knitr::opts_chunk$set( collapse = TRUE, comment = "#>", echo = TRUE, warning = FALSE, message = FALSE, eval = nzchar(Sys.getenv("bmscstan_eval")) )
The package bmscstan provides useful functions to fit Bayesian Multilevel Single Case models (BMSC) using as backend Stan [@Carpenter2017].
This approach is based on the seminal approach of the Crawford's tests [@Crawford1998; @Crawford2005; @Crawford2010], using a small control sample of individuals, to see whether the performance of the single case deviates from them. Unfortunately, Crawford's tests are limited to a number of specific experimental designs that do not allow researchers to use complex experimental designs.
The BMSC approach is born mainly to deal with this problem: its purpose is, in fact, to allow the fitting of models with the same flexibility of a Multilevel Model, with single case and controls data.
The core function of the bmscstan package is BMSC
,
whose theoretical assumptions, and its validation are
reported in [@scandola_romano_2021].
The syntax used by the BMSC
function is extremely similar to the syntax
used in the lme4
package. However, the specification of random effects
is limited, but it can cover the greatest part of cases
(for further details, please see ?bmscstan::randomeffects
).
In order to show an example on the use of the bmscstan package, the datasets in this package will be used.
In these datasets we have data coming from a Body Sidedness Effect paradigm [@Ottoboni2005; @Tessari2012], that is a Simon-like paradigm useful to measure body representation.
In this experimental paradigm, participants have to answer to a circle showed in the centre of the computer screen, superimposed to an irrelevant image of a left or right hand, or to a left or right foot.
The circle can be of two colors (e.g. red or blue), and participants have to press one button with the left when the circle is of a specific colour, and with the right hand when the circle is of the another colour.
When the irrelevant background image (foot or hand) is incongruent with the hand used to answer, the reaction times and frequency of errors are higher.
The two irrelevant backgrounds are administered in different experimental blocks.
This is considered an effect of the body representation.
In the package there are two datasets, one composed by 16 healthy control participants, and the other one by an individual affected by right unilateral brachial plexus lesion (however, s/he could independently press the keyboard buttons).
The datasets are called data.pt
for the single case, and data.ctrl
for the
control group, and they can be loaded using data(BSE)
.
In these datasets there are the Reaction Times RT
, a Body.District
factor
with levels FOOT and HAND, a Congruency
factor (levels: Congruent,
Incongruent), and a Side
factor (levels: Left, Right). In the data.ctrl
dataset there also is an ID
factor, representing the different 16 control
participants.
library(ggplot2) library(bmscstan) data(BSE) str(data.pt) str(data.ctrl) ggplot(data.pt, aes(y = RT, x = Body.District:Side , fill = Congruency))+ geom_boxplot() ggplot(data.ctrl, aes(y = RT, x = Body.District:Side , fill = Congruency))+ geom_boxplot()+ facet_wrap( ~ ID , ncol = 4)
These data seem to have some outliers. Let see if they are normally distributed.
qqnorm(data.ctrl$RT, main = "Controls") qqline(data.ctrl$RT) qqnorm(data.pt$RT, main = "Single Case") qqline(data.pt$RT)
They are not normally distributed. Outliers will be removed by using the
boxplot.stats
function.
out <- boxplot.stats( data.ctrl$RT )$out data.ctrl <- droplevels( data.ctrl[ !data.ctrl$RT %in% out , ] ) out <- boxplot.stats( data.pt$RT )$out data.pt <- droplevels( data.pt[ !data.pt$RT %in% out , ] ) qqnorm(data.ctrl$RT, main = "Controls") qqline(data.ctrl$RT) qqnorm(data.pt$RT, main = "Single Case") qqline(data.pt$RT)
They are not perfect, but definitively better.
First of all, there is the necessity to think to our hypotheses, and setting the contrast matrices consequently.
In all cases, our factors have only two levels. Therefore, we set
the factors with a Treatment Contrasts matrix, with baseline level
for Side
the Left level, for Congruency
the Congruent level, and for
Body.District
the FOOT level.
In this way, each coefficient will represent the difference between the two levels.
contrasts( data.ctrl$Side ) <- contr.treatment( n = 2 ) contrasts( data.ctrl$Congruency ) <- contr.treatment( n = 2 ) contrasts( data.ctrl$Body.District ) <- contr.treatment( n = 2 ) contrasts( data.pt$Side ) <- contr.treatment( n = 2 ) contrasts( data.pt$Congruency ) <- contr.treatment( n = 2 ) contrasts( data.pt$Body.District ) <- contr.treatment( n = 2 )
The use of the BMSC
function, for those who are used to lme4
or brms
syntax should be straightforward.
