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MRP with rstanarm
In rstanarm: Bayesian Applied Regression Modeling via Stan
library(rstanarm)
library(ggplot2)
library(bayesplot)
theme_set(bayesplot::theme_default())
# options(mc.cores = 4)
library(dplyr)
library(tidyr)
Inference about the population is one the main aims of statistical methodology.
Multilevel regression and post-stratification (MRP) [@little1993post;
@lax2009should; @park2004bayesian] has been shown to be an effective method of
adjusting the sample to be more representative of the population for a set of
key variables. Recent work has demonstrated the effectiveness of MRP when there
are a number of suspected interactions between these variables
[@ghitza2013deep], replicated by @lei20172008. While @ghitza2013deep use
approximate marginal maximum likelihood estimates; @lei20172008 implement a
fully Bayesian approach through Stan.
The rstanarm package allows the user to conduct complicated regression
analyses in Stan with the simplicity of standard formula notation in R. The
purpose of this vignette is to demonstrate the utility of rstanarm when
conducting MRP analyses. We will not delve into the details of conducting
logistic regression with rstanarm as this is already covered in other
vignettes.
Most of the code for data manipulation and plotting is not shown in the text
but is available in the R markdown
source code on GitHub.
simulate_mrp_data <- function(n) {
J <- c(2, 3, 7, 3, 50) # male or not, eth, age, income level, state
poststrat <- as.data.frame(array(NA, c(prod(J), length(J)+1))) # Columns of post-strat matrix, plus one for size
colnames(poststrat) <- c("male", "eth", "age","income", "state",'N')
count <- 0
for (i1 in 1:J[1]){
for (i2 in 1:J[2]){
for (i3 in 1:J[3]){
for (i4 in 1:J[4]){
for (i5 in 1:J[5]){
count <- count + 1
# Fill them in so we know what category we are referring to
poststrat[count, 1:5] <- c(i1-1, i2, i3,i4,i5)
}
}
}
}
}
# Proportion in each sample in the population
p_male <- c(0.52, 0.48)
p_eth <- c(0.5, 0.2, 0.3)
p_age <- c(0.2,.1,0.2,0.2, 0.10, 0.1, 0.1)
p_income<-c(.50,.35,.15)
p_state_tmp<-runif(50,10,20)
p_state<-p_state_tmp/sum(p_state_tmp)
poststrat$N<-0
for (j in 1:prod(J)){
poststrat$N[j] <- round(250e6 * p_male[poststrat[j,1]+1] * p_eth[poststrat[j,2]] *
p_age[poststrat[j,3]]*p_income[poststrat[j,4]]*p_state[poststrat[j,5]]) #Adjust the N to be the number observed in each category in each group
}
# Now let's adjust for the probability of response
p_response_baseline <- 0.01
p_response_male <- c(2, 0.8) / 2.8
p_response_eth <- c(1, 1.2, 2.5) / 4.7
p_response_age <- c(1, 0.4, 1, 1.5, 3, 5, 7) / 18.9
p_response_inc <- c(1, 0.9, 0.8) / 2.7
p_response_state <- rbeta(50, 1, 1)
p_response_state <- p_response_state / sum(p_response_state)
p_response <- rep(NA, prod(J))
for (j in 1:prod(J)) {
p_response[j] <-
p_response_baseline * p_response_male[poststrat[j, 1] + 1] *
p_response_eth[poststrat[j, 2]] * p_response_age[poststrat[j, 3]] *
p_response_inc[poststrat[j, 4]] * p_response_state[poststrat[j, 5]]
}
people <- sample(prod(J), n, replace = TRUE, prob = poststrat$N * p_response)
## For respondent i, people[i] is that person's poststrat cell,
## some number between 1 and 32
n_cell <- rep(NA, prod(J))
for (j in 1:prod(J)) {
n_cell[j] <- sum(people == j)
}
coef_male <- c(0,-0.3)
coef_eth <- c(0, 0.6, 0.9)
coef_age <- c(0,-0.2,-0.3, 0.4, 0.5, 0.7, 0.8, 0.9)
coef_income <- c(0,-0.2, 0.6)
coef_state <- c(0, round(rnorm(49, 0, 1), 1))
coef_age_male <- t(cbind(c(0, .1, .23, .3, .43, .5, .6),
c(0, -.1, -.23, -.5, -.43, -.5, -.6)))
true_popn <- data.frame(poststrat[, 1:5], cat_pref = rep(NA, prod(J)))
for (j in 1:prod(J)) {
true_popn$cat_pref[j] <- plogis(
coef_male[poststrat[j, 1] + 1] +
coef_eth[poststrat[j, 2]] + coef_age[poststrat[j, 3]] +
coef_income[poststrat[j, 4]] + coef_state[poststrat[j, 5]] +
coef_age_male[poststrat[j, 1] + 1, poststrat[j, 3]]
)
}
#male or not, eth, age, income level, state, city
y <- rbinom(n, 1, true_popn$cat_pref[people])
male <- poststrat[people, 1]
eth <- poststrat[people, 2]
age <- poststrat[people, 3]
income <- poststrat[people, 4]
state <- poststrat[people, 5]
sample <- data.frame(cat_pref = y,
male, age, eth, income, state,
id = 1:length(people))
#Make all numeric:
for (i in 1:ncol(poststrat)) {
poststrat[, i] <- as.numeric(poststrat[, i])
}
for (i in 1:ncol(true_popn)) {
true_popn[, i] <- as.numeric(true_popn[, i])
}
for (i in 1:ncol(sample)) {
sample[, i] <- as.numeric(sample[, i])
}
list(
sample = sample,
poststrat = poststrat,
true_popn = true_popn
)
}
The Data
Three data sets are simulated by the function simulate_mrp_data(), which is
defined in the
source code
for this R markdown document (and printed in the appendix). The first, sample,
contains $n$ observations from the individuals that form our sample (i.e., $n$
rows). For each individual we have their age (recorded as membership within a
specific age bracket), ethnicity, income level (recorded as membership within a
specific bracket), and gender. Participants were randomly sampled from a
state.
MRP is often used for dichotomous fixed choice questions (e.g., McCain's
share of two party vote [@ghitza2013deep]; support for George W Bush,
[@park2004bayesian]; or support for the death penalty
[@shirley2015hierarchical]), so we will use a binary variable as the outcome in
this vignette. However, MRP can also be used if there are more than two
categories or if the outcome is continuous.
As this is a simple toy example, we will describe the proportion of the
population who would choose to adopt a cat over a dog, given the opportunity. We
will simulate data using a function that is included in the appendix of this
document. The simulate_mrp_data() function simulates a sample from a much
larger population. It returns a list including the sample, population
poststratification matrix and the true population preference for cats.
mrp_sim <- simulate_mrp_data(n=1200)
save(mrp_sim, file = "mrp-files/mrp_sim.rda", version = 2)
mrp_sim <- simulate_mrp_data(n=1200)
str(mrp_sim)
load("mrp-files/mrp_sim.rda")
str(mrp_sim)
sample <- mrp_sim[["sample"]]
rbind(head(sample), tail(sample))
The variables describing the individual (age, ethnicity, income level and
gender) will be used to match the sample to the population of interest. To do
this we will need to form a post-stratification table, which contains the number
of people in each possible combination of the post-stratification variables. We
have 4 variables with 2 (male), 7 (age), 3 (ethnicity) and 3 (income) levels, so
there are 2x7x3x3 different levels. Participants are also selected from a state
(50), increasing the number of possible levels to $6300$.
To make inference about the population, we will also need the proportion of
individuals in each post stratification cell at the population level. We will
use this information to update the estimate of our outcome variable from the
sample so that is more representative of the population. This is particularly
helpful if there is a belief that the sample has some bias (e.g., a greater
proportion of females responded than males), and that the bias impacts the outcome
variable (e.g., maybe women are more likely to pick a cat than men). For each
possible combination of factors, the post-stratification table shows the
proportion/number of the population in that cell (rather than the
proportion/number in the sample in the cell).
