estimate_contrasts: Estimate Marginal Contrasts

In modelbased: Estimation of Model-Based Predictions, Contrasts and Means

Estimate Marginal Contrasts

Description

Run a contrast analysis by estimating the differences between each level of a factor. See also other related functions such as estimate_means() and estimate_slopes().

Usage

estimate_contrasts(model, ...)

## Default S3 method:
estimate_contrasts(
  model,
  contrast = NULL,
  by = NULL,
  predict = NULL,
  ci = 0.95,
  comparison = "pairwise",
  estimate = getOption("modelbased_estimate", "typical"),
  p_adjust = "none",
  transform = NULL,
  keep_iterations = FALSE,
  effectsize = NULL,
  iterations = 200,
  es_type = "cohens.d",
  backend = getOption("modelbased_backend", "marginaleffects"),
  verbose = TRUE,
  ...
)

Arguments

model	A statistical model.
...	Other arguments passed, for instance, to insight::get_datagrid(), to functions from the emmeans or marginaleffects package, or to process Bayesian models via bayestestR::describe_posterior(). Examples: insight::get_datagrid(): Argument such as length, digits or range can be used to control the (number of) representative values. marginaleffects: Internally used functions are avg_predictions() for means and contrasts, and avg_slope() for slopes. Therefore, arguments for instance like vcov, equivalence, df, slope or even newdata can be passed to those functions. A weights argument is passed to the wts argument in avg_predictions() or avg_slopes(), however, weights can only be applied when estimate is "average" or "population" (i.e. for those marginalization options that do not use data grids). Other arguments, such as re.form or allow.new.levels, may be passed to predict() (which is internally used by marginaleffects) if supported by that model class. emmeans: Internally used functions are emmeans() and emtrends(). Additional arguments can be passed to these functions. Bayesian models: For Bayesian models, parameters are cleaned using describe_posterior(), thus, arguments like, for example, centrality, rope_range, or test are passed to that function.
contrast	A character vector indicating the name of the variable(s) for which to compute the contrasts, optionally including representative values or levels at which contrasts are evaluated (e.g., contrast="x=c('a','b')").
by	The (focal) predictor variable(s) at which to evaluate the desired effect / mean / contrasts. Other predictors of the model that are not included here will be collapsed and "averaged" over (the effect will be estimated across them). by can be a character (vector) naming the focal predictors, optionally including representative values or levels at which focal predictors are evaluated (e.g., by="x=c(1,2)"). When estimate is not "average", the by argument is used to create a "reference grid" or "data grid" with representative values for the focal predictors. In this case, by can also be list of named elements. See details in insight::get_datagrid() to learn more about how to create data grids for predictors of interest.
predict	Is passed to the type argument in emmeans::emmeans() (when backend = "emmeans") or in marginaleffects::avg_predictions() (when backend = "marginaleffects"). For emmeans, see also this vignette. Valid options for predict are: backend = "marginaleffects": predict can be "response", "link", "inverse_link" or any valid type option supported by model's class predict() method (e.g., for zero-inflation models from package glmmTMB, you can choose predict = "zprob" or predict = "conditional" etc., see glmmTMB::predict.glmmTMB). By default, when predict = NULL, the most appropriate transformation is selected, which usually returns predictions or contrasts on the response-scale. The "inverse_link" is a special option, comparable to marginaleffects' invlink(link) option. It will calculate predictions on the link scale and then back-transform to the response scale. backend = "emmeans": predict can be "response", "link", "mu", "unlink", or "log". If predict = NULL (default), the most appropriate transformation is selected (which usually is "response"). "link" will leave the values on scale of the linear predictors. "response" (or NULL) will transform them on scale of the response variable. Thus for a logistic model, "link" will give estimations expressed in log-odds (probabilities on logit scale) and "response" in terms of probabilities. To predict distributional parameters (called "dpar" in other packages), for instance when using complex formulae in brms models, the predict argument can take the value of the parameter you want to estimate, for instance "sigma", "kappa", etc. "response" and "inverse_link" both return predictions on the response scale, however, "response" first calculates predictions on the response scale for each observation and then aggregates them by groups or levels defined in by. "inverse_link" first calculates predictions on the link scale for each observation, then aggregates them by groups or levels defined in by, and finally back-transforms the predictions to the response scale. Both approaches have advantages and disadvantages. "response" usually produces less biased predictions, but confidence intervals might be outside reasonable bounds (i.e., for instance can be negative for count data). The "inverse_link" approach is more robust in terms of confidence intervals, but might produce biased predictions. In particular for mixed models, using "response" is recommended, because averaging across random effects groups is more accurate.
ci	Confidence Interval (CI) level. Default to 0.95 (⁠95%⁠).
