[R-sig-ME] Collinearity diagnostics for (mixed) multinomial models

Juho Kristian Ruohonen juho@kr|@t|@n@ruohonen @end|ng |rom gm@||@com
Wed Mar 2 20:02:48 CET 2022


Awesome, thanks!
Best, J


ke 2. maalisk. 2022 klo 16.35 John Fox (jfox using mcmaster.ca) kirjoitti:

> Dear Juho,
>
> On 2022-03-02 6:23 a.m., Juho Kristian Ruohonen wrote:
> > One last comment, John: Sorry if I seemed to be implying that you (or
> > anyone else) should debug my code for me. That wasn't the idea. I do
> > believe that the function locates the intended rows/columns
> > successfully. I just wasn't entirely positive what those intended
> > rows/columns should be when dealing with a multicategory factor.
> > Presently, it locates every row/column involving the multicategory
> > factor in question, so the number of rows/columns identified is the
> > number of factor levels minus one, times the number of response
> > categories minus one. I hope that's correct.
>
> OK, that's a fair remark. Yes, what you describe is correct.
>
> You can also reassure yourself that your function is working properly by:
>
> (1) If you haven't already done so, show that you get the same GVIFs
> from your function as from the one I sent you used directly.
>
> (2) Vary the baseline level of the response variable and confirm that
> you get the same GVIFs.
>
> (3) Vary the basis for the regressor subspace for a factor, e.g., either
> by using contr.sum() in place of the default contr.treatment() or by
> changing the baseline level of the factor for contr.treatment(), and
> again confirm that the GVIFs are unchanged.
>
> Best,
>   John
>
> >
> > My current plan is to present the output of the new function in my
> > thesis and credit you for the math. But if *vif()* gets a relevant
> > update before my project is finished, then I'll use that and cite the
> > /car /package instead.
> >
> > Thanks again for your help.
> >
> > Best,
> >
> > Juho
> >
> > ti 1. maalisk. 2022 klo 23.54 John Fox (jfox using mcmaster.ca
> > <mailto:jfox using mcmaster.ca>) kirjoitti:
> >
> >     Dear Juho,
> >
> >     On 2022-03-01 3:13 p.m., Juho Kristian Ruohonen wrote:
> >      > Dear John,
> >      >
> >      > Yes, my function uses your code for the math. I was just hoping to
> >      > verify that it is handling multicategory factors correctly (your
> >      > examples didn't involve any).
> >
> >     That's not really my point. Your code sets up computations for the
> >     various terms in the model automatically, while the function I sent
> >     requires that you locate the rows/columns for the intercepts and each
> >     focal term manually. If you haven't already done so, you could check
> >     that your function is identifying the correct columns and getting the
> >     corresponding GVIFs.
> >
> >      >
> >      > I guess interactions aren't that important after all, given that
> the
> >      > chief concern is usually collinearity among main effects.
> >
> >     I wouldn't say that, but it's not clear what collinearity means in
> >     models with interactions, and if you compute VIFs or GVIFs for "main
> >     effects" in models with interactions, you'll probably get nonsense.
> >
> >     As I said, I think that this might be a solvable problem, but one
> that
> >     requires thought about what needs to remain invariant.
> >
> >     I think that we've probably come to end for now.
> >
> >     John
> >
> >      >
> >      > Many thanks for all your help.
> >      >
> >      > Best,
> >      >
> >      > Juho
> >      >
> >      > ti 1. maalisk. 2022 klo 18.01 John Fox (jfox using mcmaster.ca
> >     <mailto:jfox using mcmaster.ca>
> >      > <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>>) kirjoitti:
> >      >
> >      >     Dear Juho,
> >      >
> >      >     On 2022-03-01 8:24 a.m., Juho Kristian Ruohonen wrote:
> >      >      > Dear John (Fox, as well as other list members),
> >      >      >
> >      >      > I've now written a simple function to try and calculate
> >     GVIFS for
> >      >     all
> >      >      > predictors in a nnet::multinom() object based on John's
> >     example
> >      >     code. If
> >      >      > its results are correct (see below), I will proceed to
> write a
> >      >     version
> >      >      > that also works with mixed-effects multinomial models fit
> by
> >      >      > brms::brm(). Here's the code:
> >      >      >
> >      >      >     gvif.multinom <- function(model){
> >      >      >        (classes <- model$lev)
> >      >      >        (V.all <- vcov(model))
> >      >      >        (V.noIntercepts <- V.all[!grepl("\\(Intercept\\)$",
> >      >      >     rownames(V.all), perl = T),
> >      >      >                                 !grepl("\\(Intercept\\)$",
> >      >      >     colnames(V.all), perl = T)])
> >      >      >        (R <- cov2cor(V.noIntercepts))
> >      >      >        (terms <- attr(model$terms, "term.labels"))
> >      >      >        (gvif <- numeric(length = length(terms)))
> >      >      >        (names(gvif) <- terms)
> >      >      >        (SE.multiplier <- numeric(length = length(terms)))
> >      >      >        (names(SE.multiplier) <- terms)
> >      >      >        #The line below tries to capture all factor levels
> >     into a
> >      >     regex
> >      >      >     for coef name matching.
> >      >      >        (LevelsRegex <- paste0("(",
> >     paste(unlist(model$xlevels),
> >      >     collapse
> >      >      >     = "|"),")?"))
> >      >      >
> >      >      >        for(i in terms){
> >      >      >          #The regex stuff below tries to ensure all
> >     interaction
> >      >      >     coefficients are matched, including those involving
> >     factors.
> >      >      >          if(grepl(":", i)){
> >      >      >            (termname <- gsub(":", paste0(LevelsRegex,
> ":"), i,
> >      >     perl = T))
> >      >      >          }else{termname <- i}
> >      >      >          (RegexToMatch <- paste0("^(",
> >      >     paste(classes[2:length(classes)],
> >      >      >     collapse = "|") ,"):", termname, LevelsRegex, "$"))
> >      >      >
> >      >      >          #Now the actual calculation:
> >      >      >          (indices <- grep(RegexToMatch, rownames(R), perl
> >     = T))
> >      >      >          (gvif[i] <- det(R[indices, indices]) *
> >     det(R[-indices,
> >      >      >     -indices]) / det(R))
> >      >      >          (SE.multiplier[i] <-
> gvif[i]^(1/(2*length(indices))))
> >      >      >        }
> >      >      >        #Put the results together and order them by degree
> >     of SE
> >      >     inflation:
> >      >      >        (result <- cbind(GVIF = gvif, `GVIF^(1/(2df))` =
> >      >     SE.multiplier))
> >      >      >        return(result[order(result[,"GVIF^(1/(2df))"],
> >     decreasing
> >      >     = T),])}
> >      >      >
> >      >      >
> >      >      > The results seem correct to me when applied to John's
> example
> >      >     model fit
> >      >      > to the BEPS data. However, that dataset contains no
> multi-df
> >      >     factors, of
> >      >      > which my own models have many. Below is a maximally simple
> >      >     example with
> >      >      > one multi-df factor (/region/):
> >      >      >
> >      >      >     mod1 <- multinom(partic ~., data = carData::Womenlf)
> >      >      >     gvif.multinom(mod1)
> >      >      >
> >      >      >     GVIF GVIF^(1/(2df))
> >      >      >     children 1.298794       1.067542
> >      >      >     hincome  1.184215       1.043176
> >      >      >     region   1.381480       1.020403
> >      >      >
> >      >      >
> >      >      > These results look plausible to me. Finally, below is an
> >     example
> >      >      > involving both a multi-df factor and an interaction:
> >      >      >
> >      >      >     mod2 <- update(mod1, ~. +children:region)
> >      >      >     gvif.multinom(mod2)
> >      >      >
> >      >      >                              GVIF GVIF^(1/(2df))
> >      >      >     children:region 4.965762e+16      11.053482
> >      >      >     region          1.420418e+16      10.221768
> >      >      >     children        1.471412e+03       6.193463
> >      >      >     hincome         6.462161e+00       1.594390
> >      >      >
> >      >      >
> >      >      > These results look a bit more dubious. To be sure, it is
> to be
> >      >     expected
> >      >      > that interaction terms will introduce a lot of
> >     collinearity. But an
> >      >      > 11-fold increase in SE? I hope someone can tell me whether
> >     this is
> >      >      > correct or not!
