Storing and interpreting results of lm() model - r

I've got data on satisfaction scores for 5 questions over a 3 year period (2016 to 2018). My objective is to determine which of the 5 questions experienced the most statistically significant upward and downward trend over this 3 year period.
My dummy dataframe looks like this-
df = data.frame(Question = c('Q1','Q1','Q1','Q2','Q2','Q2','Q3','Q3','Q3','Q4','Q4','Q4','Q5','Q5','Q5'),
Year = c('2016','2017','2018','2016','2017','2018','2016','2017','2018','2016','2017','2018','2016','2017','2018'),
Score = c(0.8,0.6,0.2,0.2,0.4,0.8,0.4,0.5,0.4,0.1,0.2,0.1,0.9,0.7,0.3),
Count = c(226,117,200,323,311,380,411,408,407,222,198,201,665,668,670))
For this, I used the lm function in R to create a linear model.
lm(Score ~ Question * as.numeric(Year), data = df)
However, in order to determine the most significant upward and downward trending questions, I thought of storing the model co-efficients in a dataframe and then considering the highest and lowest co-efficients as my most significant upward and downward trending questions.
My first question - Am I using the right approach for what I want to achieve?
And my second question - If I am using the right approach, how can I store these co-efficients in a dataframe, and filter out the top and bottom values?
Any help on this would be highly appreciated.

If you store your model, you can extract coefficients and other elements like you would from a dataframe.
An example:
y = as.numeric(c("1","2","3","4","5"))
x = as.numeric(c("5","6","3","10","12"))
model=lm(y~x)
model$coefficients
(Intercept) as.numeric(x)
0.6350365 0.3284672

Related

R won't include an important random term within my glm due to high correlation - but I need to account for it

I have a big data frame including abundance of bats per year, and I would like to model the population trend over those years in R. I need to include year additionally as a random effect, because my data points aren't independent as bat population one year directly effects the population of the next year (if there are 10 bats one year they will likely be alive the next year). I have a big dataset, however have used the group_by() function to create a simpler dataframe shown below - example of dataframe lay out. In my bigger dataset I also have month and day.
year
total individuals
2000
39
2001
84
etc.
etc.
Here is the model I wish to use with lme4.
BLE_glm6 <- glm(total_indv ~ year + (year|year), data = BLE_total, family = poisson)
Because year is the predictor variable, when adding year again R does not like it because it's highly correlated. So I am wondering, how do I account for the individuals one year directly affecting the number of individuals then next year if I can't include year as a random effect within the model?
There are a few possibilities. The most obvious would be to fit a Poisson model with the number of bats in the previous year as an offset:
## set up lagged variable
BLE_total <- transform(BLE_total,
total_indv_prev = c(NA, total_indv[-length(total_indv)])
## or use dplyr::lag() if you like tidyverse
glm(total_indv ~ year + offset(log(total_indv_prev)), data = BLE_total,
family = poisson)
This will fit the model
mu = total_indv_prev*exp(beta_0 + beta_1*year)
total_indv ~ Poisson(mu)
i.e. exp(beta_0 + beta_1*year) will be the predicted ratio between the current and previous year. (See here for further explanation of the log-offset in a Poisson model.)
If you want year as a random effect (sorry, read the question too fast), then
library(lme4)
glmer(total_indv ~ offset(log(total_indv_prev)) + (1|year), ...)

