effect {effects} | R Documentation |
Functions For Constructing Effect Displays
Description
Effect
and effect
construct an "eff"
object for a term (usually a high-order term) in a regression that models a response as a linear function of main effects and interactions of factors and covariates. These models include, among others, linear models (fit by lm
and gls
), and generalized linear models (fit by glm
), for which an "eff"
object is created, and multinomial and proportional-odds logit models (fit respectively by multinom
and polr
), for which an "effpoly"
object is created. The computed effect absorbs the lower-order terms marginal to the term in question, and averages over other terms in the model. For multivariate linear models (of class "mlm"
, fit by lm
), the functions construct a list of "eff"
objects, separately for the various response variables in the model.
effect
builds the required object by specifying explicitly a focal term like "a:b"
for an a
by b
interaction. Effect
in contrast specifies the predictors in a term, for example c("a", "b")
, rather than the term itself. Effect
is consequently more flexible and robust than effect
, and will succeed with some models for which effect
fails. The effect
function works by constructing a call to Effect
and continues to be included in effects so older code that uses it will not break.
The Effect
and effect
functions can also be used with many other models; see Effect.default
and the Regression Models Supported by the effects Package vignette.
allEffects
identifies all of the high-order terms in a model and returns a list of "eff"
or "effpoly"
objects (i.e., an object of class "efflist"
).
For information on computing and displaying predictor effects, see predictorEffect
and plot.predictoreff
.
For further information about plotting effects, see plot.eff
.
Usage
effect(term, mod, vcov.=vcov, ...)
## Default S3 method:
effect(term, mod, vcov.=vcov, ...)
Effect(focal.predictors, mod, ...)
## S3 method for class 'lm'
Effect(focal.predictors, mod, xlevels=list(),
fixed.predictors, vcov. = vcov, se=TRUE,
residuals=FALSE, quantiles=seq(0.2, 0.8, by=0.2),
x.var=NULL, ...,
#legacy arguments:
given.values, typical, offset, confint, confidence.level,
partial.residuals, transformation)
## S3 method for class 'multinom'
Effect(focal.predictors, mod,
xlevels=list(), fixed.predictors,
vcov. = vcov, se=TRUE, ...,
#legacy arguments:
confint, confidence.level, given.values, typical)
## S3 method for class 'polr'
Effect(focal.predictors, mod,
xlevels=list(), fixed.predictors,
vcov.=vcov, se=TRUE, latent=FALSE, ...,
#legacy arguments:
confint, confidence.level, given.values, typical)
## S3 method for class 'svyglm'
Effect(focal.predictors, mod, fixed.predictors, ...)
## S3 method for class 'merMod'
Effect(focal.predictors, mod, ..., KR=FALSE)
## S3 method for class 'poLCA'
Effect(focal.predictors, mod, ...)
## S3 method for class 'mlm'
Effect(focal.predictors, mod, response, ...)
allEffects(mod, ...)
## Default S3 method:
allEffects(mod, ...)
Arguments
term |
the quoted name of a term, usually, but not necessarily, a high-order term in the model. The term must be given exactly as it appears in the printed model, although either colons ( |
focal.predictors |
a character vector of one or more predictors in the model in any order. |
mod |
a regression model object. If no specific method exists for the class of |
xlevels |
this argument is used to set the number of levels for any focal numeric predictor (that is predictors that are not factors, character variables, or logical variables, all of which are treated as factors). If More generally, If partial residuals are computed, then the focal predictor that is to appear on the horizontal axis of an effect plot is evaluated at 100 equally spaced values along its full range, and, by default, other numeric predictors are evaluated at the quantiles specified in the |
fixed.predictors |
an optional list of specifications affecting the values at which fixed predictors for an effect are set, potentially including:
|
vcov. |
Effect methods generally use the matrix returned by |
se |
|
residuals |
if |
quantiles |
quantiles at which to evaluate numeric focal predictors not on the horizontal axis, used only when partial residuals are displayed; superseded if the |
x.var |
the (quoted) name or index of the numeric predictor to define the horizontal axis of an effect plot for a linear or generalized linear model; the default is |
latent |
if |
x |
an object of class |
KR |
if |
response |
for an |
... |
arguments to be passed down. |
confint , confidence.level , given.values , typical , offset , partial.residuals , transformation |
legacy arguments retained for backwards compatibility; if present, these arguments take precedence over the |
Details
Normally, the functions to be used directly are allEffects
, to return a list of high-order effects, and the generic plot
function to plot the effects (see plot.efflist
, plot.eff
, and plot.effpoly
). Alternatively, Effect
can be used to vary a subset of predictors over their ranges, while other predictors are held to typical values.
