Negative Binomial Regression Assumption Testing - math

First post!
I'm a biologist with limited background in applied statistics and R. Basically know enough to be dangerous, so I'd appreciate it someone could confirm/deny that I'm on the right path.
My datasets consists of count data (wildlife visits to water wells) as a response variable and multiple continuous predictor variables (environmental measurements).
First, I eliminated multicolinearity by dropping a few predictor variables. Second, I investigated the distribution of the response variable. Initially, it looked Poisson. However, a Poisson exact test came back as significant, and the variance of the response variable was around 200 with a mean around 9, i.e. overdispersed. Due to this, I decided to move forward with Negative Binomial and Quasipoisson regressions. Both selected the same model, the residuals of which are in a normal distribution. Further, a plot of residuals over predicted values is unbiased and homoscedastic.
Questions:
1. Have I selected the correct regressions to model this data?
2. Are there additional assumptions of the NBR and QpR that I need to test? How should I/Where can I learn about how to do these?
3. Did I check for overdispersion correctly? Is there a difference in comparing the mean and variance vs comparing the conditional mean and variance of the response variable?
4. While the NBR and QpR called the same model, is there a way to select which is the "better" approach?
5. I would like to eventually publish. Are there more analyses I should perform on my selected model?

Related

R^2 accuracy xgboost Rstudio going to -500%

I have been building a model to predict a ratio: CTS=sales/visits. All the variables in the model are time decomposition and rolling means and rollings lags of the dependent variable. Now, this model is behaving very strangely for 2 main reasons:
First: when I look at the variable importance it is showing NA as a
first despite not giving it a cluster and despite I have no NA
columns or values in my train
then when I predict my validation set R^2 goes to -547%, I know that
a negative R^2 is symbolizing that a constant mean would predict
better than the model itself, however, what sounds very strange is
that if I predict with the same model, both denominator and numerator
the model predicts at 70% or over accuracy.
I don't find a reason why this could even happen. The 2 differences are
the range values can take bigger for numerator and denominator and much smaller for the dependent variable of interest:
sales and visits are non stationary while CTS is stationary
When I then compare, actual CTS, calculated CTS (made by predicted sales/predicted visits) VS model predicted CTS I have the below:
with my model predicted CTS tending much more to the mean value and the calculated one not great but fluctuating more as per actual values. Can anyone help to understand why and how to sort it?

Extracting linear term from a polynomial predictor in a GLM

I am relatively new to both R and Stack overflow so please bear with me. I am currently using GLMs to model ecological count data under a negative binomial distribution in brms. Here is my general model structure, which I have chosen based on fit, convergence, low LOOIC when compared to other models, etc:
My goal is to characterize population trends of study organisms over the study period. I have created marginal effects plots by using the model to predict on a new dataset where all covariates are constant except year (shaded areas are 80% and 95% credible intervals for posterior predicted means):
I am now hoping to extract trend magnitudes that I can report and compare across species (i.e. say a certain species declined or increased by x% (+/- y%) per year). Because I use poly() in the model, my understanding is that R uses orthogonal polynomials, and the resulting polynomial coefficients are not easily interpretable. I have tried generating raw polynomials (setting raw=TRUE in poly()), which I thought would produce the same fit and have directly interpretable coefficients. However, the resulting models don't really run (after 5 hours neither chain gets through even a single iteration, whereas the same model with raw=FALSE only takes a few minutes to run). Very simplified versions of the model (e.g. count ~ poly(year, 2, raw=TRUE)) do run, but take several orders of magnitude longer than setting raw=FALSE, and the resulting model also predicts different counts than the model with orthogonal polynomials. My questions are (1) what is going on here? and (2) more broadly, how can I feasibly extract the linear term of the quartic polynomial describing response to year, or otherwise get at a value corresponding to population trend?
I feel like this should be relatively simple and I apologize if I'm overlooking something obvious. Please let me know if there is further code that I should share for more clarity–I didn't want to make the initial post crazy long, but happy to show specific predictions from different models or anything else. Thank you for any help.

