r2_nakagawa: Nakagawa's R2 for mixed models

In performance: Assessment of Regression Models Performance

Nakagawa's R2 for mixed models

Description

Compute the marginal and conditional r-squared value for mixed effects models with complex random effects structures.

Usage

r2_nakagawa(
  model,
  by_group = FALSE,
  tolerance = 1e-08,
  ci = NULL,
  iterations = 100,
  ci_method = NULL,
  null_model = NULL,
  approximation = "lognormal",
  model_component = NULL,
  verbose = TRUE,
  ...
)

Arguments

model	A mixed effects model.
by_group	Logical, if TRUE, returns the explained variance at different levels (if there are multiple levels). This is essentially similar to the variance reduction approach by Hox (2010), pp. 69-78.
tolerance	Tolerance for singularity check of random effects, to decide whether to compute random effect variances for the conditional r-squared or not. Indicates up to which value the convergence result is accepted. When r2_nakagawa() returns a warning, stating that random effect variances can't be computed (and thus, the conditional r-squared is NA), decrease the tolerance-level. See also check_singularity().
ci	Confidence resp. credible interval level. For icc(), r2(), and rmse(), confidence intervals are based on bootstrapped samples from the ICC, R2 or RMSE value. See iterations.
iterations	Number of bootstrap-replicates when computing confidence intervals for the ICC, R2, RMSE etc.
ci_method	Character string, indicating the bootstrap-method. Should be NULL (default), in which case lme4::bootMer() is used for bootstrapped confidence intervals. However, if bootstrapped intervals cannot be calculated this way, try ci_method = "boot", which falls back to boot::boot(). This may successfully return bootstrapped confidence intervals, but bootstrapped samples may not be appropriate for the multilevel structure of the model. There is also an option ci_method = "analytical", which tries to calculate analytical confidence assuming a chi-squared distribution. However, these intervals are rather inaccurate and often too narrow. It is recommended to calculate bootstrapped confidence intervals for mixed models.
null_model	Optional, a null model to compute the random effect variances, which is passed to insight::get_variance(). Usually only required if calculation of r-squared or ICC fails when null_model is not specified. If calculating the null model takes longer and you already have fit the null model, you can pass it here, too, to speed up the process.
approximation	Character string, indicating the approximation method for the distribution-specific (observation level, or residual) variance. Only applies to non-Gaussian models. Can be "lognormal" (default), "delta" or "trigamma". For binomial models, the default is the theoretical distribution specific variance, however, it can also be "observation_level". See Nakagawa et al. 2017, in particular supplement 2, for details.
model_component	For models that can have a zero-inflation component, specify for which component variances should be returned. If NULL or "full" (the default), both the conditional and the zero-inflation component are taken into account. If "conditional", only the conditional component is considered.
verbose	Toggle warnings and messages.
...	Arguments passed down to lme4::bootMer() or boot::boot() for bootstrapped ICC, R2, RMSE etc.; for variance_decomposition(), arguments are passed down to brms::posterior_predict().

Details

Marginal and conditional r-squared values for mixed models are calculated based on Nakagawa et al. (2017). For more details on the computation of the variances, see insight::get_variance(). The random effect variances are actually the mean random effect variances, thus the r-squared value is also appropriate for mixed models with random slopes or nested random effects (see Johnson, 2014).

• Conditional R2: takes both the fixed and random effects into account.

• Marginal R2: considers only the variance of the fixed effects.

The contribution of random effects can be deduced by subtracting the marginal R2 from the conditional R2 or by computing the icc().

Value

A list with the conditional and marginal R2 values.

Supported models and model families

The single variance components that are required to calculate the marginal and conditional r-squared values are calculated using the insight::get_variance() function. The results are validated against the solutions provided by Nakagawa et al. (2017), in particular examples shown in the Supplement 2 of the paper. Other model families are validated against results from the MuMIn package. This means that the r-squared values returned by r2_nakagawa() should be accurate and reliable for following mixed models or model families:

• Bernoulli (logistic) regression

• Binomial regression (with other than binary outcomes)

• Poisson and Quasi-Poisson regression

• Negative binomial regression (including nbinom1, nbinom2 and nbinom12 families)

• Gaussian regression (linear models)

• Gamma regression

• Tweedie regression

• Beta regression

• Ordered beta regression

Following model families are not yet validated, but should work:

• Zero-inflated and hurdle models

• Beta-binomial regression

• Compound Poisson regression

• Generalized Poisson regression

• Log-normal regression

• Skew-normal regression

Extracting variance components for models with zero-inflation part is not straightforward, because it is not definitely clear how the distribution-specific variance should be calculated. Therefore, it is recommended to carefully inspect the results, and probably validate against other models, e.g. Bayesian models (although results may be only roughly comparable).

Log-normal regressions (e.g. lognormal() family in glmmTMB or gaussian("log")) often have a very low fixed effects variance (if they were calculated as suggested by Nakagawa et al. 2017). This results in very low ICC or r-squared values, which may not be meaningful.

References

• Hox, J. J. (2010). Multilevel analysis: techniques and applications (2nd ed). New York: Routledge.

• Johnson, P. C. D. (2014). Extension of Nakagawa and Schielzeth’s R2 GLMM to random slopes models. Methods in Ecology and Evolution, 5(9), 944–946. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1111/2041-210X.12225")}

• Nakagawa, S., and Schielzeth, H. (2013). A general and simple method for obtaining R2 from generalized linear mixed-effects models. Methods in Ecology and Evolution, 4(2), 133–142. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1111/j.2041-210x.2012.00261.x")}

• Nakagawa, S., Johnson, P. C. D., and Schielzeth, H. (2017). The coefficient of determination R2 and intra-class correlation coefficient from generalized linear mixed-effects models revisited and expanded. Journal of The Royal Society Interface, 14(134), 20170213.

Examples

model <- lme4::lmer(Sepal.Length ~ Petal.Length + (1 | Species), data = iris)
r2_nakagawa(model)
r2_nakagawa(model, by_group = TRUE)

performance documentation built on Oct. 19, 2024, 1:07 a.m.