Skip to content

Latest commit

 

History

History
188 lines (134 loc) · 10.7 KB

paper.md

File metadata and controls

188 lines (134 loc) · 10.7 KB
title tags authors affiliations date bibliography
insight: A Unified Interface to Access Information from Model Objects in R
R
model information
regression models
name orcid affiliation
Daniel Lüdecke
0000-0002-8895-3206
1
name orcid affiliation
Philip D. Waggoner
0000-0002-7825-7573
2
name orcid affiliation
Dominique Makowski
0000-0001-5375-9967
3
name index
University Medical Center Hamburg-Eppendorf, Germany
1
name index
College of William & Mary, Virginia, U.S.
2
name index
Nanyang Technological University, Singapore
3
05 June 2019
paper.bib

Summary

When fitting any statistical model, there are many useful pieces of information that are simultaneously calculated and stored beyond coefficient estimates and general model fit statistics. Although there exist some generic functions to obtain model information and data, many package-specific modeling functions do not provide such methods to allow users to access such valuable information.

insight is an R-package [@rcore] that fills this important gap by providing a suite of functions to support almost any model (see a list of the many models supported below in the Supported Models section). The goal of insight, then, is to offer tools that provide easy, intuitive, and consistent access to information contained in model objects. These tools aid applied researchers in virtually any field who fit, diagnose, and present statistical models by streamlining access to every aspect of model objects via consistent syntax and output.

Ultimately, the development of insight is in line with the philosophy of the easystats project, which is to facilitate and streamline the process of statistical analysis, interpreting and reporting the results in the R programming language.

Getting Up and Running with insight

Built with non-programmers in mind, insight offers a broad toolbox for making model and data information easily accessible. While insight offers many useful functions for working with and understanding model objects (discussed below), we suggest users start with model_info(), as this function provides a clean and consistent overview of model objects (e.g., functional form of the model, the model family, link function, number of observations, variables included in the specification, etc.). With a clear understanding of the model introduced, users are able to adapt other insight functions for more nuanced exploration of and interaction with virtually any model object.

Building on this starting place, the remainder of the package revolves around two key prefixes: get_* and find_*. The get_* prefix extracts values (or data) associated with model-specific objects (e.g., parameters or variables), while the find_* prefix lists model-specific objects (e.g., priors or predictors). These are powerful families of functions allowing for great flexibility in use, whether at a high, descriptive level (find_*) or narrower level of statistical inspection and reporting (get_*).

\pagebreak

In total, the insight package includes 16 core functions (see Figure 1): get_data(), get_priors(), get_variance(), get_parameters(), get_predictors(), get_random(), get_response(), find_algorithm(), find_formula(), find_variables(), find_terms(), find_parameters(), find_predictors(), find_random(), find_response(), and model_info(). In all cases, users must supply at a minimum, the name of the fitted model object. In several functions, there are additional arguments that allow for more targeted returns of model information. For example, the find_variables() function's effects argument allows for the extraction of "fixed effects" terms, "random effects" terms, or by default, "all" terms in the model object. We point users to the package documentation or the complementary package website, https://easystats.github.io/insight/, for a detailed list of the arguments associated with each function as well as the returned values from each function.

The functions in insight allow users to access different aspects of models, such as the data used for fitting, the parameters of the fitted model or various information about the model.

\pagebreak

Definition of Model Components

The functions from insight address different components of models. In an effort to avoid confusion about specific "targets" of each function, in this section we provide a short explanation of insight's definitions of regression model components (see Figures 2 and 3). For detailed examples, we point users to the accompanying package website.

Data

The dataset used to fit the model.

Parameters

Values estimated or learned from data that capture the relationship between variables. In regression models, these are usually referred to as coefficients.

Response and Predictors

  • response: the outcome or response variable (dependent variable) of a regression model.
  • predictors: independent variables of (the fixed part of) a regression model. For mixed models, variables that are only in the random effects part (i.e. grouping factors) of the model are not returned as predictors by default. However, these can be included using additional arguments in the function call, treating predictors as "unique". As such, if a variable appears as a fixed effect and a random slope, it is treated as one (the same) predictor.

Definition of Model Components: Response and Predictors

Variables

Any unique variable names that appear in a regression model, e.g., response variable, predictors or random effects. A "variable" only relates to the unique occurence of a term, or the term name. For instance, the expression x + poly(x, 2) has only the variable x.

Definition of Model Components: Variables

\pagebreak

Terms

Terms themselves consist of variable and factor names separated by operators, or involve arithmetic expressions. For instance, the expression x + poly(x, 2) has one variable x, but two terms x and poly(x, 2).

