[R-sig-ME] Help with interpreting one fixed-effect coefficient

John Fox j|ox @end|ng |rom mcm@@ter@c@
Mon Sep 27 02:19:07 CEST 2021


Dear Simon,

First, thank you for the kind remark.

vignette("methods-supported-by-effects", package="effects") explains how 
to make the functions in the effects package work with model objects of 
different classes, assuming that the objects contain the necessary 
information. I took a quick look at metafor::rma.mv() and don't think 
that the object that it turns includes a model formula, which is 
necessary for constructing effect plots.

I'm cc'ing this response to the R-sig-ME list. Keeping the discussion on 
the list makes it available to people who may be potentially interested 
in it, either now or in the future.

Best,
  John

On 2021-09-26 4:27 p.m., Simon Harmel wrote:
> Dear John,
> 
> Thanks! I have used your great package for years, it's just wonderful! 
> (I wish it worked with metafor::rma.mv <http://rma.mv/>(), though!)
> 
> Simon
> 
> On Sun, Sep 26, 2021 at 3:04 PM John Fox <jfox using mcmaster.ca 
> <mailto:jfox using mcmaster.ca>> wrote:
> 
>     Dear Simon,
> 
>     On 2021-09-26 2:03 p.m., Simon Harmel wrote:
>      > Dear Russell,
>      >
>      > Thanks for sharing your perspective. First, I'm seeking an answer to
>      > the following question:
>      >
>     https://stat.ethz.ch/pipermail/r-sig-mixed-models/2021q3/029723.html
>     <https://stat.ethz.ch/pipermail/r-sig-mixed-models/2021q3/029723.html> .
>      >
>      > Second, the model is from p.80 (section 6.1) of the following manual:
>      >
>     http://www.bristol.ac.uk/cmm/media/software/mlwin/downloads/manuals/3-05/manual-web.pdf
>     <http://www.bristol.ac.uk/cmm/media/software/mlwin/downloads/manuals/3-05/manual-web.pdf>
>      >
>      > Third, you can replicate (or apply 'emmeans' to) the model using
>     the following:
>      >
>      > library(R2MLwiN) # just for the dataset
>      > library(lmer)
>      > data("tutorial")
>      >
>      > Form <- normexam ~ 1 + standlrt + schgend + sex + (standlrt | school)
>      > model <- lmer(Form, data = tutorial, REML = FALSE)  # ML to match the
>      > manual's results
>      > round(coef(summary(model )),3)
> 
>     For example, try the following (using effects, but you could get
>     something similar from emmeans):
> 
>     library("lme4") # NB: lme4, not lmer
>     data("tutorial", package="R2MLwiN")
> 
>     Form <- normexam ~ 1 + standlrt + schgend + sex + (standlrt | school)
>     model <- lmer(Form, data = tutorial, REML = FALSE)
> 
>     library("effects")
>     plot(predictorEffects(model))
> 
>     (Russell: The same-sex schools have students of only one one gender, so
>     what's meant by an interaction between sex and schgend would have to be
>     thought out a bit more -- maybe just ravel to four categories or
>     redefine school gender as coed or same.)
> 
>     I hope this helps,
>        John
> 
>     -- 
>     John Fox, Professor Emeritus
>     McMaster University
>     Hamilton, Ontario, Canada
>     web: https://socialsciences.mcmaster.ca/jfox/
>     <https://socialsciences.mcmaster.ca/jfox/>
> 
>      >
>      > On Sun, Sep 26, 2021 at 12:40 PM Lenth, Russell V
>      > <russell-lenth using uiowa.edu <mailto:russell-lenth using uiowa.edu>> wrote:
>      >>
>      >> It kind of bugs me to see people get unduly fixated on
>     interpreting regression coefficients. To me, it is like driving a
>     car down the highway while intently focused on the instrument panel
>     instead of where we are going. Let's see -- the tachometer looks OK
>     and we're just slightly above the speed limit -- but did you notice
>     that you are passing a truck and you're entering a construction zone?
>      >>
>      >> Speaking of construction... for starters, the model is
>     problematic. I can't imagine that those two factors don't interact;
