plot_moments: Plot function: Display the influence of a covariate

In Stan125/distreg.vis: Framework for the Visualization of Distributional Regression Models

Plot function: Display the influence of a covariate

Description

This function takes a dataframe of predictions with one row per prediction and one column for every explanatory variable. Then, those predictions are held constant while one specific variable is varied over it's whole range (min-max). Then, the constant variables with the varied interest variables are predicted and plotted against the expected value and the variance of the underlying distribution.

Usage

plot_moments(
  model,
  int_var,
  pred_data = NULL,
  rug = FALSE,
  samples = FALSE,
  uncertainty = FALSE,
  ex_fun = NULL,
  palette = "viridis",
  vary_by = NULL
)

Arguments

model	A fitted model on which the plots are based.
int_var	The variable for which influences of the moments shall be graphically displayed. Has to be in character form.
pred_data	Combinations of covariate data, sometimes also known as "newdata", including the variable of interest, which will be ignored in later processing.
rug	Should the resulting plot be a rug plot?
samples	If the provided model is a bamlss model, should the moment values be "correctly" calculated, using the transformed samples? See details for details.
uncertainty	If TRUE, displays uncertainty measures about the covariate influences. Can only be TRUE if samples is also TRUE.
ex_fun	An external function function(par) {...} which calculates a measure, whose dependency from a certain variable is of interest. Has to be specified in character form. See examples for an example.
palette	See plot_dist.
vary_by	Variable name in character form over which to vary the mean/reference values of explanatory variables. It is passed to set_mean. See that documentation for further details.

Details

The target of this function is to display the influence of a selected effect on the predicted moments of the modeled distribution. The motivation for computing influences on the moments of a distribution is its interpretability: In most cases, the parameters of a distribution do not equate the moments and as such are only indirectly location, scale or shape properties, making the computed effects hard to understand.

Navigating through the disarray of link functions, non-parametric effects and transformations to moments, plot_moments() supports a wide range of target distributions. See dists for details.

Whether a distribution is supported or not depends on whether the underlying R object possesses functions to calculate the moments of the distribution from the predicted parameters. To achieve this for as many distributional families as possible, we worked together with both the authors of gamlss (Rigby and Stasinopoulos 2005) and bamlss (Umlauf et al. 2018) and implemented the moment functions for almost all available distributions in the respective packages. The betareg family was implemented in distreg.vis as well.

References

Rigby RA, Stasinopoulos DM (2005). "Generalized Additive Models for Location, Scale and Shape." Journal of the Royal Statistical Society C, 54(3), 507-554.

Umlauf, N, Klein N, Zeileis A (2018). "BAMLSS: Bayesian Additive Models for Location, Scale and Shape (and Beyond)." Journal of Computational and Graphical Statistics, 27(3), 612-627.

Examples

# Generating some data
dat <- model_fam_data(fam_name = "LOGNO")

# Estimating the model
library("gamlss")
model <- gamlss(LOGNO ~ ps(norm2) + binomial1,
                ~ ps(norm2) + binomial1,
                data = dat, family = "LOGNO")

# Get newdata by either specifying an own data.frame, or using set_mean()
# for obtaining mean vals of explanatory variables
ndata_user <- dat[1:5, c("norm2", "binomial1")]
ndata_auto <- set_mean(model_data(model))

# Influence graphs
plot_moments(model, int_var = "norm2", pred_data = ndata_user) # cont. var
plot_moments(model, int_var = "binomial1", pred_data = ndata_user) # discrete var
plot_moments(model, int_var = "norm2", pred_data = ndata_auto) # with new ndata

# If pred_data argument is omitted plot_moments uses mean explanatory
# variables for prediction (using set_mean)
plot_moments(model, int_var = "norm2")

# Rug Plot
plot_moments(model, int_var = "norm2", rug = TRUE)

# Different colour palette
plot_moments(model, int_var = "binomial1", palette = "Dark2")

# Using an external function
ineq <- function(par) {
  2 * pnorm((par[["sigma"]] / 2) * sqrt(2)) - 1
}
plot_moments(model, int_var = "norm2", pred_data = ndata_user, ex_fun = "ineq")

Stan125/distreg.vis documentation built on Oct. 31, 2023, 2:40 p.m.