R/ergmMEM_boot.R

Defines functions ergm.MEM_boot

#' Function to compute marginal effect at means in ERGM
#' If var2 and inter are left NULL, the function returns the marginal effect at mean for var 1.
#' if var2 and inter are specified, function conducts tests of second differences to assess significance of an interaction
#'
#' @param model is an ergm object
#' @param var1 is the name of the main effect, character string
#' @param var2 is the name of the moderator, character string
#' @param inter is the name of the interaction, character string
#' @param at.2 is a vector specifying the levels of var2 at which to compute the marginal effects. If left NULL, it computes the MEM at all unique values of var2. Default is NULL.


#If the moderator is binary or specified at only 2 levels,
#the output object is a 2 dimensional list with one matrix of
#marginal effects and another of the second differences (ADC)

#If the moderator is continuous and specified at 3 or more levels,
#the output object contains a 3 dimensional list, where the Aggregate output is the
#average second difference and t tests based on the average second difference,
#the second differnece matrix is the matrix of second differneces between
#all adjacent levels of var 2, and the marginal matrix is the matrix of marginal effect at means

#standard errors are computed using the delta method.


ergm.MEM_boot<-function(model,
                   var1,
                   var2=NULL,
                   inter=NULL,
                   at.2=NULL,
                   at.controls=NULL,
                   control_vals=NULL,
                   return.dydx=FALSE){


  ##get edge probabilities
  dyad.mat<-edge.prob2(model)[,-c(1)]
  dyad.full.mat<-dyad.mat
  p<-dyad.mat$probability
  start.drops<-ncol(dyad.mat)-5
  dyad.mat<-dyad.mat[,-c(start.drops:ncol(dyad.mat))]
  theta<-btergm::coef(model)


  if(any(names(theta)!=colnames(dyad.mat))){
    colnames(dyad.mat)<-names(theta) #make sure names align
  }

  ##assign fixed values for controls when specified

  if(!is.null(at.controls)){
    if(is.null(control_vals)){
      stop("control_vals must be specified to use at.controls argument.")
    }

    if(length(at.controls)==1){
      dyad.mat[,at.controls]<-control_vals
    }else{
      for(i in 1:length(at.controls)){
        dyad.mat[,at.controls][,i]<-control_vals[i]
      }
    }

    p<-as.matrix(dyad.mat)%*%theta

  }


  if(nrow(dyad.mat)>1e06){
    message("There are over 1 million dyads in the ERGM sample space. Variance estimates for marginal effects may take a moment to compute.")
  }

  if(length(theta)>20){
    message("There are more than 20 parameters in the model. Variance estimates for marginal effects may take a moment to compute.")
  }

  ##identify unique values of at.2--not used if var2==NULL
  if(is.null(at.2)){
    at.2<-sort(unique(dyad.mat[,var2]))
  }

  if(length(at.2)>10){
    warning("More than 10 values of at.2 exist for the moderating variable. It may take awhile to compute marginal effect at means. Consider specifying fewer values of at.2.")
  }

  theta_boot<-model@boot$t
  #create marginal effects
  dyad.means<-colMeans(dyad.mat,na.rm=TRUE)
  p<-1/(1+exp(-dyad.means%*%theta))


  ##marginal effects with no interaction
  if(is.null(var2)){


    MEM.fun<-function(theta){

      ME.ergm<-sapply(names(theta),function(x)
        (p*(1-p)*theta[var1]))
      mean(ME.ergm,na.rm = TRUE)}


    MEM<-MEM.fun(theta)
    MEM_boots<-apply(theta_boot,1,FUN=MEM.fun)

    MEM.se<-sd(MEM_boots)
    MEM.z<-MEM/MEM.se
    P.MEM<-2*(stats::pnorm(-abs(MEM.z)))

    MEM<-matrix(c(MEM,MEM.se,MEM.z,P.MEM),nrow=1,ncol=4)
    colnames(MEM)<-c("MEM","Bootstrap SE","Z","P")
    rownames(MEM)<-var1
    MEM<-signif(MEM,digits=5)

    if(return.dydx==TRUE){
      dydx<-sapply(names(theta),function(x)
        (p*(1-p)*theta[var1]))
      MEM<-list(MEM,dydx[var1],MEM_boots)
      names(MEM)<-c("MEM","dydx","bootstraps")

    }

    return(MEM)

  }else{


    ##marginal effects for interaction that does not vary with covariates
    if(!is.na(pmatch("nodematch",inter))){
      if(!is.na(pmatch("nodecov",var1)) | !is.na(pmatch("nodeicov",var1)) |
         !is.na(pmatch("nodeocov",var1))){
        ##matched nodal characteristics are not a product term for node covariates, so compute marginal effects
        #for var 1 and var 2, then use results to compute marignal effect for interaction