Plotting methods for effect objects call the xyplot
(or in some cases, the densityplot
) function in the lattice package. Effects may also be printed (implicitly or explicitly via print
) or summarized (using summary
) (see print.efflist
, summary.efflist
, print.eff
, summary.eff
, print.effpoly
, and summary.effpoly
).
If asked, the effect
function will compute effects for terms that have higher-order relatives in the model, averaging over those terms (which rarely makes sense), or for terms that do not appear in the model but are higher-order relatives of terms that do. For example, for the model Y ~ A*B + A*C + B*C
, one could compute the effect corresponding to the absent term A:B:C
, which absorbs the constant, the A
, B
, and C
main effects, and the three two-way interactions. In either of these cases, a warning is printed.
See predictorEffects
for an alternative paradigm for defining effects.
Value
For "lm"
, "glm"
, "svyglm"
, "lmerMod"
, "glmerMod"
, and "lme"
, model objects, effect
and Effect
return an "eff"
object, and for "multinom"
, "polr"
, "clm"
, "clmm"
, and "clm2"
models, an "effpoly"
object, with the components listed below. For an "mlm"
object with one response specified, an "eff"
object is returned, otherwise an "efflist"
object is returned, containing one "eff"
object for each response
.
term |
the term to which the effect pertains. |
formula |
the complete model formula. |
response |
a character string giving the name of the response variable. |
y.levels |
(for |
variables |
a list with information about each predictor, including its name, whether it is a factor, and its levels or values. |
fit |
(for |
prob |
(for |
logit |
(for |
x |
a data frame, the columns of which are the predictors in the effect, and the rows of which give all combinations of values of these predictors. |
model.matrix |
the model matrix from which the effect was calculated. |
data |
a data frame with the data on which the fitted model was based. |
discrepancy |
the percentage discrepancy for the ‘safe’ predictions of the original fit; should be very close to 0. Note: except for |
offset |
value to which the offset is fixed; |
model |
(for |
vcov |
(for |
se |
(for |
se.prob , se.logit |
(for |
lower , upper |
(for |
lower.prob , upper.prob , lower.logit , upper.logit |
(for |
confidence.level |
for the confidence limits. |
transformation |
(for |
residuals |
(working) residuals for linear or generalized linear models (and some similar models), to be used by |
x.var |
the name of the predictor to appear on the horizontal axis of an effect plot made from the returned object; will usually be |
family |
for a |
link |
the value returned by |
allEffects
returns an "efflist"
object, a list of "eff"
or "effpoly"
objects corresponding to the high-order terms of the model.
If mod
is of class "poLCA"
(from the poLCA package), representing a polytomous latent class model, effects are computed for the predictors given the estimated latent classes. The result is of class "eff"
if the latent class model has 2 categories and of class "effpoly"
with more than 2 categories.
Warnings and Limitations
The Effect
function handles factors and covariates differently, and is likely to be confused if one is changed to the other in a model formula. Consequently, formulas that include calls to as.factor
, factor
, or numeric
(as, e.g., in y ~ as.factor(income)
) will cause errors. Instead, create the modified variables outside of the model formula (e.g., fincome <- as.factor(income)
) and use these in the model formula.
The effect
function doesn't work with factors that have colons in level names (e.g., "level:A"
); the effect
function will confuse the colons with interactions; rename levels to remove or replace the colons (e.g., "level.A"
). Level names with colons are perfectly fine for use with Effect
.
The functions in the effects package work properly with predictors that are numeric variables, factors, character variables, or logical variables; consequently, e.g., convert dates to numeric. Character predictors and logical predictors are treated as factors, the latter with "levels" "FALSE"
and "TRUE"
.
Empty cells in crossed-factors are now permitted for "lm"
, "glm"
, and "multinom"
models. For "multinom"
models with two or more crossed factors with an empty cell, stacked area plots apparently do not work because of a bug in the barchart
function in the lattice package. However, the default line plots do work.
