diagnostics: Visualization of the model fit for time series data.

In itsadug: Interpreting Time Series and Autocorrelated Data Using GAMMs

Visualization of the model fit for time series data.

Description

Diagnostic plots for evaluating the model fit.

Usage

diagnostics(
  model,
  plot = "all",
  ask = TRUE,
  print.summary = getOption("itsadug_print")
)

Arguments

model	A lm or gam object, produced by gam or bam, lm, glm.
plot	A text string or numeric vector indicating which diagnostic plots to show. Default is 'all'. See Section 'Details' for the different options.
ask	Logical: whether the user is prompted before starting a new page of output. Defaults to TRUE.
print.summary	Logical: whether or not to print summary. Default set to the print info messages option (see infoMessages).

Details

When plot='all', the following plots are generated:

1. Residuals by fitted values. Used for inspection of general trends in the residuals.

2. Residuals ordered by predictor. Useful for checking how the trends of individual predictors are captured by the model.

3. Distribution of residuals. QQ plot that compares the distribution of the residuals with the normal distribution.

4. ACF of residuals. Inspection of autocorrelation in the residuals. See also acf_resid.

5. Trends in the random smooths. Be careful with the interpretation of the 'fixed' effects and interactions when the random smooths show trends. See examples below.

6. Printing distributions of numeric predictors.

Author(s)

Jacolien van Rij

See Also

Other Model evaluation: check_resid(), plot_modelfit()

Examples

data(simdat)
## Not run: 
# no random smooths:
m1 <- bam(Y ~ Group + s(Time, by=Group) + s(Trial) + s(Subject, bs='re'), data=simdat)
diagnostics(m1)

# only plot residuals by predictor:
diagnostics(m1, plot=2)

# without prompts:
par(mfrow=c(2,2))
diagnostics(m1, plot=1:4, ask=FALSE)

# only plot random smooths:
diagnostics(m1, plot=5)
# Note: the plot does not change,
# because there are no random smooths to plot.

# with random smooths
m2 <- bam(Y ~ Group + s(Time, by=Group) + s(Time, Subject, bs='fs', m=1), data=simdat)  
diagnostics(m2)  

## INSPECTION OF RANDOM SMOOTHS 
## ----------------------------

# In this underspecified model (too much smoothing for the interaction)
# part of the effect of Time is captured by the random smooths:
m3 <- bam(Y ~ te(Time, Trial, k=c(3,3)) + s(Time, Subject, bs='fs', m=1), data=simdat) 

# The plot shows a clear trend in the average of the random smooths, 
# and the amplitude of the mean (!) curve is almost as large as the 
# amplitude of the 'fixed' effect of Time:
diagnostics(m3, plot=5, ask=FALSE)

# Compare with the following models:
m4 <- bam(Y ~ te(Time, Trial, k=c(10,5)) + s(Time, Subject, bs='fs', m=1), data=simdat) 
diagnostics(m4, plot=5, ask=FALSE)

m5 <- bam(Y ~ s(Time) + s(Trial) + ti(Time, Trial) 
    + s(Time, Subject, bs='fs', m=1), data=simdat) 
diagnostics(m5, plot=5, ask=FALSE)


## End(Not run)

itsadug documentation built on June 17, 2022, 5:05 p.m.