In this case, we want to fit the following model:
RT ~ Body.District * Congruency * Side + (Congruency * Side | ID : Body.District)
Unfortunately, BMSC
does not directly allow the syntax ID : Body.District
in the specification of the random effects.
Therefore, it is necessary to create a new variable for ID : Body.District
data.ctrl$BD_ID <- interaction( data.ctrl$Body.District , data.ctrl$ID )
and the model would be:
RT ~ Body.District * Congruency * Side + (Congruency * Side | BD_ID)
For further details concerning the random effects available in
bmscstan
, please type ?bmscstan::randomeffect
.
At this point, fitting the model is easy, and it can be done with the use of a single function.
mdl <- BMSC(formula = RT ~ Body.District * Congruency * Side + (Congruency * Side | BD_ID), data_ctrl = data.ctrl, data_sc = data.pt, chains = 2, cores = 1, seed = 2020)
After fitting the model, we should check its quality by means of
Posterior Predictive P-Values [@Gelman2013] with the bmscstan::pp_check
function.
Thanks to this graphical function, we will see if the observed data and the data sampled from the posterior distributions of our BMSC model are similar.
If we observe strong deviations, it means that your BMSC model is not adequately
describing your data. In this case, you might want to change the priors
distribution (see the help
page), change the random effects structure,
or transform your dependent variable (using the logarithm or other math
functions).
pp_check( mdl )
In both the controls and the single case data, the Posterior Predictive P-Values check seems to adequately resemble the observed data.
A further control on our model is given by checking the Effective Sample Size (ESS) for each coefficient and the $\hat{R}$ diagnostic index [@Gelman1992].
The ESS is the "effective number of simulation draws" for any coefficient, namely the approximate number of independent draws, taking into account that the various simulations in a Monte Carlo Markov Chain (MCMC) are not independent each other. For further details, see an introductory book in Bayesian Statistics. A good ESS estimates should be $ESS > 100$ or $ESS > 10\%$ of the total draws (remembering that you should remove the burn-in simulations from the total iterations counting).
The $\hat{R}$ is an index of the convergence of the MCMCs. In BMSC
the default
is 4. Usually, MCMCs are considered convergent when $\hat{R} < 1.1$ (Stan
default).
In order to check these values, the summary.BMSC
function is needed
(see next section).
summary.BMSC
outputThe output of the brmscstan::summary.BMSC
function is divided in four main
parts:
print( sum_mdl <- summary( mdl ) , digits = 3 )
In the second and fourth part of the output, we can observe a descriptive
summary reporting the mean, the standard error, the standard deviation,
the $2.5\%$, $25%$, $50\%$, $75\%$ and $97.5\%$ of the posterior distributions
of each coefficient. If we want the $95\%$ Credible Interval, we can consider
only the $2.5\%$ and $97.5\%$ extremes. Then, two diagnostic indexes are
reported: the n_eff
parameter, that is the ESS, and the Rhat
($\hat{R}$).
Finally, the Savage-Dickey Bayes Factor is reported (BF10).
In the third part the diagnostic indexes are not reported because these coefficients are computed as marginal probabilities from the probabilities summarized in the second and fourth part.
summary.BMSC
outputThe first step should be controlling the diagnostic indexes.
In this model, all n_eff
are greater than the $10\%$ of the total iterations
(default iterations: 4000, default warmup iterations: 2000, default chains: 4 =
r (4000 - 2000) * 4 / 10
). Also, all $\hat{R}s < 1.1$. Finally, we already
saw that the Posterior Predictive P-values are showing that the model is
representative of the data.
Then, observing what the fixed effects of the Control group are showing is important before of seeing the differences with the single case.