Below we read in the poststrat data our simulated data list.
poststrat <- mrp_sim[["poststrat"]]
rbind(head(poststrat), tail(poststrat))
One of the benefits of using a simulated data set for this example is that the
actual population level probability of cat preference is known for each
post-stratification cell. In real world data analysis, we don't have this
luxury, but we will use it later in this case study to check the predictions of
the model. Details regarding the simulation of this data are available in the
appendix.
true_popn <- mrp_sim[["true_popn"]]
rbind(head(true_popn), tail(true_popn))
Exploring Graphically
Before we begin with the MRP analysis, we first explore the data set with some
basic visualizations.
Comparing sample to population
The aim of this analysis is to obtain a population estimation of cat
preference given our sample of $4626$. We can see in the following plot the
difference in proportions between the sample and the population. Horizontal
panels represent each variable. Bars represent the proportion of the sample
(solid) and population (dashed) in each category (represented by colour and the
x-axis). For ease of viewing, we ordered the states in terms of the proportion
of the sample in that state that was observed. We will continue this formatting
choice thoughout this vignette.
sample$state <- factor(sample$state, levels=1:50)
sample$state <- with(sample, factor(state, levels=order(table(state))))
true_popn$state <- factor(true_popn$state,levels = levels(sample$state))
poststrat$state <- factor(poststrat$state,levels = levels(sample$state))
# not evaluated to avoid tidyverse dependency
income_popn <- poststrat %>%
group_by(income) %>%
summarize(Num=sum(N)) %>%
mutate(PROP=Num/sum(Num),TYPE='Popn',VAR='Income',CAT=income) %>%
ungroup()
income_data <- sample %>%
group_by(income) %>%
summarise(Num=n()) %>%
mutate(PROP=Num/sum(Num),TYPE='Sample',VAR='Income',CAT=income) %>%
ungroup()
income<-rbind(income_data[,2:6],income_popn[,2:6])
age_popn <- poststrat%>%
group_by(age)%>%
summarize(Num=sum(N))%>%
mutate(PROP=Num/sum(Num),TYPE='Popn',VAR='Age',CAT=age)%>%
ungroup()
age_data <- sample%>%
group_by(age)%>%
summarise(Num=n())%>%
mutate(PROP=Num/sum(Num),TYPE='Sample',VAR='Age',CAT=age)%>%
ungroup()
age <- rbind(age_data[,2:6],age_popn[,2:6] )
eth_popn <- poststrat%>%
group_by(eth)%>%
summarize(Num=sum(N))%>%
mutate(PROP=Num/sum(Num),TYPE='Popn',VAR='Ethnicity',CAT=eth)%>%
ungroup()
eth_data <- sample%>%
group_by(eth)%>%
summarise(Num=n())%>%
mutate(PROP=Num/sum(Num),TYPE='Sample',VAR='Ethnicity',CAT=eth)%>%
ungroup()
eth<-rbind(eth_data[,2:6],eth_popn[,2:6])
male_popn <- poststrat%>%
group_by(male)%>%
summarize(Num=sum(N))%>%
mutate(PROP=Num/sum(Num),TYPE='Popn',VAR='Male',CAT=male)%>%
ungroup()
male_data <- sample%>%
group_by(male)%>%
summarise(Num=n())%>%
mutate(PROP=Num/sum(Num),TYPE='Sample',VAR='Male',CAT=male)%>%
ungroup()
male <- rbind(male_data[,2:6],male_popn[,2:6])
state_popn <- poststrat%>%
group_by(state)%>%
summarize(Num=sum(N))%>%
mutate(PROP=Num/sum(poststrat$N),TYPE='Popn',VAR='State',CAT=state)%>%
ungroup()
state_plot_data <- sample%>%
group_by(state)%>%
summarise(Num=n())%>%
mutate(PROP=Num/nrow(sample),TYPE='Sample',VAR='State',CAT=state)%>%
ungroup()
state_plot_data <- rbind(state_plot_data[,2:6],state_popn[,2:6])
state_plot_data$TYPE <- factor(state_plot_data$TYPE, levels = c("Sample","Popn"))
plot_data <- rbind(male,eth,age,income)
plot_data$TYPE <- factor(plot_data$TYPE, levels = c("Sample","Popn"))
save(state_plot_data, file = "mrp-files/state_plot_data.rda", version = 2)
save(plot_data, file = "mrp-files/plot_data.rda", version = 2)
load("mrp-files/plot_data.rda") # created in previous chunk
ggplot(data=plot_data, aes(x=as.factor(CAT), y=PROP, group=as.factor(TYPE), linetype=as.factor(TYPE))) +
geom_point(stat="identity",colour='black')+
geom_line()+
facet_wrap( ~ VAR, scales = "free",nrow=1,ncol=5)+
theme_bw()+
scale_fill_manual(values=c('#1f78b4','#33a02c',
'#e31a1c','#ff7f00','#8856a7'),guide=FALSE)+
scale_y_continuous(breaks=c(0,.25,.5,.75,1), labels=c('0%','25%',"50%","75%","100%"))+
scale_alpha_manual(values=c(1, .3))+
ylab('Proportion')+
labs(alpha='')+
theme(legend.position="bottom",
axis.title.y=element_blank(),
axis.title.x=element_blank(),
legend.title=element_blank(),
legend.text=element_text(size=10),
axis.text=element_text(size=10),
strip.text=element_text(size=10),
strip.background = element_rect(fill='grey92'))
load("mrp-files/state_plot_data.rda") # created in previous chunk
ggplot(data=state_plot_data, aes(x=as.factor(CAT), y=PROP, group=as.factor(TYPE), linetype=as.factor(TYPE))) +
geom_point(stat="identity",colour='black')+
geom_line()+
facet_wrap( ~ VAR)+
theme_bw()+
scale_fill_manual(values=c('#1f78b4','#33a02c',
'#e31a1c','#ff7f00','#8856a7'),guide=FALSE)+
scale_y_continuous(breaks=c(0,.025,.05,1), labels=c('0%','2.5%',"5%","100%"),expand=c(0,0),limits=c(0,.06))+
scale_alpha_manual(values=c(1, .3))+
ylab('Proportion')+
labs(alpha='')+
theme(legend.position="bottom",
axis.title.y=element_blank(),
axis.title.x=element_blank(),
legend.title=element_blank(),
legend.text=element_text(size=10),
axis.text.y=element_text(size=10),
axis.text.x=element_text(size=8,angle=90),
strip.text=element_text(size=10),
strip.background = element_rect(fill='grey92'))
Effect of the post-stratification variable on preference for cats
Secondly; we consider the evidence of different proportions across different
levels of a post-stratification variable; which we should consider for each of
the post-stratification variables. Here we break down the proportion of
individuals who would prefer a cat (y-axis) by different levels (x-axis) of
the post-stratification variable (horizontal panels). We can see from this
figure that there appears to be differences in cat preference for the different
levels of post-stratification variables. Given the previous figure, which
suggested that the sample was different to the population in the share of
different levels of theses variables, this should suggest that using the sample
to estimate cat preference may not give accurate estimates of cat preference in
the population.