> >      >
> >      >     You don't need someone else to check your work because you
> >     could just
> >      >     apply the simple function that I sent you yesterday, which,
> >     though not
> >      >     automatic, computes the GVIFs in a transparent manner.
> >      >
> >      >     A brief comment on GVIFs for models with interactions (this
> >     isn't the
> >      >     place to discuss the question in detail): The Fox and Monette
> >     JASA
> >      >     paper
> >      >     addresses the question briefly in the context of a two-way
> >     ANOVA, but I
> >      >     don't think that the approach suggested there is easily
> >     generalized.
> >      >
> >      >     The following simple approach pays attention to what's
> >     invariant under
> >      >     different parametrizations of the RHS side of the model:
> >     Simultaneously
> >      >     check the collinearity of all of the coefficients of an
> >     interaction
> >      >     together with the main effects and, potentially, lower-order
> >      >     interactions that are marginal to it. So, e.g., in the model
> >     y ~ a +
> >      >     b +
> >      >     a:b + c, you'd check all of the coefficients for a, b, and
> >     a:b together.
> >      >
> >      >     Alternatively, one could focus in turn on each explanatory
> >     variable and
> >      >     check the collinearity of all coefficients to which it is
> >     marginal. So
> >      >     in y ~ a + b + c + a:b + a:c + d, when you focus on a, you'd
> >     look at
> >      >     all
> >      >     of the coefficients for a, b, c, a:b, and a:c.
> >      >
> >      >     John
> >      >
> >      >      >
> >      >      > Best,
> >      >      >
> >      >      > Juho
> >      >      >
> >      >      >
> >      >      >
> >      >      >
> >      >      >
> >      >      >
> >      >      >
> >      >      >
> >      >      >
> >      >      >
> >      >      >
> >      >      > ti 1. maalisk. 2022 klo 0.05 John Fox (jfox using mcmaster.ca
> >     <mailto:jfox using mcmaster.ca>
> >      >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>>
> >      >      > <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>
> >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>>>) kirjoitti:
> >      >      >
> >      >      >     Dear Juha,
> >      >      >
> >      >      >     On 2022-02-28 5:00 p.m., Juho Kristian Ruohonen wrote:
> >      >      >      > Apologies for my misreading, John, and many thanks
> >     for showing
> >      >      >     how the
> >      >      >      > calculation is done for a single term.
> >      >      >      >
> >      >      >      > Do you think *vif()* might be updated in the near
> >     future
> >      >     with the
> >      >      >      > capability of auto-detecting a multinomial model
> >     and returning
> >      >      >      > mathematically correct GVIF statistics?
> >      >      >
> >      >      >     The thought crossed my mind, but I'd want to do it in a
> >      >     general way,
> >      >      >     not
> >      >      >     just for the multinom() function, and in a way that
> avoids
> >      >     incorrect
> >      >      >     results such as those currently produced for "multinom"
> >      >     models, albeit
> >      >      >     with a warning. I can't guarantee whether or when I'll
> be
> >      >     able to do
> >      >      >     that.
> >      >      >
> >      >      >     John
> >      >      >
> >      >      >      >
> >      >      >      > If not, I'll proceed to writing my own function
> >     based on your
> >      >      >     example.
> >      >      >      > However, /car/ is such an excellent and widely used
> >      >     package that the
> >      >      >      > greatest benefit to mankind would probably accrue
> >     if /car /was
> >      >      >     upgraded
> >      >      >      > with this feature sooner rather than later.
> >      >      >      >
> >      >      >      > Best,
> >      >      >      >
> >      >      >      > Juho
> >      >      >      >
> >      >      >      >
> >      >      >      >
> >      >      >      >
> >      >      >      >
> >      >      >      >
> >      >      >      >
> >      >      >      >
> >      >      >      >
> >      >      >      > ma 28. helmik. 2022 klo 17.08 John Fox
> >     (jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>
> >      >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>>
> >      >      >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>
> >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>>>
> >      >      >      > <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>
> >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>>
> >      >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>
> >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>>>>) kirjoitti:
> >      >      >      >
> >      >      >      >     Dear Juho,
> >      >      >      >
> >      >      >      >     On 2022-02-28 2:06 a.m., Juho Kristian Ruohonen
> >     wrote:
> >      >      >      >      > Dear Professor Fox and other list members,
> >      >      >      >      >
> >      >      >      >      > Profuse thanks for doing that detective work
> for
> >      >     me! I myself
> >      >      >      >     thought
> >      >      >      >      > the inflation factors reported by
> >      >     check_collinearity() were
> >      >      >      >     suspiciously
> >      >      >      >      > high, but unlike you I lacked the expertise
> >     to identify
> >      >      >     what was
> >      >      >      >     going on.
> >      >      >      >      >
> >      >      >      >      > As for your suggested approach, have I
> >     understood this
> >      >      >     correctly:
> >      >      >      >      >
> >      >      >      >      > Since there doesn't yet exist an R function
> >     that will
> >      >      >     calculate the
> >      >      >      >      > (G)VIFS of multinomial models correctly, my
> best
> >      >     bet for
> >      >      >     now is
> >      >      >      >     just to
> >      >      >      >      > ignore the fact that such models partition
> >     the data
> >      >     into C-1
> >      >      >      >     subsets,
> >      >      >      >      > and to calculate approximate GVIFs from the
> >     entire
> >      >     dataset at
> >      >      >      >     once as if
> >      >      >      >      > the response were continuous? And a simple
> >     way to
> >      >     do this
> >      >      >     is to
> >      >      >      >      > construct a fake continuous response, call
> >      >      >     *lm(fakeresponse ~.)*,
> >      >      >      >     and
> >      >      >      >      > apply *car::vif()* on the result?
> >      >      >      >
> >      >      >      >     No, you misunderstand my suggestion, which
> >     perhaps isn't
> >      >      >     surprising
> >      >      >      >     given the length of my message. What you
> >     propose is what I
> >      >      >     suggested as
> >      >      >      >     a rough approximation *before* I confirmed that
> my
> >      >     guess of the
> >      >      >      >     solution
> >      >      >      >     was correct.