Offsets in linear and generalized linear models are supported, as are offsets in mixed models fit by lmer
or glmer
, but must be supplied through the offset
argument to lm
, glm
, lmer
or glmer
; offsets supplied via calls to the offset
function on the right-hand side of the model formula are not supported.
Fitting ordinal mixed models using clmm
or clmm2
permits many options, including a variety of link functions, scale functions, nominal regressors, and various methods for setting thresholds. Effects are currently generated only for the default values of the arguments scale
, nominal
, link
, and threshold
, which is equivalent to fitting an ordinal-response mixed-effects model with a logit link. Effect
can also be used with objects created by clm
or clm2
, fitting ordinal response models with the same links permitted by polr
in the MASS package, with no random effects, and with results similar to those from polr
.
Calling any of these functions from within a user-written function may result in errors due to R's scoping rules. See the vignette embedding.pdf
in the car package for a solution to this problem.
Author(s)
John Fox jfox@mcmaster.ca, Sanford Weisberg sandy@umn.edu and Jangman Hong.
References
Fox, J. (1987). Effect displays for generalized linear models. Sociological Methodology 17, 347–361.
Fox, J. (2003) Effect displays in R for generalised linear models. Journal of Statistical Software 8:15, 1–27, doi:10.18637/jss.v008.i15.
Fox, J. and R. Andersen (2006). Effect displays for multinomial and proportional-odds logit models. Sociological Methodology 36, 225–255.
Fox, J. and J. Hong (2009). Effect displays in R for multinomial and proportional-odds logit models:? Extensions to the effects package. Journal of Statistical Software 32:1, 1–24, doi:10.18637/jss.v032.i01.
Fox, J. and S. Weisberg (2019). An R Companion to Applied Regression, third edition, Thousand Oaks: Sage.
Fox, J. and S. Weisberg (2018). Visualizing Fit and Lack of Fit in Complex Regression Models with Predictor Effect Plots with Partial Residuals. Journal of Statistical Software 87:9, 1–27, doi:10.18637/jss.v087.i09.
Hastie, T. J. (1992). Generalized additive models. In Chambers, J. M., and Hastie, T. J. (eds.) Statistical Models in S, Wadsworth.
Weisberg, S. (2014). Applied Linear Regression, 4th edition, Wiley, http://z.umn.edu/alr4ed.
See Also
LegacyArguments
. For information on printing, summarizing, and plotting effects:
print.eff
, summary.eff
, plot.eff
,
print.summary.eff
,
print.effpoly
, summary.effpoly
, plot.effpoly
,
print.efflist
, summary.efflist
,
plot.efflist
, xyplot
,
densityplot
, and the Effect Displays with Partial Residuals and Regression Models Supported by the effects Package vignettes.
Examples
mod.cowles <- glm(volunteer ~ sex + neuroticism*extraversion,
data=Cowles, family=binomial)
eff.cowles <- allEffects(mod.cowles, xlevels=list(extraversion=seq(0, 24, 6)),
fixed.predictors=list(given.values=c(sexmale=0.5)))
eff.cowles
as.data.frame(eff.cowles[[2]])
# the following are equivalent:
eff.ne <- effect("neuroticism*extraversion", mod.cowles)
Eff.ne <- Effect(c("neuroticism", "extraversion"), mod.cowles)
all.equal(eff.ne$fit, Eff.ne$fit)
plot(eff.cowles, 'sex', axes=list(y=list(lab="Prob(Volunteer)")))
plot(eff.cowles, 'neuroticism:extraversion',
axes=list(y=list(lab="Prob(Volunteer)",
ticks=list(at=c(.1,.25,.5,.75,.9)))))
plot(Effect(c("neuroticism", "extraversion"), mod.cowles,
se=list(type="Scheffe"),
xlevels=list(extraversion=seq(0, 24, 6)),
fixed.predictors=list(given.values=c(sexmale=0.5))),