In this analysis, there are 5 fixed effects which $BF_{10}$ is greater than 3 [@Raftery1995].
tmp <- sum_mdl[[1]][sum_mdl[[1]]$BF10 > 3,c("BF10","mean","2.5%","97.5%")] colnames(tmp) <- c("$BF_{10}$", "$\\mu$", "low $95\\%~CI$", "up $95\\%~CI$") knitr::kable( tmp, digits = 3 )
We can have a general overview of the coefficients of the model with the
plot.BMSC
function.
plot( mdl , who = "control" )
The interaction between Body District and Congruency needs a further
analysis to better understand the phenomenon. It comes useful the function
pairwise.BMSC
.
pp <- pairwise.BMSC(mdl = mdl , contrast = "Body.District2:Congruency2" , who = "control") print( pp , digits = 3 )
The output of this function is divided in two parts:
It is also possible to plot the results of this function with the use of
plot.pairwise.BMSC
.
plot( pp )
Finally, it is possible to plot marginal posterior distributions for each effects with $BF_{10} > 3$.
p1 <- pairwise.BMSC(mdl , contrast = "Body.District2" , who = "control" ) plot( p1 )[[1]] + ggtitle("Body District" , subtitle = "Marginal effects") plot( p1 )[[2]] + ggtitle("Body District" , subtitle = "Contrasts") p2 <- pairwise.BMSC(mdl , contrast = "Congruency2" , who = "control" ) plot( p2 )[[1]] + ggtitle("Congruency" , subtitle = "Marginal effects") plot( p2 )[[2]] + ggtitle("Congruency" , subtitle = "Contrasts") p3 <- pairwise.BMSC(mdl , contrast = "Side2" , who = "control" ) plot( p3 )[[1]] + ggtitle("Side" , subtitle = "Marginal effects") plot( p3 )[[2]] + ggtitle("Side" , subtitle = "Contrasts")
Finally, the difference between the Control Group and the Single Case is of interest.
A general plot can be obtained in the following way, plotting both the Control Group and the Single Case:
plot( mdl ) + theme_bw( base_size = 18 )+ theme( legend.position = "bottom", legend.direction = "horizontal")
or plotting only the difference
plot( mdl ,who = "delta" ) + theme_bw( base_size = 18 )
The relevant coefficients are:
tmp <- sum_mdl[[3]][sum_mdl[[3]]$BF10 > 3,c("BF10","mean","2.5%","97.5%")] colnames(tmp) <- c("$BF_{10}$", "$\\mu$", "low $95\\%~CI$", "up $95\\%~CI$") knitr::kable( tmp, digits = 3 )
The Intercept coefficient is showing us that the single case is generally slower than the Control Sample (generally speaking, when you analyse healthy controls against a single case with a specific disease, the single case is slower).
All the main effects can be further analysed by simply looking at their
estimates (knowing the contrast matrix and the direction of the estimate
you can understand which level is greater than the other), or by means
of the pairwise.BMSC
function, if you also want marginal effects
and automatic plots.
The interactions require the use of the pairwise.BMSC
function.
p4 <- pairwise.BMSC(mdl , contrast = "Body.District2:Congruency2" , who = "delta") print( p4 , digits = 3 )
The pairwise.BMSC
function shows that in all cases the marginal effects of the
RTs where greater than zero, but the differences where present only in
the comparison between FOOT Congruent and the other cases.
plot( p4 , type = "interval") plot( p4 , type = "area") plot( p4 , type = "hist")
In this case we can observe that the single case was more facilitated by the FOOT Congruent condition than the Control Group.
If the interpretation of the results is difficult, it can be useful look what happens in the Single Case marginal effects.
p5 <- pairwise.BMSC(mdl , contrast = "Body.District2:Congruency2" , who = "singlecase") plot( p5 , type = "hist")[[1]]
p6 <- pairwise.BMSC(mdl , contrast = "Body.District2:Side2" , who = "delta") print( p6 , digits = 3 ) plot( p6 , type = "hist")[[1]] + theme_bw( base_size = 18)+ theme( strip.text.y = element_text( angle = 0 ) )
In this case, we can see that the left - right difference in the single case is always present, with faster RTs in the left foot than in the other cases.
p7 <- pairwise.BMSC(mdl , contrast = "Body.District2:Congruency2:Side2" , who = "delta") print( p7 , digits = 3 ) plot( p7 , type = "hist")[[1]] + theme_bw( base_size = 18)+ theme( strip.text.y = element_text( angle = 0 ) )
Here we can see that the effect was pushed by the facilitation that the single case had in the Left Congruent Foot condition compared to the Control Group.
The bmscstan package has wrapper functions to interface with the loo
package, to diagnostic and compare BMSC models.
Leaving-One-Out scores, diagnostics and comparisons are separately computed for the Control group and the Single Case data.