# not evaluated to avoid dependency on tidyverse
#Summarise
summary_by_poststrat_var <- sample %>%
gather(variable,category,c("income","eth","age","male")) %>%
group_by(variable,category) %>%
#Wald confidence interval
summarise(y_mean=mean(cat_pref),y_sd=sqrt(mean(cat_pref)*(1-mean(cat_pref))/n())) %>%
ungroup()
summary_by_poststrat_var$variable <- as.factor(summary_by_poststrat_var$variable)
levels(summary_by_poststrat_var$variable) <- list('Age'='age','Ethnicity'='eth','Income'='income','Male'='male')
save(summary_by_poststrat_var, file = "mrp-files/summary_by_poststrat_var.rda",
version = 2)
load("mrp-files/summary_by_poststrat_var.rda") # created in previous chunk
ggplot(data=summary_by_poststrat_var, aes(x=as.factor(category), y=y_mean,group=1)) +
geom_errorbar(aes(ymin=y_mean-y_sd, ymax=y_mean+y_sd), width=0)+
geom_line()+
geom_point()+
scale_colour_manual(values=c('#1f78b4','#33a02c','#e31a1c','#ff7f00',
'#8856a7'))+theme_bw()+
facet_wrap(~variable,scales = "free_x",nrow=1,ncol=5)+
scale_y_continuous(breaks=c(.5,.75,1), labels=c("50%","75%",
"100%"), limits=c(0.4-.4*.05,.9),expand = c(0,0))+
labs(x="",y="Cat preference")+
theme(legend.position="none",
axis.title.y=element_text(size=10),
axis.title.x=element_blank(),
axis.text=element_text(size=10),
strip.text=element_text(size=10),
strip.background = element_rect(fill='grey92'))
Interaction effect
Thirdly, we demonstrate visually that there is an interaction between age and
gender and compare to a case where there is no interaction.
Here a simulated interaction effect between age (x-axis) and gender (color),
right panel, is contrasted with no interaction effect (left panel). While both
panels demonstrate a difference between the genders on the outcome variable
(y-axis), only the second panel shows this difference changing with the
variable on the x-axis.
# not evaluated to avoid dependency on tidyverse
#Summarise
interaction <- sample %>%
gather(variable, category, c("age", "eth")) %>%
group_by(variable, category, male) %>%
summarise(y_mean = mean(cat_pref),
y_sd = sqrt(mean(cat_pref) * (1 - mean(cat_pref)) / n())) %>%
ungroup()
#Tidy for nice facet labels
interaction$variable <- as.factor(interaction$variable)
levels(interaction$variable) <- list('Ethnicity' = 'eth', 'Age' = 'age')
save(interaction, file = "mrp-files/interaction.rda", version = 2)
load("mrp-files/interaction.rda") # created in previous chunk
ggplot(data=interaction, aes(x=as.factor(category), y=y_mean, colour=as.factor(male),group=as.factor(male))) +
geom_errorbar(aes(ymin=y_mean-y_sd, ymax=y_mean+y_sd),width=0 )+
geom_line(aes(x=as.factor(category), y=y_mean,colour=as.factor(male)))+
geom_point()+
facet_wrap(~variable,scales = "free_x",nrow=1,ncol=2)+
labs(x="",y="Cat preference",colour='Gender')+
scale_y_continuous(breaks=c(0,.25,.5,.75,1), labels=c("0%",'25%',"50%","75%",
"100%"), limits=c(0,1),expand=c(0,0))+
scale_colour_manual(values=c('#4575b4','#d73027'))+theme_bw()+
theme(axis.title=element_text(size=10),
axis.text=element_text(size=10),
legend.position='none',
strip.text=element_text(size=10),
strip.background = element_rect(fill='grey92'))
Design effect
Lastly we look at the difference in cat preference between states, which will
form the basis for the multi-level component of our analysis. Participants were
randomly selected from particular states. Plotting the state (x-axis) against
the overall proportion of participants who prefer cats (y-axis) demonstrates
state differences. The downward slope is because we ordered the x-axis by the
proportion of cat preference for ease of viewing. We also include second plot
with a horizontal line to represent the overall preference for cats in the total
population, according to the sample.
# not evaluated to avoid dependency on tidyverse
#Summarise by state
preference_by_state <- sample %>%
group_by(state) %>%
summarise(y_mean = mean(cat_pref),
y_sd = sqrt(mean(cat_pref) * (1 - mean(cat_pref)) / n())) %>%
ungroup()
save(preference_by_state, file = "mrp-files/preference_by_state.rda", version = 2)
load("mrp-files/preference_by_state.rda")
compare <- ggplot(data=preference_by_state, aes(x=state, y=y_mean,group=1)) +
geom_ribbon(aes(ymin=y_mean-y_sd,ymax=y_mean+y_sd,x=state),fill='lightgrey',alpha=.7)+
geom_line(aes(x=state, y=y_mean))+
geom_point()+
scale_y_continuous(breaks=c(0,.25,.5,.75,1),
labels=c("0%","25%","50%","75%","100%"),
limits=c(0,1), expand=c(0,0))+
scale_x_discrete(drop=FALSE)+
scale_colour_manual(values=c('#1f78b4','#33a02c','#e31a1c','#ff7f00',
'#8856a7'))+
theme_bw()+
labs(x="States",y="Cat preference")+
theme(legend.position="none",
axis.title=element_text(size=10),
axis.text.y=element_text(size=10),
axis.text.x=element_text(angle=90,size=8),
legend.title=element_text(size=10),
legend.text=element_text(size=10))
compare2 <- ggplot()+
geom_hline(yintercept = mean(sample$cat_pref),size=.8)+
geom_text(aes(x = 5.2, y = mean(sample$cat_pref)+.025, label = "Sample"))+
scale_y_continuous(breaks=c(0,.25,.5,.75,1),
labels=c("0%","25%","50%","75%","100%"),
limits=c(-0.25,1.25),expand=c(0,0))+
theme_bw()+
labs(x="Popn",y="")+
theme(legend.position="none",
axis.title.y=element_blank(),
axis.title.x=element_text(size=10),
axis.text=element_blank(),
axis.ticks=element_blank(),
legend.title=element_text(size=10),
legend.text=element_text(size=10))
bayesplot_grid(compare,compare2,
grid_args = list(nrow=1, widths = c(8,1)))
MRP with rstanarm
From visual inspection, it appears that different levels of post-stratification
variable have different preferences for cats. Our survey also appears to have
sampling bias; indicating that some groups were over/under sampled relative to
the population. The net effect of this is that we could not make good population
level estimates of cat preference straight from our sample. Our aim is to infer
the preference for cats in the population using the post-stratification
variables to account for systematic differences between the sample and
population. Using rstanarm, this becomes a simple procedure.
The first step is to use a multi-level logistic regression model to
predict preference for cats in the sample given the variables that we will use
to post-stratify. Note that we actually have more rows in the
post-stratification matrix than the we have observed units, so there are some
cells in the poststrat matrix that we don't observe. We can use a multi-level
model to partially pool information across the different levels within each
variable to assist with this. In the model described below, we use a fixed
intercept for gender, and hierarchically modeled varying intercepts
for each of the other factors.
Let $\theta_{j}$ denote the preference for cats in the $j$th poststratification cell.
The non-hierarchical part of the model can be written as
$$\theta_j= logit^{-1}(X_{j}\beta),$$
where here $X$ only contains an indicator for male or female and an interaction
term with age.
Adding the varying intercepts for the other variables the model becomes
$$
\theta_j = logit^{-1}(
X_{j}\beta
+ \alpha_{\rm state[j]}^{\rm state}
+ \alpha_{\rm age[j]}^{\rm age}
+ \alpha_{\rm eth[j]}^{\rm eth}
+ \alpha_{\rm inc[j]}^{\rm inc}
)
$$
with
$$
\begin{align}
\alpha_{\rm state[j]}^{\rm state} & \sim N(0,\sigma^{\rm state}) \
\alpha_{\rm age[j]}^{\rm age} & \sim N(0,\sigma^{\rm age})\
\alpha_{\rm eth[j]}^{\rm eth} & \sim N(0,\sigma^{\rm eth})\
\alpha_{\rm inc[j]}^{\rm inc} &\sim N(0,\sigma^{\rm inc}) \
\end{align}
$$
Each of $\sigma^{\rm state}$, $\sigma^{\rm age}$, $\sigma^{\rm eth}$,
and $\sigma^{\rm inc}$ are estimated from the data (in this case using
rstanarm's default priors), which is beneficial as it means we share
information between the levels of each variable and we can prevent levels with
with less data from being too sensitive to the few observed values. This also
helps with the levels we don't observe at all it will use information from the
levels that we do observe. For more on the benefits of this type of model, see
@gelman2005analysis, and see @ghitza2013deep and @si2017bayesian for more
complicated extensions that involve deep interactions and structured prior
distributions.