>     yet the model doesn't include interaction. Is that because the
>     coefficients would be even harder to interpret? Because they will be.
>      >>
>      >> I suggest looking instead at what the (improved) model predicts.
>     That may be done via an expression like
>      >>
>      >>      new <- expand.grid(sex = c('boys', 'girls', schgender =
>     c('boy-only', 'girl-only', 'mixed')
>      >>
>      >> which constructs a data frame with all combinations of the
>     factors. Then use 'predict(model, newdata = new)` and you will see
>     what the model predicts for all those combinations. It does not
>     require much expertise or experience to interpret those. Moreover,
>     they can be plotted so you can visualize the factor effects and
>     their joint effects.
>      >>
>      >> Or (forgive me for self-promotion) you could use a package like
>     `emmeans', or 'effects' or 'ggeffects' to facilitate this kind of
>     exploration.
>      >>
>      >> Just my 2 cents worth.
>      >>
>      >> Russ Lenth
>      >>
>      >> -----Original Message-----
>      >>
>      >> Date: Sun, 26 Sep 2021 09:39:25 +0300
>      >> From: Juho Kristian Ruohonen <juho.kristian.ruohonen using gmail.com
>     <mailto:juho.kristian.ruohonen using gmail.com>>
>      >> To: Simon Harmel <sim.harmel using gmail.com
>     <mailto:sim.harmel using gmail.com>>
>      >> Cc: r-sig-mixed-models <r-sig-mixed-models using r-project.org
>     <mailto:r-sig-mixed-models using r-project.org>>
>      >> Subject: Re: [R-sig-ME] Help with interpreting one fixed-effect
>      >>          coefficient
>      >> Message-ID:
>      >>         
>     <CAG_dBVep4WSVRaOwRkZLKF8zrVBZMZ-_4X=_X63sJw9C1ZEKfw using mail.gmail.com
>     <mailto:X63sJw9C1ZEKfw using mail.gmail.com>>
>      >> Content-Type: text/plain; charset="utf-8"
>      >>
>      >> In my view, your logic is slightly oversimplified (i.e. incorrect).
>      >> Regression models do not estimate coefficients by holding predictors
>      >> constant exclusively at the reference category. They do
>     something more
>      >> general, namely estimate coefficients by holding predictors
>     constant at any
>      >> value at which variation is observed in the values of the other
>     predictors.
>      >>
>      >> su 26. syysk. 2021 klo 9.03 Simon Harmel (sim.harmel using gmail.com
>     <mailto:sim.harmel using gmail.com>) kirjoitti:
>      >>
>      >>> Dear Juho and other List Members,
>      >>>
>      >>> My problem is the logic of interpretation. Assuming no
>     interaction, a
>      >>> categorical-predictors-only model, and aside from the intercept
>     which
>      >>> captures the mean for reference categories (in this case, boys
>     in the
>      >>> mixed schools), I have learned to interpret any main effect
>     coef for a
>      >>> categorical predictor by thinking of that coef. as something
>     that can
>      >>> differ from its reference category to affect "y" ***holding any
>     other
>      >>> categorical predictor in the model at its reference category***.
>      >>>
>      >>> By this logic, "schgendboy-only" main effect coef should mean diff.
>      >>> bet. boys (held constant at the reference category) in boy-only vs.
>      >>> mixed schools (which shows "schgendboy-only" can differ from its
>      >>> reference category i.e, mixed schools).
>      >>>
>      >>> By this logic, "sexgirls" main effect coef should mean diff. bet.
>      >>> girls vs. boys (which shows "sexgirls" can differ from its
>     reference
>      >>> category i.e, boys) in mixed schools (held constant at the
>     reference
>      >>> category).
>      >>>
>      >>> Therefore, by this logic, "schgendgirl-only" main effect coef
>     should
>      >>> mean diff. bet. boys (held constant at the reference category) in
