This short document analyses the climate change dataset originally
presented in the hyperdirichlet R package^[RKS Hankin 2010. "A
generalization of the Dirichlet distribution", *Journal of Statistical
Software*, 33:11] but using the hyper2 package instead. Lay
perception of climate change is a complex and interesting process^[SC
Moser and L Dilling 2007. "Creating a climate for change:
communicating climate change and facilitating social change".
Cambridge University Press] and here we assess the engagement of
non-experts by the use of "icons" (this word is standard in this
context. An icon is a "representative symbol") that illustrate
different impacts of climate change.

Here we analyse results of one experiment^[S. O'Neill 2007. "An Iconic Approach to Representing Climate Change", School of Environmental Science, University of East Anglia], in which subjects were presented with a set of icons of climate change and asked to identify which of them they find most concerning. Six icons were used: PB [polar bears, which face extinction through loss of ice floe hunting grounds], NB [the Norfolk Broads, which flood due to intense rainfall events], L [London flooding, as a result of sea level rise], THC [the thermo-haline circulation, which may slow or stop as a result of anthropogenic modification of the water cycle], OA [oceanic acidification as a result of anthropogenic emissions of ${\mathrm C}{\mathrm O}_2$], and WAIS [the West Antarctic Ice Sheet, which is rapidly calving as a result of climate change].

Methodological constraints dictated that each respondent could be
presented with a maximum of four icons. The R idiom below (dataset
`icons`

in the package) shows the experimental results.

library("hyper2",quietly=TRUE) M <- icons_table # saves typing M

(M is called `icons_matrix`

in the package). Each row of `M`

corresponds to a particular cue given to respondents. The first row,
for example, means that a total of $5+3+4+3=15$ people were shown
icons NB, L, TCH, WAIS [column names of the the non-NA entries]; 5
people chose NB as most concerning, 3 chose L, and so on. The dataset
is more fully described in the hyperdirichlet package.

The builtin `icons`

likelihood function in the `hyper2`

package may be
created by using the `saffy()`

function:

icons icons == saffy(icons_table) # should be TRUE

At this point, the `icons`

object as created above is mathematically
identical to `icons`

object in the hyperdirichlet package (and indeed
the `hyper2`

package), but the terms might appear in a different
order.

The first step is to find the maximum
likelihood estimate for the `icons`

likelihood:

options("digits" = 4) (mic <- maxp(icons)) dotchart(mic,pch=16)

We also need the log-likelihood at an unconstrained maximum:

L1 <- loglik(indep(mic),icons) L1

Agreeing to 4 decimal places with the value given in the hyperdirichlet package.

The next step is to assess a number of hypotheses concerning the relative sizes of $p_1$ through $p_6$.

Below, I investigate a number of inequality hypotheses about $p_1,\ldots, p_6$. The general analysis proceeds as follows; we can use $H_0\colon p_1=1/6$ as an example but the method applies to any observation. I consider the general case first, then modifications for one-sided hypotheses.

- We have an observation ${\mathcal O}$ and wish to quantify the strength of evidence to support this.
- Translate our observation into a hypothesis phrased in terms as a restriction on parameter space.
- State a null hypothesis and alternative. For example, we might have $H_0\colon p_1=1/6$ and $H_A\colon p_1\neq 1/6$, and $H_A$ is the complement of $H_0$. We sometimes write $H_A\colon\sum p_i=1$, ignoring the (measure zero) $H_0$.
- We then attempt to reject $H_0$ and to do this we perform two likelihood maximizations: one unconstrained, corresponding to $H_A$, and one constrained, corresponding to $H_0$.
- We calculate ${\mathcal L}
*{H_0} :=\operatorname{argmax}*{p\in H_0}{\mathcal L}(p)$ and ${\mathcal L}*{H_A} := \operatorname{argmax}*{p\in H_A}{\mathcal L}(p)$ and observe that, in general, ${\mathcal O}$ implies the strict inequality ${\mathcal L}*{H_A} > {\mathcal L}*{H_0}$. - Calculate the likelihood ratio
$R={\mathcal L}
*{H_A}/{\mathcal L}*{H_0}>1$ or equivalently the*support*for $H_0$, $\Lambda = \log R>0$. - We may either use Edwards's criterion of two units of support per degree of freedom, or Wilks's theorem: $H_0\longrightarrow 2\Lambda\sim\chi^2_d$. If we are considering inequality hypotheses, we have $d=1$.
- If the criterion is met we may reject $H_0$ and infer that $H_A$ is the case.

As another example, consider $H_0\colon p_1=p_2=p_3$. The vector ${\mathbf p}\in \left{\left.\left(p_1,\ldots,p_6\right)\right| \sum p_i=1\right}$ is a point in a 5-dimensional manifold, and $H_0$ asserts that ${\mathbf p}\in \left{\left.\left(p_1,p_1,p_1,p_4,p_5,p_6\right)\right| 3p_1+p_4+p_5+p_6=1\right}$, that is, a 3-dimensional manifold. The null imposes a loss of two degrees of freedom.