Definition of Model Components: Terms

Random Effects

  • random slopes: variables that are specified as random slopes in a mixed effects model.
  • random or grouping factors: variables that are specified as grouping variables in a mixed effects model.

Definition of Model Components: Random Effects

Examples

For a more intuitive introduction, consider the following examples for three major types of models: ordinary least squares (OLS) regression, linear mixed effects models, and Bayesian models. Importantly, though only a few functions are included below for the sake of space, users are encouraged to inspect the package documentation for an exhaustive list of package functionality with accompanying examples.

# Load the "insight" package
install.packages("insight")
library(insight)

# Sample model 1: OLS
sample1 <- lm(mpg ~ cyl + wt + hp, data = mtcars)

get_parameters(sample1)
#>     parameter   estimate
#> 1 (Intercept) 38.7517874
#> 2         cyl -0.9416168
#> 3          wt -3.1669731
#> 4          hp -0.0180381

find_algorithm(sample1)
#> $algorithm
#> [1] "OLS"

find_formula(sample1)
#> $conditional
#> mpg ~ cyl + wt + hp


# Sample model 2: Linear Mixed Effects (via lme4)
sample2 <- lme4::lmer(
  Reaction ~ Days + (Days | Subject), 
  data = sleepstudy
)

get_parameters(sample2)
#>     parameter  estimate
#> 1 (Intercept) 251.40510
#> 2        Days  10.46729

find_algorithm(sample2)
#> $algorithm
#> [1] "REML"
#> 
#> $optimizer
#> [1] "nloptwrap"

find_formula(sample2)
#> $conditional
#> Reaction ~ Days
#> 
#> $random
#> ~Days | Subject


# Sample model 3: Bayesian (via rstanarm)
sample3 <- rstanarm::stan_glm(
  Sepal.Width ~ Species * Petal.Length, 
  data = iris
)

get_priors(sample3)
#>                        parameter distribution location scale
#> 1                    (Intercept)       normal        0  10.0
#> 2              Speciesversicolor       normal        0   2.5
#> 3               Speciesvirginica       normal        0   2.5
#> 4                   Petal.Length       normal        0   2.5
#> 5 Speciesversicolor:Petal.Length       normal        0   2.5
#> 6  Speciesvirginica:Petal.Length       normal        0   2.5

find_algorithm(sample3)
#> $algorithm
#> [1] "sampling"
#> 
#> $chains
#> [1] 4
#> 
#> $iterations
#> [1] 2000
#> 
#> $warmup
#> [1] 1000

find_formula(sample3)
#> $conditional
#> Sepal.Width ~ Species * Petal.Length

insight is already used by different packages to solve problems that typically occur when the users' inputs are different model objects of varying complexity, e.g. ggeffects [@ludecke_ggeffects_2018], the sjPlot-package [@pkg_sjPlot], bayestestR [@pkg_bayestestR] and the performance-package [@pkg_performance]. We point users to the get started-vignette for further details and examples.

Supported Models

insight works with many different model-objects (from various packages), such as AER (ivreg, tobit), afex (mixed), aod (betabin, negbin), base (aov, aovlist, lm, glm), BayesFactor (BFBayesFactor), betareg (betareg), biglm (biglm, bigglm), blme (blmer, bglmer), brms (brmsfit), censReg, crch, countreg (zerontrunc), coxme, estimatr (lm_robust, iv_robust), feisr (feis), gam (Gam), gamm4 , gamlss, gbm, gee, geepack (geeglm), GLMMadaptive (MixMod), glmmTMB (glmmTMB), gmnl, HRQoL (BBreg, BBmm), lfe (felm), lme4 (lmer, glmer, nlmer, glmer.nb), MASS (glmmPQL, polr), mgcv (gam, gamm), multgee (LORgee), nnet (multinom), nlme (lme, gls), ordinal (clm, clm2, clmm), panelr (wbm), plm, pscl (zeroinf, hurdle), quantreg (rq, crq, rqss), rms (lsr, ols, psm), robust (glmRob, lmRob), robustbase (glmrob, lmrob), robustlmm (rlmer), rstanarm (stanreg, stanmvreg), speedlm (speedlm, speedglm), survey, survival (coxph, survreg), truncreg (truncreg), VGAM (vgam, vglm), and more.

Licensing and Package Access

insight is licensed under the GNU General Public License (v3.0), with all source code stored at GitHub (https://github.com/easystats/insight), with a corresponding issue tracker for bug-reporting and feature enhancements. In the spirit of open science and research, we encourage interaction with our package through requests/tips for fixes, support for additional model objects, feature updates, as well as general questions and concerns via direct interaction with contributors and developers.

References