Here is the model specified using the stan_glmer() function in rstanarm,
which uses the same formula syntax as the glmer() function from the lme4
package:
fit <- stan_glmer(
cat_pref ~ factor(male) + factor(male) * factor(age) +
(1 | state) + (1 | age) + (1 | eth) + (1 | income),
family = binomial(link = "logit"),
data = sample
)
print(fit)
As a first pass to check whether the model is performing well, note that there
are no warnings about divergences, failure to converge or tree depth. If
these errors do occur, more information on how to alleviate them is provided
here.
Population Estimate
From this we get a summary of the baseline log odds of cat preference at the
first element of each factor (i.e., male = 0, age = 1) for each state, plus
estimates on variability of the intercept for state, ethnicity, age and income.
While this is interesting, currently all we have achieved is a model that
predicts cat preference given a number of factor-type predictors in a sample.
What we would like to do is estimate cat preference in the population by
accounting for differences between our sample and the population. We use the
posterior_linpred() function to obtain posterior estimates for cat preference
given the proportion of people in the population in each level of the factors
included in the model.
posterior_prob <- posterior_linpred(fit, transform = TRUE, newdata = poststrat)
poststrat_prob <- posterior_prob %*% poststrat$N / sum(poststrat$N)
model_popn_pref <- c(mean = mean(poststrat_prob), sd = sd(poststrat_prob))
round(model_popn_pref, 3)
We can compare this to the estimate we would have made if we had just used the sample:
sample_popn_pref <- mean(sample$cat_pref)
round(sample_popn_pref, 3)
We can also add it to the last figure to graphically represent the difference
between the sample and population estimate.
compare2 <- compare2 +
geom_hline(yintercept = model_popn_pref[1], colour = '#2ca25f', size = 1) +
geom_text(aes(x = 5.2, y = model_popn_pref[1] + .025), label = "MRP", colour = '#2ca25f')
bayesplot_grid(compare, compare2,
grid_args = list(nrow = 1, widths = c(8, 1)))
As this is simulated data, we can look directly at the preference for cats that
we simulated from to consider how good our estimate is.
true_popn_pref <- sum(true_popn$cat_pref * poststrat$N) / sum(poststrat$N)
round(true_popn_pref, 3)
Which we will also add to the figure.
compare2 <- compare2 +
geom_hline(yintercept = mean(true_popn_pref), linetype = 'dashed', size = .8) +
geom_text(aes(x = 5.2, y = mean(true_popn_pref) - .025), label = "True")
bayesplot_grid(compare, compare2,
grid_args = list(nrow = 1, widths = c(8, 1)))
Our MRP estimate is barely off, while our sample estimate is off by more than 10
percentage points. This indicates that using MRP helps to make estimates for the
population from our sample that are more accurate.
Estimates for states
One of the nice benefits of using MRP to make inference about the population is
that we can change the population of interest. In the previous paragraph we
inferred the preference for cats in the whole population. We can also infer the
preference for cats in a single state. In the following code we post-stratify
for each state in turn. Note that we can reuse the predictive model from the
previous step and update for different population demographics. This is
particularly useful for complicated cases or large data sets where the model
takes some time to fit.
As before, first we use the proportion of the population in each combination of
the post-stratification groups to estimate the proportion of people who
preferred cats in the population, only in this case the population of interest
is the state.
state_df <- data.frame(
State = 1:50,
model_state_sd = rep(-1, 50),
model_state_pref = rep(-1, 50),
sample_state_pref = rep(-1, 50),
true_state_pref = rep(-1, 50),
N = rep(-1, 50)
)
for(i in 1:length(levels(as.factor(poststrat$state)))) {
poststrat_state <- poststrat[poststrat$state == i, ]
posterior_prob_state <- posterior_linpred(
fit,
transform = TRUE,
draws = 1000,
newdata = as.data.frame(poststrat_state)
)
poststrat_prob_state <- (posterior_prob_state %*% poststrat_state$N) / sum(poststrat_state$N)
#This is the estimate for popn in state:
state_df$model_state_pref[i] <- round(mean(poststrat_prob_state), 4)
state_df$model_state_sd[i] <- round(sd(poststrat_prob_state), 4)
#This is the estimate for sample
state_df$sample_state_pref[i] <- round(mean(sample$cat_pref[sample$state == i]), 4)
#And what is the actual popn?
state_df$true_state_pref[i] <-
round(sum(true_popn$cat_pref[true_popn$state == i] * poststrat_state$N) /
sum(poststrat_state$N), digits = 4)
state_df$N[i] <- length(sample$cat_pref[sample$state == i])
}
state_df[c(1,3:6)]
state_df$State <- factor(state_df$State, levels = levels(sample$state))
Here we similar findings to when we considered the population as whole. While
estimates for cat preference (in percent) using the sample are off by
round(100 * c(
mean = mean(abs(state_df$sample_state_pref-state_df$true_state_pref), na.rm = TRUE),
max = max(abs(state_df$sample_state_pref-state_df$true_state_pref), na.rm = TRUE)
))
the MRP based estimates are much closer to the actual percentage,
round(100 * c(
mean = mean(abs(state_df$model_state_pref-state_df$true_state_pref)),
max = max(abs(state_df$model_state_pref-state_df$true_state_pref))
))
and especially when the sample size for that population is relatively small.
This is easier to see graphically, so we will continue to add additional layers
to the previous figure. Here we add model estimates,represented by triangles,
and the true population cat preference, represented as transparent circles.
#Summarise by state
compare <- compare +
geom_point(data=state_df, mapping=aes(x=State, y=model_state_pref),
inherit.aes=TRUE,colour='#238b45')+
geom_line(data=state_df, mapping=aes(x=State, y=model_state_pref,group=1),
inherit.aes=TRUE,colour='#238b45')+
geom_ribbon(data=state_df,mapping=aes(x=State,ymin=model_state_pref-model_state_sd,
ymax=model_state_pref+model_state_sd,group=1),
inherit.aes=FALSE,fill='#2ca25f',alpha=.3)+
geom_point(data=state_df, mapping=aes(x=State, y=true_state_pref),
alpha=.5,inherit.aes=TRUE)+
geom_line(data=state_df, mapping=aes(x=State, y=true_state_pref),
inherit.aes = TRUE,linetype='dashed')
bayesplot_grid(compare, compare2,
grid_args = list(nrow = 1, widths = c(8, 1)))
Other formats
Alternate methods of modelling
Previously we used a binary outcome variable. An alternative form of this model
is to aggregate the data to the poststrat cell level and model the number of
successes (or endorsement of cat preference in this case) out of the total
number of people in that cell. To do this we need to create two n x 1 outcome
variables, N_cat_pref (number in cell who prefer cats) and N (number in the
poststrat cell).
# not evaluated to avoid dependency on tidyverse
sample_alt <- sample %>%
group_by(male, age, income, state, eth) %>%
summarise(N_cat_pref = sum(cat_pref), N = n()) %>%
ungroup()
load("mrp-files/sample_alt.rda")
We then can use these two outcome variables to model the data using the
binomial distribution.
fit2 <- stan_glmer(
cbind(N_cat_pref, N - N_cat_pref) ~ factor(male) + factor(male) * factor(age) +
(1 | state) + (1 | age) + (1 | eth) + (1 | income),
family = binomial("logit"),
data = sample_alt,
refresh = 0
)
print(fit2)
Like before, we can use the posterior_linpred() function to obtain an estimate of
the preference for cats in the population.
posterior_prob_alt <- posterior_linpred(fit2, transform = TRUE, newdata = poststrat)
poststrat_prob_alt <- posterior_prob_alt %*% poststrat$N / sum(poststrat$N)
model_popn_pref_alt <- c(mean = mean(poststrat_prob_alt), sd = sd(poststrat_prob_alt))
round(model_popn_pref_alt, 3)
As we should, we get the same answer as when we fit the model using the binary
outcome. The two ways are equivalent, so we can use whichever form is most
convenient for the data at hand. More details on these two forms of binomial models
are available here.