Implementing Longitudinal Random Forest with LongituRF package in R

I have some high dimensional repeated measures data, and i am interested in fitting random forest model to investigate the suitability and predictive utility of such models. Specifically i am trying to implement the methods in the LongituRF package. The methods behind this package are detailed here :
Capitaine, L., et al. Random forests for high-dimensional longitudinal data. Stat Methods Med Res (2020) doi:10.1177/0962280220946080.
Conveniently the authors provide some useful data generating functions for testing. So we have
install.packages("LongituRF")
library(LongituRF)
Let's generate some data with DataLongGenerator() which takes as arguments n=sample size, p=number of predictors and G=number of predictors with temporal behavior.
my_data <- DataLongGenerator(n=50,p=6,G=6)
my_data is a list of what you'd expect Y (response vector),
X (matrix of fixed effects predictors), Z (matrix of random-effects predictors),
id (vector of sample identifier) and time (vector of time measurements). To fit random forest model simply
model <- REEMforest(X=my_data$X,Y=my_data$Y,Z=my_data$Z,time=my_data$time,
id=my_data$id,sto="BM",mtry=2)
takes about 50secs here so bear with me
so far so good. Now im clear about all the parameters here except for Z. What is Z when i go to fit this model on my actual data?
Looking at my_data$Z.
dim(my_data$Z)
[1] 471 2
head(my_data$Z)
[,1] [,2]
[1,] 1 1.1128914
[2,] 1 1.0349287
[3,] 1 0.7308948
[4,] 1 1.0976203
[5,] 1 1.3739856
[6,] 1 0.6840415
Each row of looks like an intercept term (i.e. 1) and values drawn from a uniform distribution runif().
The documentation of REEMforest() indicates that "Z [matrix]: A Nxq matrix containing the q predictor of the random effects." How is this matrix to be specified when using actual data?
My understanding is that traditionally Z is simply one-hot (binary) encoding of the group variables (e.g. as described here), so Z from the DataLongGenerator() should be nxG (471x6) sparse matrix no?
Clarity on how to specify the Z parameter with actual data would be appreciated.
EDIT
My specific example is as follows, i have a response variable (Y). Samples (identified with id) were randomly assigned to intervention (I, intervention or no intervention). A high dimensional set of features (X). Features and response were measured at two timepoints (Time, baseline and endpoint). I am interested in predicting Y, using X and I. I am also interested in extracting which features were most important to predicting Y (the same way Capitaine et al. did with HIV in their paper).
I will call REEMforest() as follows
REEMforest(X=cbind(X,I), Y=Y, time=Time, id=id)
What should i use for Z?
When the function DataLongGenerator() creates Z, it's a random uniform data in a matrix. The actual coding is
Z <- as.matrix(cbind(rep(1, length(f)), 2 * runif(length(f))))
Where f represents the length of the matrices that represent each of the elements. In your example, you used 6 groups of 50 participants with 6 fixed effects. That led to a length of 472.
From what I can gather, since this function is designed to simulate longitudinal data, this is a simulation of random effects on that data. If you were working with real data, I think it would be a lot easier to understand.
While this example doesn't use RE-EM forests, I thought it was pretty clear, because it uses tangible elements as an example. You can read about random effects in section 1.2.2 Fixed v. Random Effects. https://ademos.people.uic.edu/Chapter17.html#32_fixed_effects
Look at section 3.2 to see examples of random effects that you could intentionally model if you were working with real data.
Another example: You're running a cancer drug trial. You've collected patient demographics on a weekly basis: weight, temperature, and a CBC panel and different groups of drug administration: 1 unit per day, 2 units per day, and 3 units per day.
In traditional regression, you'd model these variables to determine how accurately the model identifies the outcome. The fixed effects are the explainable variance or R2. So if you've .86 or 86% then 14% is unexplained. It could be an interaction causing the noise, the unexplained variance between perfect and what the model determined was the outcome.
Let's say the patients with really low white blood cell counts and were overweight responded far better to the treatment. Or perhaps the patients with red hair responded better; that's not in your data. In terms of longitudinal data, let's say that the relationship (the interaction relationship) only appears after some measure of time passes.
You can try to model different relationships to evaluate the random interactions in the data. I think you'd be better off with one of the many ways to evaluate interactions systematically than a random attempt to identify random effects, though.
EDITED I started to write this in the comments with #JustGettinStarted, but it was too much.
Without the background - the easiest way to achieve this would be to run something like REEMtree::REEMtree(), setting the random effects argument to random = ~1 | time / id). After it runs, extract the random effects it's calculated. You can do it like this:
data2 <- data %>% mutate(oOrder = row_number()) %>% # identify original order of the data
arrange(time, id) %>%
mutate(zOrder = row_number()) # because the random effects will be in order by time then id
extRE <- data.frame(time = attributes(fit$RandomEffects[2][["id"]])[["row.names"]]) %>%
separate(col = time,
into = c("time", "id"),
sep = "\\/") %>%
mutate(Z = fit$RandomEffects[[2]] %>% unlist(),
id = as.integer(id),
time = time)) # set data type to match dataset for time
data2 <- data2 %>% left_join(extRE) %>% arrange(oOrder) # return to original order
Z = cbind(rep(1, times = nrows(data2)), data2$Z)
Alternatively, I suggest that you start with the random generation of random effects. The random-effects you start with are just a jumping-off point. The random effects at the end will be different.
No matter how many ways I tried to use LongituRF::REEMforest() with real data, I ran into errors. I had an uninvertible matrix failure every time.
I noticed that the data generated by DataLongGenerator() comes in order by id, then time. I tried to order the data (and Z) that way, but it didn't help. When I extracted all the functionality out of the package LongituRF, I used the MERF (multiple-effects random forest) function with no problems. Even in the research paper, that method was solid. Just thought it was worth mentioning.