The logic above operates for one-sided tests. We might observe that $\hat{p_1}$ is the largest and wish to test a null of $p_1\leqslant 1/6$ against an alternative of $p_1>1/6$. Note that the one-sided p-value and likelihood ratio statistic are the same as the two-sided values.

Below I will rework some of the hypotheses tested in the hyperdirichlet package, with consistent labelling of null and alternative hypotheses, and renumbering

The most straightforward null would be the hypothesis of player equality, specifically:

[ H_E\colon p_1=p_2=\cdots=p_n=\frac{1}{n}. ]

("E" for equal). This was not carried out in Hankin 2010 because I
had not thought of it. Testing $H_E$ is implemented in the package as
`test.equalp()`

. Note that because $H_E$ is a point hypothesis we
would have $n-1$ degrees of freedom (because $H_0$ has $n-1$ df).

```
equalp.test(icons)
```

Following the analysis in Hankin 2010, and restated above, we first observe that NB [the Norfolk Broads] is the icon with the largest estimated probability with $\hat{p_1}\simeq 0.25$ (O'Neill gives a number of theoretical reasons to expect $p_1$ to be large). This would suggest that $p_1$ is in fact large, in some sense, and here I show how to assess this statement statistically. Consider the hypothesis $H_0\colon p_1=1/6$, and as per the protocol above we will try to reject it.

To that end, we perform a constrained optimization, with (active)
constraint that $p_1\leqslant 1/6$ (note that the inequality
constraint allows us to use fast `maxp()`

, which has access to
derivatives). We note the support at the evaluate and then compare
this support with the support at the unconstrained evaluate; if the
difference in support is large then this constitutes strong evidence
for $H_A$ and then would conclude that $p_1 > 1/6$. In package idiom,
the optimization is implemented by the `specificp.test()`

suite of
functions; these work by imposing additional constraints to the
`maxp()`

function via the `fcm`

and `fcv`

arguments. Using the
defaults we have:

specificp.test(icons,1)

which tests a null of $p_1\leqslant\frac{1}{6}$; see how the evaluate under the null is on the boundary and we have $\hat{p_1}=\frac{1}{6}$. Compare the support of 2.607 with 2.608181 from the hyperdirichlet package. This exceeds Edwards's two-units-of-support criterion; the $p$-value is obtained by applying Wilks's theorem on the asymptotic distribution of 2\log\Lambda.

Both these criteria indicate that we may reject that hypothesis that $p_1\leqslant 1/6$ and thereby infer $p_1>\frac{1}{6}$.

We observe that NB (the Norfolk Broads) has large strength, and hypothesise that it is in fact stronger than any other icon. This is another constrained likelihood maximization, although this one is not possible with convex constraints. In the language of the generic procedure given above, we would have

[ H_0\colon (p_1\leqslant p_2)\cup (p_1\leqslant p_3)\cup (p_1\leqslant p_4)\cup (p_1\leqslant p_5)\cup (p_1\leqslant p_6) ]

[ \overline{H_0}\colon (p_1 > p_2)\cap (p_1 > p_3)\cap (p_1 > p_4)\cap (p_1 > p_5)\cap (p_1 > p_6) ]

(although note that $H_0$ has nonzero measure). In words, $H_0$
states that $p_1$ is smaller than $p_2$, or $p_1$ is smaller than
$p_3$, etc; while $\overline{H_0}$ states that $p_1$ is larger than
$p_2$, and is larger than $p_3$, and so on. Considering the evaluate,
we see that ${\mathcal L}*{H_0} < {\mathcal L}*{\overline{H_0}}$, so
optimizing over $\overline{H_0}$ is equivalent to unconstrained
optimization [of course, the intrinsic constraints $p_i\geqslant 0,
\sum p_i\leqslant 1$ have to be respected]. Here, $\overline{H_0}$ is
regions of $(p_1,\ldots,p_6)$ with $p_1$ being greater than *at least
one* of $p_2,\ldots,p_6$. The union of convex sets is not necessarily
convex (think two-way Venn diagrams). As far as I can see, the only
way to do it is to perform a sequence of five constrained
optimizations: $p_1\leqslant p_2, p_1\leqslant p_3, p_1\leqslant p_4,
p_1\leqslant p_5$. The fillup constraint would be $p_1\leqslant
p_6\longrightarrow 2p_1+p_2+\ldots p_5\leqslant 1$. We then choose
the largest likelihood from the five.

o <- function(Ul,Cl,startp,give=FALSE){ small <- 1e-4 # ensure start at an interior point if(missing(startp)){startp <- small*(1:5)+rep(0.1,5)} out <- maxp(icons, startp=small*(1:5)+rep(0.1,5), give=TRUE, fcm=Ul,fcv=Cl) if(give){ return(out) }else{ return(out$value) } } p2max <- o(c(-1, 1, 0, 0, 0), 0) # p1 <= p2 p3max <- o(c(-1, 0, 1, 0, 0), 0) # p1 <= p3 p4max <- o(c(-1, 0, 0, 1, 0), 0) # p1 <= p4 p5max <- o(c(-1, 0, 0, 0, 1), 0) # p1 <= p5 p6max <- o(c(-2,-1,-1,-1,-1),-1) # p1 <= p6 (fillup)

