R/clm.predict.R

In ordinal: Regression Models for Ordinal Data

## This file contains:
## The predict method for clm objects.

predict.clm <-
  function(object, newdata, se.fit = FALSE, interval = FALSE,
           level = 0.95,
           type = c("prob", "class", "cum.prob", "linear.predictor"),
           na.action = na.pass, ...)
### result - a list of predictions (fit)
### FIXME: restore names of the fitted values
###
### Assumes object has terms, xlevels, contrasts, tJac
{
    ## match and test arguments:
    type <- match.arg(type)
    se.fit <- as.logical(se.fit)[1]
    interval <- as.logical(interval)[1]
    stopifnot(length(level) == 1 && is.numeric(level) && level < 1 &&
              level > 0)
    if(type == "class" && (se.fit || interval)) {
        warning("se.fit and interval set to FALSE for type = 'class'")
        se.fit <- interval <- FALSE
    }
    cov <- if(se.fit || interval) vcov(object) else NULL
### Get newdata object; fill in response if missing and always for
### type=="class":
    has.response <- TRUE
    if(type == "class" && missing(newdata))
        ## newdata <- update(object, method="model.frame")$mf
        newdata <- model.frame(object)
    ## newdata supplied or type=="class":
    has.newdata <- !(missing(newdata) || is.null(newdata))
    if(has.newdata || type=="class") {
        if(has.newdata && sum(unlist(object$aliased)) > 0)
            warning("predictions from column rank-deficient fit may be misleading")
        newdata <- as.data.frame(newdata)
        ## Test if response is in newdata:
        resp <- response.name(object$terms)
        ## remove response from newdata if type == "class"
        if(type == "class") newdata <- newdata[!names(newdata) %in% resp]
        has.response <- resp %in% names(newdata) ##  FALSE for type == "class"
        if(!has.response) {
            ## fill in response variable in newdata if missing:
            ylev <- object$y.levels
            nlev <- length(ylev)
            nnd <- nrow(newdata)
            newdata <-
                cbind(newdata[rep(1:nnd, each=nlev) , , drop=FALSE],
                      factor(rep(ylev, nnd), levels=ylev, ordered=TRUE))
            names(newdata)[ncol(newdata)] <- resp
        }
### Set model matrices:
        if(is.null(attr(object$terms, "predvars")))
            warning(paste0("terms object does not have a predvars attribute: ",
                           "predictions may be misleading"))
        mf <- model.frame(object$terms, newdata, na.action=na.action,
                          xlev=object$xlevels)
        ## model.frame will warn, but here we also throw an error:
        if(nrow(mf) != nrow(newdata))
            stop("length of variable(s) found do not match nrow(newdata)")
        ## check that variables are of the right type:
        if (!is.null(cl <- attr(object$terms, "dataClasses")))
            .checkMFClasses(cl, mf)
        ## make model.matrix:
        X <- model.matrix(object$terms, mf, contrasts = object$contrasts)
        Xint <- match("(Intercept)", colnames(X), nomatch = 0L)
        n <- nrow(X)
        if(Xint <= 0) X <- cbind("(Intercept)" = rep(1, n), X)
        ## drop aliased columns:
        if(sum(object$aliased$beta) > 0)
            X <- X[, !c(FALSE, object$aliased$beta), drop=FALSE]
        ## handle offset (from predict.lm):
### NOTE: Could factor the offset handling out in its own function for
### code clarity:
        offset <- rep(0, nrow(X))
        if(!is.null(off.num <- attr(object$terms, "offset")))
            for(i in off.num) offset <- offset +
                eval(attr(object$terms, "variables")[[i + 1]], newdata)
        y <- model.response(mf)
        if(any(!levels(y) %in%  object$y.levels))
            stop(gettextf("response factor '%s' has new levels",
                          response.name(object$terms)))
### make NOMINAL model.matrix:
        if(is.nom <- !is.null(object$nom.terms)) {
            ## allows NAs to pass through to fit, se.fit, lwr and upr:
            nom.mf <- model.frame(object$nom.terms, newdata,
                                  na.action=na.action,
                                  xlev=object$nom.xlevels)
            ## model.frame will warn, but here we also throw an error:
            if(nrow(nom.mf) != nrow(newdata))
                stop("length of variable(s) found do not match nrow(newdata)")
