I am estimating random effects logit model using glmer
and I would like to report Marginal Effects for the independent variables. For glm
models, p
My solution does not answer the question,
glmer
object",but rather,
I am only offering this write-up because the reproducible example provided was a conditional logistic regression with one random intercept and I'm intending to be helpful. Please do not downvote; I will take down if this answer is deemed too off topic.
The R-code is based on the work of Patrick Heagerty (click "View Raw" to see pdf), and I include a reproducible example below from my github version of his lnMLE package (excuse the warnings at installation -- I'm shoehorning Patrick's non-CRAN package). I'm omitting the output for all except the last line, compare
, which shows the fixed effect coefficients side-by-side.
library(devtools)
install_github("lnMLE_1.0-2", "swihart")
library(lnMLE)
## run the example from the logit.normal.mle help page
## see also the accompanying document (click 'View Raw' on page below:)
## https://github.com/swihart/lnMLE_1.0-2/blob/master/inst/doc/lnMLEhelp.pdf
data(eye_race)
attach(eye_race)
marg_model <- logit.normal.mle(meanmodel = value ~ black,
logSigma= ~1,
id=eye_race$id,
model="marginal",
data=eye_race,
tol=1e-5,
maxits=100,
r=50)
marg_model
cond_model <- logit.normal.mle(meanmodel = value ~ black,
logSigma= ~1,
id=eye_race$id,
model="conditional",
data=eye_race,
tol=1e-5,
maxits=100,
r=50)
cond_model
compare<-round(cbind(marg_model$beta, cond_model$beta),2)
colnames(compare)<-c("Marginal", "Conditional")
compare
The output of the last line:
compare
Marginal Conditional
(Intercept) -2.43 -4.94
black 0.08 0.15
I attempted the reproducible example given, but had problems with both the glmer and lnMLE implementations; again I only include output pertaining to the comparison results and the warnings from the glmer()
call:
##original question / answer... glmer() function gave a warning and the lnMLE did not fit well...
mydata <- read.csv("http://www.ats.ucla.edu/stat/data/binary.csv")
mydata$rank <- factor(mydata$rank) #creating ranks
id <- rep(1:ceiling(nrow(mydata)/2), times=c(2)) #creating ID variable
mydata <- cbind(mydata,data.frame(id,stringsAsFactors=FALSE))
set.seed(12345)
mydata$ran <- runif(nrow(mydata),0,1) #creating a random variable
library(lme4)
cfelr <- glmer(admit ~ (1 | id) + rank + gpa + ran + gre,
data=mydata,
family = binomial)
Which gave:
Warning messages:
1: In checkConv(attr(opt, "derivs"), opt$par, ctrl = control$checkConv, :
Model failed to converge with max|grad| = 0.00161047 (tol = 0.001, component 2)
2: In checkConv(attr(opt, "derivs"), opt$par, ctrl = control$checkConv, :
Model is nearly unidentifiable: very large eigenvalue
- Rescale variables?;Model is nearly unidentifiable: large eigenvalue ratio
- Rescale variables?
but I foolishly went on without rescaling, trying to apply the logit.normal.mle
to the example given. However, the conditional model doesn't converge or produce standard error estimates,
summary(cfelr)
library(devtools)
install_github("lnMLE_1.0-2", "swihart")
library(lnMLE)
mydata$rank2 = mydata$rank==2
mydata$rank3 = mydata$rank==3
mydata$rank4 = mydata$rank==4
cfelr_cond = logit.normal.mle(meanmodel = admit ~ rank2+rank3+rank4+gpa+ran+gre,
logSigma = ~1 ,
id=id,
model="conditional",
data=mydata,
r=50,
tol=1e-6,
maxits=500)
cfelr_cond
cfelr_marg = logit.normal.mle(meanmodel = admit ~ rank2+rank3+rank4+gpa+ran+gre,
logSigma = ~1 ,
id=id,
model="marginal",
data=mydata,
r=50,
tol=1e-6,
maxits=500)
cfelr_marg
compare_glmer<-round(cbind(cfelr_marg$beta, cfelr_cond$beta,summary(cfelr)$coeff[,"Estimate"]),3)
colnames(compare_glmer)<-c("Marginal", "Conditional","glmer() Conditional")
compare_glmer
The last line of which reveals that the conditional model from cfelr_cond
did not evaluate a conditional model but just returned the marginal coefficients and no standard errors.
> compare_glmer
Marginal Conditional glmer() Conditional
(Intercept) -4.407 -4.407 -4.425
rank2 -0.667 -0.667 -0.680
rank3 -1.832 -1.833 -1.418
rank4 -1.930 -1.930 -1.585
gpa 0.547 0.548 0.869
ran 0.860 0.860 0.413
gre 0.004 0.004 0.002
I hope to iron out these issues. Any help/comments appreciated. I'll give status updates when I can.
Here's an approach using the margins()
package:
library(margins)
library(lme4)
gm1 <- glmer(cbind(incidence, size - incidence) ~ period +
(1 | herd),
data = cbpp,
family = binomial)
m <- margins(gm1, data = cbpp)
m
You could use the ggeffects-package (examples in the package-vignettes). So, for your code this might look like this:
library(ggeffects)
# dat is a data frame with marginal effects
dat <- ggpredict(cfelr, term = "rank")
plot(dat)
or you use, as Benjamin described, the You could use the sjPlot-package, using the plot_model()
function with plot-type "pred"
(this simply wraps the ggeffects package for marginal effect plots):
library(sjPlot)
plot_model(cfelr, type = "pred", term = "rank")
This is a much less technical answer, but perhaps provides a useful resource. I am a fan of the sjPlot
package which provides plots of marginal effects of glmer objects, like so:
library(sjPlot)
sjp.glmer(cfelr, type = "eff")
The package provides a lot of options for exploring a glmer model's fixed and random effects as well. https://github.com/strengejacke/sjPlot