Log-contrast regression with multiple compositional predictors {Compositional}

Log-contrast regression with multiple compositional predictors

Description

Log-contrast regression with multiple compositional predictors.

Usage

lc.reg2(y, x, z = NULL, xnew = NULL, znew = NULL)

Arguments

y

A numerical vector containing the response variable values. This must be a continuous variable.

x

A list with multiple matrices with the predictor variables, the compositional data. No zero values are allowed.

z

A matrix, data.frame, factor or a vector with some other covariate(s).

xnew

A matrix containing a list with multiple matrices with compositional data whose response is to be predicted. If you have no new data, leave this NULL as is by default.

znew

A matrix, data.frame, factor or a vector with the values of some other covariate(s). If you have no new data, leave this NULL as is by default.

Details

The function performs the log-contrast regression model as described in Aitchison (2003), pg. 84-85. The logarithm of the compositional predictor variables is used (hence no zero values are allowed). The response variable is linked to the log-transformed data with the constraint that the sum of the regression coefficients for each composition equals 0. Hence, we apply constrained least squares, which has a closed form solution. The constrained least squares is described in Chapter 8.2 of Hansen (2019). The idea is to minimise the sum of squares of the residuals under the constraint R^T \beta = c, where c=0 in our case. If you want the regression without the zum-to-zero contraints see ulc.reg2. Extra predictors variables are allowed as well, for instance categorical or continuous. The difference with lc.reg is that instead of one, there are multiple compositions treated as predictor variables.

Value

A list including:

be

The constrained regression coefficients. The sum of the sets of coefficients (excluding the constant) corresponding to each predictor composition sums to 0.

covbe

If covariance matrix of the constrained regression coefficients.

va

The variance of the estimated regression coefficients.

residuals

The vector of residuals.

est

If the arguments "xnew" and "znew" were given these are the predicted or estimated values, otherwise it is NULL.

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris [e-mail].

References

Aitchison J. (1986). The statistical analysis of compositional data. Chapman & Hall.

Hansen, B. E. (2022). Econometrics. Princeton University Press.

Xiaokang Liu, Xiaomei Cong, Gen Li, Kendra Maas and Kun Chen (2020). Multivariate Log-Contrast Regression with Sub-Compositional Predictors: Testing the Association Between Preterm Infants' Gut Microbiome and Neurobehavioral Outcome.

See Also

ulc.reg2, lc.reg, ulc.reg, lcreg.aov, alfa.pcr, alfa.knn.reg

Examples

y <- iris[, 1]
x <- list()
x1 <- as.matrix(iris[, 2:4])
x1 <- x1 / rowSums(x1)
x[[ 1 ]] <- x1
x[[ 2 ]] <- rdiri(150, runif(4) )
x[[ 3 ]] <- rdiri(150, runif(5) )
mod <- lc.reg2(y, x)
be <- mod$be
sum(be[2:4])
sum(be[5:8])
sum(be[9:13])