degrees_of_freedom: Degrees of Freedom (DoF)

View source: R/dof.R

degrees_of_freedomR Documentation

Degrees of Freedom (DoF)

Description

Estimate or extract degrees of freedom of models parameters.

Usage

degrees_of_freedom(model, method = "analytical", ...)

dof(model, method = "analytical", ...)

Arguments

model

A statistical model.

method

Type of approximation for the degrees of freedom. Can be one of the following:

  • "residual" (aka "analytical") returns the residual degrees of freedom, which usually is what stats::df.residual() returns. If a model object has no method to extract residual degrees of freedom, these are calculated as n-p, i.e. the number of observations minus the number of estimated parameters. If residual degrees of freedom cannot be extracted by either approach, returns Inf.

  • "wald" returns residual (aka analytical) degrees of freedom for models with t-statistic, 1 for models with Chi-squared statistic, and Inf for all other models. Also returns Inf if residual degrees of freedom cannot be extracted.

  • "normal" always returns Inf.

  • "model" returns model-based degrees of freedom, i.e. the number of (estimated) parameters.

  • For mixed models, can also be "ml1" (or "m-l-1", approximation of degrees of freedom based on a "m-l-1" heuristic as suggested by Elff et al. 2019) or "between-within" (or "betwithin").

  • For mixed models of class merMod, type can also be "satterthwaite" or "kenward-roger" (or "kenward"). See 'Details'.

Usually, when degrees of freedom are required to calculate p-values or confidence intervals, type = "wald" is likely to be the best choice in most cases.

...

Currently not used.

Note

In many cases, degrees_of_freedom() returns the same as df.residuals(), or n-k (number of observations minus number of parameters). However, degrees_of_freedom() refers to the model's parameters degrees of freedom of the distribution for the related test statistic. Thus, for models with z-statistic, results from degrees_of_freedom() and df.residuals() differ. Furthermore, for other approximation methods like "kenward" or "satterthwaite", each model parameter can have a different degree of freedom.

Examples


model <- lm(Sepal.Length ~ Petal.Length * Species, data = iris)
dof(model)

model <- glm(vs ~ mpg * cyl, data = mtcars, family = "binomial")
dof(model)

model <- lmer(Sepal.Length ~ Petal.Length + (1 | Species), data = iris)
dof(model)

if (require("rstanarm", quietly = TRUE)) {
  model <- stan_glm(
    Sepal.Length ~ Petal.Length * Species,
    data = iris,
    chains = 2,
    refresh = 0
  )
  dof(model)
}



parameters documentation built on Oct. 18, 2024, 5:13 p.m.