one line.
So my questions are:
first question: what do the values derived from predict represent if not the standard deviation conditional to x?
second question: how can I predict the standard deviation for a given x-value?
The gamlss package provides distribution functions for the BCPE distribution, including qBCPE. If you plug the coefficients from your model into this function at pnorm(1), then you will get the predicted value of y at 1 standard deviation above the predicted mean. Since you can get the predicted mean with predict(fit), then you can easily get the standard deviation. The difficult part is getting the parameters from your model into qBCPE. Here's a reprex:
library(gamlss)
library(ggplot2)
fit <- gamlss(y ~ cs(x), sigma.formula = ~ cs(x), data = abdom, family = BCPE)
Q <- qBCPE(pnorm(1),
mu = predict(fit),
sigma = exp(fit$sigma.coefficients[1] +
fit$sigma.coefficients[2] * cs(abdom$x)),
nu = fit$nu.coefficients,
tau = exp(fit$tau.coefficients))
SD <- c(Q - predict(fit))
Here, SD gives the vector of standard deviations at each value of x:
head(SD)
#> [1] 4.092467 4.092467 4.092467 4.203738 4.425361 4.425361
To show this is correct, let's plot 1.96 standard deviations on either side of the prediction line:
ggplot(data = data.frame(x = abdom$x, y = predict(fit),
upper = predict(fit) + 1.96 * SD,
lower = predict(fit) - 1.96 * SD), aes(x, y)) +
geom_point(data = abdom) +
geom_ribbon(aes(ymin = lower, ymax = upper), alpha = 0.3) +
geom_line(color = "blue", linewidth = 1)
This looks good. Let's confirm that about 5% of observations lie outside 1.96 standard deviations of the mean:
(sum(abdom$y > predict(fit) + 1.96 * SD) +
sum(abdom$y < predict(fit) - 1.96 * SD)) / nrow(abdom)
#> [1] 0.0557377
And let's show that the calculated Z scores follow a standard normal distribution:
Z <- (abdom$y - predict(fit))/SD
hist(Z, breaks = 20, freq = FALSE)
lines(seq(-4, 4, 0.1), dnorm(seq(-4, 4, 0.1)))
This looks pretty good.
Created on 2023-01-09 with reprex v2.0.2
For BCPE the z-scores are not (y-mu)/sigma.
For any gamlss fit, the z-scores are exactly equal to the residuals of the fitted model, i.e. for your model fit
resid(fit)
or
fit$residuals

pROC package: ci.se. How are the CI calculated?

I have two questions:
I am using the pROC package to calculate the CI of the ROC curve for a logistic regression model and a random forest model. What I cannot understand is which algorithm is used for this computation. Is it the vertical averaging algorithm? Tom Fawsett's paper mentions, "Confidence intervals of the mean of tp rate are computed using the common
assumption of a binomial distribution." Does he mean normal approximation? Moreover the curve that I am plotting is the average curve?
forest <- randomForest(factor(extreme, levels = c("Yes", "No"))~ tas + X0+X1+X2+X3+X4+X5+X8,
train_df, ntree = 500, na.omit = TRUE)
Random_Forest <- predict(forest, test_df, type = "prob")[,2]
roc <- roc(test_df$extry, Random_Forest , plot=TRUE, legacy.axes=TRUE)
Logistic_Regression <- predict(model,test_df, type='response')
roc <- roc(test_df$extry, Logistic_Regression, plot=TRUE,legacy.axes=TRUE)
roc.list <- roc(test_df$extry ~ Logistic_Regression+Random_Forest,legacy.axes=TRUE)
ci.list <- lapply(roc.list, ci.se, specificities = seq(0, 1, .1), boot.n=2000, stratified=TRUE, conf.level=0.95,parallel = TRUE)
dat.ci.list <- lapply(ci.list, function(ciobj)
data.frame(x = as.numeric(rownames(ciobj)),
lower = ciobj[, 1],
upper = ciobj[, 3]))
p <- ggroc(roc.list,legacy.axes=TRUE,aes = c("linetype")) +
labs(x = "False Positive Rate", y = "True Positive Rate", linetype="Model")+
scale_linetype_discrete(labels=c("Logistic Regression","Random Forest"))+
theme_classic() +
geom_abline(slope=1, intercept = 1, linetype = "dashed", alpha=0.7, color = "grey") +
coord_equal()
for(i in 1:2) {
p <- p + geom_ribbon(
data = dat.ci.list[[i]],
aes(x = 1-x, ymin = lower, ymax = upper),
fill = i + 1,
alpha = 0.2,
inherit.aes = F)
}
p
Can I use the pROC package to calculate CI in the test datasets obtained from cross-validation? So, for example, if I want to use 10-fold validation for the logistic regression model, I will have 10 ROC curves. The part of the code:roc.list <- roc(test_df$extry ~ Logistic_Regression+Random_Forest,legacy.axes=TRUE) will not work since the data are not the same in the 10 different test datasets. Any idea?

