predict.averaging: Predict method for averaged models

Description Usage Arguments Details Value Note Author(s) See Also Examples

Description

Model-averaged predictions, optionally with standard errors.

Usage

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## S3 method for class 'averaging'
predict(object, newdata = NULL, se.fit = FALSE,
    interval = NULL, type = NA, backtransform = FALSE, full = TRUE, ...)

Arguments

object

an object returned by model.avg.

newdata

optional data.frame in which to look for variables with which to predict. If omitted, the fitted values are used.

se.fit

logical, indicates if standard errors should be returned. This has any effect only if the predict methods for each of the component models support it.

interval

currently not used.

type

the type of predictions to return (see documentation for predict appropriate for the class of used component models). If omitted, the default type is used. See ‘Details’.

backtransform

if TRUE, the averaged predictions are back-transformed from link scale to response scale. This makes sense provided that all component models use the same family, and the prediction from each of the component models is calculated on the link scale (as specified by type. For glm, use type = "link"). See ‘Details’.

full

if TRUE, the full model-averaged coefficients are used (only if se.fit = FALSE and the component objects are a result of lm).

...

arguments to be passed to respective predict method (e.g. level for lme model).

Details

predicting is possible only with averaging objects with "modelList" attribute, i.e. those created via model.avg from a model list, or from model.selection object with argument fit = TRUE (which will recreate the model objects, see model.avg).

If all the component models are ordinary linear models, the prediction can be made either with the full averaged coefficients (the argument full = TRUE this is the default) or subset-averaged coefficients. Otherwise the prediction is obtained by calling predict on each component model and weighted averaging the results, which corresponds to the assumption that all predictors are present in all models, but those not estimated are equal zero (see ‘Note’ in model.avg). Predictions from component models with standard errors are passed to par.avg and averaged in the same way as the coefficients are.

Predictions on the response scale from generalized models can be calculated by averaging predictions of each model on the link scale, followed by inverse transformation (this is achieved with type = "link" and backtransform = TRUE). This is only possible if all component models use the same family and link function. Alternatively, predictions from each model on response scale may be averaged (with type = "response" and backtransform = FALSE). Note that this leads to results differing from those calculated with the former method. See also predict.glm.

Value

If se.fit = FALSE, a vector of predictions, otherwise a list with components: fit containing the predictions, and se.fit with the estimated standard errors.

Note

This method relies on availability of the predict methods for the component model classes (except when all component models are of class lm).

The package MuMIn includes predict methods for lme, and gls that calculate standard errors of the predictions (with se.fit = TRUE). They enhance the original predict methods from package nlme, and with se.fit = FALSE they return identical result. MuMIn's versions are always used in averaged model predictions (so it is possible to predict with standard errors), but from within global environment they will be found only if MuMIn is before nlme on the search list (or directly extracted from namespace as MuMIn:::predict.lme).

Author(s)

Kamil Bartoń

See Also

model.avg, and par.avg for details of model-averaged parameter calculation.

predict.lme, predict.gls

Examples

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# Example from Burnham and Anderson (2002), page 100:
fm1 <- lm(y ~ X1 + X2 + X3 + X4, data = Cement)

ms1 <- dredge(fm1)
confset.95p <- get.models(ms1, subset = cumsum(weight) <= .95)
avgm <- model.avg(confset.95p)

nseq <- function(x, len = length(x)) seq(min(x, na.rm = TRUE),
    max(x, na.rm=TRUE), length = len)

# New predictors: X1 along the range of original data, other
# variables held constant at their means
newdata <- as.data.frame(lapply(lapply(Cement[, -1], mean), rep, 25))
newdata$X1 <- nseq(Cement$X1, nrow(newdata))

n <- length(confset.95p)

# Predictions from each of the models in a set, and with averaged coefficients
pred <- data.frame(
	model = sapply(confset.95p, predict, newdata = newdata),
	averaged.subset = predict(avgm, newdata, full = FALSE),
    averaged.full = predict(avgm, newdata, full = TRUE)
	)

opal <- palette(c(topo.colors(n), "black", "red", "orange"))
matplot(newdata$X1, pred, type = "l",
	lwd = c(rep(2,n),3,3), lty = 1,
    xlab = "X1", ylab = "y", col=1:7)

# For comparison, prediction obtained by averaging predictions of the component
# models
pred.se <- predict(avgm, newdata, se.fit = TRUE)
y <- pred.se$fit
ci <- pred.se$se.fit  * 2
matplot(newdata$X1, cbind(y, y - ci, y + ci), add = TRUE, type="l",
	lty = 2, col = n + 3, lwd = 3)

legend("topleft",
    legend=c(lapply(confset.95p, formula),
        paste(c("subset", "full"), "averaged"), "averaged predictions + CI"),
    lty = 1, lwd = c(rep(2,n),3,3,3),  cex = .75, col=1:8)

palette(opal)

MuMIn documentation built on April 17, 2020, 1:14 a.m.