btm {sirt} | R Documentation |
Extended Bradley-Terry Model
Description
The function btm
estimates an extended Bradley-Terry model (Hunter, 2004; see Details).
Parameter estimation uses a bias corrected joint maximum likelihood
estimation method based on \varepsilon
-adjustment (see Bertoli-Barsotti, Lando & Punzo, 2014).
See Details for the algorithm.
The function btm_sim
simulated data from the extended Bradley-Terry model.
Usage
btm(data, judge=NULL, ignore.ties=FALSE, fix.eta=NULL, fix.delta=NULL, fix.theta=NULL,
maxiter=100, conv=1e-04, eps=0.3, wgt.ties=.5)
## S3 method for class 'btm'
summary(object, file=NULL, digits=4,...)
## S3 method for class 'btm'
predict(object, data=NULL, ...)
btm_sim(theta, eta=0, delta=-99, repeated=FALSE)
Arguments
data |
Data frame with three columns. The first two columns contain labels from the units in the pair comparison. The third column contains the result of the comparison. "1" means that the first units wins, "0" means that the second unit wins and "0.5" means a draw (a tie). |
judge |
Optional vector of judge identifiers (if multiple judges are available) |
ignore.ties |
Logical indicating whether ties should be ignored. |
fix.eta |
Numeric value for a fixed |
fix.delta |
Numeric value for a fixed |
fix.theta |
A vector with entries for fixed theta values. |
maxiter |
Maximum number of iterations |
conv |
Convergence criterion |
eps |
The |
wgt.ties |
Weighting parameter for ties, see formula in Details. The default is .5 |
object |
Object of class |
file |
Optional file name for sinking the summary into |
digits |
Number of digits after decimal to print |
... |
Further arguments to be passed. |
theta |
Vector of abilities |
eta |
Value of |
delta |
Value of |
repeated |
Logical indicating whether repeated ratings of dyads (for home advantage effect) should be simulated |
Details
The extended Bradley-Terry model for the comparison of individuals
i
and j
is defined as
P(X_{ij}=1 ) \propto \exp( \eta + \theta_i )
P(X_{ij}=0 ) \propto \exp( \theta_j )
P(X_{ij}=0.5) \propto \exp( \delta + w_T ( \eta + \theta_i +\theta_j ) )
The parameters \theta_i
denote the abilities, \delta
is the
tendency of the occurrence of ties and \eta
is the home-advantage
effect. The weighting parameter w_T
governs the importance of ties and can be
chosen in the argument wgt.ties
.
A joint maximum likelihood (JML) estimation is applied for simulataneous
estimation of \eta
, \delta
and all \theta_i
parameters.
In the Rasch model, it was shown that JML can result in biased parameter
estimates. The \varepsilon
-adjustment approach has been proposed
to reduce the bias in parameter estimates (Bertoli-Bersotti, Lando & Punzo, 2014).
This estimation approach is adapted to the Bradley-Terry model in
the btm
function. To this end, the likelihood function is
modified for the purpose of bias reduction. It can be easily shown that there
exist sufficient statistics for \eta
, \delta
and all \theta_i
parameters. In the \varepsilon
-adjustment approach, the sufficient
statistic for the \theta_i
parameter is modified. In JML estimation
of the Bradley-Terry model, S_i=\sum_{j \ne i} ( x_{ij} + x_{ji} )
is
a sufficient statistic for \theta_i
. Let M_i
the maximum score
for person i
which is the number of x_{ij}
terms appearing in
S_i
. In the \varepsilon
-adjustment approach, the sufficient statistic
S_i
is modified to
S_{i, \varepsilon}=\varepsilon +
\frac{M_i - 2 \varepsilon}{M_i} S_i
and S_{i, \varepsilon}
instead of
S_{i}
is used in JML estimation. Hence, original scores S_i
are
linearly transformed for all persons i
.
Value
List with following entries
pars |
Parameter summary for |
effects |
Parameter estimates for |
summary.effects |
Summary of |
mle.rel |
MLE reliability, also known as separation reliability |
sepG |
Separation index |
probs |
Estimated probabilities |
data |
Used dataset with integer identifiers |
fit_judges |
Fit statistics (outfit and infit) for judges if |
residuals |
Unstandardized and standardized residuals for each observation |
References
Bertoli-Barsotti, L., Lando, T., & Punzo, A. (2014). Estimating a Rasch Model via fuzzy empirical probability functions. In D. Vicari, A. Okada, G. Ragozini & C. Weihs (Eds.). Analysis and Modeling of Complex Data in Behavioral and Social Sciences. Springer. doi:10.1007/978-3-319-06692-9_4
Hunter, D. R. (2004). MM algorithms for generalized Bradley-Terry models. Annals of Statistics, 32, 384-406. doi: 10.1214/aos/1079120141
See Also
See also the R packages BradleyTerry2, psychotools, psychomix and prefmod.
