[R-sig-ME] Collinearity tests (e.g. VIF) for glmmTMB package
Fox, John
j|ox @end|ng |rom mcm@@ter@c@
Thu May 9 21:28:43 CEST 2019
Dear Mike,
I'm not sufficiently familiar with the objects produced by glmmTMB() to answer definitively, and I'm also not entirely sure why you want to check for collinearity, but maybe the following would help:
You can used vcov() to return the variances and covariances of coefficients in the various parts of the "glmmTMB" model. For example:
---------------- snip ------------
> library(glmmTMB)
> example("glmmTMB")
> v <- vcov(m3)
> v
Conditional model:
(Intercept) sppPR sppDM sppEC-A sppEC-L sppDES-L sppDF minedno
(Intercept) 0.04245503 -0.012754751 -0.013349646 -0.0125136751 -0.013436038 -0.013225977 -0.01391389 -0.0305911919
sppPR -0.01275475 0.077687602 0.011642383 0.0119168647 0.011903658 0.011843477 0.01185466 0.0013084323
sppDM -0.01334965 0.011642383 0.020980164 0.0117137251 0.011868129 0.011728938 0.01171587 0.0015986374
sppEC-A -0.01251368 0.011916865 0.011713725 0.0404883426 0.011904829 0.011680709 0.01185958 0.0009042868
sppEC-L -0.01343604 0.011903658 0.011868129 0.0119048294 0.017500122 0.011744878 0.01192195 0.0016761527
sppDES-L -0.01322598 0.011843477 0.011728938 0.0116807092 0.011744878 0.016968986 0.01186668 0.0015556516
sppDF -0.01391389 0.011854661 0.011715873 0.0118595830 0.011921947 0.011866683 0.02370581 0.0021442905
minedno -0.03059119 0.001308432 0.001598637 0.0009042868 0.001676153 0.001555652 0.00214429 0.0350573728
Zero-inflation model:
zi~(Intercept) zi~sppPR zi~sppDM zi~sppEC-A zi~sppEC-L zi~sppDES-L zi~sppDF zi~minedno
zi~(Intercept) 0.08027669 -0.055011989 -0.064230942 -0.056164325 -0.064230942 -0.066122481 -0.064230942 -0.028881293
zi~sppPR -0.05501199 0.157151941 0.060172003 0.062766076 0.060172003 0.059563719 0.060172003 -0.009287683
zi~sppDM -0.06423094 0.060172003 0.122669211 0.060357133 0.061653087 0.061956976 0.061653087 0.004639967
zi~sppEC-A -0.05616432 0.062766076 0.060357133 0.135723657 0.060357133 0.059862868 0.060357133 -0.007546778
zi~sppEC-L -0.06423094 0.060172003 0.061653087 0.060357133 0.122669211 0.061956976 0.061653087 0.004639967
zi~sppDES-L -0.06612248 0.059563719 0.061956976 0.059862868 0.061956976 0.123808814 0.061956976 0.007497634
zi~sppDF -0.06423094 0.060172003 0.061653087 0.060357133 0.061653087 0.061956976 0.122669211 0.004639967
zi~minedno -0.02888129 -0.009287683 0.004639967 -0.007546778 0.004639967 0.007497634 0.004639967 0.043632782
---------------- snip ------------
In this case, there are two components to the model -- the conditional model and the zero-inflation model -- and I believe that they are independent, so you should be able to eliminate the intercept from each and compute VIFs for the other coefficients:
---------------- snip ------------
> diag(solve(cov2cor(v[[1]][-1, -1])))
sppPR sppDM sppEC-A sppEC-L sppDES-L sppDF minedno
1.154418 1.918674 1.340247 2.317812 2.344363 1.767413 1.006961
> diag(solve(cov2cor(v[[2]][-1, -1])))
zi~sppPR zi~sppDM zi~sppEC-A zi~sppEC-L zi~sppDES-L zi~sppDF zi~minedno
1.503986 1.699895 1.614313 1.699895 1.707801 1.699895 1.079338
---------------- snip ------------
Of course, it would be nice to automate this and to compute generalized VIFs for terms with more than one coefficient, but I don't see where to recover the necessary information about the structures of the component models from the "glmmTMB" object.
I'm cc'ing Ben Bolker in case he has something to add (or correct).
I hope this helps,
John
--------------------------------------
John Fox, Professor Emeritus
McMaster University
Hamilton, Ontario, Canada
Web: socialsciences.mcmaster.ca/jfox/
> -----Original Message-----
> From: R-sig-mixed-models [mailto:r-sig-mixed-models-bounces using r-
> project.org] On Behalf Of Williamson, Michael via R-sig-mixed-models
> Sent: Thursday, May 9, 2019 11:13 AM
> To: r-sig-mixed-models using r-project.org
> Subject: [R-sig-ME] Collinearity tests (e.g. VIF) for glmmTMB package
>
> Good Afternoon,
>
> I've been running a few generalised linear mixed models on my data. Due
> to convergence issues, down to the size of the data set, I was
> recommended to switch to the glmmTMB package from the glmer function in
> lme4.. The models are running much better now with no more convergence
> issues.
>
> I'm looking to test the collinearity of my models, but the VIF function
> in the car package does not work with the glmmTMB package. Does anyone
> know of any packages or functions that can be used to calculate
> collinearity from model outputs generated by glmmTMB?
>
> Many thanks,
>
> Mike Williamson
>
> Email: michael.williamson using kcl.ac.uk<mailto:michael.williamson using kcl.ac.uk>
>
>
>
>
> [[alternative HTML version deleted]]
>
> _______________________________________________
> R-sig-mixed-models using r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
More information about the R-sig-mixed-models
mailing list