R/multilevelR2.R

Defines functions .getRsquared multilevelR2

Documented in multilevelR2

multilevelR2 <- function(model, print = c("RB1", "RB2", "SB", "MVP")){

  # print argument case insensitive
  print <- toupper(print)
  print <- match.arg(print, several.ok = TRUE)
  method <- NULL

  # select method
  if(is.list(model)){
    cls <- class(model[[1]])
    if(inherits(model[[1]], "merMod")) method <- "lmer"
    if(inherits(model[[1]], "lme")) method <- "nlme"
  }else{
    cls <- class(model)
    if(inherits(model, "merMod")) method <- "lmer"
    if(inherits(model, "lme")) method <- "nlme"
  }
  if(is.null(method)) stop("Calculation of multilevel R-squared statistics not supported for models of class '", paste0(cls, collapse = "|"), "'.")

  # calculate R-squared
  if(is.list(model)){

    out <- sapply(model, .getRsquared, print = print, method = method)
    if(is.null(dim(out))) out <- matrix(out, nrow = 1)
    out <- rowMeans(out)

  }else{

    out <- .getRsquared(model, print, method)

  }
  out

}

.getRsquared <- function(model, print, method){
# R squared for single model fit (lme4)

  # check if refit is necessary
  refit <- any(c("RB1", "RB2", "SB") %in% print)

  if(method == "lmer"){

    # model terms
    trm <- terms(model)
    if(!as.logical(attr(trm, "intercept"))) stop("Model must contain intercept.")
    yvr <- as.character(attr(trm, "variables")[-1])[attr(trm, "response")]
    cvr <- names(lme4::getME(model, "flist"))
    if(length(cvr)>1) stop("Calculation of R-squared only support for models with a single cluster variable.")
    cvr <- cvr[1]

    if(refit){

      # fit null model
      fml0 <- formula(paste0(yvr, "~1+(1|", cvr, ")"))
      model0 <- update(model, fml0)

      # variance components under null
      vc0 <- lme4::VarCorr(model0)
      s0 <- attr(vc0, "sc")^2
      t0.0 <- vc0[[cvr]][1, 1]

    }

    # alternative model components
    beta <- lme4::fixef(model)[-1]
    X <- lme4::getME(model, "X")[, -1, drop = F]
    Z <- lme4::getME(model, "mmList")[[1]][, -1, drop = F]
    muX <- colMeans(X)
    muZ <- colMeans(Z)
    vZ <- cov(Z)

    # predicted and total variance
    vc1 <- lme4::VarCorr(model)
    t0.1 <- vc1[[cvr]][1, 1]
    t10.1 <- vc1[[cvr]][1, -1]
    t11.1 <- vc1[[cvr]][-1, -1, drop = F]
    s1 <- attr(vc1, "sc")^2

  }

  if(method == "nlme"){

    # model terms
    trm <- terms(model)
    if(!as.logical(attr(trm, "intercept"))) stop("Model must contain intercept.")
    yvr <- as.character(attr(trm, "variables")[-1])[attr(trm, "response")]
    cvr <- attr(nlme::getGroups(model), "label")
    if(length(nlme::getGroupsFormula(model, asList = T))>1) stop("Calculation of R-squared only support for models with a single cluster variable.")

    if(refit){

      # fit null model
      ffml0 <- formula(paste0(yvr, "~1"))
      rfml0 <- formula(paste0("~1|", cvr, ""))
      if(is.null(nlme::getData(model))) stop("No data sets found in 'lme' fit. See '?testModels' for an example.")
      model0 <- update(model, fixed = ffml0, random = rfml0, data = model$data)

      # variance components under null
      vc0 <- nlme::getVarCov(model0)
      s0 <- model0$sigma^2
      t0.0 <- vc0[1, 1]

    }

    # alternative model components
    beta <- nlme::fixef(model)[-1]
    fe <- model$terms
    X <- model.matrix(fe, nlme::getData(model))[, -1, drop = F]
    re <- attr(model$modelStruct$reStruct[[1]], "formula")
    Z <- model.matrix(re, nlme::getData(model))[, -1, drop = F]
    muX <- colMeans(X)
    muZ <- colMeans(Z)
    vZ <- cov(Z)

    # predicted and total variance
    vc1 <- nlme::getVarCov(model)
    t0.1 <- vc1[1, 1]
    t10.1 <- vc1[1, -1]
    t11.1 <- vc1[-1, -1, drop = F]
    s1 <- model$sigma^2

  }

  # calculate R2
  vyhat <- var( X %*% beta )
  vy <- vyhat + t0.1 + 2*(muZ %*% t10.1) + muZ%*%t11.1%*%muZ + sum(diag(t11.1%*%vZ)) + s1

  if(refit){
    rb1 <- 1 - s1/s0
    rb2 <- 1 - t0.1/t0.0
    sb <-  1 - (s1+t0.1)/(s0+t0.0)
  }else{
    rb1 <- rb2 <- sb <- NA
  }
  mvp <- as.vector(vyhat/vy)

  c(RB1 = rb1, RB2 = rb2, SB = sb, MVP = mvp)[print]

}

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mitml documentation built on Jan. 6, 2023, 5:17 p.m.