Analyze: Workhorse Function for Ecological Inference for Sets of R x C...

Description Usage Arguments Details Value Warnings Author(s) References Examples

Description

This function (using the tuned parameters from Tune) fits a hierarchical model to ecological data in which the underlying contigency tables can have any number of rows or columns. The user supplies the data and may specify hyperprior values. Samples from the posterior distribution are returned as an mcmc object, which can be analyzed with functions in the coda package.

Usage

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
Analyze(fstring, rho.vec, data = NULL, num.iters = 1e+06, 
        save.every =1000, burnin = 10000, 
        mu.vec.0 = rep(log((0.45/(mu.dim - 1))/0.55), mu.dim), 
        kappa = 10, nu = (mu.dim + 6), psi = mu.dim,  
        mu.vec.cu = runif(mu.dim, -3, 0), NNs.start = NULL, 
        THETAS.start = NULL, prob.re = 0.15, sr.probs = NULL, 
        sr.reps = NULL, keep.restart.info = FALSE, 
        keepNNinternals = 0, keepTHETAS = 0, nolocalmode = 50, 
        numscans = 1, Diri = 100, dof = 4, print.every = 10000, 
        debug = 1)

Arguments

fstring

String: model formula of contingency tables' column totals versus row totals. Must be in specified format (an R character string and NOT a true R formula). See Details and Examples.

rho.vec

Vector of dimension I = number of contigency tables = number of rows in data: multipliers (usually in (0,1)) to the covariance matrix of the proposal distribution for the draws of the intermediate level parameters. Typically set to the vector output from Tune.

data

Data frame.

num.iters

Positive integer: The number of MCMC iterations for the sampler.

save.every

Positive integer: The interval at which the draws will be saved. num.iters must be divisible by this value. Akin to thin in some packages. For example, num.iters = 1000 and save.every = 10 outputs every 10th draw for a total of 100 outputed draws.

burnin

Positive integer: The number of burn-in iterations for the sampler.

mu.vec.0

Vector: mean of the (normal) hyperprior distribution for the mu parameter.

kappa

Scalar: The diagonal of the covariance matrix for the (normal) hyperprior distribution for the mu parameter.

nu

Scalar: The degrees of freedom for the (Inverse-Wishart) hyperprior distriution for the SIGMA parameter.

psi

Scalar: The diagnoal of the matrix parameter of the (Inverse-Wishart) hyperprior distribution for the SIGMA parameter.

mu.vec.cu

Vector of dimension R*(C-1), where R(C) is the number of rows(columns) in each contigency table: Optional starting values for mu parameter.

NNs.start

Matrix of dimension I x (R*C), where I is the number of contingency tables = number of rows in data: Optional starting values for the internal cell counts, which must total to the continency table row and column totals contained in data. Use of the default (randomly generated internally) recommended.

THETAS.start

Matrix of dimension I x (R*C), where I is the number of contingency tables = number of rows in data: Optional starting values for the contingency table row probability vectors. The elements in each row of THETAS.start must meet R sum-to-one constraints. Use of the default (randomly generated internally) recommended.

prob.re

A positive fraction: Probability of random exchange in a parallel tempering fitting algorithm. Not yet implemented.

sr.probs

Matrix of dimension I x R: Each value represents the probability of selecting a particular contingency table's row as the row to be calculated deterministically in (product multinomial) proposals for Metropolis draws of the internal cell counts. For example, if R = 3 and row 2 of position sr.probs = c(.1, .5, .4), then in the third contingency table (correspoding to the third row of data), the proposal algorithm for the interior cell counts will calculate the third contingency table's first row deterministically with probability .1, the second row with probability .5, and the third row with probability .4. Use of default (generated internally) recommended.

sr.reps

Matrix of dimension I x R: Each value represents the number of times the (product multinomial proposal) Metropolis algorithm will be attempted when, in drawing the internal cell counts, the proposal for the corresponding contingency table row is to be calculated deterministically. sr.reps has the same structure as sr.probs, i.e., position [3,1] of sr.reps corresponds to the third contingency table's first row. Use of default (generated internally) recommended.

keep.restart.info

Logical: Whether last state of the chain should be saved to allow restart in the same state. Restart function not currently implemented.