> >      >      >      >
> >      >      >      >     The R code that I sent yesterday showed how to
> >     compute the
> >      >      >     GVIF for a
> >      >      >      >     multinomial regression model, and I suggested
> >     that you
> >      >     write
> >      >      >     either a
> >      >      >      >     script or a simple function to do that. Here's
> >     a function
> >      >      >     that will
> >      >      >      >     work
> >      >      >      >     for a model object that responds to vcov():
> >      >      >      >
> >      >      >      >     GVIF <- function(model, intercepts, term){
> >      >      >      >         # model: regression model object
> >      >      >      >         # intercepts: row/column positions of
> >     intercepts
> >      >     in the
> >      >      >     coefficient
> >      >      >      >     covariance matrix
> >      >      >      >         # term: row/column positions of the
> >     coefficients
> >      >     for the
> >      >      >     focal term
> >      >      >      >         V <- vcov(model)
> >      >      >      >         term <- colnames(V)[term]
> >      >      >      >         V <- V[-intercepts, -intercepts]
> >      >      >      >         V <- cov2cor(V)
> >      >      >      >         term <- which(colnames(V) %in% term)
> >      >      >      >         gvif <- det(V[term, term])*det(V[-term,
> >     -term])/det(V)
> >      >      >      >         c(GVIF=gvif,
> >      >     "GVIF^(1/(2*p))"=gvif^(1/(2*length(term))))
> >      >      >      >     }
> >      >      >      >
> >      >      >      >     and here's an application to the multinom()
> >     example that I
> >      >      >     showed you
> >      >      >      >     yesterday:
> >      >      >      >
> >      >      >      >       > colnames(vcov(m)) # to get coefficient
> >     positions
> >      >      >      >        [1] "Labour:(Intercept)"
> >      >       "Labour:age"
> >      >      >      >
> >      >      >      >        [3] "Labour:economic.cond.national"
> >      >      >      >     "Labour:economic.cond.household"
> >      >      >      >        [5] "Labour:Blair"
> >      >       "Labour:Hague"
> >      >      >      >
> >      >      >      >        [7] "Labour:Kennedy"
> >      >       "Labour:Europe"
> >      >      >      >
> >      >      >      >        [9] "Labour:political.knowledge"
> >      >      >       "Labour:gendermale"
> >      >      >      >
> >      >      >      >     [11] "Liberal Democrat:(Intercept)"
> >       "Liberal
> >      >      >     Democrat:age"
> >      >      >      >
> >      >      >      >     [13] "Liberal Democrat:economic.cond.national"
> >     "Liberal
> >      >      >      >     Democrat:economic.cond.household"
> >      >      >      >     [15] "Liberal Democrat:Blair"
> >       "Liberal
> >      >      >      >     Democrat:Hague"
> >      >      >      >
> >      >      >      >     [17] "Liberal Democrat:Kennedy"
> >       "Liberal
> >      >      >      >     Democrat:Europe"
> >      >      >      >     [19] "Liberal Democrat:political.knowledge"
> >       "Liberal
> >      >      >      >     Democrat:gendermale"
> >      >      >      >
> >      >      >      >       > GVIF(m, intercepts=c(1, 11), term=c(2, 12))
> >     # GVIF
> >      >     for age
> >      >      >      >                 GVIF GVIF^(1/(2*p))
> >      >      >      >             1.046232       1.011363
> >      >      >      >
> >      >      >      >
> >      >      >      >     Finally, here's what you get for a linear model
> >     with
> >      >     the same RHS
> >      >      >      >     (where
> >      >      >      >     the sqrt(VIF) should be a rough approximation to
> >      >     GVIF^(1/4)
> >      >      >     reported by
> >      >      >      >     my GVIF() function):
> >      >      >      >
> >      >      >      >       > m.lm <- lm(as.numeric(vote) ~ . - vote1,
> >     data=BEPS)
> >      >      >      >       > sqrt(car::vif(m.lm))
> >      >      >      >                           age
> economic.cond.national
> >      >      >      >     economic.cond.household
> >      >      >      >                         Blair
> >      >      >      >                      1.006508
> 1.124132
> >      >      >      >     1.075656
> >      >      >      >                      1.118441
> >      >      >      >                         Hague
>  Kennedy
> >      >      >      >     Europe
> >      >      >      >           political.knowledge
> >      >      >      >                      1.066799
> 1.015532
> >      >      >      >     1.101741
> >      >      >      >                      1.028546
> >      >      >      >                        gender
> >      >      >      >                      1.017386
> >      >      >      >
> >      >      >      >
> >      >      >      >     John
> >      >      >      >
> >      >      >      >      >
> >      >      >      >      > Best,
> >      >      >      >      >
> >      >      >      >      > Juho
> >      >      >      >      >
> >      >      >      >      > ma 28. helmik. 2022 klo 2.23 John Fox
> >      >     (jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>
> >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>>
> >      >      >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>
> >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>>>
> >      >      >      >     <mailto:jfox using mcmaster.ca
> >     <mailto:jfox using mcmaster.ca> <mailto:jfox using mcmaster.ca
> >     <mailto:jfox using mcmaster.ca>>
> >      >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>
> >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>>>>
> >      >      >      >      > <mailto:jfox using mcmaster.ca
> >     <mailto:jfox using mcmaster.ca> <mailto:jfox using mcmaster.ca
> >     <mailto:jfox using mcmaster.ca>>
> >      >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>
> >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>>>
> >      >      >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>
> >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>>
> >      >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>
> >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>>>>>) kirjoitti:
> >      >      >      >      >
> >      >      >      >      >     Dear Juho,
> >      >      >      >      >
> >      >      >      >      >     I've now had a chance to think about this
> >      >     problem some
> >      >      >     more,
> >      >      >      >     and I
> >      >      >      >      >     believe that the approach I suggested is
> >     correct. I
> >      >      >     also had an
> >      >      >      >      >     opportunity to talk the problem over a
> >     bit with
> >      >     Georges
> >      >      >      >     Monette, who
> >      >      >      >      >     coauthored the paper that introduced
> >      >     generalized variance
> >      >      >      >     inflation
> >      >      >      >      >     factors (GVIFs). On the other hand, the
> >     results
> >      >      >     produced by
> >      >      >      >      >     performance::check_collinearity() for
> >      >     multinomial logit
> >      >      >      >     models don't
> >      >      >      >      >     seem to be correct (see below).
> >      >      >      >      >
> >      >      >      >      >     Here's an example, using the
> >     nnet::multinom()
> >      >     function
> >      >      >     to fit a
> >      >      >      >      >     multinomial logit model, with alternative
> >      >      >     parametrizations of the
> >      >      >      >      >     LHS of
> >      >      >      >      >     the model:
> >      >      >      >      >
> >      >      >      >      >     --------- snip -----------
> >      >      >      >      >
> >      >      >      >      >       > library(nnet) # for multinom()
> >      >      >      >      >       > library(carData) # for BEPS data set
> >      >      >      >      >
> >      >      >      >      >       > # alternative ordering of the
> >     response levels:
> >      >      >      >      >       > BEPS$vote1 <- factor(BEPS$vote,
> >      >     levels=c("Labour",
> >      >      >     "Liberal
> >      >      >      >      >     Democrat", "Conservative"))
> >      >      >      >      >       > levels(BEPS$vote)
> >      >      >      >      >     [1] "Conservative"     "Labour"
> >       "Liberal
> >      >      >     Democrat"
> >      >      >      >      >       > levels(BEPS$vote1)
> >      >      >      >      >     [1] "Labour"           "Liberal Democrat"
> >      >     "Conservative"
> >      >      >      >      >
> >      >      >      >      >       > m <- multinom(vote ~ . - vote1,
> >     data=BEPS)
> >      >      >      >      >     # weights:  33 (20 variable)
> >      >      >      >      >     initial  value 1675.383740
> >      >      >      >      >     iter  10 value 1345.935273
> >      >      >      >      >     iter  20 value 1150.956807
> >      >      >      >      >     iter  30 value 1141.921662
> >      >      >      >      >     iter  30 value 1141.921661
> >      >      >      >      >     iter  30 value 1141.921661
> >      >      >      >      >     final  value 1141.921661
> >      >      >      >      >     converged
> >      >      >      >      >       > m1 <- multinom(vote1 ~ . - vote,
> >     data=BEPS)
> >      >      >      >      >     # weights:  33 (20 variable)