Appendix
Examples of other formulas
The formulas for fitting so-called "mixed-effects" models in rstanarm are
the same as those in the lme4 package. A table of examples can be found in
Table 2 of the vignette for the lme4 package, available
here.
Code to simulate the data
Here is the source code for the simulate_mrp_function(), which is based off
of some code provided by Aki Vehtari.
print(simulate_mrp_data)
References
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library(rstanarm) library(ggplot2) library(bayesplot) theme_set(bayesplot::theme_default()) # options(mc.cores = 4)
library(dplyr) library(tidyr)
Inference about the population is one the main aims of statistical methodology. Multilevel regression and post-stratification (MRP) [@little1993post; @lax2009should; @park2004bayesian] has been shown to be an effective method of adjusting the sample to be more representative of the population for a set of key variables. Recent work has demonstrated the effectiveness of MRP when there are a number of suspected interactions between these variables [@ghitza2013deep], replicated by @lei20172008. While @ghitza2013deep use approximate marginal maximum likelihood estimates; @lei20172008 implement a fully Bayesian approach through Stan.
The rstanarm package allows the user to conduct complicated regression analyses in Stan with the simplicity of standard formula notation in R. The purpose of this vignette is to demonstrate the utility of rstanarm when conducting MRP analyses. We will not delve into the details of conducting logistic regression with rstanarm as this is already covered in other vignettes.
Most of the code for data manipulation and plotting is not shown in the text but is available in the R markdown source code on GitHub.
simulate_mrp_data <- function(n) { J <- c(2, 3, 7, 3, 50) # male or not, eth, age, income level, state poststrat <- as.data.frame(array(NA, c(prod(J), length(J)+1))) # Columns of post-strat matrix, plus one for size colnames(poststrat) <- c("male", "eth", "age","income", "state",'N') count <- 0 for (i1 in 1:J[1]){ for (i2 in 1:J[2]){ for (i3 in 1:J[3]){ for (i4 in 1:J[4]){ for (i5 in 1:J[5]){ count <- count + 1 # Fill them in so we know what category we are referring to poststrat[count, 1:5] <- c(i1-1, i2, i3,i4,i5) } } } } } # Proportion in each sample in the population p_male <- c(0.52, 0.48) p_eth <- c(0.5, 0.2, 0.3) p_age <- c(0.2,.1,0.2,0.2, 0.10, 0.1, 0.1) p_income<-c(.50,.35,.15) p_state_tmp<-runif(50,10,20) p_state<-p_state_tmp/sum(p_state_tmp) poststrat$N<-0 for (j in 1:prod(J)){ poststrat$N[j] <- round(250e6 * p_male[poststrat[j,1]+1] * p_eth[poststrat[j,2]] * p_age[poststrat[j,3]]*p_income[poststrat[j,4]]*p_state[poststrat[j,5]]) #Adjust the N to be the number observed in each category in each group } # Now let's adjust for the probability of response p_response_baseline <- 0.01 p_response_male <- c(2, 0.8) / 2.8 p_response_eth <- c(1, 1.2, 2.5) / 4.7 p_response_age <- c(1, 0.4, 1, 1.5, 3, 5, 7) / 18.9 p_response_inc <- c(1, 0.9, 0.8) / 2.7 p_response_state <- rbeta(50, 1, 1) p_response_state <- p_response_state / sum(p_response_state) p_response <- rep(NA, prod(J)) for (j in 1:prod(J)) { p_response[j] <- p_response_baseline * p_response_male[poststrat[j, 1] + 1] * p_response_eth[poststrat[j, 2]] * p_response_age[poststrat[j, 3]] * p_response_inc[poststrat[j, 4]] * p_response_state[poststrat[j, 5]] } people <- sample(prod(J), n, replace = TRUE, prob = poststrat$N * p_response) ## For respondent i, people[i] is that person's poststrat cell, ## some number between 1 and 32 n_cell <- rep(NA, prod(J)) for (j in 1:prod(J)) { n_cell[j] <- sum(people == j) } coef_male <- c(0,-0.3) coef_eth <- c(0, 0.6, 0.9) coef_age <- c(0,-0.2,-0.3, 0.4, 0.5, 0.7, 0.8, 0.9) coef_income <- c(0,-0.2, 0.6) coef_state <- c(0, round(rnorm(49, 0, 1), 1)) coef_age_male <- t(cbind(c(0, .1, .23, .3, .43, .5, .6), c(0, -.1, -.23, -.5, -.43, -.5, -.6))) true_popn <- data.frame(poststrat[, 1:5], cat_pref = rep(NA, prod(J))) for (j in 1:prod(J)) { true_popn$cat_pref[j] <- plogis( coef_male[poststrat[j, 1] + 1] + coef_eth[poststrat[j, 2]] + coef_age[poststrat[j, 3]] + coef_income[poststrat[j, 4]] + coef_state[poststrat[j, 5]] + coef_age_male[poststrat[j, 1] + 1, poststrat[j, 3]] ) } #male or not, eth, age, income level, state, city y <- rbinom(n, 1, true_popn$cat_pref[people]) male <- poststrat[people, 1] eth <- poststrat[people, 2] age <- poststrat[people, 3] income <- poststrat[people, 4] state <- poststrat[people, 5] sample <- data.frame(cat_pref = y, male, age, eth, income, state, id = 1:length(people)) #Make all numeric: for (i in 1:ncol(poststrat)) { poststrat[, i] <- as.numeric(poststrat[, i]) } for (i in 1:ncol(true_popn)) { true_popn[, i] <- as.numeric(true_popn[, i]) } for (i in 1:ncol(sample)) { sample[, i] <- as.numeric(sample[, i]) } list( sample = sample, poststrat = poststrat, true_popn = true_popn ) }
The Data
Three data sets are simulated by the function simulate_mrp_data(), which is
defined in the
source code
for this R markdown document (and printed in the appendix). The first, sample,
contains $n$ observations from the individuals that form our sample (i.e., $n$
rows). For each individual we have their age (recorded as membership within a
specific age bracket), ethnicity, income level (recorded as membership within a
specific bracket), and gender. Participants were randomly sampled from a
state.
MRP is often used for dichotomous fixed choice questions (e.g., McCain's share of two party vote [@ghitza2013deep]; support for George W Bush, [@park2004bayesian]; or support for the death penalty [@shirley2015hierarchical]), so we will use a binary variable as the outcome in this vignette. However, MRP can also be used if there are more than two categories or if the outcome is continuous.
As this is a simple toy example, we will describe the proportion of the
population who would choose to adopt a cat over a dog, given the opportunity. We
will simulate data using a function that is included in the appendix of this
document. The simulate_mrp_data() function simulates a sample from a much
larger population. It returns a list including the sample, population
poststratification matrix and the true population preference for cats.
mrp_sim <- simulate_mrp_data(n=1200) save(mrp_sim, file = "mrp-files/mrp_sim.rda", version = 2)
mrp_sim <- simulate_mrp_data(n=1200) str(mrp_sim)
load("mrp-files/mrp_sim.rda") str(mrp_sim)
sample <- mrp_sim[["sample"]] rbind(head(sample), tail(sample))
The variables describing the individual (age, ethnicity, income level and gender) will be used to match the sample to the population of interest. To do this we will need to form a post-stratification table, which contains the number of people in each possible combination of the post-stratification variables. We have 4 variables with 2 (male), 7 (age), 3 (ethnicity) and 3 (income) levels, so there are 2x7x3x3 different levels. Participants are also selected from a state (50), increasing the number of possible levels to $6300$.