comparison	Specify the type of contrasts or tests that should be carried out. When backend = "emmeans", can be one of "pairwise", "poly", "consec", "eff", "del.eff", "mean_chg", "trt.vs.ctrl", "dunnett", "wtcon" and some more. See also method argument in emmeans::contrast and the ?emmeans::emmc-functions. For backend = "marginaleffects", can be a numeric value, vector, or matrix, a string equation specifying the hypothesis to test, a string naming the comparison method, a formula, or a function. Strings, string equations and formula are probably the most common options and described below. For other options and detailed descriptions of those options, see also marginaleffects::comparisons and this website. String: One of "pairwise", "reference", "sequential", "meandev" "meanotherdev", "poly", "helmert", or "trt_vs_ctrl". String equation: To identify parameters from the output, either specify the term name, or "b1", "b2" etc. to indicate rows, e.g.:"hp = drat", "b1 = b2", or "b1 + b2 + b3 = 0". Formula: A formula like comparison ~ pairs | group, where the left-hand side indicates the type of comparison (difference or ratio), the right-hand side determines the pairs of estimates to compare (reference, sequential, meandev, etc., see string-options). Optionally, comparisons can be carried out within subsets by indicating the grouping variable after a vertical bar ( |).
estimate	The estimate argument determines how predictions are averaged ("marginalized") over variables not specified in by or contrast (non-focal predictors). It controls whether predictions represent a "typical" individual, an "average" individual from the sample, or an "average" individual from a broader population. "typical" (Default): Calculates predictions for a balanced data grid representing all combinations of focal predictor levels (specified in by). For non-focal numeric predictors, it uses the mean; for non-focal categorical predictors, it marginalizes (averages) over the levels. This represents a "typical" observation based on the data grid and is useful for comparing groups. It answers: "What would the average outcome be for a 'typical' observation?". This is the default approach when estimating marginal means using the emmeans package. "average": Calculates predictions for each observation in the sample and then averages these predictions within each group defined by the focal predictors. This reflects the sample's actual distribution of non-focal predictors, not a balanced grid. It answers: "What is the predicted value for an average observation in my data?" "population": "Clones" each observation, creating copies with all possible combinations of focal predictor levels. It then averages the predictions across these "counterfactual" observations (non-observed permutations) within each group. This extrapolates to a hypothetical broader population, considering "what if" scenarios. It answers: "What is the predicted response for the 'average' observation in a broader possible target population?" This approach entails more assumptions about the likelihood of different combinations, but can be more apt to generalize. This is also the option that should be used for G-computation (Chatton and Rohrer 2024). You can set a default option for the estimate argument via options(), e.g. options(modelbased_estimate = "average")
p_adjust	The p-values adjustment method for frequentist multiple comparisons. Can be one of "none" (default), "hochberg", "hommel", "bonferroni", "BH", "BY", "fdr", "tukey", "sidak", "esarey" or "holm". The "esarey" option is specifically for the case of Johnson-Neyman intervals, i.e. when calling estimate_slopes() with two numeric predictors in an interaction term. Details for the other options can be found in the p-value adjustment section of the emmeans::test documentation or ?stats::p.adjust.
transform	A function applied to predictions and confidence intervals to (back-) transform results, which can be useful in case the regression model has a transformed response variable (e.g., lm(log(y) ~ x)). For Bayesian models, this function is applied to individual draws from the posterior distribution, before computing summaries. Can also be TRUE, in which case insight::get_transformation() is called to determine the appropriate transformation-function. Note that no standard errors are returned when transformations are applied.
keep_iterations	If TRUE, will keep all iterations (draws) of bootstrapped or Bayesian models. They will be added as additional columns named iter_1, iter_2, and so on. If keep_iterations is a positive number, only as many columns as indicated in keep_iterations will be added to the output. You can reshape them to a long format by running bayestestR::reshape_iterations().
effectsize	Desired measure of standardized effect size, one of "emmeans", "marginal", or "boot". Default is NULL, i.e. no effect size will be computed.
iterations	The number of bootstrap resamples to perform.
es_type	Specifies the type of effect-size measure to estimate when using effectsize = "boot". One of "unstandardized", "cohens.d", "hedges.g", "cohens.d.sigma", "r", or "akp.robust.d". See effect.type argument of bootES::bootES for details.
backend	Whether to use "marginaleffects" or "emmeans"as a backend. Results are usually very similar. The major difference will be found for mixed models, where backend = "marginaleffects" will also average across random effects levels, producing "marginal predictions" (instead of "conditional predictions", see Heiss 2022). You can set a default backend via options(), e.g. use options(modelbased_backend = "emmeans") to use the emmeans package or options(modelbased_backend = "marginaleffects") to set marginaleffects as default backend.
verbose	Use FALSE to silence messages and warnings.

Details

The estimate_slopes(), estimate_means() and estimate_contrasts() functions are forming a group, as they are all based on marginal estimations (estimations based on a model). All three are built on the emmeans or marginaleffects package (depending on the backend argument), so reading its documentation (for instance emmeans::emmeans(), emmeans::emtrends() or this website) is recommended to understand the idea behind these types of procedures.

• Model-based predictions is the basis for all that follows. Indeed, the first thing to understand is how models can be used to make predictions (see estimate_link()). This corresponds to the predicted response (or "outcome variable") given specific predictor values of the predictors (i.e., given a specific data configuration). This is why the concept of reference grid() is so important for direct predictions.