> >      >      >      >      >     initial  value 1675.383740
> >      >      >      >      >     iter  10 value 1280.439304
> >      >      >      >      >     iter  20 value 1165.513772
> >      >      >      >      >     final  value 1141.921662
> >      >      >      >      >     converged
> >      >      >      >      >
> >      >      >      >      >       > rbind(coef(m), coef(m1)) # compare
> >     coefficients
> >      >      >      >      >                        (Intercept)
> age
> >      >      >      >     economic.cond.national
> >      >      >      >      >     economic.cond.household
> >      >      >      >      >     Labour             0.9515214 -0.021913989
> >      >      >     0.5575707
> >      >      >      >      >            0.15839096
> >      >      >      >      >     Liberal Democrat   1.4119306 -0.016810735
> >      >      >     0.1810761
> >      >      >      >      >           -0.01196664
> >      >      >      >      >     Liberal Democrat   0.4604567  0.005102666
> >      >      >       -0.3764928
> >      >      >      >      >           -0.17036682
> >      >      >      >      >     Conservative      -0.9514466  0.021912305
> >      >      >       -0.5575644
> >      >      >      >      >           -0.15838744
> >      >      >      >      >                             Blair       Hague
> >      >     Kennedy
> >      >      >          Europe
> >      >      >      >      >     political.knowledge
> >      >      >      >      >     Labour            0.8371764 -0.90775585
> >     0.2513436
> >      >      >     -0.22781308
> >      >      >      >      >     -0.5370612
> >      >      >      >      >     Liberal Democrat  0.2937331 -0.82217625
> >     0.6710567
> >      >      >     -0.20004624
> >      >      >      >      >     -0.2034605
> >      >      >      >      >     Liberal Democrat -0.5434408  0.08559455
> >     0.4197027
> >      >      >     0.02776465
> >      >      >      >      >     0.3336068
> >      >      >      >      >     Conservative     -0.8371670  0.90778068
> >     -0.2513735
> >      >      >     0.22781092
> >      >      >      >      >     0.5370545
> >      >      >      >      >                         gendermale
> >      >      >      >      >     Labour            0.13765774
> >      >      >      >      >     Liberal Democrat  0.12640823
> >      >      >      >      >     Liberal Democrat -0.01125898
> >      >      >      >      >     Conservative     -0.13764849
> >      >      >      >      >
> >      >      >      >      >       > c(logLik(m), logLik(m1)) # same fit
> >     to the data
> >      >      >      >      >     [1] -1141.922 -1141.922
> >      >      >      >      >
> >      >      >      >      >       > # covariance matrices for
> coefficients:
> >      >      >      >      >       > V <- vcov(m)
> >      >      >      >      >       > V1 <- vcov(m1)
> >      >      >      >      >       > cbind(colnames(V), colnames(V1)) #
> >     compare
> >      >      >      >      >             [,1]
> >      >         [,2]
> >      >      >      >      >
> >      >      >      >      >        [1,] "Labour:(Intercept)"
> >      >      >       "Liberal
> >      >      >      >      >     Democrat:(Intercept)"
> >      >      >      >      >        [2,] "Labour:age"
> >      >      >       "Liberal
> >      >      >      >      >     Democrat:age"
> >      >      >      >      >
> >      >      >      >      >        [3,] "Labour:economic.cond.national"
> >      >      >     "Liberal
> >      >      >      >      >     Democrat:economic.cond.national"
> >      >      >      >      >        [4,] "Labour:economic.cond.household"
> >      >      >       "Liberal
> >      >      >      >      >     Democrat:economic.cond.household"
> >      >      >      >      >        [5,] "Labour:Blair"
> >      >      >       "Liberal
> >      >      >      >      >     Democrat:Blair"
> >      >      >      >      >        [6,] "Labour:Hague"
> >      >      >       "Liberal
> >      >      >      >      >     Democrat:Hague"
> >      >      >      >      >        [7,] "Labour:Kennedy"
> >      >      >       "Liberal
> >      >      >      >      >     Democrat:Kennedy"
> >      >      >      >      >        [8,] "Labour:Europe"
> >      >      >     "Liberal
> >      >      >      >      >     Democrat:Europe"
> >      >      >      >      >        [9,] "Labour:political.knowledge"
> >      >      >       "Liberal
> >      >      >      >      >     Democrat:political.knowledge"
> >      >      >      >      >     [10,] "Labour:gendermale"
> >      >        "Liberal
> >      >      >      >      >     Democrat:gendermale"
> >      >      >      >      >     [11,] "Liberal Democrat:(Intercept)"
> >      >      >      >      >     "Conservative:(Intercept)"
> >      >      >      >      >     [12,] "Liberal Democrat:age"
> >      >      >      >       "Conservative:age"
> >      >      >      >      >
> >      >      >      >      >     [13,] "Liberal
> >     Democrat:economic.cond.national"
> >      >      >      >      >     "Conservative:economic.cond.national"
> >      >      >      >      >     [14,] "Liberal
> >     Democrat:economic.cond.household"
> >      >      >      >      >     "Conservative:economic.cond.household"
> >      >      >      >      >     [15,] "Liberal Democrat:Blair"
> >      >      >      >       "Conservative:Blair"
> >      >      >      >      >
> >      >      >      >      >     [16,] "Liberal Democrat:Hague"
> >      >      >      >       "Conservative:Hague"
> >      >      >      >      >
> >      >      >      >      >     [17,] "Liberal Democrat:Kennedy"
> >      >      >      >       "Conservative:Kennedy"
> >      >      >      >      >
> >      >      >      >      >     [18,] "Liberal Democrat:Europe"
> >      >      >      >     "Conservative:Europe"
> >      >      >      >      >
> >      >      >      >      >     [19,] "Liberal
> Democrat:political.knowledge"
> >      >      >      >      >     "Conservative:political.knowledge"
> >      >      >      >      >     [20,] "Liberal Democrat:gendermale"
> >      >      >      >      >     "Conservative:gendermale"
> >      >      >      >      >
> >      >      >      >      >       > int <- c(1, 11) # remove intercepts
> >      >      >      >      >       > colnames(V)[int]
> >      >      >      >      >     [1] "Labour:(Intercept)"
>  "Liberal
> >      >      >     Democrat:(Intercept)"
> >      >      >      >      >
> >      >      >      >      >       > colnames(V1)[int]
> >      >      >      >      >     [1] "Liberal Democrat:(Intercept)"
> >      >      >     "Conservative:(Intercept)"
> >      >      >      >      >       > V <- V[-int, -int]
> >      >      >      >      >       > V1 <- V1[-int, -int]
> >      >      >      >      >
> >      >      >      >      >       > age <- c(1, 10) # locate age
> >     coefficients
> >      >      >      >      >       > colnames(V)[age]
> >      >      >      >      >     [1] "Labour:age"           "Liberal
> >     Democrat:age"
> >      >      >      >      >       > colnames(V1)[age]
> >      >      >      >      >     [1] "Liberal Democrat:age"
> >     "Conservative:age"
> >      >      >      >      >
> >      >      >      >      >       > V <- cov2cor(V) # compute coefficient
> >      >     correlations
> >      >      >      >      >       > V1 <- cov2cor(V1)
> >      >      >      >      >
> >      >      >      >      >       > # compare GVIFs:
> >      >      >      >      >       > c(det(V[age, age])*det(V[-age,
> >     -age])/det(V),
> >      >      >      >      >     +   det(V1[age, age])*det(V1[-age,
> >     -age])/det(V1))
> >      >      >      >      >     [1] 1.046232 1.046229
> >      >      >      >      >
> >      >      >      >      >     --------- snip -----------
> >      >      >      >      >
> >      >      >      >      >     For curiosity, I applied car::vif() and
> >      >      >      >      >     performance::check_collinearity() to
> these
> >      >     models to
> >      >      >     see what
> >      >      >      >     they
> >      >      >      >      >     would
> >      >      >      >      >     do. Both returned the wrong answer. vif()
> >      >     produced a
> >      >      >     warning, but
> >      >      >      >      >     check_collinearity() didn't:
> >      >      >      >      >
> >      >      >      >      >     --------- snip -----------
> >      >      >      >      >
> >      >      >      >      >       > car::vif(m1)
> >      >      >      >      >                           age
> >     economic.cond.national
> >      >      >      >      >     economic.cond.household
> >      >      >      >      >                     15.461045
> >       22.137772
> >      >      >      >      >       16.693877
> >      >      >      >      >                         Blair
> >         Hague
> >      >      >      >      >       Kennedy
> >      >      >      >      >                     14.681562
> >     7.483039
> >      >      >      >      >       15.812067
> >      >      >      >      >                        Europe
> >       political.knowledge
> >      >      >      >      >     gender
> >      >      >      >      >                      6.502119
> >     4.219507
> >      >      >      >      >     2.313885
> >      >      >      >      >     Warning message:
> >      >      >      >      >     In vif.default(m1) : No intercept: vifs
> >     may not be
> >      >      >     sensible.
