simulate_parameters: Simulate Model Parameters

In parameters: Processing of Model Parameters

Simulate Model Parameters

Description

Compute simulated draws of parameters and their related indices such as Confidence Intervals (CI) and p-values. Simulating parameter draws can be seen as a (computationally faster) alternative to bootstrapping.

Usage

## S3 method for class 'glmmTMB'
simulate_parameters(
  model,
  iterations = 1000,
  centrality = "median",
  ci = 0.95,
  ci_method = "quantile",
  test = "p-value",
  ...
)

simulate_parameters(model, ...)

## Default S3 method:
simulate_parameters(
  model,
  iterations = 1000,
  centrality = "median",
  ci = 0.95,
  ci_method = "quantile",
  test = "p-value",
  ...
)

Arguments

model	Statistical model (no Bayesian models).
iterations	The number of draws to simulate/bootstrap.
centrality	The point-estimates (centrality indices) to compute. Character (vector) or list with one or more of these options: "median", "mean", "MAP" (see map_estimate()), "trimmed" (which is just mean(x, trim = threshold)), "mode" or "all".
ci	Value or vector of probability of the CI (between 0 and 1) to be estimated. Default to 0.95 (⁠95%⁠).
ci_method	The type of index used for Credible Interval. Can be "ETI" (default, see eti()), "HDI" (see hdi()), "BCI" (see bci()), "SPI" (see spi()), or "SI" (see si()).
test	The indices of effect existence to compute. Character (vector) or list with one or more of these options: "p_direction" (or "pd"), "rope", "p_map", "equivalence_test" (or "equitest"), "bayesfactor" (or "bf") or "all" to compute all tests. For each "test", the corresponding bayestestR function is called (e.g. rope() or p_direction()) and its results included in the summary output.
...	Arguments passed to insight::get_varcov(), e.g. to allow simulated draws to be based on heteroscedasticity consistent variance covariance matrices.

Details

Technical Details

simulate_parameters() is a computationally faster alternative to bootstrap_parameters(). Simulated draws for coefficients are based on a multivariate normal distribution (MASS::mvrnorm()) with mean mu = coef(model) and variance Sigma = vcov(model).

Models with Zero-Inflation Component

For models from packages glmmTMB, pscl, GLMMadaptive and countreg, the component argument can be used to specify which parameters should be simulated. For all other models, parameters from the conditional component (fixed effects) are simulated. This may include smooth terms, but not random effects.

Value

A data frame with simulated parameters.

Note

There is also a plot()-method implemented in the see-package.

References

Gelman A, Hill J. Data analysis using regression and multilevel/hierarchical models. Cambridge; New York: Cambridge University Press 2007: 140-143

See Also

bootstrap_model(), bootstrap_parameters(), simulate_model()

Examples

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


if (require("glmmTMB", quietly = TRUE)) {
  model <- glmmTMB(
    count ~ spp + mined + (1 | site),
    ziformula = ~mined,
    family = poisson(),
    data = Salamanders
  )
  simulate_parameters(model, centrality = "mean")
  simulate_parameters(model, ci = c(.8, .95), component = "zero_inflated")
}

parameters documentation built on Nov. 2, 2023, 6:13 p.m.