icc: Intraclass-Correlation Coefficient

Description Usage Arguments Details Value Note References See Also Examples

View source: R/icc.R

Description

This function calculates the intraclass-correlation (icc) - sometimes also called variance partition coefficient (vpc) - for random intercepts of mixed effects models. Currently, merMod, glmmTMB, stanreg and brmsfit objects are supported.

Usage

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icc(x, ...)

## S3 method for class 'merMod'
icc(x, adjusted = FALSE, ...)

## S3 method for class 'glmmTMB'
icc(x, adjusted = FALSE, ...)

## S3 method for class 'stanreg'
icc(x, re.form = NULL, typical = "mean",
  prob = 0.89, ppd = FALSE, ...)

## S3 method for class 'brmsfit'
icc(x, re.form = NULL, typical = "mean",
  prob = 0.89, ppd = FALSE, ...)

Arguments

x

Fitted mixed effects model (of class merMod, glmmTMB, stanreg or brmsfit).

...

Currently not used.

adjusted

Logical, if TRUE, the adjusted (and conditional) ICC is calculated, which reflects the uncertainty of all random effects (see 'Details'). Note that if adjusted = TRUE, no additional information on the variance components is returned.

re.form

Formula containing group-level effects to be considered in the prediction. If NULL (default), include all group-level effects. Else, for instance for nested models, name a specific group-level effect to calculate the ICC for this group-level. Only applies if ppd = TRUE.

typical

Character vector, naming the function that will be used as measure of central tendency for the ICC. The default is "mean". See typical_value for options.

prob

Vector of scalars between 0 and 1, indicating the mass within the credible interval that is to be estimated. See hdi.

ppd

Logical, if TRUE, variance decomposition is based on the posterior predictive distribution, which is the correct way for Bayesian non-Gaussian models.

Details

The ICC is calculated by dividing the between-group-variance (random intercept variance) by the total variance (i.e. sum of between-group-variance and within-group (residual) variance).

The calculation of the ICC for generalized linear mixed models with binary outcome is based on Wu et al. (2012). For other distributions (negative binomial, poisson, ...), calculation is based on Nakagawa et al. 2017.

ICC for unconditional and conditional models

Usually, the ICC is calculated for the null model ("unconditional model"). However, according to Raudenbush and Bryk (2002) or Rabe-Hesketh and Skrondal (2012) it is also feasible to compute the ICC for full models with covariates ("conditional models") and compare how much a level-2 variable explains the portion of variation in the grouping structure (random intercept).

ICC for random-slope models

Caution: For models with random slopes and random intercepts, the ICC would differ at each unit of the predictors. Hence, the ICC for these kind of models cannot be understood simply as proportion of variance (see Goldstein et al. 2010). For convenience reasons, as the icc() function also extracts the different random effects variances, the ICC for random-slope-intercept-models is reported nonetheless, but it is usually no meaningful summary of the proportion of variances.

ICC for models with multiple or nested random effects

Caution: By default, for three-level-models, depending on the nested structure of the model, or for models with multiple random effects, icc() only reports the proportion of variance explained for each grouping level. Use adjusted = TRUE to calculate the adjusted and conditional ICC.

Adjusted and conditional ICC

If adjusted = TRUE, an adjusted and conditional ICC are calculated, which take all sources of uncertainty (of all random effects) into account to report an "adjusted" ICC, as well as the conditional ICC. The latter also takes the fixed effects variances into account (see Nakagawa et al. 2017). If random effects are not nested and not cross-classified, the adjusted (adjusted = TRUE) and unadjusted (adjusted = FALSE) ICC are identical.

ICC for specific group-levels

To calculate the proportion of variance for specific levels related to each other (e.g., similarity of level-1-units within level-2-units or level-2-units within level-3-units) must be computed manually. Use get_re_var to get the between-group-variances and residual variance of the model, and calculate the ICC for the various level correlations.

For example, for the ICC between level 1 and 2:
sum(get_re_var(fit)) / (sum(get_re_var(fit)) + get_re_var(fit, "sigma_2"))

or for the ICC between level 2 and 3:
get_re_var(fit)[2] / sum(get_re_var(fit))

ICC for Bayesian models

If ppd = TRUE, icc() calculates a variance decomposition based on the posterior predictive distribution. In this case, first, the draws from the posterior predictive distribution not conditioned on group-level terms (posterior_predict(..., re.form = NA)) are calculated as well as draws from this distribution conditioned on all random effects (by default, unless specified else in re.form) are taken. Then, second, the variances for each of these draws are calculated. The "ICC" is then the ratio between these two variances. This is the recommended way to analyse random-effect-variances for non-Gaussian models. It is then possible to compare variances accross models, also by specifying different group-level terms via the re.form-argument.

Sometimes, when the variance of the posterior predictive distribution is very large, the variance ratio in the output makes no sense, e.g. because it is negative. In such cases, it might help to use a more robust measure to calculate the central tendency of the variances. For example, use typical = "median".

Value

A numeric vector with all random intercept intraclass-correlation-coefficients. Furthermore, if adjusted = FALSE, between- and within-group variances as well as random-slope variance are returned as attributes.

For stanreg or brmsfit objects, the HDI for each statistic is also included as attribute.

Note

Some notes on why the ICC is useful, based on Grace-Martin:

In short, the ICC can be interpreted as “the proportion of the variance explained by the grouping structure in the population” (Hox 2002: 15).

The random effect variances indicate the between- and within-group variances as well as random-slope variance and random-slope-intercept correlation. The components are denoted as following:

References

Further helpful online-ressources:

See Also

re_var

Examples

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library(lme4)
fit0 <- lmer(Reaction ~ 1 + (1 | Subject), sleepstudy)
icc(fit0)

# note: ICC for random-slope-intercept model usually not
# meaningful - see 'Note'.
fit1 <- lmer(Reaction ~ Days + (Days | Subject), sleepstudy)
icc(fit1)

sleepstudy$mygrp <- sample(1:45, size = 180, replace = TRUE)
fit2 <- lmer(Reaction ~ Days + (1 | mygrp) + (1 | Subject), sleepstudy)
icc(fit2)
icc(fit2, adjusted = TRUE)

icc1 <- icc(fit1)
icc2 <- icc(fit2)

print(icc1, comp = "var")
print(icc2, comp = "var")

## Not run: 
# compute ICC for Bayesian mixed model, with an ICC for each
# sample of the posterior. The print()-method then shows
# the median ICC as well as 89% HDI for the ICC.
# Change interval with print-method:
# print(icc(m, posterior = TRUE), prob = .5)

if (requireNamespace("brms", quietly = TRUE)) {
  library(dplyr)
  sleepstudy$mygrp <- sample(1:5, size = 180, replace = TRUE)
  sleepstudy <- sleepstudy %>%
    group_by(mygrp) %>%
    mutate(mysubgrp = sample(1:30, size = n(), replace = TRUE))
  m <- brms::brm(
    Reaction ~ Days + (1 | mygrp / mysubgrp) + (1 | Subject),
    data = sleepstudy
  )

  # by default, 89% interval
  icc(m)

  # show 50% interval
  icc(m, prob = .5)

  # variances based on posterior predictive distribution
  icc(m, ppd = TRUE)
}
## End(Not run)

sjstats documentation built on Oct. 2, 2018, 5:04 p.m.