axes=list(y=list(lab="Prob(Volunteer)",
ticks=list(at=c(.1,.25,.5,.75,.9)))))
plot(eff.cowles, 'neuroticism:extraversion', lines=list(multiline=TRUE),
axes=list(y=list(lab="Prob(Volunteer)")))
plot(effect('sex:neuroticism:extraversion', mod.cowles,
xlevels=list(extraversion=seq(0, 24, 6))),
lines=list(multiline=TRUE))
# a nested model:
mod <- lm(log(prestige) ~ income:type + education, data=Prestige)
plot(Effect(c("income", "type"), mod, transformation=list(link=log, inverse=exp)),
axes=list(y=list(lab="prestige")))
if (require(nnet)){
mod.beps <- multinom(vote ~ age + gender + economic.cond.national +
economic.cond.household + Blair + Hague + Kennedy +
Europe*political.knowledge, data=BEPS)
plot(effect("Europe*political.knowledge", mod.beps,
xlevels=list(political.knowledge=0:3)))
plot(Effect(c("Europe", "political.knowledge"), mod.beps,
xlevels=list(Europe=1:11, political.knowledge=0:3),
fixed.predictors=list(given.values=c(gendermale=0.5))),
lines=list(col=c("blue", "red", "orange")),
axes=list(x=list(rug=FALSE), y=list(style="stacked")))
plot(effect("Europe*political.knowledge", mod.beps, # equivalent
xlevels=list(Europe=1:11, political.knowledge=0:3),
fixed.predictors=list(given.values=c(gendermale=0.5))),
lines=list(col=c("blue", "red", "orange")),
axes=list(x=list(rug=FALSE), y=list(style="stacked")))
}
if (require(MASS)){
mod.wvs <- polr(poverty ~ gender + religion + degree + country*poly(age,3),
data=WVS)
plot(effect("country*poly(age, 3)", mod.wvs))
plot(Effect(c("country", "age"), mod.wvs),
axes=list(y=list(style="stacked")))
plot(effect("country*poly(age, 3)", mod.wvs),
axes=list(y=list(style="stacked"))) # equivalent
plot(effect("country*poly(age, 3)", latent=TRUE, mod.wvs))
plot(effect("country*poly(age, 3)", latent=TRUE, mod.wvs,
se=list(type="scheffe"))) # Scheffe-type confidence envelopes
}
mod.pres <- lm(prestige ~ log(income, 10) + poly(education, 3) + poly(women, 2),
data=Prestige)
eff.pres <- allEffects(mod.pres, xlevels=50)
plot(eff.pres)
plot(eff.pres[1],
axes=list(x=list(income=list(
transform=list(trans=log10, inverse=function(x) 10^x),
ticks=list(at=c(1000, 2000, 5000, 10000, 20000))
))))
# linear model with log-response and log-predictor
# to illustrate transforming axes and setting tick labels
mod.pres1 <- lm(log(prestige) ~ log(income) + poly(education, 3) + poly(women, 2),
data=Prestige)
# effect of the log-predictor
eff.log <- Effect("income", mod.pres1)
# effect of the log-predictor transformed to the arithmetic scale
eff.trans <- Effect("income", mod.pres1, transformation=list(link=log, inverse=exp))
#variations:
# y-axis: scale is log, tick labels are log
# x-axis: scale is arithmetic, tick labels are arithmetic
plot(eff.log)
# y-axis: scale is log, tick labels are log
# x-axis: scale is log, tick labels are arithmetic
plot(eff.log, axes=list(x=list(income=list(
transform=list(trans=log, inverse=exp),
ticks=list(at=c(5000, 10000, 20000)),
lab="income, log-scale"))))
# y-axis: scale is log, tick labels are arithmetic
# x-axis: scale is arithmetic, tick labels are arithmetic
plot(eff.trans, axes=list(y=list(lab="prestige")))
# y-axis: scale is arithmetic, tick labels are arithmetic
# x-axis: scale is arithmetic, tick labels are arithmetic
plot(eff.trans, axes=list(y=list(type="response", lab="prestige")))
# y-axis: scale is log, tick labels are arithmetic
# x-axis: scale is log, tick labels are arithmetic
plot(eff.trans, axes=list(
x=list(income=list(
transform=list(trans=log, inverse=exp),
ticks=list(at=c(1000, 2000, 5000, 10000, 20000)),
lab="income, log-scale")),