> >      >      >      >      >
> >      >      >      >      >       > performance::check_collinearity(m)
> >      >      >      >      >     # Check for Multicollinearity
> >      >      >      >      >
> >      >      >      >      >     Low Correlation
> >      >      >      >      >
> >      >      >      >      >                           Term  VIF
> Increased SE
> >      >     Tolerance
> >      >      >      >      >                            age 1.72
> >       1.31
> >      >        0.58
> >      >      >      >      >         economic.cond.national 1.85
> >       1.36
> >      >        0.54
> >      >      >      >      >        economic.cond.household 1.86
> >       1.37
> >      >        0.54
> >      >      >      >      >                          Blair 1.63
> >       1.28
> >      >        0.61
> >      >      >      >      >                          Hague 1.94
> >       1.39
> >      >        0.52
> >      >      >      >      >                        Kennedy 1.70
> >       1.30
> >      >        0.59
> >      >      >      >      >                         Europe 2.01
> >       1.42
> >      >        0.50
> >      >      >      >      >            political.knowledge 1.94
> >       1.39
> >      >        0.52
> >      >      >      >      >                         gender 1.78
> >       1.33
> >      >        0.56
> >      >      >      >      >       > performance::check_collinearity(m1)
> >      >      >      >      >     # Check for Multicollinearity
> >      >      >      >      >
> >      >      >      >      >     Low Correlation
> >      >      >      >      >
> >      >      >      >      >                           Term  VIF
> Increased SE
> >      >     Tolerance
> >      >      >      >      >                            age 1.19
> >       1.09
> >      >        0.84
> >      >      >      >      >         economic.cond.national 1.42
> >       1.19
> >      >        0.70
> >      >      >      >      >        economic.cond.household 1.32
> >       1.15
> >      >        0.76
> >      >      >      >      >                          Blair 1.50
> >       1.22
> >      >        0.67
> >      >      >      >      >                          Hague 1.30
> >       1.14
> >      >        0.77
> >      >      >      >      >                        Kennedy 1.19
> >       1.09
> >      >        0.84
> >      >      >      >      >                         Europe 1.34
> >       1.16
> >      >        0.75
> >      >      >      >      >            political.knowledge 1.30
> >       1.14
> >      >        0.77
> >      >      >      >      >                         gender 1.23
> >       1.11
> >      >        0.81
> >      >      >      >      >
> >      >      >      >      >     --------- snip -----------
> >      >      >      >      >
> >      >      >      >      >     I looked at the code for vif() and
> >      >     check_collinearity() to
> >      >      >      >     see where
> >      >      >      >      >     they went wrong. Both failed to handle
> >     the two
> >      >      >     intercepts in
> >      >      >      >     the model
> >      >      >      >      >     correctly -- vif() thought there was no
> >      >     intercept and
> >      >      >      >      >     check_collinearity() just removed the
> first
> >      >     intercept
> >      >      >     but not the
> >      >      >      >      >     second.
> >      >      >      >      >
> >      >      >      >      >     In examining the code for
> >     check_collinearity(), I
> >      >      >     discovered a
> >      >      >      >      >     couple of
> >      >      >      >      >     additional disconcerting facts. First,
> >     part of the
> >      >      >     code seems
> >      >      >      >     to be
> >      >      >      >      >     copied from vif.default(). Second, as a
> >      >     consequence,
> >      >      >      >      >     check_collinearity() actually computes
> >     GVIFs rather
> >      >      >     than VIFs
> >      >      >      >     (and
> >      >      >      >      >     doesn't reference either the Fox and
> >     Monette paper
> >      >      >      >     introducing GVIFs or
> >      >      >      >      >     the car package) but doesn't seem to
> >     understand
> >      >     that, and,
> >      >      >      >     for example,
> >      >      >      >      >     takes the squareroot of the GVIF
> >     (reported in the
> >      >      >     column marked
> >      >      >      >      >     "Increased SE") rather than the 2p root
> >     (when there
> >      >      >     are p > 1
> >      >      >      >      >     coefficients in a term).
> >      >      >      >      >
> >      >      >      >      >     Here's the relevant code from the two
> >     functions
> >      >     (where
> >      >      >     . . .
> >      >      >      >     denotes
> >      >      >      >      >     elided lines) -- the default method for
> >     vif() and
> >      >      >      >      >     .check_collinearity(),
> >      >      >      >      >     which is called by
> >     check_collinearity.default():
> >      >      >      >      >
> >      >      >      >      >     --------- snip -----------
> >      >      >      >      >
> >      >      >      >      >       > car:::vif.default
> >      >      >      >      >     function (mod, ...)
> >      >      >      >      >     {
> >      >      >      >      >           . . .
> >      >      >      >      >           v <- vcov(mod)
> >      >      >      >      >           assign <- attr(model.matrix(mod),
> >     "assign")
> >      >      >      >      >           if (names(coefficients(mod)[1]) ==
> >      >     "(Intercept)") {
> >      >      >      >      >               v <- v[-1, -1]
> >      >      >      >      >               assign <- assign[-1]
> >      >      >      >      >           }
> >      >      >      >      >           else warning("No intercept: vifs
> >     may not be
> >      >      >     sensible.")
> >      >      >      >      >           terms <- labels(terms(mod))
> >      >      >      >      >           n.terms <- length(terms)
> >      >      >      >      >           if (n.terms < 2)
> >      >      >      >      >               stop("model contains fewer
> >     than 2 terms")
> >      >      >      >      >           R <- cov2cor(v)
> >      >      >      >      >           detR <- det(R)
> >      >      >      >      >           . . .
> >      >      >      >      >           for (term in 1:n.terms) {
> >      >      >      >      >               subs <- which(assign == term)
> >      >      >      >      >               result[term, 1] <-
> >     det(as.matrix(R[subs,
> >      >      >     subs])) *
> >      >      >      >      >     det(as.matrix(R[-subs,
> >      >      >      >      >                   -subs]))/detR
> >      >      >      >      >               result[term, 2] <- length(subs)
> >      >      >      >      >           }
> >      >      >      >      >           . . .
> >      >      >      >      >     }
> >      >      >      >      >
> >      >      >      >      >       > performance:::.check_collinearity
> >      >      >      >      >     function (x, component, verbose = TRUE)
> >      >      >      >      >     {
> >      >      >      >      >           v <- insight::get_varcov(x,
> >     component =
> >      >     component,
> >      >      >      >     verbose =
> >      >      >      >      >     FALSE)
> >      >      >      >      >           assign <- .term_assignments(x,
> >     component,
> >      >     verbose =
> >      >      >      >     verbose)
> >      >      >      >      >           . . .
> >      >      >      >      >           if (insight::has_intercept(x)) {
> >      >      >      >      >               v <- v[-1, -1]
> >      >      >      >      >               assign <- assign[-1]
> >      >      >      >      >           }
> >      >      >      >      >           else {
> >      >      >      >      >               if (isTRUE(verbose)) {
> >      >      >      >      >                   warning("Model has no
> >     intercept. VIFs
> >      >      >     may not be
> >      >      >      >      >     sensible.",
> >      >      >      >      >                       call. = FALSE)
> >      >      >      >      >               }
> >      >      >      >      >           }
> >      >      >      >      >               . . .
> >      >      >      >      >               terms <-
> >      >     labels(stats::terms(f[[component]]))
> >      >      >      >      >               . . .
> >      >      >      >      >           n.terms <- length(terms)
> >      >      >      >      >           if (n.terms < 2) {
> >      >      >      >      >               if (isTRUE(verbose)) {
> >      >      >      >      >
> >      >       warning(insight::format_message(sprintf("Not
> >      >      >      >     enough model
> >      >      >      >      >     terms in the %s part of the model to
> >     check for
> >      >      >      >     multicollinearity.",
> >      >      >      >      >                       component)), call. =
> >     FALSE)
> >      >      >      >      >               }
> >      >      >      >      >               return(NULL)
> >      >      >      >      >           }
> >      >      >      >      >           R <- stats::cov2cor(v)
> >      >      >      >      >           detR <- det(R)
> >      >      >      >      >           . . .
> >      >      >      >      >           for (term in 1:n.terms) {
> >      >      >      >      >               subs <- which(assign == term)
> >      >      >      >      >                   . . .
> >      >      >      >      >                   result <- c(result,
> >      >      >     det(as.matrix(R[subs, subs])) *
> >      >      >      >      >                       det(as.matrix(R[-subs,
> >      >     -subs]))/detR)
> >      >      >      >      >                   . . .
> >      >      >      >      >           }
> >      >      >      >      >           . . .
