HLMdiag provides a suite of diagnostic tools for hierarchical
(multilevel) linear models fit using the lme4
or nlme
packages. These tools are grouped below by purpose.
See the help documentation for additional information
about each function.
Residual analysis
HLMdiag's hlm_resid
function provides a wrapper that
extracts residuals and fitted values for individual observations
or groups of observations. In addition to being a wrapper function for functions
implemented in the lme4
and nlme
packages,
hlm_resid
provides access to the marginal and least squares
residuals.
Influence analysis
HLMdiag's hlm_influence
function provides a convenient wrapper
to obtain influence diagnostics for each observation or group of observations
appended to the data used to fit the model. The diagnostics returned by
hlm_influence
include Cook's distance, MDFFITS, covariance trace (covtrace),
covariance ratio (covratio), leverage, and relative variance change (RVC).
HLMdiag also contains functions to calculate these diagnostics individually, as discussed below.
Influence on fitted values
HLMdiag provides leverage
that calculates the influence
that observations/groups have on the fitted values (leverage).
For mixed/hierarchical models leverage can be decomposed into two parts: the
fixed part and the random part. We refer the user to the references
cited in the help documentation for additional explanation.
Influence on fixed effects estimates
HLMdiag provides cooks.distance
and mdffits
to assess the influence of subsets of observations on the fixed effects.
Influence on precision of fixed effects
HLMdiag provides covratio
and covtrace
to assess the influence of subsets of observations on the precision of
the fixed effects.
Influence on variance components
HLMdiag's rvc
calculates the relative variance change to
assess the influence of subsets of observations on the variance
components.
Graphics
HLMdiag also strives to make graphical assessment easier in the
ggplot2
framework by providing dotplots for influence diagnostics
(dotplot_diag
), grouped Q-Q plots (group_qqnorm
),
and Q-Q plots that combine the functionality of qqnorm
and
qqline
(ggplot_qqnorm
).
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