ordSmooth: Smoothing dummy coefficients of ordinal predictors

In ahoshiyar/ordPens: Selection, Fusion, Smoothing and Principal Components Analysis for Ordinal Variables

Smoothing dummy coefficients of ordinal predictors

Description

Fits dummy coefficients of ordinally scaled independent variables with the sum of squared differences of adjacent dummy coefficients being penalized.

Usage

ordSmooth(x, y, u = NULL, z = NULL, offset = rep(0,length(y)), lambda, 
  model = c("linear", "logit", "poisson"), restriction = c("refcat", "effect"),
  penscale = identity, scalex = TRUE, nonpenx = NULL, eps = 1e-3, delta = 1e-6, 
  maxit = 25, ...)

Arguments

x	the matrix (or data.frame) of ordinal predictors, with each column corresponding to one predictor and containing numeric values from {1,2,...}; for each covariate, category 1 is taken as reference category with zero dummy coefficient.
y	the response vector.
u	a matrix (or data.frame) of additional categorical (nominal) predictors, with each column corresponding to one (additional) predictor and containing numeric values {1,2,...}; corresponding dummy coefficients will not be penalized, and for each covariate category 1 is taken as reference category.
z	a matrix (or data.frame) of additional metric predictors, with each column corresponding to one (additional) predictor; corresponding coefficients will not be penalized.
offset	vector of offset values.
lambda	vector of penalty parameters (in decreasing order). Optimization starts with the first component. See details below.
model	the model which is to be fitted. Possible choices are "linear" (default), "logit" or "poisson". See details below.
restriction	identifiability restriction for dummy coding. "reference" takes category 1 is as reference category (default), while with "effect" dummy coefficients sum up to 0 (known as effect coding).
penscale	rescaling function to adjust the value of the penalty parameter to the degrees of freedom of the parameter group.
scalex	logical. Should (split-coded) design matrix corresponding to x be scaled to have unit variance over columns before fitting? See details below.
nonpenx	vector of indices indicating columns of x whose regression coefficients are not penalized.
eps	a (small) constant to be added to the columnwise standard deviations when scaling the design matrix, to control the effect of very small stds. See details below.
delta	a small positive convergence tolerance which is used as stopping criterion for the penalized Fisher scoring when a logit or poisson model is fitted. See details below.
maxit	integer given the maximal number of (penalized) Fisher scoring iterations.
...	additional arguments.

Details

The method assumes that categorical covariates (contained in x and u) take values 1,2,...,max, where max denotes the (columnwise) highest level observed in the data. If any level between 1 and max is not observed for an ordinal predictor, a corresponding (dummy) coefficient is fitted anyway. If any level > max is not observed but possible, and a corresponding coefficient is to be fitted, the easiest way is to add a corresponding row to x (and u,z) with corresponding y value being NA.

If a linear regression model is fitted, response vector y may contain any numeric values; if a logit model is fitted, y has to be 0/1 coded; if a poisson model is fitted, y has to contain count data.

If scalex is TRUE, (split-coded) design matrix constructed from x is scaled to have unit variance over columns. If a certain x-category, however, is observed only a few times, variances may become very small and scaling has enormous effects on the result and may cause numerical problems. Hence a small constant eps can be added to each standard deviation when used for scaling.

A logit or poisson model is fitted by penalized Fisher scoring. For stopping the iterations the criterion sqrt(sum((b.new-b.old)^2)/sum(b.old^2)) < delta is used.

Please note, ordSmooth is intended for use with high-dimensional ordinal predictors; more precisely, if the number of ordinal predictors is large. Package ordPens, however, also includes auxiliary functions such that gam from mgcv can be used for fitting generalized linear and additive models with first- and second-order ordinal smoothing penalty as well as built-in smoothing parameter selection. In addition, mgcv tools for further statistical inference can be used. Note, however, significance of smooth (ordinal) terms is only reliable in case of the second-order penalty. Also note, if using gam, dummy coefficients/fitted functions are centered over the data observed. For details, please see Gertheiss et al. (2021) and examples below.

Value

An ordPen object, which is a list containing:

fitted	the matrix of fitted response values of the training data. Columns correspond to different lambda values.
coefficients	the matrix of fitted coefficients with respect to dummy-coded (ordinal or nominal) categorical input variables (including the reference category) as well as metric predictors. Columns correspond to different lambda values.
model	the type of the fitted model: "linear", "logit", or "poisson".
restriction	the type of restriction used for identifiability.
lambda	the used lambda values.
fraction	the used fraction values (NULL in case of ordSmooth).
xlevels	a vector giving the number of levels of the ordinal predictors.
ulevels	a vector giving the number of levels of the nominal predictors (if any).
zcovars	the number of metric covariates (if any).

Author(s)

Jan Gertheiss, Aisouda Hoshiyar

References

Gertheiss, J., F. Scheipl, T. Lauer, and H. Ehrhardt (2022). Statistical inference for ordinal predictors in generalized linear and additive models with application to bronchopulmonary dysplasia. BMC research notes, 15, 112.

Gertheiss, J. and G. Tutz (2009). Penalized regression with ordinal predictors. International Statistical Review, 77, 345-365.

Tutz, G. and J. Gertheiss (2014). Rating scales as predictors – the old question of scale level and some answers. Psychometrica, 79, 357-376.

Tutz, G. and J. Gertheiss (2016). Regularized regression for categorical data. Statistical Modelling, 16, 161-200.

See Also

plot.ordPen, predict.ordPen

Examples

# smooth modeling of a simulated dataset
set.seed(123)

# generate (ordinal) predictors
x1 <- sample(1:8,100,replace=TRUE)
x2 <- sample(1:6,100,replace=TRUE)
x3 <- sample(1:7,100,replace=TRUE)

# the response
y <- -1 + log(x1) + sin(3*(x2-1)/pi) + rnorm(100)

# x matrix
x <- cbind(x1,x2,x3)

# lambda values
lambda <- c(1000,500,200,100,50,30,20,10,1)

# smooth modeling
osm1 <- ordSmooth(x = x, y = y, lambda = lambda)

# results
round(osm1$coef,digits=3)
plot(osm1)

# If for a certain plot the x-axis should be annotated in a different way,
# this can (for example) be done as follows:
plot(osm1, whx = 1, xlim = c(0,9), xaxt = "n")
axis(side = 1, at = c(1,8), labels = c("no agreement","total agreement"))

# add a nominal covariate to control for
u1 <- sample(1:8,100,replace=TRUE)
u <- cbind(u1)
osm2 <- ordSmooth(x = x, y = y, u = u, lambda = lambda)
round(osm2$coef,digits=3)


## Use gam() from mgcv for model fitting:
# ordinal predictors need to be ordered factors
x1 <- as.ordered(x1)
x2 <- as.ordered(x2)
x3 <- as.ordered(x3)

# model fitting with first-order penalty and smoothing parameter selection by REML
gom1 <- gam(y ~ s(x1, bs = "ordinal", m = 1) + s(x2, bs = "ordinal", m = 1) + 
s(x3, bs = "ordinal", m = 1) + factor(u1), method = "REML")

# plot with confidence intervals
plot(gom1)

# use second-order penalty instead
gom2 <- gam(y ~ s(x1, bs = "ordinal", m = 2) + s(x2, bs = "ordinal", m = 2) + 
s(x3, bs = "ordinal", m = 2) + factor(u1), method = "REML")

# summary including significance of smooth terms
# please note, the latter is only reliable for m = 2
summary(gom2)

# plotting
plot(gom2)

ahoshiyar/ordPens documentation built on May 7, 2024, 5:43 a.m.