y=list(lab="prestige, log-scale")),
main="Both response and X in log-scale")
# y-axis: scale is arithmetic, tick labels are arithmetic
# x-axis: scale is log, tick labels are arithmetic
plot(eff.trans, axes=list(
x=list(
income=list(transform=list(trans=log, inverse=exp),
ticks=list(at=c(1000, 2000, 5000, 10000, 20000)),
lab="income, log-scale")),
y=list(type="response", lab="prestige")))
if (require(nlme)){ # for gls()
mod.hart <- gls(fconvict ~ mconvict + tfr + partic + degrees, data=Hartnagel,
correlation=corARMA(p=2, q=0), method="ML")
plot(allEffects(mod.hart))
detach(package:nlme)
}
if (require(lme4)){
data(cake, package="lme4")
fm1 <- lmer(angle ~ recipe * temperature + (1|recipe:replicate), cake,
REML = FALSE)
plot(Effect(c("recipe", "temperature"), fm1))
plot(effect("recipe:temperature", fm1),
axes=list(grid=TRUE)) # equivalent (plus grid)
if (any(grepl("pbkrtest", search()))) detach(package:pbkrtest)
detach(package:lme4)
}
if (require(nlme) && length(find.package("lme4", quiet=TRUE)) > 0){
data(cake, package="lme4")
cake$rep <- with(cake, paste( as.character(recipe), as.character(replicate), sep=""))
fm2 <- lme(angle ~ recipe * temperature, data=cake,
random = ~ 1 | rep, method="ML")
plot(Effect(c("recipe", "temperature"), fm2))
plot(effect("recipe:temperature", fm2),
axes=list(grid=TRUE)) # equivalent (plus grid)
}
detach(package:nlme)
if (require(poLCA)){
data(election)
f2a <- cbind(MORALG,CARESG,KNOWG,LEADG,DISHONG,INTELG,
MORALB,CARESB,KNOWB,LEADB,DISHONB,INTELB)~PARTY*AGE
nes2a <- poLCA(f2a,election,nclass=3,nrep=5)
plot(Effect(c("PARTY", "AGE"), nes2a),
axes=list(y=list(style="stacked")))
}
# mlm example
if (require(heplots)) {
data(NLSY, package="heplots")
mod <- lm(cbind(read,math) ~ income+educ, data=NLSY)
eff.inc <- Effect("income", mod)
plot(eff.inc)
eff.edu <- Effect("educ", mod)
plot(eff.edu, axes=list(x=list(rug=FALSE), grid=TRUE))
plot(Effect("educ", mod, response="read"))
detach(package:heplots)
}
# svyglm() example (adapting an example from the survey package)
if (require(survey)){
data("api")
dstrat<-svydesign(id=~1, strata=~stype, weights=~pw,
data=apistrat, fpc=~fpc)
mod <- svyglm(sch.wide ~ ell + meals + mobility, design=dstrat,
family=quasibinomial())
plot(allEffects(mod),
axes=list(y=list(lim=log(c(0.4, 0.99)/c(0.6, 0.01)),
ticks=list(at=c(0.4, 0.75, 0.9, 0.95, 0.99)))))
}
# component + residual plot examples
Prestige$type <- factor(Prestige$type, levels=c("bc", "wc", "prof"))
mod.prestige.1 <- lm(prestige ~ income + education, data=Prestige)
plot(allEffects(mod.prestige.1, residuals=TRUE)) # standard C+R plots
plot(allEffects(mod.prestige.1, residuals=TRUE,
se=list(type="scheffe"))) # with Scheffe-type confidence bands
mod.prestige.2 <- lm(prestige ~ type*(income + education), data=Prestige)
plot(allEffects(mod.prestige.2, residuals=TRUE))
mod.prestige.3 <- lm(prestige ~ type + income*education, data=Prestige)
plot(Effect(c("income", "education"), mod.prestige.3, residuals=TRUE),
partial.residuals=list(span=1))
# artificial data
set.seed(12345)
x1 <- runif(500, -75, 100)
x2 <- runif(500, -75, 100)
y <- 10 + 5*x1 + 5*x2 + x1^2 + x2^2 + x1*x2 + rnorm(500, 0, 1e3)
Data <- data.frame(y, x1, x2)
mod.1 <- lm(y ~ poly(x1, x2, degree=2, raw=TRUE), data=Data)
# raw=TRUE necessary for safe prediction
mod.2 <- lm(y ~ x1*x2, data=Data)
mod.3 <- lm(y ~ x1 + x2, data=Data)
plot(Effect(c("x1", "x2"), mod.1, residuals=TRUE)) # correct model
plot(Effect(c("x1", "x2"), mod.2, residuals=TRUE)) # wrong model
plot(Effect(c("x1", "x2"), mod.3, residuals=TRUE)) # wrong model