keepNNinternals

Positive integer: The number of draws of the internal cell counts in the contingency tables to be outputted. Must be divisible into num.iters. Use with caution: results in large RAM use even in modest-sized datasets.

keepTHETAS

Positive integer: The number of draws of the contingency table row probability vectors in the contingency tables to be outputted. Must be divisible into num.iters. Use with caution: results in large RAM use even in modest-sized datasets.

nolocalmode

Positive integer: How often an alternative drawing method for the contigency table internal cell counts will be used. Use of default value recommended.

numscans

Positive integer: How often the algorithm to draw the contingency table internal cell counts will be implemented before new values of the other parameters are drawn. Use of default value recommended.

Diri

Positive integer: How often a product Dirichlet proposal distribution will be used to draw the contingency table row probability vectors (the THETAS).

dof

Positive integer: The degrees of freedom of the multivariate t proposal distribution used in drawing the contingency table row probability vectors (the THETAS).

print.every

Positive integer: If debug == 1, the number of every print.everyth iteration will be written to the screen. Must be divisible into num.iters.

debug

Integer: Akin to verbose in some packages. If set to 1, certain status information (including rough notification regarding the number of iterations completed) will be written to the screen.

Details

Analyze is the workhorse function in fitting the R x C ecological inference model described in Greiner & Quinn (2009).

Ecological data consist of sets of contingency tables in which the row and column totals, but none of the internal cell counts, are observed. For example, in the context of voting rights litigation, there is often one contigency table for each voting precinct; the row totals are voting-age population figures, with each row representing a race/ethnicity; all but the last (right-most) column representing votes cast for particular candidates; and the last (right-most) column representing persons not voting.

The model described in Greiner & Quinn (2009) conditions on the row totals throughout. In each contigency table, the rows are assumed to follow mutually independent multinomials, conditional on separate probability vectors which are denoted θ_r for r = 1 to R (R being the number of rows in each contigency table). Each θ_r then undergoes a multidimensional logistic transformation, using the last (right-most) column as the reference category. This results in R transformed vectors of dimension (C-1); these transformed vectors, denoted omega_r's, are stacked to form a single omega vector corresponding to that contingency table. The omega vectors are assumed to follow (i.i.d.) a multivariate normal distribution. A standard N(mu, kappa * I) and Inv-Wish(nu, psi * I) (I is the identity matrix) prior is placed on the normal. The user may set mu, kappa, nu, amd psi.

fstring must be in a specific format. It must be a string, and it must consist of (i) the names of vectors of contingency table column totals separated by commas, (ii) then a tilde, (iii) then the names of vectors of contingency table row totals separated by commas. The order in which the contigency table column totals are listed is important because the final column with become the reference category in the multidimensional logistic transformation described above. See Examples.

Fitting the model is accomplished via a Gibbs sampler in which the internal cell counts (for each contingency table), then the thetas, and then the mu and Sigma parameters are drawn in turn. This method automatically produces draws of the internal cell counts, functions of which are often the true targets of inference.

The function returns an object of class mcmc suitable for use in functions from the coda package, including combination (with other outputs from Analyze) into an object of class mcmc.list. The return object includes draws from the posterior distribution of the following items: each element of the mu; the standard deviations in Sigma (meaning the square root of the diagonal elements); the correlations in Sigma; the sums across all contigency tables of the counts in each of the R * C internal cell positions; and a series of functions of these sums that are often of interest in voting applications (these may obviously be ignored if interest lies elsewhere). Except for the correlations from Sigma, the labeling follows a self-evident pattern, with the names taking from fstring. The correlations are labeled by a combination of two numbers, representing their position in the Sigma matrix.