In order to see the Leaving-One-Out and the Pareto smoothed importance sampling
(PSIS), it is possible to use the function loo.BMSC
:
print( loo1 <- BMSC_loo( mdl ) ) plot( loo1 )
Model comparison can be done by means of the BMSC_loo_compare
function:
mdl.null <- BMSC(formula = RT ~ 1 + (Congruency * Side | BD_ID), data_ctrl = data.ctrl, data_sc = data.pt, cores = 1, chains = 2, seed = 2021) print( loo2 <- BMSC_loo( mdl.null ) ) plot( loo2 ) BMSC_loo_compare( list( loo1, loo2 ) )
Further details on LOO, PSIS and their use can be found in the loo package and in @Vehtari2016 and @Vehtari2015.
In this section, a brief example on how to use the package for binomial data.
We start simulating the data.
###################################### # simulation of controls' group data ###################################### # Number of levels for each condition and trials NCond <- 2 Ntrials <- 20 NSubjs <- 40 betas <- c( 0.5 , 0 ) data.sim <- expand.grid( trial = 1:Ntrials, ID = factor(1:NSubjs), Cond = factor(1:NCond) ) ### d.v. generation y <- rep( times = nrow(data.sim) , NA ) # cheap simulation of individual random intercepts set.seed(1) rsubj <- rnorm(NSubjs , sd = 0.1) for( i in 1:length( levels( data.sim$ID ) ) ){ sel <- which( data.sim$ID == as.character(i) ) mm <- model.matrix(~ 1 + Cond , data = data.sim[ sel , ] ) set.seed(1 + i) y[sel] <- mm %*% as.matrix(betas + rsubj[i]) + rnorm( n = Ntrials * NCond ) } data.sim$y <- y data.sim$bin <- sapply( LaplacesDemon::invlogit(data.sim$y), function(x) rbinom( 1, 1, x) ) data.sim.bin <- aggregate( bin ~ Cond * ID, data = data.sim, FUN = sum) data.sim.bin$n <- aggregate( bin ~ Cond * ID, data = data.sim, FUN = length)$bin ###################################### # simulation of patient data ###################################### betas.pt <- c( 0 , 2 ) data.pt <- expand.grid( trial = 1:Ntrials, Cond = factor(1:NCond) ) ### d.v. generation mm <- model.matrix(~ 1 + Cond , data = data.pt ) set.seed(5) data.pt$y <- (mm %*% as.matrix(betas.pt + betas) + rnorm( n = Ntrials * NCond ))[,1] data.pt$bin <- sapply( LaplacesDemon::invlogit(data.pt$y), function(x) rbinom( 1, 1, x) ) data.pt.bin <- aggregate( bin ~ Cond, data = data.pt, FUN = sum) data.pt.bin$n <- aggregate( bin ~ Cond, data = data.pt, FUN = length)$bin plot(x = data.sim.bin$Cond, y = data.sim.bin$bin, ylim = c(0,20)) points(x = data.pt.bin$Cond, y = data.pt.bin$bin, col = "red")
The boxplot represents the control participants, the red dot the single case.
Now, we can specify the model:
cbind(bin, n) ~ Cond
The right-hand side of the formula follows the usual lmer- and brms-like
syntax. In the left-hand side of the formula, brms
and lme4
have divergent notations.
In future, the bmscstan
package will be able to use both notations,
for the moment it is necessary the lme4
notation cbind(bin, n)
where:
bin
is the number of observationsn
is the total number of trialsmdlBin <- BMSC(formula = cbind(bin, n) ~ 1 + Cond, data_ctrl = data.sim.bin, data_sc = data.pt.bin, seed = 2022, chains = 2, family = "binomial", cores = 1) print( summary( mdlBin ) , digits = 3 )
In this vignette we have seen how to use the package bmscstan and its functions to analyse and make sense of Single Case data.
The output of the main functions is rich of information, and the Bayesian Inference can be done by taking into account the Savage-Dickey $BF_{10}$, or the $95\%$ CI [see @Kruschke2014 for further details].
In this vignette there is almost no discussion concerning how to test the Single Case fixed effects (third part of the main output), but it was used to better understand what happens in the differences between the single case and the control group.
However, if your hypotheses focus on the behaviour of the patient, and not only on the differences between single case and the control group, it will be important to analyse in detail also that part.
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