# FAQ

This vignette contains answers to some frequently asked questions about the package bpnreg for analyzing Bayesian projected normal circular regression and mixed-effects models. Answers are given and illustrated with the Motor and Maps datasets.

To obtain more information about the Motor and Maps datasets the following code can be used:

library(bpnreg)
?Maps
?Motor

### How to fit a circular regression model:

A circular regression model for the Motor data can be fit using the bpnr function as follows:

bpnr(Phaserad ~ Cond + AvAmp, data = Motor)

Note that categorical variables should be of class factor in order to be handled correctly by bpnreg.

### How to fit a circular mixed effects model:

A circular mixed-effects model for the Maps data can be fit using the bpnme function as follows:

bpnme(Error.rad ~ Maze + Trial.type + (1|Subject),data =  Maps, its = 100)

Note that categorical variables should be of class factor in order to be handled correctly by bpnreg.

### How to specify interaction effects:

An interaction effect between the Cond and AvAmp variables can be included in the regression model in the following two ways:

bpnr(Phaserad ~ Cond + AvAmp + Cond:AvAmp, data = Motor)
bpnr(Phaserad ~ Cond*AvAmp, data = Motor)

### How to format the input data:

The input data should be formatted as a standard R data.frame or dplyr tbl().

### Are missing values allowed in the input data and how are missing values dealt with?

In case of missing values in the input data an error will be returned. In case of mixed effects models subgroups do not need to be of the same size, e.g. in case of repeated measures data not all individuals need to have been observed at each measurement occasion.

### How to scale the dependent variable:

The dependent variable should be a circular variable measured on a scale from 0 to 2$$\pi$$ radians or -$$\pi$$ to $$\pi$$ radians. An warning message if returned in case the dependent variable contains values outside these ranges.

### Can user-specified priors be used?

The package does not currently contain an option to include a user-specified priors. Priors for regression coefficients and fixed-effect coefficients used in the current version of the package are uninformative normal distributions, $$N(0, 10000)$$.

### Can multiple grouping/nesting factors be used?

No. Unlike packages for mixed-effects models such as lme4 and nlme the mixed-effects model in bpnreg may only contain one nesting variable/grouping factor.

### How to specify a seed:

A seed can be specified in the bpnr and bpnme functions using the seed option as follows:

bpnr(Phaserad ~ Cond + AvAmp, data = Motor, seed = 101)

### How to obtain model summaries:

The coef_circ() function can be used to extract model summaries for both categorical and continuous predictors. The units in which the results are displayed can be chosen to be either radians or degrees.

fit <- bpnr(Phaserad ~ Cond + AvAmp, data = Motor, seed = 101)

E.g. circular coefficients for the circular regression model above can be obtained as follows:

coef_circ(fit, type = "continuous", units = "degrees")
coef_circ(fit, type = "categorical", units = "degrees")
coef_circ(fit, type = "continuous", units = "radians")
coef_circ(fit, type = "categorical", units = "radians")

### How to interpret the output of the coef_circ() function:

fit <- bpnr(Phaserad ~ Cond + AvAmp, data = Motor, seed = 101)

To obtain circular coefficients in degrees for the continuous variable AvAmp in the circular regression model above are obtained as:

coef_circ(fit, type = "continuous", units = "degrees")
#>                   mean          mode         sd        LB HPD       UB HPD
#> AvAmp ax   81.60680954  74.107655480 115.262007 -1.541343e+02 276.10492950
#> AvAmp ac   37.29736965 -25.096914448  72.470701 -4.541639e+01 145.44390534
#> AvAmp bc   -1.67909812  -0.612950343 152.053102 -2.614163e+01  17.27149184
#> AvAmp AS    0.08110837   0.001181389   1.532724 -2.631771e-01   0.31289926
#> AvAmp SAM   0.05039833   0.005540038   1.478331  3.711198e-05   0.06059786
#> AvAmp SSDO  0.25235872   1.756779390   1.963975 -2.636442e+00   2.85796861

The output returns summary statistics for the posterior distributions for several parameters of the circular regression line of the AvAmp variable.

These parameters are interpreted as follows:

• ax = the location of the inflection point of the regression curve on the axis of the predictor.
• ac = the location of the inflection point of the regression curve on the axis of the circular outcome.
• bc = the slope of the tangent line at the inflection point. An increase of 1 unit of the predictor at the inflection point leads to a bc change in the circular outcome.
• AS = the average slopes of the circular regression. An increase of 1 unit of the predictor leads to a AS change in the circular outcome on average.
• SAM = the circular regression slopes at the mean.An increase of 1 unit of the predictor leads to a SAM change in the circular outcome at the average predictor value.
• SSDO= the signed shortest distance to the origin.