How to assess the model and prediction of random forest when doing regression analysis?

I know when random forest (RF) is used for classification, the AUC normally is used to assess the quality of classification after applying it to test data. However,I have no clue the parameter to assess the quality of regression with RF. Now I want to use RF for the regression analysis, e.g. using a metrics with several hundreds samples and features to predict the concentration (numerical) of chemicals.
The first step is to run randomForest to build the regression model, with y as continuous numerics. How can I know whether the model is good or not, based on the Mean of squared residuals and % Var explained? Sometime my % Var explained is negative.
Afterwards, if the model is fine and/or used straightforward for test data, and I get the predicted values. Now how can I assess the predicted values good or not? I read online some calculated the accuracy (formula: 1-abs(predicted-actual)/actual), which also makes sense to me. However, I have many zero values in my actual dataset, are there any other solutions to assess the accuracy of predicted values?
Looking forward to any suggestions and thanks in advance.
The randomForest R package comes with an importance function which can used to determine the accuracy of a model. From the documentation:
importance(x, type=NULL, class=NULL, scale=TRUE, ...), where x is the output from your initial call to randomForest.
There are two types of importance measurements. One uses a permutation of out of bag data to test the accuracy of the model. The other uses the GINI index. Again, from the documentation:
Here are the definitions of the variable importance measures. The first measure is computed from permuting OOB data: For each tree, the prediction error on the out-of-bag portion of the data is recorded (error rate for classification, MSE for regression). Then the same is done after permuting each predictor variable. The difference between the two are then averaged over all trees, and normalized by the standard deviation of the differences. If the standard deviation of the differences is equal to 0 for a variable, the division is not done (but the average is almost always equal to 0 in that case).
The second measure is the total decrease in node impurities from splitting on the variable, averaged over all trees. For classification, the node impurity is measured by the Gini index. For regression, it is measured by residual sum of squares.
For further information, one more simple importance check you may do, really more of a sanity check than anything else, is to use something called the best constant model. The best constant model has a constant output, which is the mean of all responses in the test data set. The best constant model can be assumed to be the crudest model possible. You may compare the average performance of your random forest model against the best constant model, for a given set of test data. If the latter does not outperform the former by at least a factor of say 3-5, then your RF model is not very good.

interactions in logistical regression R

I am struggling to interpret the results of a binomial logistic regression I did. The experiment has 4 conditions, in each condition all participants receive different version of treatment.
DVs (1 per condition)=DE01,DE02,DE03,DE04, all binary (1 - participants take a spec. decision, 0 - don't)
Predictors: FTFinal (continuous, a freedom threat scale)
SRFinal (continuous, situational reactance scale)
TRFinal (continuous, trait reactance scale)
SVO_Type(binary, egoists=1, altruists=0)
After running the binomial (logit) models, I ended up with the following:see output. Initially I tested 2 models per condition, when condition 2 (DE02 as a DV) got my attention. In model(3)There are two variables, which are significant predictors of DE02 (taking a decision or not) - FTFinal and SVO Type. In context, the values for model (3) would mean that all else equal, being an Egoist (SVO_Type 1) decreases the (log)likelihood of taking a decision in comparison to being an altruist. Also, higher scores on FTFinal(freedom threat) increase the likelihood of taking the decision. So far so good. Removing SVO_Type from the regression (model 4) made the FTFinal coefficient non-significant. Removing FTFinal from the model does not change the significance of SVO_Type.
So I figured:ok, mediaiton, perhaps, or moderation.
I tried all models both in R and SPSS, and entering an interaction term SVO_Type*FTFinal makes !all variables in model(2) non-significant. I followed this "http: //www.nrhpsych.com/mediation/logmed.html" mediation procedure for logistic regression, but found no mediation. (sorry for link, not allowd to post more than 2, remove space after http:) To sum up: Predicting DE02 from SVO_Type only is not significant.Predicting DE02 from FTFinal is not significantPutitng those two in the regression makes them significant predictors
code and summaries here
Including an interaction between these both in a model makes all coefficients insignificant.
So I am at a total loss: As far as I know, to test moderation, you need an interaction term. This term is between a categorical var (SVO_Type) and the continuous one(FTFinal), perhaps that goes wrong?
And to test mediation outside SPSS, I tried the "mediate" package (sorry I am a noob, so I am allowed max 3 links per post), only to discover that there is a "treatment" argument in the funciton, which is to be the treatment variable (exp Vs cntrl). I don't have such, all ppns are subjected to different versions of the same treatment.
Any help will be appreciated.