To make inference about the population, we will also need the proportion of individuals in each post stratification cell at the population level. We will use this information to update the estimate of our outcome variable from the sample so that is more representative of the population. This is particularly helpful if there is a belief that the sample has some bias (e.g., a greater proportion of females responded than males), and that the bias impacts the outcome variable (e.g., maybe women are more likely to pick a cat than men). For each possible combination of factors, the post-stratification table shows the proportion/number of the population in that cell (rather than the proportion/number in the sample in the cell).
Below we read in the poststrat data our simulated data list.
poststrat <- mrp_sim[["poststrat"]] rbind(head(poststrat), tail(poststrat))
One of the benefits of using a simulated data set for this example is that the actual population level probability of cat preference is known for each post-stratification cell. In real world data analysis, we don't have this luxury, but we will use it later in this case study to check the predictions of the model. Details regarding the simulation of this data are available in the appendix.
true_popn <- mrp_sim[["true_popn"]] rbind(head(true_popn), tail(true_popn))
Exploring Graphically
Before we begin with the MRP analysis, we first explore the data set with some basic visualizations.
Comparing sample to population
The aim of this analysis is to obtain a population estimation of cat preference given our sample of $4626$. We can see in the following plot the difference in proportions between the sample and the population. Horizontal panels represent each variable. Bars represent the proportion of the sample (solid) and population (dashed) in each category (represented by colour and the x-axis). For ease of viewing, we ordered the states in terms of the proportion of the sample in that state that was observed. We will continue this formatting choice thoughout this vignette.
sample$state <- factor(sample$state, levels=1:50) sample$state <- with(sample, factor(state, levels=order(table(state)))) true_popn$state <- factor(true_popn$state,levels = levels(sample$state)) poststrat$state <- factor(poststrat$state,levels = levels(sample$state))
# not evaluated to avoid tidyverse dependency income_popn <- poststrat %>% group_by(income) %>% summarize(Num=sum(N)) %>% mutate(PROP=Num/sum(Num),TYPE='Popn',VAR='Income',CAT=income) %>% ungroup() income_data <- sample %>% group_by(income) %>% summarise(Num=n()) %>% mutate(PROP=Num/sum(Num),TYPE='Sample',VAR='Income',CAT=income) %>% ungroup() income<-rbind(income_data[,2:6],income_popn[,2:6]) age_popn <- poststrat%>% group_by(age)%>% summarize(Num=sum(N))%>% mutate(PROP=Num/sum(Num),TYPE='Popn',VAR='Age',CAT=age)%>% ungroup() age_data <- sample%>% group_by(age)%>% summarise(Num=n())%>% mutate(PROP=Num/sum(Num),TYPE='Sample',VAR='Age',CAT=age)%>% ungroup() age <- rbind(age_data[,2:6],age_popn[,2:6] ) eth_popn <- poststrat%>% group_by(eth)%>% summarize(Num=sum(N))%>% mutate(PROP=Num/sum(Num),TYPE='Popn',VAR='Ethnicity',CAT=eth)%>% ungroup() eth_data <- sample%>% group_by(eth)%>% summarise(Num=n())%>% mutate(PROP=Num/sum(Num),TYPE='Sample',VAR='Ethnicity',CAT=eth)%>% ungroup() eth<-rbind(eth_data[,2:6],eth_popn[,2:6]) male_popn <- poststrat%>% group_by(male)%>% summarize(Num=sum(N))%>% mutate(PROP=Num/sum(Num),TYPE='Popn',VAR='Male',CAT=male)%>% ungroup() male_data <- sample%>% group_by(male)%>% summarise(Num=n())%>% mutate(PROP=Num/sum(Num),TYPE='Sample',VAR='Male',CAT=male)%>% ungroup() male <- rbind(male_data[,2:6],male_popn[,2:6]) state_popn <- poststrat%>% group_by(state)%>% summarize(Num=sum(N))%>% mutate(PROP=Num/sum(poststrat$N),TYPE='Popn',VAR='State',CAT=state)%>% ungroup() state_plot_data <- sample%>% group_by(state)%>% summarise(Num=n())%>% mutate(PROP=Num/nrow(sample),TYPE='Sample',VAR='State',CAT=state)%>% ungroup() state_plot_data <- rbind(state_plot_data[,2:6],state_popn[,2:6]) state_plot_data$TYPE <- factor(state_plot_data$TYPE, levels = c("Sample","Popn")) plot_data <- rbind(male,eth,age,income) plot_data$TYPE <- factor(plot_data$TYPE, levels = c("Sample","Popn")) save(state_plot_data, file = "mrp-files/state_plot_data.rda", version = 2) save(plot_data, file = "mrp-files/plot_data.rda", version = 2)
load("mrp-files/plot_data.rda") # created in previous chunk ggplot(data=plot_data, aes(x=as.factor(CAT), y=PROP, group=as.factor(TYPE), linetype=as.factor(TYPE))) + geom_point(stat="identity",colour='black')+ geom_line()+ facet_wrap( ~ VAR, scales = "free",nrow=1,ncol=5)+ theme_bw()+ scale_fill_manual(values=c('#1f78b4','#33a02c', '#e31a1c','#ff7f00','#8856a7'),guide=FALSE)+ scale_y_continuous(breaks=c(0,.25,.5,.75,1), labels=c('0%','25%',"50%","75%","100%"))+ scale_alpha_manual(values=c(1, .3))+ ylab('Proportion')+ labs(alpha='')+ theme(legend.position="bottom", axis.title.y=element_blank(), axis.title.x=element_blank(), legend.title=element_blank(), legend.text=element_text(size=10), axis.text=element_text(size=10), strip.text=element_text(size=10), strip.background = element_rect(fill='grey92')) load("mrp-files/state_plot_data.rda") # created in previous chunk ggplot(data=state_plot_data, aes(x=as.factor(CAT), y=PROP, group=as.factor(TYPE), linetype=as.factor(TYPE))) + geom_point(stat="identity",colour='black')+ geom_line()+ facet_wrap( ~ VAR)+ theme_bw()+ scale_fill_manual(values=c('#1f78b4','#33a02c', '#e31a1c','#ff7f00','#8856a7'),guide=FALSE)+ scale_y_continuous(breaks=c(0,.025,.05,1), labels=c('0%','2.5%',"5%","100%"),expand=c(0,0),limits=c(0,.06))+ scale_alpha_manual(values=c(1, .3))+ ylab('Proportion')+ labs(alpha='')+ theme(legend.position="bottom", axis.title.y=element_blank(), axis.title.x=element_blank(), legend.title=element_blank(), legend.text=element_text(size=10), axis.text.y=element_text(size=10), axis.text.x=element_text(size=8,angle=90), strip.text=element_text(size=10), strip.background = element_rect(fill='grey92'))
Effect of the post-stratification variable on preference for cats
Secondly; we consider the evidence of different proportions across different levels of a post-stratification variable; which we should consider for each of the post-stratification variables. Here we break down the proportion of individuals who would prefer a cat (y-axis) by different levels (x-axis) of the post-stratification variable (horizontal panels). We can see from this figure that there appears to be differences in cat preference for the different levels of post-stratification variables. Given the previous figure, which suggested that the sample was different to the population in the share of different levels of theses variables, this should suggest that using the sample to estimate cat preference may not give accurate estimates of cat preference in the population.