Boxplot not showing range

I have predicted values, via:
glm0 <- glm(use ~ as.factor(decision), data = decision_use, family = binomial(link = "logit"))
predicted_glm <- predict(glm0, newdata = decision_use, type = "response", interval = "confidence", se = TRUE)
predict <- predicted_glm$fit
predict <- predict + 1
head(predict)
1 2 3 4 5 6
0.3715847 0.3095335 0.3095335 0.3095335 0.3095335 0.5000000
Now when I plot a box plot using ggplot2,
ggplot(decision_use, aes(x = decision, y = predict)) +
geom_boxplot(aes(fill = factor(decision)), alpha = .2)
I get a box plot with one horizontal line per categorical variable. If you look at the predict data, it's same for each categorical variable, so makes sense.
But I want a box plot with the range. How can I get that? When I use "use" instead of predict, I get boxes stretching from end to end (1 to 0). So I suppose that's not it. Thank you in advance.
To clarify, predicted_glm includes se.fit values. I wonder how to incorporate those.
It doesn't really make sense to do a boxplot here. A boxplot shows the range and spread of a continuous variable within groups. Your dependent variable is binary, so the values are all 0 or 1. Since you are plotting predictions for each group, your plot would have just a single point representing the expected value (i.e. the probability) for each group.
The closest you can come is probably to plot the prediction with 95% confidence bars around it.
You haven't provided any sample data, so I'll make some up here:
set.seed(100)
df <- data.frame(outcome = rbinom(200, 1, c(0.1, 0.9)), var1 = rep(c("A", "B"), 100))
Now we'll create our model and get the prediction for each level of my predictor variable using the newdata parameter of predict. I'm going to specify type = "link" because I want the log odds, and I'm also going to specify se.fit = TRUE so I can get the standard error of these predictions:
mod <- glm(outcome ~ var1, data = df, family = binomial)
prediction <- predict(mod, list(var1 = c("A", "B")), se.fit = TRUE, type = "link")
Now I can work out the 95% confidence intervals for my predictions:
prediction$lower <- prediction$fit - prediction$se.fit * 1.96
prediction$upper <- prediction$fit + prediction$se.fit * 1.96
Finally, I transform the fit and confidence intervals from log odds into probabilities:
prediction <- lapply(prediction, function(logodds) exp(logodds)/(1 + exp(logodds)))
plotdf <- data.frame(Group = c("A", "B"), fit = prediction$fit,
upper = prediction$upper, lower = prediction$lower)
plotdf
#> Group fit upper lower
#> 1 A 0.13 0.2111260 0.07700412
#> 2 B 0.92 0.9594884 0.84811360
Now I am ready to plot. I will use geom_points for the probability estimates and geom_errorbars for the confidence intervals :
library(ggplot2)
ggplot(plotdf, aes(x = Group, y = fit, colour = Group)) +
geom_errorbar(aes(ymin = lower, ymax = upper), size = 2, width = 0.5) +
geom_point(size = 3, colour = "black") +
scale_y_continuous(limits = c(0, 1)) +
labs(title = "Probability estimate with 95% CI", y = "Probability")
Created on 2020-05-11 by the reprex package (v0.3.0)

How is `level` used to generate the confidence interval in geom_smooth?

I'm having trouble emulating how stat_smooth calculates it's confidence interval.
Let's generate some data and a simple model:
library(tidyverse)
# sample data
df = tibble(
x = runif(10),
y = x + rnorm(10)*0.2
)
# simple linear model
model = lm(y ~ x, df)
Now use predict() to generate values and confidence intervals
# predict
df$predicted = predict(
object = model,
newdata = df
)
# predict 95% confidence interval
df$CI = predict(
object = model,
newdata = df,
se.fit = TRUE
)$se.fit * qnorm(1 - (1-0.95)/2)
Notice that qnorm is used to expand from standard error to 95% CI
Plot the data (black dots), geom_smooth (black line + gray ribbon), and the predicted ribbon (red and blue lines).
ggplot(df) +
aes(x = x, y = y) +
geom_point(size = 2) +
geom_smooth(method = "lm", level = 0.95, fullrange = TRUE, color = "black") +
geom_line(aes(y = predicted + CI), color = "blue") + # upper
geom_line(aes(y = predicted - CI), color = "red") + # lower
theme_classic()
The red and blue lines should be the same as the ribbon's edges. What am I doing wrong?
As posted in a comment by #Dason, the answer is that geom_smooth uses a t-distribution, not a normal distribution.
In my original question, replace qnorm(1 - (1-0.95)/2) with qt(1 - (1-0.95)/2, nrow(df)) for the lines to match up.