Correlated residuals in time series

I use "vars" R package to do a multivariate time series analysis. The thing is when I conduct a bivariate VAR, the result of serial.test() give always a really low p-value, so we reject H0 and the residuals are correlated. The right thing to do is to increase the order of the VAR but even with a very high order (p=20 or even more) my residuals are still correlated.
How is it possible ?
I can't really give you a reproducible code because i don't know how to reproduce a VAR with residuals always correlated. For me it's a really unusual situation, but if someone know how it's possible it would be great.
This is probably a better question for Cross Validated as it doesn't contain any R code or a reproducible example, but you're probably going to need to do more digging than "I have a low p-value". Have you tested your data for normallity? Also, to say
The right thing to do is to increase the order of the VAR
is very inaccurate. What type of data are you working with that you would set a lag order as high as 20? A Typical value for yearly data is 1, for quarterly is 4, and for monthly is 12. You can't just keep throwing higher and higher orders at your problem and expect it to fix issues in the underlying data.
Assuming you have an optimal lag value and your data is normally distributed and you still have a low p-value there are several ways to go.
Minor cases of positive serial correlation (say, lag-1 residual autocorrelation in the range 0.2 to 0.4, or a Durbin-Watson statistic between 1.2 and 1.6) indicate that there is some room for fine-tuning in the model. Consider adding lags of the dependent variable and/or lags of some of the independent variables. Or, if you have an ARIMA+regressor procedure available in your statistical software, try adding an AR(1) or MA(1) term to the regression model. An AR(1) term adds a lag of the dependent variable to the forecasting equation, whereas an MA(1) term adds a lag of the forecast error. If there is significant correlation at lag 2, then a 2nd-order lag may be appropriate.
If there is significant negative correlation in the residuals (lag-1 autocorrelation more negative than -0.3 or DW stat greater than 2.6), watch out for the possibility that you may have overdifferenced some of your variables. Differencing tends to drive autocorrelations in the negative direction, and too much differencing may lead to artificial patterns of negative correlation that lagged variables cannot correct for.
If there is significant correlation at the seasonal period (e.g. at lag 4 for quarterly data or lag 12 for monthly data), this indicates that seasonality has not been properly accounted for in the model. Seasonality can be handled in a regression model in one of the following ways: (i) seasonally adjust the variables (if they are not already seasonally adjusted), or (ii) use seasonal lags and/or seasonally differenced variables (caution: be careful not to overdifference!), or (iii) add seasonal dummy variables to the model (i.e., indicator variables for different seasons of the year, such as MONTH=1 or QUARTER=2, etc.) The dummy-variable approach enables additive seasonal adjustment to be performed as part of the regression model: a different additive constant can be estimated for each season of the year. If the dependent variable has been logged, the seasonal adjustment is multiplicative. (Something else to watch out for: it is possible that although your dependent variable is already seasonally adjusted, some of your independent variables may not be, causing their seasonal patterns to leak into the forecasts.)
Major cases of serial correlation (a Durbin-Watson statistic well below 1.0, autocorrelations well above 0.5) usually indicate a fundamental structural problem in the model. You may wish to reconsider the transformations (if any) that have been applied to the dependent and independent variables. It may help to stationarize all variables through appropriate combinations of differencing, logging, and/or deflating.

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