Examples
#############################################################################
# EXAMPLE 1: Bradley-Terry model | data.pw01
#############################################################################
data(data.pw01)
dat <- data.pw01
dat <- dat[, c("home_team", "away_team", "result") ]
# recode results according to needed input
dat$result[ dat$result==0 ] <- 1/2 # code for ties
dat$result[ dat$result==2 ] <- 0 # code for victory of away team
#********************
# Model 1: Estimation with ties and home advantage
mod1 <- sirt::btm( dat)
summary(mod1)
## Not run:
#*** Model 2: Estimation with ties, no epsilon adjustment
mod2 <- sirt::btm( dat, eps=0)
summary(mod2)
#*** Model 3: Estimation with ties, no epsilon adjustment, weight for ties of .333 which
# corresponds to the rule of 3 points for a victory and 1 point of a draw in football
mod3 <- sirt::btm( dat, eps=0, wgt.ties=1/3)
summary(mod3)
#*** Model 4: Some fixed abilities
fix.theta <- c("Anhalt Dessau"=-1 )
mod4 <- sirt::btm( dat, eps=0, fix.theta=fix.theta)
summary(mod4)
#*** Model 5: Ignoring ties, no home advantage effect
mod5 <- sirt::btm( dat, ignore.ties=TRUE, fix.eta=0)
summary(mod5)
#*** Model 6: Ignoring ties, no home advantage effect (JML approach and eps=0)
mod6 <- sirt::btm( dat, ignore.ties=TRUE, fix.eta=0, eps=0)
summary(mod5)
#############################################################################
# EXAMPLE 2: Venice chess data
#############################################################################
# See http://www.rasch.org/rmt/rmt113o.htm
# Linacre, J. M. (1997). Paired Comparisons with Standard Rasch Software.
# Rasch Measurement Transactions, 11:3, 584-585.
# dataset with chess games -> "D" denotes a draw (tie)
chessdata <- scan( what="character")
1D.0..1...1....1.....1......D.......D........1.........1.......... Browne
0.1.D..0...1....1.....1......D.......1........D.........1......... Mariotti
.D0..0..1...D....D.....1......1.......1........1.........D........ Tatai
...1D1...D...D....1.....D......D.......D........1.........0....... Hort
......010D....D....D.....1......D.......1........1.........D...... Kavalek
..........00DDD.....D.....D......D.......1........D.........1..... Damjanovic
...............00D0DD......D......1.......1........1.........0.... Gligoric
.....................000D0DD.......D.......1........D.........1... Radulov
............................DD0DDD0D........0........0.........1.. Bobotsov
....................................D00D00001.........1.........1. Cosulich
.............................................0D000D0D10..........1 Westerinen
.......................................................00D1D010000 Zichichi
L <- length(chessdata) / 2
games <- matrix( chessdata, nrow=L, ncol=2, byrow=TRUE )
G <- nchar(games[1,1])
# create matrix with results
results <- matrix( NA, nrow=G, ncol=3 )
for (gg in 1:G){
games.gg <- substring( games[,1], gg, gg )
ind.gg <- which( games.gg !="." )
results[gg, 1:2 ] <- games[ ind.gg, 2]
results[gg, 3 ] <- games.gg[ ind.gg[1] ]
}
results <- as.data.frame(results)
results[,3] <- paste(results[,3] )
results[ results[,3]=="D", 3] <- 1/2
results[,3] <- as.numeric( results[,3] )
# fit model ignoring draws
mod1 <- sirt::btm( results, ignore.ties=TRUE, fix.eta=0, eps=0 )
summary(mod1)
# fit model with draws
mod2 <- sirt::btm( results, fix.eta=0, eps=0 )
summary(mod2)
#############################################################################
# EXAMPLE 3: Simulated data from the Bradley-Terry model
#############################################################################
set.seed(9098)
N <- 22
theta <- seq(2,-2, len=N)
#** simulate and estimate data without repeated dyads
dat1 <- sirt::btm_sim(theta=theta)
mod1 <- sirt::btm( dat1, ignore.ties=TRUE, fix.delta=-99, fix.eta=0)
summary(mod1)
#*** simulate data with home advantage effect and ties
dat2 <- sirt::btm_sim(theta=theta, eta=.8, delta=-.6, repeated=TRUE)
mod2 <- sirt::btm(dat2)
summary(mod2)
#############################################################################
# EXAMPLE 4: Estimating the Bradley-Terry model with multiple judges
#############################################################################
#*** simulating data with multiple judges
set.seed(987)
N <- 26 # number of objects to be rated
theta <- seq(2,-2, len=N)
s1 <- stats::sd(theta)
dat <- NULL
# judge discriminations which define tendency to provide reliable ratings
discrim <- c( rep(.9,10), rep(.5,2), rep(0,2) )
#=> last four raters provide less reliable ratings
RR <- length(discrim)
for (rr in 1:RR){
theta1 <- discrim[rr]*theta + stats::rnorm(N, mean=0, sd=s1*sqrt(1-discrim[rr]))
dat1 <- sirt::btm_sim(theta1)
dat1$judge <- rr
dat <- rbind(dat, dat1)
}
#** estimate the Bradley-Terry model and compute judge-specific fit statistics
mod <- sirt::btm( dat[,1:3], judge=paste0("J",100+dat[,4]), fix.eta=0, ignore.ties=TRUE)
summary(mod)
## End(Not run)