rlrt.pfr: Likelihood Ratio Test and Restricted Likelihood Ratio Test...

In refund: Regression with Functional Data

Likelihood Ratio Test and Restricted Likelihood Ratio Test for inference of functional predictors

Description

NOTE: this function is designed to work with pfr_old() rather than pfr(). Given a pfr object of family="gaussian", tests whether the function is identically equal to its mean (constancy), or whether the functional predictor significantly improves the model (inclusion). Based on zero-variance-component work of Crainiceanu et al. (2004), Scheipl et al. (2008), and Swihart et al. (2012).

Usage

rlrt.pfr(pfr.obj = pfr.obj, test = NULL, ...)

Arguments

pfr.obj	an object returned by pfr_old()
test	"constancy" will test functional form of the coefficient function of the last function listed in funcs in pfr.obj against the null of a constant line: the average of the functional predictor. "inclusion" will test functional form of the coefficient function of the last function listed in funcs in pfr.obj against the null of 0: that is, whether the functional predictor should be included in the model.
...	additional arguments

Details

A Penalized Functional Regression of family="gaussian" can be represented as a linear mixed model dependent on variance components. Testing whether certain variance components and (potentially) fixed effect coefficients are 0 correspond to tests of constancy and inclusion of functional predictors.

For rlrt.pfr, Restricted Likelihood Ratio Test is preferred for the constancy test as under the special B-splines implementation of pfr for the coefficient function basis the test involves only the variance component. Therefore, the constancy test is best for pfr objects with method="REML"; if the method was something else, a warning is printed and the model refit with "REML" and a test is then conducted.

For rlrt.pfr, the Likelihood Ratio Test is preferred for the inclusion test as under the special B-splines implementation of pfr for the coefficient function basis the test involves both the variance component and a fixed effect coefficient in the linear mixed model representation. Therefore, the inclusion test is best for pfr objects with method="ML"; if the method was something else, a warning is printed and the model refit with "ML" and a test is then conducted.

Value

p.val	the p-value for the full model (alternative) against the null specified by the test
test.stat	the test statistic, see Scheipl et al. 2008 and Swihart et al 2012
ma	the alternative model as fit with mgcv::gam
m0	the null model as fit with mgcv::gam
m	the model containing only the parameters being tested as fit with mgcv::gam

Author(s)

Jeff Goldsmith <[e-mail]> and Bruce Swihart <[e-mail]>

References

Goldsmith, J., Bobb, J., Crainiceanu, C., Caffo, B., and Reich, D. (2011). Penalized functional regression. Journal of Computational and Graphical Statistics, 20(4), 830–851.

Goldsmith, J., Crainiceanu, C., Caffo, B., and Reich, D. (2012). Longitudinal penalized functional regression for cognitive outcomes on neuronal tract measurements. Journal of the Royal Statistical Society: Series C, 61(3), 453–469.

Crainiceanu, C. and Ruppert, D. (2004) Likelihood ratio tests in linear mixed models with one variance component. Journal of the Royal Statistical Society: Series B, 66, 165–185.

Scheipl, F. (2007) Testing for nonparametric terms and random effects in structured additive regression. Diploma thesis.\ https://www.statistik.lmu.de/~scheipl/downloads/DIPLOM.zip.

Scheipl, F., Greven, S. and Kuechenhoff, H (2008) Size and power of tests for a zero random effect variance or polynomial regression in additive and linear mixed models. Computational Statistics & Data Analysis, 52(7), 3283–3299.