A more detailed explanation of the above parameters is given in Cremers, Mulder & Klugkist (2018).

To obtain circular coefficients in degrees for the categorical variable Cond we use:

coef_circ(fit, type = "categorical", units = "degrees")
#> $Means #> mean mode sd LB UB #> (Intercept) 47.60691 47.46081 12.47107 23.71734 70.70371 #> Condsemi.imp 15.93874 15.29835 22.01006 -28.42677 57.42232 #> Condimp 28.31828 37.56589 25.50625 -26.30714 77.40392 #> Condsemi.impCondimp -62.81396 -71.20733 59.58785 -170.56951 85.77068 #> #>$Differences
#>                          mean      mode       sd        LB        UB
#> Condsemi.imp         31.74145  38.90969 26.89524 -19.95152  86.87231
#> Condimp              19.46819  22.77203 30.56586 -42.88731  80.42033
#> Condsemi.impCondimp 115.96819 141.80603 57.61487 -56.90659 203.30989

The output returns summary statistics for the posterior distributions of the circular means for all categories and combination of categories of the categorical variables in the model, as well as differences between these means.

### How to obtain model fit statistics:

By using the fit() function on a bpnr or bpnme object 5 different fit statistics together with the (effective) number of parameters they are based on can be obtained.

fit(fit)
#>         Statistic Parameters
#> lppd     -57.1423   8.000000
#> DIC      130.1116   8.024107
#> DIC.alt  132.1696   9.053110
#> WAIC1    129.8904   7.802881
#> WAIC2    131.6491   8.682262

All five fit statistics are computed as in Gelman et.al. (2014). The lppd is an estimate of the expected log predictive density, the DIC is the Deviance Information Criterion, the DIC_alt is a version of the DIC that uses a slightly different definition of the effective number of parameters, the WAIC1 and WAIC2 are the two versions of the Watanabe-Akaike or Widely Available Information Criterion presented in Gelman et.al. (2014).

### How to obtain the raw posterior estimates:

Raw posterior estimates are stored in the following objects:

• a.x = posterior samples for the the locations of the inflection point of the regression curve on the axis of the predictor.
• a.c = posterior samples for the the locations of the inflection point of the regression curve on the axis of the circular outcome.
• b.c = posterior samples for the slopes of the tangent line at the inflection point.
• AS = posterior samples for the average slopes of the circular regression.
• SAM = posterior samples for the circular regression slopes at the mean.
• SSDO= posterior samples for the signed shortest distance to the origin.
• circ.diff = posterior samples for the circular differences between intercept and other categories of categorical variables.
• beta1 = posterior samples for the fixed effects coefficients for the first component.
• beta2 = posterior samples for the fixed effects coefficients for the second component.

In circular mixed-effects models the following additional parameters can be obtained:

• b1 = posterior samples for the random effects coefficients for the first component.
• b2 = posterior samples for the random effects coefficients for the second component.
• circular.ri = posterior samples for the circular random intercepts for each individual.
• omega1 = posterior samples for the random effect variances of the first component.
• omega2 = posterior samples for the random effect variances of the first component.
• cRS = posterior samples for the circular random slope variance.
• cRI = posterior samples of the mean resultant length of the circular random intercept, a measure of concentration.

E.g. to obtain the first six posterior samples for beta1 and a.x we use the following code:

head(fit$beta1) #> (Intercept) Condsemi.imp Condimp AvAmp #> [1,] 0.3454734 0.5982656 0.4816842 0.0140926098 #> [2,] 0.9452224 0.5676390 -0.7671751 -0.0067083928 #> [3,] 0.7600679 0.2982861 -0.1715743 -0.0060381475 #> [4,] 1.3186083 -0.3477482 -0.5248282 0.0003941233 #> [5,] 1.3624594 -0.4803601 -0.8509008 -0.0059952280 #> [6,] 0.9594075 0.3900853 -0.3079756 -0.0073404834 head(fit$a.x)
#>          AvAmp
#> [1,]  41.70181
#> [2,] -27.74747
#> [3,]  76.66307
#> [4,]  67.55377
#> [5,] 108.64874
#> [6,] 175.43192

### How to obtain random effect variances and individual random effects in circular mixed-effects models:

fitme <- bpnme(Error.rad ~ Maze + Trial.type + (1|Subject), Maps)

In circular mixed-effects models the following parameters contain the individual random effects and random effect variances:

• b1 = posterior samples for the random effects coefficients for the first component.
• b2 = posterior samples for the random effects coefficients for the second component.
• circular.ri = posterior samples for the circular random intercepts for each individual.
• omega1 = posterior samples for the random effect variances of the first component.
• omega2 = posterior samples for the random effect variances of the first component.
• cRS = posterior samples for the circular random slope variance (for bc).
• cRI = posterior samples of the mean resultant length of the circular random intercept, a measure of concentration.