Include weibull fit in ggsurvplot

I would like to fit a weibull curve to some event data and then include the fitted weibull curve in a survival plot plotted by survminer::ggsurvplot. Any ideas of how?
Here is an example to work on:
A function for simulating weibull data:
# N = sample size
# lambda = scale parameter in h0()
# rho = shape parameter in h0()
# beta = fixed effect parameter
# rateC = rate parameter of the exponential distribution of C
simulWeib <- function(N, lambda, rho, beta, rateC)
{
# covariate --> N Bernoulli trials
x <- sample(x=c(0, 1), size=N, replace=TRUE, prob=c(0.5, 0.5))
# Weibull latent event times
v <- runif(n=N)
Tlat <- (- log(v) / (lambda * exp(x * beta)))^(1 / rho)
# censoring times
C <- rexp(n=N, rate=rateC)
# follow-up times and event indicators
time <- pmin(Tlat, C)
status <- as.numeric(Tlat <= C)
# data set
data.frame(id=1:N,
time=time,
status=status,
x=x)
}
generate data
set.seed(1234)
betaHat <- rep(NA, 1e3)
for(k in 1:1e3)
{
dat <- simulWeib(N=100, lambda=0.01, rho=1, beta=-0.6, rateC=0.001)
fit <- coxph(Surv(time, status) ~ x, data=dat)
betaHat[k] <- fit$coef
}
#Estimate a survival function
survfit(Surv(as.numeric(time), x)~1, data=dat) -> out0
#plot
library(survminer)
ggsurvplot(out0, data = dat, risk.table = TRUE)
gg1 <- ggsurvplot(
out0, # survfit object with calculated statistics.
data = dat, # data used to fit survival curves.
risk.table = TRUE, # show risk table.
pval = TRUE, # show p-value of log-rank test.
conf.int = TRUE, # show confidence intervals for
# point estimaes of survival curves.
xlim = c(0,2000), # present narrower X axis, but not affect
# survival estimates.
break.time.by = 500, # break X axis in time intervals by 500.
ggtheme = theme_minimal(), # customize plot and risk table with a theme.
risk.table.y.text.col = T, # colour risk table text annotations.
risk.table.y.text = FALSE,
surv.median.line = "hv",
color = "darkgreen",
conf.int.fill = "lightblue",
title = "Survival probability",# show bars instead of names in text annotations
# in legend of risk table
)
gg1
As far as I see this, it is not possible do it with ggsurvplot at this moment.
I created an issue requesting this feature: https://github.com/kassambara/survminer/issues/276
You can plot survivor curves of a weibull model with ggplot2 like this:
library("survival")
wbmod <- survreg(Surv(time, status) ~ x, data = dat)
s <- seq(.01, .99, by = .01)
t_0 <- predict(wbmod, newdata = data.frame(x = 0),
type = "quantile", p = s)
t_1 <- predict(wbmod, newdata = data.frame(x = 1),
type = "quantile", p = s)
smod <- data.frame(time = c(t_0, t_1),
surv = rep(1 - s, times = 2),
strata = rep(c(0, 1), each = length(s)),
upper = NA, lower = NA)
head(surv_summary(cm))
library("ggplot2")
ggplot() +
geom_line(data = smod, aes(x = time, y = surv, color = factor(strata))) +
theme_classic()
However to my knowledge you cannot use survminer (yet):
library("survminer")
# wrong:
ggsurvplot(smod)
# does not work:
gg1$plot + geom_line(data = smod, aes(x = time, y = surv, color = factor(strata)))
The following works for me. Probably the credit goes to Heidi filling a feature request.
Hope, someone finds this useful.
library(survminer)
library(tidyr)
s <- with(lung,Surv(time,status))
sWei <- survreg(s ~ as.factor(sex),dist='weibull',data=lung)
fKM <- survfit(s ~ sex,data=lung)
pred.sex1 = predict(sWei, newdata=list(sex=1),type="quantile",p=seq(.01,.99,by=.01))
pred.sex2 = predict(sWei, newdata=list(sex=2),type="quantile",p=seq(.01,.99,by=.01))
df = data.frame(y=seq(.99,.01,by=-.01), sex1=pred.sex1, sex2=pred.sex2)
df_long = gather(df, key= "sex", value="time", -y)
p = ggsurvplot(fKM, data = lung, risk.table = T)
p$plot = p$plot + geom_line(data=df_long, aes(x=time, y=y, group=sex))

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