            if (!is.null(cl <- attr(object$nom.terms, "dataClasses")))
                .checkMFClasses(cl, nom.mf)
            NOM <- model.matrix(object$nom.terms, nom.mf,
                                contrasts=object$nom.contrasts)
            NOMint <- match("(Intercept)", colnames(NOM), nomatch = 0L)
            if(NOMint <= 0) NOM <- cbind("(Intercept)" = rep(1, n), NOM)
            alias <- t(matrix(object$aliased$alpha,
                              nrow=length(object$y.levels) - 1))[,1]
            if(sum(alias) > 0)
                NOM <- NOM[, !c(FALSE, alias), drop=FALSE]
        }
### make SCALE model.matrix:
        if(is.scale <- !is.null(object$S.terms)) {
            ## allows NAs to pass through to fit, se.fit, lwr and upr:
            S.mf <- model.frame(object$S.terms, newdata,
                                na.action=na.action,
                                xlev=object$S.xlevels)
            ## model.frame will warn, but here we also throw an error:
            if(nrow(S.mf) != nrow(newdata))
                stop("length of variable(s) found do not match nrow(newdata)")
            if (!is.null(cl <- attr(object$S.terms, "dataClasses")))
                .checkMFClasses(cl, S.mf)
            S <- model.matrix(object$S.terms, S.mf,
                              contrasts=object$S.contrasts)
            Sint <- match("(Intercept)", colnames(S), nomatch = 0L)
            if(Sint <= 0) S <- cbind("(Intercept)" = rep(1, n), S)
            if(sum(object$aliased$zeta) > 0)
                S <- S[, !c(FALSE, object$aliased$zeta), drop=FALSE]
            Soff <- rep(0, nrow(S))
            if(!is.null(off.num <- attr(object$S.terms, "offset")))
                for(i in off.num) Soff <- Soff +
                    eval(attr(object$S.terms, "variables")[[i + 1]], newdata)
        }
### Construct model environment:
        tJac <- object$tJac
        dimnames(tJac) <- NULL
        env <- clm.newRho(parent.frame(), y=y, X=X,
                          NOM=if(is.nom) NOM else NULL,
                          S=if(is.scale) S else NULL,
                          weights=rep(1, n), offset=offset,
                          S.offset=if(is.scale) Soff else rep(0, n),
                          tJac=tJac)
        setLinks(env, link=object$link)
    } ## end !missing(newdata) or type == "class"
    else {
        env <- get_clmRho.clm(object)
        ## env <- update(object, doFit=FALSE)
    }
    env$par <- as.vector(coef(object))
    env$par <- env$par[!is.na(env$par)]
### FIXME: better way to handle NAs in coef?
    ## if(length(env$par) != ncol(env$B1))
    ##   stop(gettextf("design matrix has %d columns, but expecting %d (number of parameters)",
    ##                 ncol(env$B1), length(env$par)))
    ## Get predictions:
    pred <-
        switch(type,
               "prob" = prob.predict.clm(env=env, cov=cov, se.fit=se.fit,
               interval=interval, level=level),
               "class" = prob.predict.clm(env=env, cov=cov, se.fit=se.fit,
               interval=interval, level=level),
               "cum.prob" = cum.prob.predict.clm(env=env, cov=cov,
               se.fit=se.fit, interval=interval, level=level),
               "linear.predictor" = lin.pred.predict.clm(env=env, cov=cov,
               se.fit=se.fit, interval=interval, level=level) ##,
               ## "eta" = eta.pred.predict.clm(env=env, cov=cov,
               ## se.fit=se.fit, interval=interval, level=level)
               )
### Arrange predictions in matrices if response is missing from
### newdata arg or type=="class":
    if(!has.response || type == "class") {
        pred <- lapply(pred, function(x) {
            x <- matrix(unlist(x), ncol=nlev, byrow=TRUE)
            dimnames(x) <- list(1:nrow(x), ylev)
            x
        })
        ## if(type == "eta")
        ##     pred <- lapply(pred, function(x) {
        ##         x <- x[, -nlev, drop=FALSE]
        ##         colnames(x) <- names(object$alpha)
        ##     })
        if(type == "class")
            pred <- lapply(pred, function(x) {
                factor(max.col(x), levels=seq_along(ylev), labels=ylev) })
    }
### Filter missing values (if relevant):
    if(missing(newdata) && !is.null(object$na.action))
        pred <- lapply(pred, function(x) napredict(object$na.action, x))
    return(pred)
}