SVM in R (e1071): Give more recent data higher influence (weights for support vector machine?)

I'm working with Support Vector Machines from the e1071 package in R. This is my first project using SVM.
I have a dataset containing order histories of ~1k customers over 1 year and I want to predict costumer purchases. For every customer I have the information if a certain item (out of ~50) was bought or not in a certain week (for 52 weeks aka 1 yr).
My goal is to predict next month's purchases for every single customer.
I believe that a purchase let's say 1 month ago is more meaningful for my prediction than a purchase 10 months ago.
My question is now how I can give more recent data a higher impact? There is a 'weight' option in the svm-function but I'm not sure how to use it.
Anyone who can give me a hint? Would be much appreciated!
That's my code
# Fit model using Support Vecctor Machines
# install.packages("e1071")
library(e1071)
response <- train[,5]; # purchases
formula <- response ~ .;
tuned.svm <- tune.svm(train, response, probability=TRUE,
gamma=10^(-6:-3), cost=10^(1:2));
gamma.k <- tuned.svm$best.parameter[[1]];
cost.k <- tuned.svm$best.parameter[[2]];
svm.model <- svm(formula, data = train,
type='eps-regression', probability=TRUE,
gamma=gamma.k, cost=cost.k);
svm.pred <- predict(svm.model, test, probability=TRUE);
Side notes: I'm fitting a model for every single customer. Also, since I'm interested in the probability, that customer i buys item j in week k, I put
probability=TRUE
click here to see a sccreenshot of my data
Weights option in the R SVM Model is more towards assigning weights to solve the problem of imbalance classes. its class.Weights parameter and is used to assign weightage to different classes 1/0 in a biased dataset.
To answer your question: to give more weightage in a SVM Model for recent data, a simple trick in absence of an ibuild weight functionality at observation level is to repeat the recent columns (i.e. create duplicate rows for recent data) hence indirectly assigning them higher weight
Try this package: https://CRAN.R-project.org/package=WeightSVM
It uses a modified version of 'libsvm' and is able to deal with instance weighting. You can assign higher weights to recent data.
For example. You have simulated data (x,y)
x <- seq(0.1, 5, by = 0.05)
y <- log(x) + rnorm(x, sd = 0.2)
This is an unweighted SVM:
model1 <- wsvm(x, y, weight = rep(1,99))
Blue dots is the unweighted SVM and do not fit the first instance well. We want to put more weights on the first several instances.
So we can use a weighted SVM:
model2 <- wsvm(x, y, weight = seq(99,1,length.out = 99))
Green dots is the weighted SVM and fit the first instance better.