E.g. if we want to obtain the posterior mean for the mean resultant length of the circular random intercept we use the following code:

mean(fitme$cRI) #> [1] 0.9998607 This estimate is very close to 1, meaning there is almost no variation in the individual circular random intercepts. We can check this by plotting the posterior means of the individual circular random intercepts (in degrees): apply(fitme$circular.ri, 1, mean_circ)*180/pi
#>  [1] -13.18457 -13.20623 -13.39053 -13.28647 -13.28007 -13.29426 -13.19401
#>  [8] -13.27823 -13.11418 -13.29843 -13.34283 -13.38288 -13.28338 -13.29185
#> [15] -13.18482 -13.24974 -13.20127 -13.16453 -13.47421 -13.15180

Indeed the circular random intercepts of the 20 individuals in the Maps data lie very close together.

An explanation of the computation of random intercept and slope variances can be found in the supplementary material of Cremers, Pennings, Mainhard & Klugkist (2021).

### How to obtain the estimated variance for different groups in a circular regression or circular mixed-effects models:

Because projected normal models are heterogeneous models, i.e. they simultaneously model mean and variance, we can in addition to investigating effects on the circular mean also investigate effects on the circular variance.

Kendall (1974) gives the following formula for computation of the circular variance in a projected normal model:

$1 - \hat{\rho} = 1 - \sqrt{\pi\xi/2}\exp{-\xi}[I_0(\xi) + I_1(\xi)]$

where $$\xi = ||\boldsymbol{\mu}||^2$$ and $$I_\nu()$$ is the modified Bessel function of the first kind and order $$\nu$$. For the effect of a variable $$x$$ on the variance, $$\boldsymbol{\mu} = (\beta_0^I + \beta_1^Ix,\beta_0^{II} + \beta_1^{II}x)$$, where $$\beta_0^I$$, $$\beta_1^I$$, $$\beta_0^{II}$$ and $$\beta_1^{II}$$ are the intercepts and slopes of the first and second linear component respectively.

Automated summaries for effects on the circular variance are however not yet implemented in bpnreg and will need to be computed explicitly using the raw posterior samples. E.g. the effect of the trial type on the circular variance can be computed as follows:


a1 <- fitme$beta1[,"(Intercept)"] a2 <- fitme$beta2[,"(Intercept)"]
b1 <- fitme$beta1[,"Trial.type1"] b2 <- fitme$beta2[,"Trial.type1"]

zeta_standard <- sqrt((a1)^2 + (a2 + b2)^2)^2/4
var_standard  <- 1 - sqrt((pi * zeta_standard)/2) * exp(-zeta_standard) *
(besselI(zeta_standard, 0) + besselI(zeta_standard, 1))

zeta_probe <- sqrt((a1 + b1)^2 + (a2 + b2)^2)^2/4
var_probe  <- 1 - sqrt((pi * zeta_probe)/2) * exp(-zeta_probe) *
(besselI(zeta_probe, 0) + besselI(zeta_probe, 1))

standard <- c(mode_est(var_standard),
mean(var_standard),
sd(var_standard),
hpd_est(var_standard))
probe <- c(mode_est(var_probe),
mean(var_probe),
sd(var_probe),
hpd_est(var_probe))

results <- rbind(standard, probe)

colnames(results) <- c("mode", "mean", "sd", "HPD LB", "HPD UB")
rownames(results) <- c("standard", "probe")

The posterior estimates of the circular variance for the standard and probe trials are:

results
#>                mode       mean         sd     HPD LB    HPD UB
#> standard 0.08664707 0.10494372 0.02334300 0.05901261 0.1471963
#> probe    0.06332233 0.07409204 0.01829064 0.04351343 0.1090560

From these results we conclude that the circular variance for the standard and probe trials is not significantly different, the 95% Highest Posterior Density (HPD) intervals overlap.

## References

• Cremers, J. , Mulder, K.T. & Klugkist, I. (2018). Circular Interpretation of Regression Coefficients. British Journal of Mathematical and Statistical Psychology, 71(1), 75-95.

• Cremers, J., Pennings, H.J.M., Mainhard, T. & Klugkist, I. (2021). Circular Modelling of Circumplex Measurements for Interpersonal Behavior. Assessment, 28(2), 585-600.

• Gelman, A., Carlin, J.B., Stern, H.S., Dunson, D.B., Vehtari, A. & Rubin, D. (2014). Bayesian Data Analysis, 3rd ed.

• Kendall, D.G. (1974). Pole-seeking Brownian motion and bird navigation. Journal of the Royal Statistical Society. Series B, 37, 97–133.