• Marginal "means", obtained via estimate_means(), are an extension of such predictions, allowing to "average" (collapse) some of the predictors, to obtain the average response value at a specific predictors configuration. This is typically used when some of the predictors of interest are factors. Indeed, the parameters of the model will usually give you the intercept value and then the "effect" of each factor level (how different it is from the intercept). Marginal means can be used to directly give you the mean value of the response variable at all the levels of a factor. Moreover, it can also be used to control, or average over predictors, which is useful in the case of multiple predictors with or without interactions.

• Marginal contrasts, obtained via estimate_contrasts(), are themselves at extension of marginal means, in that they allow to investigate the difference (i.e., the contrast) between the marginal means. This is, again, often used to get all pairwise differences between all levels of a factor. It works also for continuous predictors, for instance one could also be interested in whether the difference at two extremes of a continuous predictor is significant.

• Finally, marginal effects, obtained via estimate_slopes(), are different in that their focus is not values on the response variable, but the model's parameters. The idea is to assess the effect of a predictor at a specific configuration of the other predictors. This is relevant in the case of interactions or non-linear relationships, when the effect of a predictor variable changes depending on the other predictors. Moreover, these effects can also be "averaged" over other predictors, to get for instance the "general trend" of a predictor over different factor levels.

Example: Let's imagine the following model lm(y ~ condition * x) where condition is a factor with 3 levels A, B and C and x a continuous variable (like age for example). One idea is to see how this model performs, and compare the actual response y to the one predicted by the model (using estimate_expectation()). Another idea is evaluate the average mean at each of the condition's levels (using estimate_means()), which can be useful to visualize them. Another possibility is to evaluate the difference between these levels (using estimate_contrasts()). Finally, one could also estimate the effect of x averaged over all conditions, or instead within each condition (using [estimate_slopes]).

Value

A data frame of estimated contrasts.

Effect Size

By default, estimate_contrasts() reports no standardized effect size on purpose. Should one request one, some things are to keep in mind. As the authors of emmeans write, "There is substantial disagreement among practitioners on what is the appropriate sigma to use in computing effect sizes; or, indeed, whether any effect-size measure is appropriate for some situations. The user is completely responsible for specifying appropriate parameters (or for failing to do so)."

In particular, effect size method "boot" does not correct for covariates in the model, so should probably only be used when there is just one categorical predictor (with however many levels). Some believe that if there are multiple predictors or any covariates, it is important to re-compute sigma adding back in the response variance associated with the variables that aren't part of the contrast.

effectsize = "emmeans" uses emmeans::eff_size with sigma = stats::sigma(model), edf = stats::df.residual(model) and method = "identity". This standardizes using the MSE (sigma). Some believe this works when the contrasts are the only predictors in the model, but not when there are covariates. The response variance accounted for by the covariates should not be removed from the SD used to standardize. Otherwise, d will be overestimated.

effectsize = "marginal" uses the following formula to compute effect size: d_adj <- difference * (1- R2)/ sigma. This standardizes using the response SD with only the between-groups variance on the focal factor/contrast removed. This allows for groups to be equated on their covariates, but creates an appropriate scale for standardizing the response.

effectsize = "boot" uses bootstrapping (defaults to a low value of 200) through bootES::bootES. Adjusts for contrasts, but not for covariates.

Examples

## Not run: 
# Basic usage
model <- lm(Sepal.Width ~ Species, data = iris)
estimate_contrasts(model)

# Dealing with interactions
model <- lm(Sepal.Width ~ Species * Petal.Width, data = iris)

# By default: selects first factor
estimate_contrasts(model)

# Can also run contrasts between points of numeric, stratified by "Species"
estimate_contrasts(model, contrast = "Petal.Width", by = "Species")

# Or both
estimate_contrasts(model, contrast = c("Species", "Petal.Width"), length = 2)

# Or with custom specifications
estimate_contrasts(model, contrast = c("Species", "Petal.Width=c(1, 2)"))

# Or modulate it
estimate_contrasts(model, by = "Petal.Width", length = 4)

# Standardized differences
estimated <- estimate_contrasts(lm(Sepal.Width ~ Species, data = iris))
standardize(estimated)

# Other models (mixed, Bayesian, ...)
data <- iris
data$Petal.Length_factor <- ifelse(data$Petal.Length < 4.2, "A", "B")

model <- lme4::lmer(Sepal.Width ~ Species + (1 | Petal.Length_factor), data = data)
estimate_contrasts(model)

data <- mtcars
data$cyl <- as.factor(data$cyl)
data$am <- as.factor(data$am)

model <- rstanarm::stan_glm(mpg ~ cyl * wt, data = data, refresh = 0)
estimate_contrasts(model)
estimate_contrasts(model, by = "wt", length = 4)

model <- rstanarm::stan_glm(
  Sepal.Width ~ Species + Petal.Width + Petal.Length,
  data = iris,
  refresh = 0
)
estimate_contrasts(model, by = "Petal.Length=[sd]", test = "bf")

## End(Not run)

modelbased documentation built on April 12, 2025, 2:22 a.m.