        MEM.fun<-function(theta){

          ME.ergm<-sapply(names(theta),function(x)
            (p*(1-p)*theta[var1]))
          mean(ME.ergm,na.rm = TRUE)}

        MEM1<-MEM.fun(theta)
        MEM1_boots<-apply(theta_boot,1,FUN=MEM.fun)

        MEM1.se<-sd(MEM1_boots)
        MEM1.z<-MEM1/MEM1.se
        P.MEM1<-2*(stats::pnorm(-abs(MEM1.z)))

        MEM.fun<-function(theta){

          ME.ergm<-sapply(names(theta),function(x)
            (p*(1-p)*theta[var2]))
          mean(ME.ergm,na.rm = TRUE)}

        MEM2<-MEM.fun(theta)
        MEM2_boots<-apply(theta_boot,1,FUN=MEM.fun)

        MEM2.se<-sd(MEM2_boots)
        MEM2.z<-MEM2/MEM2.se
        P.MEM2<-2*(stats::pnorm(-abs(MEM2.z)))

        MEM<-matrix(c(MEM1,MEM1.se,MEM1.z,P.MEM1,
                      MEM2,MEM2.se,MEM2.z,P.MEM2),nrow=2,ncol=4,byrow=TRUE)
        colnames(MEM)<-c("MEM","Bootstrap SE","Z","P")
        rownames(MEM)<-c(var1,var2)
        marginal.matrix<-MEM


        ##compute marginal effect
        MEM.fun<-function(theta){

          ME.ergm<-sapply(names(theta),function(x)
            (p*(1-p)*theta[inter]))
          mean(ME.ergm,na.rm = TRUE)}

        MEM<-MEM.fun(theta)
        MEM_boots<-apply(theta_boot,1,FUN=MEM.fun)
        MEM.se<-sd(MEM_boots)
        MEM.z<-MEM/MEM.se
        P.MEM<-2*(stats::pnorm(-abs(MEM.z)))

        MEM<-matrix(c(MEM,MEM.se,MEM.z,P.MEM),nrow=1,ncol=4)
        colnames(MEM)<-c("MEM","Bootstrap SE","Z","P")
        rownames(MEM)<-inter
        #  message("NOTE: Nodematch is an interaction, but it is not a product of the main effects (e.g., inter!=var1*var2). Returning the simple MEM for the interaction. Consider respecifying ERGM using nodefactor for main effects or absdiff instead of nodematch to measure homophily.")
        marginal.matrix<-signif(marginal.matrix,digits=5)
        MEM<-signif(MEM,digits=5)
        MEM<-list(MEM,marginal.matrix)
        names(MEM)<-c("Marginal effect for nodematch","Marginal effects for nodal covariates")
        return(MEM)
      }

    }

    #for undirected networks, binarize factor variables
    if(!is.na(pmatch("nodefactor",var1))){
      dyad.mat[,var1][which(dyad.mat[,var1]>=2)]<-1
    }

    if(!is.na(pmatch("nodefactor",var2))){
      at.2<-c(0,1)
    }

    if(var1==var2){
      self.int<-TRUE
      var2<-paste(var1,".mod")
      dyad.mat[,var2]<-dyad.mat[,var1]
    }else{
      self.int<-FALSE
    }

    ##marginal effects for interactions
    marginal.matrix<-matrix(0,nrow=length(at.2),ncol=5)
    colnames(marginal.matrix)<-c("MEM","Bootstrap SE","Z","P","N")
    rownames(marginal.matrix)<-paste(var2,"==",at.2)
    dydx.list<-list()


    for(i in 1:nrow(marginal.matrix)){
      dyad.submeans<-dyad.means
      dyad.submeans[var2]<-at.2[i]


      #marginal effects for absolute differences
      if(!is.na(pmatch("absdiff",inter))){
        dyad.submeans[inter]<-abs(dyad.submeans[var1]-dyad.submeans[var2])
        if(i ==1){message(paste("Note that marginal effects for absolute differences are computed holding",var1,"at its mean. The mean for",var1,"is", mean(dyad.mat[,var1])))}
        if(self.int==TRUE){
          dyad.submeans<-dyad.submeans[!colnames(dyad.submeans)%in%var2]
        }
        p<-1/(1+exp(-(dyad.submeans%*%theta)))


        at.diffs<-abs(at.2[i]-mean(dyad.mat[,var1]))

        MEM.fun<-function(theta){

          ME.ergm<-sapply(names(theta),function(x)
            (p*(1-p)*(theta[var1]+(theta[inter]*at.diffs))))
          mean(ME.ergm,na.rm = TRUE)}

        dydx.list[[i]]<-sapply(names(theta),function(x)
          (p*(1-p)*(theta[var1]+(theta[inter]*at.diffs))))