The series of functions of the internal cell counts calculated automatically fall into four categories: LAMBDA, TURNOUT, GAMMA, and Beta. To explain these terms, consider an example in which the contigency tables have three rows ("bla", "whi", and "his") and three columns ("Dem", "Rep", "Abs"), corresponding to black, white, Hispanic, Democratic, Republican, and Abstain (from voting). Thus, in position 1,1 of each contigency table is the (unobserved) number of blacks voting Democrat, position 2,1 holds the (unobserved) number of whites voting Democrat, etc. In each position (1,1 = black Democrat votes; 2,1 = white Democrat votes), sum across all I contingency tables to produce a single R x C table consisting of summed counts (these sums are, incidentally, the NN values the software reports). LAMBDA, TURNOUT, GAMMA, and Beta are functions of these summed counts, as explained in the paragraph below. Note that the paragraph below refers to the counts in the single table produced by this summing process. Notation: NN_rc is the sum (over all contingency tables) of the counts in cell r,c. So NN_bD is the total number of blacks voting Democract, NN_wD is the total number of whites voting Democrat, etc.

LAMBDA: For example, LAMBDA_bD = NN_bD/(NN_b - NN_bA). Similarly, LAMBDA_hR = NN_hR/(NN_h - NN_hA). In voting parlance, this the fraction of each race's voters supporting a particular candidate. There are R * (C-1) LAMBDAs, C-1 of them for each row.

TURNOUT: For example, Turnout_w = (NN_w - NN_wA)/NN_w. In voting parlance, this is the fraction of each race that showed up to vote. There are R TURNOUTs, one for each row.

GAMMA: For example, GAMMA_h = (NN_hD + NN_hR)/(NN_bD + NN_bR + NN_wD + NN_wR + NN_hD + NN_hR). In voting parlance, this is the fraction that each race contributes to the voting electorate.

BETA: For example, BETA_wR = (NN_wR)/(NN_wD + NN_wR + NN_wA) = (NN_wR)/(NN_w). This is the fraction of each race's potential (as opposed to actual) voters supporting a particular candidate. Although there are theoretically R * C BETA values that could be calculated, in fact the BETA values for the last (reference) category are ignored, so only R * (C-1) are calculated.

If keepNNinternals is non-zero, the specified number of draws of the internal cell counts for each contingency table will be save. These may be retreived via attr (see Examples, below). The result is a matrix of dimension keepNNinternals x R * C * I, where I is the number of contigency tables. Each row consists of an iteration's draws. The first column contains the draws of the counts in position 1,1 in the first contigency table, the second colum contains the draws of position 1,2 in the first contigency table, etc. In other words, the columns in the output represent the first contigency table vectorized row major, then the second contingency table vectorized row major, etc. The same applies to keepTHETAS, except that the THETAs represent the multinomial row probabilties.

Value

An object of class mcmc suitable for use in functions in the coda package. Additional items, listed below, may be retrieved from this object, as detailed in the examples section.

dim

Vector (integers) of length 2: number of saved simulations and number of automatically outputted parameters.

dimnames

List: the first element NULL (currently not used), and the second element is a vector of the names of the automatically outputted parameters.

acc.t

Vector of length I = number of contigency tables: The fraction of multivariate t proposals accepted in the Metropolis algorithm used to draw the THETAs (meaning the intermediate parameters in the hierarchy).

acc.Diri

Vector of length I = number of contigency tables: The fraction of Dirichlet-based proposals accepted in the Metropolis algorithm used to draw the THETAs (meaning the intermediate parameters in the hierarchy).

vld.multinom

Matrix: To draw from the conditional posterior of the internal cell counts of a contigency table, the Analyze function draws R-1 vectors of lenth C from multinomial distributions. In then calculates the counts in the additional row (denote this row as r') deterministically. This procedure can result in negative values in row r', in which case the overall proposal for the interior cell counts is outside the parameter space (and thus invalid). vld.multinom keeps track of the percentage of proposals drawn in this manner that are valid (i.e., not invalid). Each row of vld.multinom corresponds to a contingency table. Each column in vld.multinom corresponds to a row in the a contingency table. Each entry specifies the percentage of multinomial proposals that are valid when the specified contingency table row serves as the r' row. For instance, in position 5,2 of vld.multinom is the fraction of valid proposals for the 5th contingency table when the second contigency table row is the r'th row. A value of “NaN” means that Analyze chose to use a different (slower) method of drawing the internal cell counts because it suspected that the multinomial method would behave badly.

acc.multinom

Matrix: Same as vld.multinom, except the entries represent the fraction of proposals accepted (instead of the fraction that are in the permissible parameter space).

numrows.pt

Integer: Number of rows in each contingency table.

numcols.pt

Integer: Number of columns in each contingency table.