> >      >      >      >      >     }
> >      >      >      >      >
> >      >      >      >      >     --------- snip -----------
> >      >      >      >      >
> >      >      >      >      >     So, the upshot of all this is that you
> >     should
> >      >     be able
> >      >      >     to do
> >      >      >      >     what you
> >      >      >      >      >     want, but not with either car::vif() or
> >      >      >      >      >     performance::check_collinearity().
> >     Instead, either
> >      >      >     write your own
> >      >      >      >      >     function or do the computations in a
> script.
> >      >      >      >      >
> >      >      >      >      >     There's also a lesson here about S3
> default
> >      >     methods:
> >      >      >     The fact
> >      >      >      >     that a
> >      >      >      >      >     default method returns a result rather
> than
> >      >     throwing
> >      >      >     an error
> >      >      >      >     or a
> >      >      >      >      >     warning doesn't mean that the result is
> the
> >      >     right answer.
> >      >      >      >      >
> >      >      >      >      >     I hope this helps,
> >      >      >      >      >        John
> >      >      >      >      >
> >      >      >      >      >
> >      >      >      >      >     On 2022-02-26 3:45 p.m., Juho Kristian
> >     Ruohonen
> >      >     wrote:
> >      >      >      >      >      > Dear John W,
> >      >      >      >      >      >
> >      >      >      >      >      > Thank you very much for the tip-off!
> >      >     Apologies for not
> >      >      >      >     responding
> >      >      >      >      >     earlier
> >      >      >      >      >      > (gmail apparently decided to direct
> >     your email
> >      >      >     right into the
> >      >      >      >      >     junk folder).
> >      >      >      >      >      > I am very pleased to note that the
> >     package you
> >      >      >     mention does
> >      >      >      >      >     indeed work
> >      >      >      >      >      > with *brms* multinomial models!
> >     Thanks again!
> >      >      >      >      >      >
> >      >      >      >      >      > Best,
> >      >      >      >      >      >
> >      >      >      >      >      > Juho
> >      >      >      >      >      >
> >      >      >      >      >      > pe 25. helmik. 2022 klo 19.23 John
> >     Willoughby
> >      >      >      >      >     (johnwillec using gmail.com
> >     <mailto:johnwillec using gmail.com>
> >      >     <mailto:johnwillec using gmail.com <mailto:johnwillec using gmail.com>>
> >     <mailto:johnwillec using gmail.com <mailto:johnwillec using gmail.com>
> >      >     <mailto:johnwillec using gmail.com <mailto:johnwillec using gmail.com>>>
> >      >      >     <mailto:johnwillec using gmail.com
> >     <mailto:johnwillec using gmail.com> <mailto:johnwillec using gmail.com
> >     <mailto:johnwillec using gmail.com>>
> >      >     <mailto:johnwillec using gmail.com <mailto:johnwillec using gmail.com>
> >     <mailto:johnwillec using gmail.com <mailto:johnwillec using gmail.com>>>>
> >      >      >      >     <mailto:johnwillec using gmail.com
> >     <mailto:johnwillec using gmail.com>
> >      >     <mailto:johnwillec using gmail.com <mailto:johnwillec using gmail.com>>
> >     <mailto:johnwillec using gmail.com <mailto:johnwillec using gmail.com>
> >      >     <mailto:johnwillec using gmail.com <mailto:johnwillec using gmail.com>>>
> >      >      >     <mailto:johnwillec using gmail.com
> >     <mailto:johnwillec using gmail.com> <mailto:johnwillec using gmail.com
> >     <mailto:johnwillec using gmail.com>>
> >      >     <mailto:johnwillec using gmail.com <mailto:johnwillec using gmail.com>
> >     <mailto:johnwillec using gmail.com <mailto:johnwillec using gmail.com>>>>>)
> >      >      >      >      >      > kirjoitti:
> >      >      >      >      >      >
> >      >      >      >      >      >> Have you tried the
> check_collinearity()
> >      >     function
> >      >      >     in the
> >      >      >      >     performance
> >      >      >      >      >      >> package? It's supposed to work on
> brms
> >      >     models, but
> >      >      >     whether it
> >      >      >      >      >     will work on
> >      >      >      >      >      >> a multinomial model I don't know.
> >     It works
> >      >     well
> >      >      >     on mixed
> >      >      >      >     models
> >      >      >      >      >     generated
> >      >      >      >      >      >> by glmmTMB().
> >      >      >      >      >      >>
> >      >      >      >      >      >> John Willoughby
> >      >      >      >      >      >>
> >      >      >      >      >      >>
> >      >      >      >      >      >> On Fri, Feb 25, 2022 at 3:01 AM
> >      >      >      >      >
> >       <r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>
> >      >     <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>>
> >      >      >     <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>
> >      >     <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>>>
> >      >      >      >
> >       <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>
> >      >     <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>>
> >      >      >     <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>
> >      >     <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>>>>
> >      >      >      >      >
> >      >       <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>
> >      >     <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>>
> >      >      >     <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>
> >      >     <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>>>
> >      >      >      >
> >       <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>
> >      >     <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>>
> >      >      >     <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>
> >      >     <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>>>>>>
> >      >      >      >      >      >> wrote:
> >      >      >      >      >      >>
> >      >      >      >      >      >>> Send R-sig-mixed-models mailing list
> >      >     submissions to
> >      >      >      >      >      >>> r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>
> >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>>
> >      >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>
> >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>>>
> >      >      >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>
> >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>>
> >      >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>
> >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>>>>
> >      >      >      >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>
> >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>>
> >      >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>
> >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>>>
> >      >      >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>
> >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>>
> >      >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>
> >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>>>>>
> >      >      >      >      >      >>>
> >      >      >      >      >      >>> To subscribe or unsubscribe via the
> >     World Wide
> >      >      >     Web, visit
> >      >      >      >      >      >>>
> >      >      > https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
> >      >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>>
> >      >      >
> >       <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
> >      >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>>>
> >      >      >      >
> >      >       <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
> >      >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>>
> >      >      >
> >       <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
> >      >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>>>>
> >      >      >      >      >
> >      >      >
> >       <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
> >      >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>>
> >      >      >
> >       <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
> >      >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>>>
> >      >      >      >
> >      >       <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
> >      >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>>
> >      >      >
> >       <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
> >      >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>>>>>
> >      >      >      >      >      >>> or, via email, send a message with
> >     subject or
> >      >      >     body 'help' to
> >      >      >      >      >      >>>
> >     r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>
> >      >     <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>>
> >      >      >     <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>
> >      >     <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>>>
> >      >      >      >
> >       <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>
> >      >     <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>>
> >      >      >     <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>
> >      >     <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>>>>
> >      >      >      >      >
> >      >       <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>
> >      >     <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>>
> >      >      >     <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>
> >      >     <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>>>
> >      >      >      >
> >       <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>
> >      >     <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>>
> >      >      >     <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>
> >      >     <mailto:r-sig-mixed-models-request using r-project.org
> >     <mailto:r-sig-mixed-models-request using r-project.org>>>>>
> >      >      >      >      >      >>>
> >      >      >      >      >      >>> You can reach the person managing
> >     the list at
> >      >      >      >      >      >>>
> >     r-sig-mixed-models-owner using r-project.org
> >     <mailto:r-sig-mixed-models-owner using r-project.org>
> >      >     <mailto:r-sig-mixed-models-owner using r-project.org
> >     <mailto:r-sig-mixed-models-owner using r-project.org>>
> >      >      >     <mailto:r-sig-mixed-models-owner using r-project.org
> >     <mailto:r-sig-mixed-models-owner using r-project.org>
> >      >     <mailto:r-sig-mixed-models-owner using r-project.org
> >     <mailto:r-sig-mixed-models-owner using r-project.org>>>
> >      >      >      >     <mailto:r-sig-mixed-models-owner using r-project.org
> >     <mailto:r-sig-mixed-models-owner using r-project.org>
> >      >     <mailto:r-sig-mixed-models-owner using r-project.org
> >     <mailto:r-sig-mixed-models-owner using r-project.org>>
> >      >      >     <mailto:r-sig-mixed-models-owner using r-project.org
> >     <mailto:r-sig-mixed-models-owner using r-project.org>
> >      >     <mailto:r-sig-mixed-models-owner using r-project.org
> >     <mailto:r-sig-mixed-models-owner using r-project.org>>>>
> >      >      >      >      >
> >       <mailto:r-sig-mixed-models-owner using r-project.org
> >     <mailto:r-sig-mixed-models-owner using r-project.org>
> >      >     <mailto:r-sig-mixed-models-owner using r-project.org
> >     <mailto:r-sig-mixed-models-owner using r-project.org>>
> >      >      >     <mailto:r-sig-mixed-models-owner using r-project.org
> >     <mailto:r-sig-mixed-models-owner using r-project.org>
> >      >     <mailto:r-sig-mixed-models-owner using r-project.org
> >     <mailto:r-sig-mixed-models-owner using r-project.org>>>
> >      >      >      >     <mailto:r-sig-mixed-models-owner using r-project.org
> >     <mailto:r-sig-mixed-models-owner using r-project.org>
> >      >     <mailto:r-sig-mixed-models-owner using r-project.org
> >     <mailto:r-sig-mixed-models-owner using r-project.org>>
> >      >      >     <mailto:r-sig-mixed-models-owner using r-project.org
> >     <mailto:r-sig-mixed-models-owner using r-project.org>
> >      >     <mailto:r-sig-mixed-models-owner using r-project.org
> >     <mailto:r-sig-mixed-models-owner using r-project.org>>>>>
> >      >      >      >      >      >>>
> >      >      >      >      >      >>> When replying, please edit your
> Subject
> >      >     line so it is
> >      >      >      >     more specific
> >      >      >      >      >      >>> than "Re: Contents of
> >     R-sig-mixed-models
> >      >     digest..."