      }else{

        #marginal effects for product terms
        dyad.submeans[inter]<-dyad.submeans[var1]*dyad.submeans[var2]
        if(self.int==TRUE){
          dyad.submeans<-dyad.submeans[!colnames(dyad.submeans)%in%var2]
        }
        p<-1/(1+exp(-(dyad.submeans%*%theta)))


        MEM.fun<-function(theta){

          ME.ergm<-sapply(names(theta),function(x)
            (p*(1-p)*(theta[var1]+(theta[inter]*at.2[i]))))
          mean(ME.ergm,na.rm = TRUE)}

        dydx.list[[i]]<-sapply(names(theta),function(x)
          (p*(1-p)*(theta[var1]+(theta[inter]*at.2[i]))))
      }

      MEM<-MEM.fun(theta)
      marginal.matrix[i,1]<-MEM
      MEM_boots<-apply(theta_boot,1,FUN=MEM.fun)


      if(i==1){
        MEM_boots1<-matrix(MEM_boots)
      }else{
        MEM_boots1<-cbind(MEM_boots1,matrix(MEM_boots))}

    }


    MEM.se<-apply(MEM_boots1,2,sd)

    marginal.matrix[,2]<-MEM.se
    marginal.matrix[,3]<-marginal.matrix[,1]/MEM.se
    marginal.matrix[,4]<-2*(stats::pnorm(-abs(marginal.matrix[,3])))
    marginal.matrix[,5]<-length(p)

    if(length(at.2)==1){
      MEM<-t(as.matrix(marginal.matrix[,-c(5)]))
      rownames(MEM)<-rownames(marginal.matrix)
      if(return.dydx==TRUE){
        MEM<-list(MEM,dydx.list,MEM_boots1)
        names(MEM)<-c("Average Marginal effects","Marginal effects","bootstrap")
      }

      return(MEM)
    }

    second.diffs.mat<-as.matrix(diff(marginal.matrix)[,1:4])
    if(length(at.2)==2){
      second.diffs.mat<-t(second.diffs.mat)
    }


    for(j in 1:nrow(second.diffs.mat)){
      k<-j+1

      diff.se<-sd(MEM_boots1[k,]-MEM_boots1[,j])

      df<-marginal.matrix[j,5]-length(theta)
      z.ADC<-(second.diffs.mat[j,1])/diff.se
      P.ADC<-2*stats::pnorm(-abs(z.ADC))

      second.diffs.mat[j,2]<-diff.se
      second.diffs.mat[j,3]<-z.ADC
      second.diffs.mat[j,4]<-P.ADC

    }

    colnames(second.diffs.mat)<-c("Second. diff.","bootSE","Wald Z","P")
    rownames(second.diffs.mat)<-paste(at.2[-c(length(at.2))],"to",at.2[-c(1)])
    marginal.matrix<-signif(marginal.matrix,digits=5)
    second.diffs.mat<-signif(second.diffs.mat,digits=5)

    if(length(at.2)==2){

      if(return.dydx==FALSE){
        ADC<-list(second.diffs.mat,marginal.matrix[,-c(ncol(marginal.matrix))])
        names(ADC)<-c("Second differences","Average Marginal effects")}else{
          ADC<-list(second.diffs.mat,marginal.matrix[,-c(ncol(marginal.matrix))],dydx.list,MEM_boots1)
          names(ADC)<-c("Second differences","Average Marginal effects","Marginal effects","bootstraps")
        }

      return(ADC)
    }else{

      #use absolute t value in case of extreme negatives or positives
      summary.output<-matrix(c(mean(second.diffs.mat[,1]),mean(abs(second.diffs.mat[,3])),NA),nrow=1,ncol=3)
      colnames(summary.output)<-c("Mean Second diff.","Mean |Z|", "P")
      summary.output[1,3]<-2*stats::pnorm(abs(summary.output[1,2]),lower.tail = FALSE)
      summary.output<-signif(summary.output,digits=5)

      if(return.dydx==FALSE){
        ADC<-list(summary.output,second.diffs.mat,marginal.matrix[,-c(ncol(marginal.matrix))])
        names(ADC)<-c("Aggregate output","Second differences","Average Marginal effects")}else{

          ADC<-list(summary.output,second.diffs.mat,marginal.matrix[,-c(ncol(marginal.matrix))],dydx.list,MEM_boots)
          names(ADC)<-c("Aggregate output","Second differences","Average Marginal effects","Marginal effects","bootstraps")
        }


      return(ADC)
    }
  }

}

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ergMargins documentation built on Nov. 12, 2023, 1:08 a.m.