PRC analysis with paired observations in vegan

This message is a copy from a message that I wrote in R-Forge. I would like to compute Principal response curve analysis on my data. I have several pairs of plots where deer browse the vegetation on Anticosti island, Québec. There are repeated observations of each plot during the course of 4 years. At each site, there is a plot inside the enclosure (without deer, called "exclosure") and the other plot is outside the enclosure (with deer, called "control"). I would like to take into account the pairing of observations in and out of each enclosure in the PRC analysis. I would like to add an other condition term to the PRC (like in partial RDA) to consider the paired observations or extract value from a partial RDA computed with the PRC formula and plot it like it is done in a PRC.
More over, I would like to test with permutations tests the signification of the difference between the two treatments. My hypothesis is to find if vegetation composition is different in the exclosure than in the control throughout the years. So, I would like to know if there is a difference between the two treatments and if there is, after how many years.
Somebody knows how to do this?
So here the code of my prc (without taking paired observations into account):
levels (treat)
[1] "controle" "exclosure"
levels (years)
[1] "0" "3" "5" "8"
prc.out <- prc(data.prc.spe.hell, treat, years)
species <- colSums(data.prc.spe.hell)
plot(prc.out, select = species > 5)
ctrl <- how(plots = Plots(strata = site,type = "free"),
within = Within(type = "series"), nperm = 99)
anova(prc.out, permutations = ctrl, first=TRUE)
Here is the result.
Thank you very much for your help!
I may have an answer for the first part of your question:"I would like to add an other condition term to the PRC (like in partial RDA) to consider the paired observations".
I am currently working on a similar case and this is what I came up with: Since Principal Responses Curves (PRC) are a special case of RDA, and that the objective is to do a kind of "partial PRC", I read the R documentation of the function rda() and this is what I found: "If matrix Z is supplied, its effects are removed from the community matrix, and the residual matrix is submitted to the next stage."
So if I understand well, when you do a partial RDA with X, Y, Z (X=community matrix, Y=Constraining matrix, Z=Conditioning matrix), the first thing done by the function is to remove the effect of Z by using the residuals matrix of the RDA of X ~ Z.
If that is true, it is easy to do this step alone, and then to use the residual matrix in your PRC:
library(vegan)
rda.out = rda(X ~ Z) # equivalent of "rda.out = rda(X ~ Condition(Z))"
rda.res = residuals(rda.out)
prc.out = prc(rda.res, treatment, time)
If you coded a dummy variable for your pairing effect, I think it should be as.factor() and NOT as.numeric().
I am not a stats expert, but it looks right to me. Even though that look simple, I would appreciate if someone could validate my answer.
Cheers

Model with Matched pairs and repeated measures

I will delete if this is too loosely programming but my search has turned up NULL so I'm hoping someone can help.
I have a design that has a case/control matched pairs design with repeated measurements. Looking for a model/function/package in R
I have 2 measures at time=1 and 2 measures at time=2. I have Case/Control status as Group (2 levels), and matched pairs id as match_id and want estimate the effect of Group, time and the interaction on speed, a continuous variable.
I wanted to do something like this:
(reg_id is the actual participant ID)
speed_model <- geese(speed ~ time*Group, id = c(reg_id,match_id),
data=dataforGEE, corstr="exchangeable", family=gaussian)
Where I want to model the autocorrelation within a person via reg_id, but also within the matched pairs via match_id
But I get:
Error in model.frame.default(formula = speed ~ time * Group, data = dataFullGEE, :
variable lengths differ (found for '(id)')
Can geese or GEE in general not handle clustering around 2 sets of id? Is there a way to even do this? I'm sure there is.
Thank you for any help you can provide.
This is definatly a better question for Cross Validated, but since you have exactly 2 observations per subject, I would consider the ANCOVA model:
geese(speed_at_time_2 ~ speed_at_time_1*Group, id = c(match_id),
data=dataforGEE, corstr="exchangeable", family=gaussian)
Regarding the use of ANCOVA, you might find this reference useful.

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