prob.predict.clm <-
  function(env, cov, se.fit=FALSE, interval=FALSE, level=0.95)
### Works for linear and scale models:
### env - model environment with par set.
### cov - vcov for the parameters
{
  ## evaluate nll and grad to set dpi.psi in env:
  clm.nll(env)
  pred <- list(fit = as.vector(env$fitted))
  if(se.fit || interval) {
    se.pr <- get.se(env, cov, type="prob")
    if(se.fit)
      pred$se.fit <- se.pr
    if(interval) {
      pred.logit <- qlogis(pred$fit)
      ## se.logit <- dlogis(pred$fit) * se.pr
      se.logit <- se.pr / (pred$fit * (1 - pred$fit))
      a <- (1 - level)/2
      pred$lwr <- plogis(pred.logit + qnorm(a) * se.logit)
      pred$upr <- plogis(pred.logit - qnorm(a) * se.logit)
    }
  }
  return(pred)
}

eta.pred.predict.clm <-
    function(env, cov, se.fit=FALSE, interval=FALSE, level=0.95)
{
    ## clm.nll(env)
    pred <- list(eta = c(with(env, B1 %*% par[1:n.psi])))
    if(se.fit || interval) {
        se <- get.se(env, cov, type="lp")
        if(se.fit) {
            pred$se.eta <- se[[1]]
        }
        if(interval) {
            a <- (1 - level)/2
            pred$lwr1 <- env$eta1 + qnorm(a) * se[[1]]
            pred$upr1 <- env$eta1 - qnorm(a) * se[[1]]
        }
    }
    pred
}

lin.pred.predict.clm <-
  function(env, cov, se.fit=FALSE, interval=FALSE, level=0.95)
### get predictions on the scale of the linear predictor
{
  ## evaluate nll and grad to set dpi.psi in env:
  clm.nll(env)
  pred <- list(eta1=env$eta1, eta2=env$eta2)
  if(se.fit || interval) {
    se <- get.se(env, cov, type="lp")
    if(se.fit) {
      pred$se.eta1 <- se[[1]]
      pred$se.eta2 <- se[[2]]
    }
    if(interval) {
      a <- (1 - level)/2
      pred$lwr1 <- env$eta1 + qnorm(a) * se[[1]]
      pred$lwr2 <- env$eta2 + qnorm(a) * se[[2]]
      pred$upr1 <- env$eta1 - qnorm(a) * se[[1]]
      pred$upr2 <- env$eta2 - qnorm(a) * se[[2]]
    }
  }
  return(pred) ## list with predictions.
}

cum.prob.predict.clm <-
  function(env, cov, se.fit=FALSE, interval=FALSE, level=0.95)
{
  ## evaluate nll and grad to set dpi.psi in env:
  clm.nll(env)
  pred <- list(cprob1=env$pfun(env$eta1), cprob2=env$pfun(env$eta2))
  if(se.fit || interval) {
    se <- get.se(env, cov, type="gamma")
    if(se.fit) {
      pred$se.cprob1 <- se[[1]]
      pred$se.cprob2 <- se[[2]]
    }
    if(interval) {
      a <- (1 - level)/2
      pred$lwr1 <- pred$cprob1 + qnorm(a) * se[[1]]
      pred$lwr2 <- pred$cprob2 + qnorm(a) * se[[2]]
      pred$upr1 <- pred$cprob1 - qnorm(a) * se[[1]]
      pred$upr2 <- pred$cprob2 - qnorm(a) * se[[2]]
    }
  }
  return(pred)
}

get.se <- function(rho, cov, type=c("lp", "gamma", "prob")) {
### Computes standard errors of predicted probabilities (prob),
### cumulative probabilities (gamma) or values of the linear
### predictor (lp) for linear (k<=0) or location-scale models
### (k>0).
    rho$xcovtx <- function(x, chol.cov) {
        ## Compute 'diag(x %*% cov %*% t(x))'
        diag(x %*% crossprod(chol.cov) %*% t(x))
        ## colSums(tcrossprod(chol.cov, x)^2)
    }
    rho$type <- match.arg(type)
    rho$chol.cov <- try(chol(cov), silent=TRUE)
    if(inherits(rho$chol.cov, "try-error"))
        stop(gettext("VarCov matrix of model parameters is not positive definite:\n cannot compute standard errors of predictions"),
             call.=FALSE)
    clm.nll(rho) ## just to be safe
    with(rho, {
### First compute d[eta, gamma, prob] / d par; then compute variance
### covariance matrix of the observations and extract SEs as the
### square root of the diagonal elements:
        if(type %in% c("lp", "gamma")) {
            D1 <- B1
            D2 <- B2
            if(k > 0) {
                D1 <- cbind(D1/sigma, -S*eta1)
                D2 <- cbind(D2/sigma, -S*eta2)
            }
            if(type == "gamma") {
                D1 <- D1*dfun(eta1)
                D2 <- D2*dfun(eta2)
            }
            se <- list(se1=sqrt(xcovtx(D1, chol.cov)),
                       se2=sqrt(xcovtx(D2, chol.cov)))
        }
        if(type == "prob") {
            p1 <- dfun(eta1)
            p2 <- dfun(eta2)
            C2 <- if(k <= 0) B1*p1 - B2*p2 else
            cbind(B1*p1/sigma - B2*p2/sigma,
                  -(eta1 * p1 - eta2 * p2) * S)
            se <- sqrt(xcovtx(C2, chol.cov))
        }
    })
    rho$se
}