THETA

mcmc: Draws of the THETAs. See Details and Examples.

NN.internals

mcmc: Draws of the internal cell counts. See Details and Examples.

Warnings

Computer time: At present, using this function (and the others in this package) requires substantial computer time. The lack of information in ecological data results in slow mixing chains, and the number of parameters that must be drawn in each Gibbs sampler iteration is large. Chain length should be adjusted to achieve adequate convergence. In general, the more segregated the housing patterns in the jurisdiction (meaning the greater the percentage of contingency tables in which one row's counts make up a large portion of that table's total), the smaller the number of iterations needed. We are exploring more efficient sampling algorithms that we anticipate will result in better mixing and faster drawing. At present, however, users should anticipate that analysis of a dataset will take several hours.

Large datasets: At present, use of this fuction (and thus this package) is not recommended for large (i.e., more than 1000 contingency tables) datasets. See immediately above.

RAM requirements: Do not select large values of keepNNinternals or keepTHETAS without adequate RAM.

Gelman-Rubin diagnostic in the CODA package: Using the Gelman-Rubin convergence diagnostic as presently implemented in the CODA package (called by gelman.diag()) on multiple chains produced by Analyze will cause an error. The reason is that some of the NN.internals and functions of them (Λ's, TURNOUTs, Γ's, and β's) are linearly dependant, and the current coda implmentation of gelman.diag() relies on a matrix inversion.

Author(s)

D. James Greiner, Paul D. Baines, \& Kevin M. Quinn

References

D. James Greiner \& Kevin M. Quinn. 2009. “R x C Ecological Inference: Bounds, Correlations, Flexibility, and Transparency of Assumptions.” J.R. Statist. Soc. A 172:67-81.

Martyn Plummer, Nicky Best, Kate Cowles, and Karen Vines. 2002. Output Analysis and Diagnostics for MCMC (CODA).

Examples

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
## Not run: 
library(RxCEcolInf)
data(stlouis)
Tune.stlouis <- Tune("Bosley, Roberts, Ribaudo, Villa, NoVote ~ bvap, ovap",
                     data = stlouis,
                     num.iters = 10000,
                     num.runs = 15)
Chain1.stlouis <- Analyze("Bosley, Roberts, Ribaudo, Villa, 
                           NoVote ~ bvap, ovap",
                          rho.vec = Tune.stlouis$rhos,
                          data = stlouis,
                          num.iters = 1500000,
                          burnin = 150000,
                          save.every = 1500,
                          print_every = 15000,
                          debug = 1,
                          keepNNinternals = 100,
                          keepTHETAS = 100)
Chain2.stlouis <- Analyze("Bosley, Roberts , Ribaudo, Villa, 
                           NoVote ~ bvap, ovap",
                          rho.vec = Tune.stlouis$rhos,
                          data = stlouis,
                          num.iters = 1500000,
                          burnin = 150000,
                          save.every = 1500,
                          print_every = 15000,
                          debug = 1,
                          keepNNinternals = 100,
                          keepTHETAS = 100)
Chain3.stlouis <- Analyze("Bosley, Roberts , Ribaudo, Villa, 
                          NoVote ~ bvap, ovap",
                          rho.vec = Tune.stlouis$rhos,
                          data = stlouis,
                          num.iters = 1500000,
                          burnin = 150000,
                          save.every = 1500,
                          print_every = 15000,
                          debug = 1,
                          keepNNinternals = 100,
                          keepTHETAS = 100)
stlouis.MCMClist <- mcmc.list(Chain1.stlouis, Chain2.stlouis,
Chain3.stlouis)
names(attributes(stlouis.MCMClist))
summary(stlouis.MCMClist, quantiles = c(.025, .05, .5, .95, .975))
plot(stlouis.MCMClist)
geweke.diag(stlouis.MCMClist)
heidel.diag(stlouis.MCMClist)
#  Do not run gelman.diag; see warnings
NNs <- attr(stlouis.MCMClist, "NN.internals")
THETAS <- attr(stlouis.MCMClist, "THETA")

## End(Not run)

RxCEcolInf documentation built on Nov. 6, 2021, 5:07 p.m.