# not evaluated to avoid dependency on tidyverse #Summarise summary_by_poststrat_var <- sample %>% gather(variable,category,c("income","eth","age","male")) %>% group_by(variable,category) %>% #Wald confidence interval summarise(y_mean=mean(cat_pref),y_sd=sqrt(mean(cat_pref)*(1-mean(cat_pref))/n())) %>% ungroup() summary_by_poststrat_var$variable <- as.factor(summary_by_poststrat_var$variable) levels(summary_by_poststrat_var$variable) <- list('Age'='age','Ethnicity'='eth','Income'='income','Male'='male') save(summary_by_poststrat_var, file = "mrp-files/summary_by_poststrat_var.rda", version = 2)
load("mrp-files/summary_by_poststrat_var.rda") # created in previous chunk ggplot(data=summary_by_poststrat_var, aes(x=as.factor(category), y=y_mean,group=1)) + geom_errorbar(aes(ymin=y_mean-y_sd, ymax=y_mean+y_sd), width=0)+ geom_line()+ geom_point()+ scale_colour_manual(values=c('#1f78b4','#33a02c','#e31a1c','#ff7f00', '#8856a7'))+theme_bw()+ facet_wrap(~variable,scales = "free_x",nrow=1,ncol=5)+ scale_y_continuous(breaks=c(.5,.75,1), labels=c("50%","75%", "100%"), limits=c(0.4-.4*.05,.9),expand = c(0,0))+ labs(x="",y="Cat preference")+ theme(legend.position="none", axis.title.y=element_text(size=10), axis.title.x=element_blank(), axis.text=element_text(size=10), strip.text=element_text(size=10), strip.background = element_rect(fill='grey92'))
Interaction effect
Thirdly, we demonstrate visually that there is an interaction between age and gender and compare to a case where there is no interaction. Here a simulated interaction effect between age (x-axis) and gender (color), right panel, is contrasted with no interaction effect (left panel). While both panels demonstrate a difference between the genders on the outcome variable (y-axis), only the second panel shows this difference changing with the variable on the x-axis.
# not evaluated to avoid dependency on tidyverse #Summarise interaction <- sample %>% gather(variable, category, c("age", "eth")) %>% group_by(variable, category, male) %>% summarise(y_mean = mean(cat_pref), y_sd = sqrt(mean(cat_pref) * (1 - mean(cat_pref)) / n())) %>% ungroup() #Tidy for nice facet labels interaction$variable <- as.factor(interaction$variable) levels(interaction$variable) <- list('Ethnicity' = 'eth', 'Age' = 'age') save(interaction, file = "mrp-files/interaction.rda", version = 2)
load("mrp-files/interaction.rda") # created in previous chunk ggplot(data=interaction, aes(x=as.factor(category), y=y_mean, colour=as.factor(male),group=as.factor(male))) + geom_errorbar(aes(ymin=y_mean-y_sd, ymax=y_mean+y_sd),width=0 )+ geom_line(aes(x=as.factor(category), y=y_mean,colour=as.factor(male)))+ geom_point()+ facet_wrap(~variable,scales = "free_x",nrow=1,ncol=2)+ labs(x="",y="Cat preference",colour='Gender')+ scale_y_continuous(breaks=c(0,.25,.5,.75,1), labels=c("0%",'25%',"50%","75%", "100%"), limits=c(0,1),expand=c(0,0))+ scale_colour_manual(values=c('#4575b4','#d73027'))+theme_bw()+ theme(axis.title=element_text(size=10), axis.text=element_text(size=10), legend.position='none', strip.text=element_text(size=10), strip.background = element_rect(fill='grey92'))
Design effect
Lastly we look at the difference in cat preference between states, which will form the basis for the multi-level component of our analysis. Participants were randomly selected from particular states. Plotting the state (x-axis) against the overall proportion of participants who prefer cats (y-axis) demonstrates state differences. The downward slope is because we ordered the x-axis by the proportion of cat preference for ease of viewing. We also include second plot with a horizontal line to represent the overall preference for cats in the total population, according to the sample.
# not evaluated to avoid dependency on tidyverse #Summarise by state preference_by_state <- sample %>% group_by(state) %>% summarise(y_mean = mean(cat_pref), y_sd = sqrt(mean(cat_pref) * (1 - mean(cat_pref)) / n())) %>% ungroup() save(preference_by_state, file = "mrp-files/preference_by_state.rda", version = 2)
load("mrp-files/preference_by_state.rda") compare <- ggplot(data=preference_by_state, aes(x=state, y=y_mean,group=1)) + geom_ribbon(aes(ymin=y_mean-y_sd,ymax=y_mean+y_sd,x=state),fill='lightgrey',alpha=.7)+ geom_line(aes(x=state, y=y_mean))+ geom_point()+ scale_y_continuous(breaks=c(0,.25,.5,.75,1), labels=c("0%","25%","50%","75%","100%"), limits=c(0,1), expand=c(0,0))+ scale_x_discrete(drop=FALSE)+ scale_colour_manual(values=c('#1f78b4','#33a02c','#e31a1c','#ff7f00', '#8856a7'))+ theme_bw()+ labs(x="States",y="Cat preference")+ theme(legend.position="none", axis.title=element_text(size=10), axis.text.y=element_text(size=10), axis.text.x=element_text(angle=90,size=8), legend.title=element_text(size=10), legend.text=element_text(size=10)) compare2 <- ggplot()+ geom_hline(yintercept = mean(sample$cat_pref),size=.8)+ geom_text(aes(x = 5.2, y = mean(sample$cat_pref)+.025, label = "Sample"))+ scale_y_continuous(breaks=c(0,.25,.5,.75,1), labels=c("0%","25%","50%","75%","100%"), limits=c(-0.25,1.25),expand=c(0,0))+ theme_bw()+ labs(x="Popn",y="")+ theme(legend.position="none", axis.title.y=element_blank(), axis.title.x=element_text(size=10), axis.text=element_blank(), axis.ticks=element_blank(), legend.title=element_text(size=10), legend.text=element_text(size=10)) bayesplot_grid(compare,compare2, grid_args = list(nrow=1, widths = c(8,1)))
MRP with rstanarm
From visual inspection, it appears that different levels of post-stratification variable have different preferences for cats. Our survey also appears to have sampling bias; indicating that some groups were over/under sampled relative to the population. The net effect of this is that we could not make good population level estimates of cat preference straight from our sample. Our aim is to infer the preference for cats in the population using the post-stratification variables to account for systematic differences between the sample and population. Using rstanarm, this becomes a simple procedure.
The first step is to use a multi-level logistic regression model to predict preference for cats in the sample given the variables that we will use to post-stratify. Note that we actually have more rows in the post-stratification matrix than the we have observed units, so there are some cells in the poststrat matrix that we don't observe. We can use a multi-level model to partially pool information across the different levels within each variable to assist with this. In the model described below, we use a fixed intercept for gender, and hierarchically modeled varying intercepts for each of the other factors.
Let $\theta_{j}$ denote the preference for cats in the $j$th poststratification cell. The non-hierarchical part of the model can be written as
$$\theta_j= logit^{-1}(X_{j}\beta),$$
where here $X$ only contains an indicator for male or female and an interaction term with age.
Adding the varying intercepts for the other variables the model becomes
$$ \theta_j = logit^{-1}( X_{j}\beta + \alpha_{\rm state[j]}^{\rm state} + \alpha_{\rm age[j]}^{\rm age} + \alpha_{\rm eth[j]}^{\rm eth} + \alpha_{\rm inc[j]}^{\rm inc} ) $$ with
$$ \begin{align} \alpha_{\rm state[j]}^{\rm state} & \sim N(0,\sigma^{\rm state}) \ \alpha_{\rm age[j]}^{\rm age} & \sim N(0,\sigma^{\rm age})\ \alpha_{\rm eth[j]}^{\rm eth} & \sim N(0,\sigma^{\rm eth})\ \alpha_{\rm inc[j]}^{\rm inc} &\sim N(0,\sigma^{\rm inc}) \ \end{align}
$$
Each of $\sigma^{\rm state}$, $\sigma^{\rm age}$, $\sigma^{\rm eth}$, and $\sigma^{\rm inc}$ are estimated from the data (in this case using rstanarm's default priors), which is beneficial as it means we share information between the levels of each variable and we can prevent levels with with less data from being too sensitive to the few observed values. This also helps with the levels we don't observe at all it will use information from the levels that we do observe. For more on the benefits of this type of model, see @gelman2005analysis, and see @ghitza2013deep and @si2017bayesian for more complicated extensions that involve deep interactions and structured prior distributions.