>      >>> girl-only vs. mixed schools (which shows "schgendgirl-only" can
>     differ
>      >>> from its reference category i.e, mixed schools).
>      >>>
>      >>> My question is that is my logic of interpretation incorrect? Or are
>      >>> there exceptions to my logic of interpretation of which
>     interpreting
>      >>> "schgendgirl-only" coef is one?
>      >>>
>      >>> Thank you very much,
>      >>> Simon
>      >>>
>      >>> On Sun, Sep 26, 2021 at 12:00 AM Juho Kristian Ruohonen
>      >>> <juho.kristian.ruohonen using gmail.com
>     <mailto:juho.kristian.ruohonen using gmail.com>> wrote:
>      >>>>
>      >>>> Fellow student commenting here...
>      >>>>
>      >>>> As you suggest, schgendgirl-only can only ever apply to female
>     students.
>      >>> Strictly speaking, it's the estimated mean difference between a
>     student of
>      >>> any sex in a girls-only school and a similar student in a mixed
>     school. But
>      >>> since such comparisons are only observed between girls, the
>     estimate is
>      >>> necessarily informed by girl data only. So your intended
>     interpretation of
>      >>> the coefficient is correct.
>      >>>>
>      >>>>
>      >>>> su 26. syysk. 2021 klo 0.27 Simon Harmel (sim.harmel using gmail.com
>     <mailto:sim.harmel using gmail.com>)
>      >>> kirjoitti:
>      >>>>>
>      >>>>> Dear Colleagues,
>      >>>>>
>      >>>>> Apologies for crossposting (
>      >>> https://stats.stackexchange.com/q/545975/284623
>     <https://stats.stackexchange.com/q/545975/284623>).
>      >>>>>
>      >>>>> I've two categorical moderators i.e., students' ***sex***
>     (`boys`,
>      >>>>> `girls`) and the ***school-gender system*** (`boy-only`,
>     `girl-only`,
>      >>>>> `mixed`) in a model like: `y ~ sex + schoolgend`.
>      >>>>>
>      >>>>> My coefs are below. I can interpret three of the coefs but
>     wonder how
>      >>>>> to interpret the third one from the top (.175)?
>      >>>>>
>      >>>>> Assume "intrcpt" represents the boys' mean in mixed schools.
>      >>>>>
>      >>>>>                           Estimate
>      >>>>> (Intercept)             -0.189
>      >>>>> schgendboy-only   0.180
>      >>>>> schgendgirl-only    0.175
>      >>>>> sexgirls                  0.168
>      >>>>>
>      >>>>> My interpretations of the coefficients are as follows:
>      >>>>>
>      >>>>>              "(Intercept)": mean of y for boys in mixed
>     schools = -.189
>      >>>>>   "schgendboy-only": diff. bet. boys in boy-only vs. mixed
>     schools =
>      >>> +.180
>      >>>>>    "schgendgirl-only": diff. bet.
>     ???????????????????????????? = +.175
>      >>>>>                  "sexgirls": diff. bet. girls vs. boys in
>     mixed schools
>      >>> = +.168
>      >>>>>
>      >>>>> If my interpretation logic for all other coefs is correct,
>     then, this
>      >>>>> third coef. must mean:
>      >>>>>
>      >>>>> diff. bet. boys in girl-only vs. mixed schools = +.175!
>     (which makes no
>      >>> sense!)
>      >>>>>
>      >>>>> ps. I know I will end-up interpreting +1.75 as: diff. bet.
>     girls in
>      >>>>> girl-only vs. mixed schools BUT this doesn't follow the
>     interpretation
>      >>>>> logic for other coefs PLUS there are no labels in the output
>     to show
>      >>>>> what's what!
>      >>>>>
>      >>>>> Many thanks,
>      >>>>> Simon
>      >>
>      >> _______________________________________________
>      >> R-sig-mixed-models using r-project.org
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>     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
>      >
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>      >
> 
-- 
John Fox, Professor Emeritus
McMaster University
Hamilton, Ontario, Canada
web: https://socialsciences.mcmaster.ca/jfox/



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