> >      >      >      >      >      >>>
> >      >      >      >      >      >>>
> >      >      >      >      >      >>> Today's Topics:
> >      >      >      >      >      >>>
> >      >      >      >      >      >>>     1. Collinearity diagnostics for
> >     (mixed)
> >      >      >     multinomial
> >      >      >      >     models
> >      >      >      >      >      >>>        (Juho Kristian Ruohonen)
> >      >      >      >      >      >>>
> >      >      >      >      >      >>>
> >      >      >      >      >
> >      >      >      >
> >      >      >
> >      >
> >
>  ----------------------------------------------------------------------
> >      >      >      >      >      >>>
> >      >      >      >      >      >>> Message: 1
> >      >      >      >      >      >>> Date: Fri, 25 Feb 2022 10:23:25
> +0200
> >      >      >      >      >      >>> From: Juho Kristian Ruohonen
> >      >      >      >     <juho.kristian.ruohonen using gmail.com
> >     <mailto:juho.kristian.ruohonen using gmail.com>
> >      >     <mailto:juho.kristian.ruohonen using gmail.com
> >     <mailto:juho.kristian.ruohonen using gmail.com>>
> >      >      >     <mailto:juho.kristian.ruohonen using gmail.com
> >     <mailto:juho.kristian.ruohonen using gmail.com>
> >      >     <mailto:juho.kristian.ruohonen using gmail.com
> >     <mailto:juho.kristian.ruohonen using gmail.com>>>
> >      >      >      >     <mailto:juho.kristian.ruohonen using gmail.com
> >     <mailto:juho.kristian.ruohonen using gmail.com>
> >      >     <mailto:juho.kristian.ruohonen using gmail.com
> >     <mailto:juho.kristian.ruohonen using gmail.com>>
> >      >      >     <mailto:juho.kristian.ruohonen using gmail.com
> >     <mailto:juho.kristian.ruohonen using gmail.com>
> >      >     <mailto:juho.kristian.ruohonen using gmail.com
> >     <mailto:juho.kristian.ruohonen using gmail.com>>>>
> >      >      >      >      >     <mailto:juho.kristian.ruohonen using gmail.com
> >     <mailto:juho.kristian.ruohonen using gmail.com>
> >      >     <mailto:juho.kristian.ruohonen using gmail.com
> >     <mailto:juho.kristian.ruohonen using gmail.com>>
> >      >      >     <mailto:juho.kristian.ruohonen using gmail.com
> >     <mailto:juho.kristian.ruohonen using gmail.com>
> >      >     <mailto:juho.kristian.ruohonen using gmail.com
> >     <mailto:juho.kristian.ruohonen using gmail.com>>>
> >      >      >      >     <mailto:juho.kristian.ruohonen using gmail.com
> >     <mailto:juho.kristian.ruohonen using gmail.com>
> >      >     <mailto:juho.kristian.ruohonen using gmail.com
> >     <mailto:juho.kristian.ruohonen using gmail.com>>
> >      >      >     <mailto:juho.kristian.ruohonen using gmail.com
> >     <mailto:juho.kristian.ruohonen using gmail.com>
> >      >     <mailto:juho.kristian.ruohonen using gmail.com
> >     <mailto:juho.kristian.ruohonen using gmail.com>>>>>>
> >      >      >      >      >      >>> To: John Fox <jfox using mcmaster.ca
> >     <mailto:jfox using mcmaster.ca>
> >      >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>>
> >      >      >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>
> >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>>>
> >      >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>
> >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>>
> >      >      >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>
> >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>>>>
> >      >      >      >     <mailto:jfox using mcmaster.ca
> >     <mailto:jfox using mcmaster.ca> <mailto:jfox using mcmaster.ca
> >     <mailto:jfox using mcmaster.ca>>
> >      >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>
> >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>>>
> >      >      >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>
> >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>>
> >      >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>
> >     <mailto:jfox using mcmaster.ca <mailto:jfox using mcmaster.ca>>>>>>
> >      >      >      >      >      >>> Cc:
> >     "r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>
> >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>>
> >      >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>
> >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>>>
> >      >      >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>
> >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>>
> >      >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>
> >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>>>>
> >      >      >      >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>
> >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>>
> >      >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>
> >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>>>
> >      >      >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>
> >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>>
> >      >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>
> >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>>>>>"
> >      >      >      >      >      >>>
> >     <r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>
> >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>>
> >      >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>
> >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>>>
> >      >      >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>
> >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>>
> >      >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>
> >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>>>>
> >      >      >      >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>
> >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>>
> >      >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>
> >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>>>
> >      >      >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>
> >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>>
> >      >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>
> >      >     <mailto:r-sig-mixed-models using r-project.org
> >     <mailto:r-sig-mixed-models using r-project.org>>>>>>
> >      >      >      >      >      >>> Subject: [R-sig-ME] Collinearity
> >      >     diagnostics for
> >      >      >     (mixed)
> >      >      >      >      >     multinomial
> >      >      >      >      >      >>>          models
> >      >      >      >      >      >>> Message-ID:
> >      >      >      >      >      >>>          <
> >      >      >      >      >      >>>
> >      >      >      >      >
> >      >      >      >
> >      >      >
> >      >
> >     CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com
> >     <mailto:
> CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com>
> >      >
> >       <mailto:
> CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com
> >>
> >      >      >
> >      >
> >       <mailto:
> CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com>
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com
> >>>
> >      >      >      >
> >      >      >
> >      >
> >       <mailto:
> CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com>
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com>>
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com>
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com
> >>>>
> >      >      >      >      >
> >      >      >      >
> >      >      >
> >      >
> >       <mailto:
> CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com>
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com>>
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com>
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com>>>
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com>
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com>>
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com>
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com
> <mailto:CAG_dBVfZr1-P7Q3kbE8TGPm-_2sJixdGCHCtWM9Q9PEnd8ftZw using mail.gmail.com
> >>>>>>
> >      >      >      >      >      >>> Content-Type: text/plain;
> >     charset="utf-8"
> >      >      >      >      >      >>>
> >      >      >      >      >      >>> Dear John (and anyone else
> qualified to
> >      >     comment),
> >      >      >      >      >      >>>
> >      >      >      >      >      >>> I fit lots of mixed-effects
> multinomial
> >      >     models in my
> >      >      >      >     research,
> >      >      >      >      >     and I
> >      >      >      >      >      >> would
> >      >      >      >      >      >>> like to see some (multi)collinearity
> >      >     diagnostics
> >      >      >     on the
> >      >      >      >     fixed
> >      >      >      >      >     effects, of
> >      >      >      >      >      >>> which there are over 30. My models
> >     are fit
> >      >     using the
> >      >      >      >     Bayesian
> >      >      >      >      >     *brms*
> >      >      >      >      >      >>> package because I know of no
> >     frequentist
> >      >     packages
> >      >      >     with
> >      >      >      >      >     multinomial GLMM
> >      >      >      >      >      >>> compatibility.