Swihart, Bruce J., Goldsmith, Jeff; and Crainiceanu, Ciprian M. (2012). Testing for functional effects. Johns Hopkins University Dept. of Biostatistics Working Paper 247. Available at https://biostats.bepress.com/jhubiostat/paper247/

See Also

pfr, predict.pfr, package RLRsim

Examples

## Not run: 
##################################################################
#########               DTI Data Example                 #########
##################################################################

##################################################################
# For more about this example, see Swihart et al. 2012
# Testing for Functional Effects
##################################################################

## load and reassign the data;
data(DTI2)
O  <- DTI2$pasat ## PASAT outcome
id <- DTI2$id    ## subject id
W1 <- DTI2$cca   ## Corpus Callosum
W2 <- DTI2$rcst  ## Right corticospinal
V  <- DTI2$visit ## visit

## prep scalar covariate
visit.1.rest <- matrix(as.numeric(V > 1), ncol=1)
covar.in <- visit.1.rest


## note there is missingness in the functional predictors
apply(is.na(W1), 2, mean)
apply(is.na(W2), 2, mean)

## fit two univariate models, then one model with both functional predictors
pfr.obj.t1 <- pfr_old(Y = O, covariates=covar.in, funcs = list(W1),     subj = id, kz = 10, kb = 50)
pfr.obj.t2 <- pfr_old(Y = O, covariates=covar.in, funcs = list(W2),     subj = id, kz = 10, kb = 50)
pfr.obj.t3 <- pfr_old(Y = O, covariates=covar.in, funcs = list(W1, W2), subj = id, kz = 10, kb = 50)

## plot the coefficient function and bounds
dev.new()
par(mfrow=c(2,2))
ran <- c(-2,.5)
matplot(cbind(pfr.obj.t1$BetaHat[[1]], pfr.obj.t1$Bounds[[1]]),
  type = 'l', lty = c(1,2,2), col = c(1,2,2), ylab = "BetaHat",
  main = "CCA", xlab="Location", ylim=ran)
abline(h=0, col="blue")
matplot(cbind(pfr.obj.t2$BetaHat[[1]], pfr.obj.t2$Bounds[[1]]),
  type = 'l', lty = c(1,2,2), col = c(1,2,2), ylab = "BetaHat",
  main = "RCST", xlab="Location", ylim=ran)
abline(h=0, col="blue")
matplot(cbind(pfr.obj.t3$BetaHat[[1]], pfr.obj.t3$Bounds[[1]]),
  type = 'l', lty = c(1,2,2), col = c(1,2,2), ylab = "BetaHat",
  main = "CCA  - mult.", xlab="Location", ylim=ran)
abline(h=0, col="blue")
matplot(cbind(pfr.obj.t3$BetaHat[[2]], pfr.obj.t3$Bounds[[2]]),
  type = 'l', lty = c(1,2,2), col = c(1,2,2), ylab = "BetaHat",
  main = "RCST - mult.", xlab="Location", ylim=ran)
abline(h=0, col="blue")

## do some testing
t1 <- rlrt.pfr(pfr.obj.t1, "constancy")
t2 <- rlrt.pfr(pfr.obj.t2, "constancy")
t3 <- rlrt.pfr(pfr.obj.t3, "inclusion")

t1$test.stat
t1$p.val

t2$test.stat
t2$p.val

t3$test.stat
t3$p.val


## do some testing with rlrt.pfr(); same as above but subj = NULL
pfr.obj.t1 <- pfr(Y = O, covariates=covar.in, funcs = list(W1),     subj = NULL, kz = 10, kb = 50)
pfr.obj.t2 <- pfr(Y = O, covariates=covar.in, funcs = list(W2),     subj = NULL, kz = 10, kb = 50)
pfr.obj.t3 <- pfr(Y = O, covariates=covar.in, funcs = list(W1, W2), subj = NULL, kz = 10, kb = 50)

t1 <- rlrt.pfr(pfr.obj.t1, "constancy")
t2 <- rlrt.pfr(pfr.obj.t2, "constancy")
t3 <- rlrt.pfr(pfr.obj.t3, "inclusion")

t1$test.stat
t1$p.val

t2$test.stat
t2$p.val

t3$test.stat
t3$p.val

## End(Not run)

refund documentation built on Sept. 21, 2024, 1:07 a.m.