(the final line is different because $p_6$ is the fillup value).

likes <- c(p2max,p3max,p4max,p5max,p6max) likes ml <- max(likes) ml

Thus the first element of `likes`

corresponds to the maximum
likelihood, constrained so that $p_1\leqslant p_2$; the second element
corresponds to the constraint that $p_1\leqslant p_3$, and so on. The
largest likelihood is the easiest constraint to break, in this case
$p_1\leqslant p_3$: this makes sense because $p_3$ has the second
highest MLE after $p_1$. The extra likelihood is given by

```
L1-ml
```

(the hyperdirichlet package gives 0.0853 here, a suprisingly small discrepancy given the difficulties of optimizing over a nonconvex region). We conclude that there is no evidence for $p_1\geqslant\max\left(p_2,\ldots,p_6\right)$.

It's worth looking at the evaluate too:

o2 <- function(Ul,Cl){ jj <-o(Ul,Cl,give=TRUE) out <- c(jj[[1]],1-sum(jj[[1]]),jj[[2]]) names(out) <- c("p1","p2","p3","p4","p5","p6","support") return(out) } rbind( o2(c(-1, 1, 0, 0, 0), 0), # p1 <= p2 o2(c(-1, 0, 1, 0, 0), 0), # p1 <= p3 o2(c(-1, 0, 0, 1, 0), 0), # p1 <= p4 o2(c(-1, 0, 0, 0, 1), 0), # p1 <= p5 o2(c(-2,-1,-1,-1,-1),-1) # p1 <= p6 )

In the above, the evaluate is the first five columns ($p-6$ being the
fillup) and the final column is the log-likelihood at the evaluate.
See how the constraint is active in each line: `M[1,] == M[1:5,2:6]`

.
Also note that the largest log-likelihood is the second row: if we
were to violate any of the constraints, it would be $p_1<p_3$,
consistent with the fact that $p_3$ (polar bears) has the second
highest strength, after $p_1$.

The next hypothesis follows from the observed smallness of $\hat{p_5}$ (ocean acidification) and $\hat{p_6}$ (West Antarctic Ice Sheet) at 0.111 and 0.069 respectively. These two strengths correspond to "distant" concerns and O'Neill had reason to consider their sum (which she argued would be small). Thus we specify $H_0\colon p_5+p_6\leqslant \frac{1}{3}$.

The optimizing constraint of $p_5+p_6\geqslant\frac{1}{3}$ translates to an operational constraint of $-p_1-p_2-p_3-p_4\geqslant-\frac{2}{3}$ (because $p_5+p_6=1-p_1-p_2-p_3-p_4$):

jj <- o(c(-1,-1,-1,-1,0) , -2/3, give=TRUE,start=indep((1:6)/21))$value jj

then the extra support is

```
L1-jj
```

(compare 7.711396 in hyperdirichlet, not sure why the discrepancy is so large).

The final example was motivated by the fact that both the distant
icons $p_5$ and $p_6$ had lower strength than any of the local icons
$p_1\ldots p_4$. Thus we would have
$H_0\colon\max\left{p_5,p_6\right}\geqslant\min\left{p_1,p_2,p_3,p_4\right}$.
This means the null optimization is constrained so that *at least one*
of $\left{p_5,p_6\right}$ exceeds *at least one* of
$\left{p_1,p_2,p_3,p_4\right}$. So we have the union of the various
possibilities:

[ \overline{H_A}\colon \bigcup_{j\in\left{5,6\right}\atop k\in\left{1,2,3,4\right}} \left{\left(p_1,p_2,p_3,p_4,p_5,p_6\right)\left|\sum p_i=1, p_j\geqslant p_k\right.\right} ]

and of course $p_6\geqslant p_2$, say, translates to $-p_1-2p_2-p_3-p_4-p_5\geqslant -1$.

small <- 1e-4 start <- indep(c(small,small,small,small,0.5-2*small,0.5-2*small)) jj <- c( o(c(-1, 0, 0, 0, 1), 0,start=start), o(c( 0,-1, 0, 0, 1), 0,start=start), o(c( 0, 0,-1, 0, 1), 0,start=start), o(c( 0, 0, 0,-1, 1), 0,start=start), o(c(-2,-1,-1,-1,-1),-1,start=start), o(c(-1,-2,-1,-1,-1),-1,start=start), o(c(-1,-1,-2,-1,-1),-1,start=start), o(c(-1,-1,-1,-2,-1),-1,start=start) ) jj max(jj)

So the extra support is

L1-max(jj)

(compare hyperdirichlet which gives 3.16, not sure why the difference). We should look at the maximum value:

o(c( 0, 0, 0,-1, 1), 0,give=TRUE,start=start)

So the evaluate is at the boundary, for $p_4=p_5$. I have no explanation for the discrepancy between this and that in the hyperdirichlet package.

**Any scripts or data that you put into this service are public.**

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.