Here is the model specified using the stan_glmer() function in rstanarm,
which uses the same formula syntax as the glmer() function from the lme4
package:
fit <- stan_glmer( cat_pref ~ factor(male) + factor(male) * factor(age) + (1 | state) + (1 | age) + (1 | eth) + (1 | income), family = binomial(link = "logit"), data = sample )
print(fit)
As a first pass to check whether the model is performing well, note that there are no warnings about divergences, failure to converge or tree depth. If these errors do occur, more information on how to alleviate them is provided here.
Population Estimate
From this we get a summary of the baseline log odds of cat preference at the
first element of each factor (i.e., male = 0, age = 1) for each state, plus
estimates on variability of the intercept for state, ethnicity, age and income.
While this is interesting, currently all we have achieved is a model that
predicts cat preference given a number of factor-type predictors in a sample.
What we would like to do is estimate cat preference in the population by
accounting for differences between our sample and the population. We use the
posterior_linpred() function to obtain posterior estimates for cat preference
given the proportion of people in the population in each level of the factors
included in the model.
posterior_prob <- posterior_linpred(fit, transform = TRUE, newdata = poststrat) poststrat_prob <- posterior_prob %*% poststrat$N / sum(poststrat$N) model_popn_pref <- c(mean = mean(poststrat_prob), sd = sd(poststrat_prob)) round(model_popn_pref, 3)
We can compare this to the estimate we would have made if we had just used the sample:
sample_popn_pref <- mean(sample$cat_pref) round(sample_popn_pref, 3)
We can also add it to the last figure to graphically represent the difference between the sample and population estimate.
compare2 <- compare2 + geom_hline(yintercept = model_popn_pref[1], colour = '#2ca25f', size = 1) + geom_text(aes(x = 5.2, y = model_popn_pref[1] + .025), label = "MRP", colour = '#2ca25f') bayesplot_grid(compare, compare2, grid_args = list(nrow = 1, widths = c(8, 1)))
As this is simulated data, we can look directly at the preference for cats that we simulated from to consider how good our estimate is.
true_popn_pref <- sum(true_popn$cat_pref * poststrat$N) / sum(poststrat$N) round(true_popn_pref, 3)
Which we will also add to the figure.
compare2 <- compare2 + geom_hline(yintercept = mean(true_popn_pref), linetype = 'dashed', size = .8) + geom_text(aes(x = 5.2, y = mean(true_popn_pref) - .025), label = "True") bayesplot_grid(compare, compare2, grid_args = list(nrow = 1, widths = c(8, 1)))
Our MRP estimate is barely off, while our sample estimate is off by more than 10 percentage points. This indicates that using MRP helps to make estimates for the population from our sample that are more accurate.
Estimates for states
One of the nice benefits of using MRP to make inference about the population is that we can change the population of interest. In the previous paragraph we inferred the preference for cats in the whole population. We can also infer the preference for cats in a single state. In the following code we post-stratify for each state in turn. Note that we can reuse the predictive model from the previous step and update for different population demographics. This is particularly useful for complicated cases or large data sets where the model takes some time to fit.
As before, first we use the proportion of the population in each combination of the post-stratification groups to estimate the proportion of people who preferred cats in the population, only in this case the population of interest is the state.
state_df <- data.frame( State = 1:50, model_state_sd = rep(-1, 50), model_state_pref = rep(-1, 50), sample_state_pref = rep(-1, 50), true_state_pref = rep(-1, 50), N = rep(-1, 50) ) for(i in 1:length(levels(as.factor(poststrat$state)))) { poststrat_state <- poststrat[poststrat$state == i, ] posterior_prob_state <- posterior_linpred( fit, transform = TRUE, draws = 1000, newdata = as.data.frame(poststrat_state) ) poststrat_prob_state <- (posterior_prob_state %*% poststrat_state$N) / sum(poststrat_state$N) #This is the estimate for popn in state: state_df$model_state_pref[i] <- round(mean(poststrat_prob_state), 4) state_df$model_state_sd[i] <- round(sd(poststrat_prob_state), 4) #This is the estimate for sample state_df$sample_state_pref[i] <- round(mean(sample$cat_pref[sample$state == i]), 4) #And what is the actual popn? state_df$true_state_pref[i] <- round(sum(true_popn$cat_pref[true_popn$state == i] * poststrat_state$N) / sum(poststrat_state$N), digits = 4) state_df$N[i] <- length(sample$cat_pref[sample$state == i]) } state_df[c(1,3:6)] state_df$State <- factor(state_df$State, levels = levels(sample$state))
Here we similar findings to when we considered the population as whole. While estimates for cat preference (in percent) using the sample are off by
round(100 * c( mean = mean(abs(state_df$sample_state_pref-state_df$true_state_pref), na.rm = TRUE), max = max(abs(state_df$sample_state_pref-state_df$true_state_pref), na.rm = TRUE) ))
the MRP based estimates are much closer to the actual percentage,
round(100 * c( mean = mean(abs(state_df$model_state_pref-state_df$true_state_pref)), max = max(abs(state_df$model_state_pref-state_df$true_state_pref)) ))
and especially when the sample size for that population is relatively small. This is easier to see graphically, so we will continue to add additional layers to the previous figure. Here we add model estimates,represented by triangles, and the true population cat preference, represented as transparent circles.
#Summarise by state compare <- compare + geom_point(data=state_df, mapping=aes(x=State, y=model_state_pref), inherit.aes=TRUE,colour='#238b45')+ geom_line(data=state_df, mapping=aes(x=State, y=model_state_pref,group=1), inherit.aes=TRUE,colour='#238b45')+ geom_ribbon(data=state_df,mapping=aes(x=State,ymin=model_state_pref-model_state_sd, ymax=model_state_pref+model_state_sd,group=1), inherit.aes=FALSE,fill='#2ca25f',alpha=.3)+ geom_point(data=state_df, mapping=aes(x=State, y=true_state_pref), alpha=.5,inherit.aes=TRUE)+ geom_line(data=state_df, mapping=aes(x=State, y=true_state_pref), inherit.aes = TRUE,linetype='dashed') bayesplot_grid(compare, compare2, grid_args = list(nrow = 1, widths = c(8, 1)))
Other formats
Alternate methods of modelling
Previously we used a binary outcome variable. An alternative form of this model
is to aggregate the data to the poststrat cell level and model the number of
successes (or endorsement of cat preference in this case) out of the total
number of people in that cell. To do this we need to create two n x 1 outcome
variables, N_cat_pref (number in cell who prefer cats) and N (number in the
poststrat cell).
# not evaluated to avoid dependency on tidyverse sample_alt <- sample %>% group_by(male, age, income, state, eth) %>% summarise(N_cat_pref = sum(cat_pref), N = n()) %>% ungroup()
load("mrp-files/sample_alt.rda")
We then can use these two outcome variables to model the data using the binomial distribution.
fit2 <- stan_glmer( cbind(N_cat_pref, N - N_cat_pref) ~ factor(male) + factor(male) * factor(age) + (1 | state) + (1 | age) + (1 | eth) + (1 | income), family = binomial("logit"), data = sample_alt, refresh = 0 )
print(fit2)
Like before, we can use the posterior_linpred() function to obtain an estimate of
the preference for cats in the population.
posterior_prob_alt <- posterior_linpred(fit2, transform = TRUE, newdata = poststrat) poststrat_prob_alt <- posterior_prob_alt %*% poststrat$N / sum(poststrat$N) model_popn_pref_alt <- c(mean = mean(poststrat_prob_alt), sd = sd(poststrat_prob_alt)) round(model_popn_pref_alt, 3)
As we should, we get the same answer as when we fit the model using the binary outcome. The two ways are equivalent, so we can use whichever form is most convenient for the data at hand. More details on these two forms of binomial models are available here.
Appendix
Examples of other formulas
The formulas for fitting so-called "mixed-effects" models in rstanarm are the same as those in the lme4 package. A table of examples can be found in Table 2 of the vignette for the lme4 package, available here.
Code to simulate the data
Here is the source code for the simulate_mrp_function(), which is based off
of some code provided by Aki Vehtari.
print(simulate_mrp_data)
References
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