> >      >      >      >      >      >>>
> >      >      >      >      >      >>> With continuous or dichotomous
> >     outcomes,
> >      >     my go-to
> >      >      >      >     function for
> >      >      >      >      >      >> calculating
> >      >      >      >      >      >>> multicollinearity diagnostics is of
> >     course
> >      >      >     *vif()* from
> >      >      >      >     the *car*
> >      >      >      >      >      >> package.
> >      >      >      >      >      >>> As expected, however, this function
> >     does not
> >      >      >     report sensible
> >      >      >      >      >     diagnostics
> >      >      >      >      >      >>> for multinomial models -- not even
> for
> >      >     standard
> >      >      >     ones fit
> >      >      >      >     by the
> >      >      >      >      >     *nnet*
> >      >      >      >      >      >>> package's *multinom()* function.
> >     The reason, I
> >      >      >     presume, is
> >      >      >      >      >     because a
> >      >      >      >      >      >>> multinomial model is not really one
> >     but C-1
> >      >      >     regression
> >      >      >      >     models
> >      >      >      >      >     (where C
> >      >      >      >      >      >> is
> >      >      >      >      >      >>> the number of response categories)
> >     and the
> >      >     *vif()*
> >      >      >      >     function is not
> >      >      >      >      >      >> designed
> >      >      >      >      >      >>> to deal with this scenario.
> >      >      >      >      >      >>>
> >      >      >      >      >      >>> Therefore, in order to obtain
> >     meaningful
> >      >     collinearity
> >      >      >      >     metrics,
> >      >      >      >      >     my present
> >      >      >      >      >      >>> plan is to write a simple helper
> >     function
> >      >     that uses
> >      >      >      >     *vif() *to
> >      >      >      >      >     calculate
> >      >      >      >      >      >>> and present (generalized) variance
> >     inflation
> >      >      >     metrics for
> >      >      >      >     the C-1
> >      >      >      >      >      >>> sub-datasets to which the C-1
> component
> >      >     binomial
> >      >      >     models
> >      >      >      >     of the
> >      >      >      >      >     overall
> >      >      >      >      >      >>> multinomial model are fit. In other
> >     words, it
> >      >      >     will partition
> >      >      >      >      >     the data
> >      >      >      >      >      >> into
> >      >      >      >      >      >>> those C-1 subsets, and then apply
> >     *vif()*
> >      >     to as
> >      >      >     many linear
> >      >      >      >      >     regressions
> >      >      >      >      >      >>> using a made-up continuous response
> and
> >      >     the fixed
> >      >      >     effects of
> >      >      >      >      >     interest.
> >      >      >      >      >      >>>
> >      >      >      >      >      >>> Does this seem like a sensible
> >     approach?
> >      >      >      >      >      >>>
> >      >      >      >      >      >>> Best,
> >      >      >      >      >      >>>
> >      >      >      >      >      >>> Juho
> >      >      >      >      >      >>>
> >      >      >      >      >      >>>
> >      >      >      >      >      >>>
> >      >      >      >      >      >>
> >      >      >      >      >      >>          [[alternative HTML version
> >     deleted]]
> >      >      >      >      >      >>
> >      >      >      >      >      >>
> >     _______________________________________________
> >      >      >      >      >      >> R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>
> >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>>
> >      >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>
> >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>>>
> >      >      >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>
> >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>>
> >      >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>
> >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>>>>
> >      >      >      >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>
> >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>>
> >      >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>
> >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>>>
> >      >      >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>
> >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>>
> >      >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>
> >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>>>>> mailing list
> >      >      >      >      >      >>
> >      >      > https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
> >      >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>>
> >      >      >
> >       <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
> >      >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>>>
> >      >      >      >
> >      >       <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
> >      >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>>
> >      >      >
> >       <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
> >      >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>>>>
> >      >      >      >      >
> >      >      >
> >       <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
> >      >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>>
> >      >      >
> >       <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
> >      >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>>>
> >      >      >      >
> >      >       <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
> >      >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>>
> >      >      >
> >       <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
> >      >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>>>>>
> >      >      >      >      >      >>
> >      >      >      >      >      >
> >      >      >      >      >      >       [[alternative HTML version
> >     deleted]]
> >      >      >      >      >      >
> >      >      >      >      >      >
> >     _______________________________________________
> >      >      >      >      >      > R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>
> >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>>
> >      >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>
> >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>>>
> >      >      >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>
> >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>>
> >      >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>
> >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>>>>
> >      >      >      >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>
> >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>>
> >      >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>
> >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>>>
> >      >      >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>
> >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>>
> >      >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>
> >      >     <mailto:R-sig-mixed-models using r-project.org
> >     <mailto:R-sig-mixed-models using r-project.org>>>>> mailing list
> >      >      >      >      >      >
> >      >      > https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
> >      >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>>
> >      >      >
> >       <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
> >      >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>>>
> >      >      >      >
> >      >       <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
> >      >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>>
> >      >      >
> >       <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
> >      >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>>>>
> >      >      >      >      >
> >      >      >
> >       <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
> >      >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>>
> >      >      >
> >       <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
> >      >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>>>
> >      >      >      >
> >      >       <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
> >      >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>>
> >      >      >
> >       <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
> >      >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>>>>>
> >      >      >      >      >     --
> >      >      >      >      >     John Fox, Professor Emeritus
> >      >      >      >      >     McMaster University
> >      >      >      >      >     Hamilton, Ontario, Canada
> >      >      >      >      >     web:
> >     https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>
> >      >     <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>>
> >      >      >     <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>
> >      >     <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>>>
> >      >      >      >     <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>
> >      >     <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>>
> >      >      >     <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>
> >      >     <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>>>>
> >      >      >      >      >
> >       <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>
> >      >     <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>>
> >      >      >     <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>
> >      >     <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>>>
> >      >      >      >     <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>
> >      >     <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>>
> >      >      >     <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>
> >      >     <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>>>>>
> >      >      >      >      >
> >      >      >      >     --
> >      >      >      >     John Fox, Professor Emeritus
> >      >      >      >     McMaster University
> >      >      >      >     Hamilton, Ontario, Canada
> >      >      >      >     web: https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>
> >      >     <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>>
> >      >      >     <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>
> >      >     <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>>>
> >      >      >      >     <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>
> >      >     <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>>
> >      >      >     <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>
> >      >     <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>>>>
> >      >      >      >
> >      >      >     --
> >      >      >     John Fox, Professor Emeritus
> >      >      >     McMaster University
> >      >      >     Hamilton, Ontario, Canada
> >      >      >     web: https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>
> >      >     <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>>
> >      >      >     <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>
> >      >     <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>>>
> >      >      >
> >      >
> >
>  ------------------------------------------------------------------------
> >      >     --
> >      >     John Fox, Professor Emeritus
> >      >     McMaster University
> >      >     Hamilton, Ontario, Canada
> >      >     web: https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>
> >      >     <https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>>
> >      >
> >     --
> >     John Fox, Professor Emeritus
> >     McMaster University
> >     Hamilton, Ontario, Canada
> >     web: https://socialsciences.mcmaster.ca/jfox/
> >     <https://socialsciences.mcmaster.ca/jfox/>
> >
> --
> John Fox, Professor Emeritus
> McMaster University
> Hamilton, Ontario, Canada
> web: https://socialsciences.mcmaster.ca/jfox/
>
>

	[[alternative HTML version deleted]]



More information about the R-sig-mixed-models mailing list