1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393
|
##' Dose response calculation for binomial regression models
##'
##' @title Dose response calculation for binomial regression models
##' @param model Model object or vector of parameter estimates
##' @param intercept Index of intercept parameters
##' @param slope Index of intercept parameters
##' @param prob Index of mixture parameters (only relevant for
##' \code{zibreg} models)
##' @param x Optional weights
##' length(x)=length(intercept)+length(slope)+length(prob)
##' @param level Probability at which level to calculate dose
##' @param ci.level Level of confidence limits
##' @param vcov Optional estimate of variance matrix of parameter
##' estimates
##' @param family Optional distributional family argument
##' @param EB Optional ratio of treatment effect and adverse effects
##' used to find optimal dose (regret-function argument)
##' @author Klaus K. Holst
##' @export
PD <- function(model,intercept=1,slope=2,prob=NULL,x,level=0.5,
ci.level=0.95,vcov,family, EB=NULL) {
if (is.vector(model)) {
beta <- model
if (missing(vcov)) stop("vcov argument needed")
if (missing(family)) stop("family argument needed")
} else beta <- coef(model)
if (missing(vcov)) vcov <- stats::vcov(model)
if (missing(family)) family <- stats::family(model)
N <- length(intercept)+length(slope)+length(prob)
if (length(intercept)<length(beta)) {
B.intercept <- rep(0,length(beta));
if (!missing(x)) {
if (length(x)!=N) stop("x should be of same length as the total length of 'intercept','slope','prob'")
B.intercept[intercept] <- x[seq_len(length(intercept))]
} else B.intercept[intercept] <- 1
} else {
B.intercept <- intercept
}
if (length(slope)<length(beta)) {
B.slope <- rep(0,length(beta));
if (!missing(x))
B.slope[slope] <- x[length(intercept)+seq_len(length(slope))]
else
B.slope[slope] <- 1
} else {
B.slope <- slope
}
if (!is.null(prob)) {
if (length(prob)<length(beta)) {
B.prob <- rep(0,length(beta));
if (!missing(x))
B.prob[prob] <- x[length(intercept)+length(slope)+seq_len(length(prob))]
else
B.prob[prob] <- 1
} else {
B.prob <- prob
}
}
if (is.null(prob)) B.prob <- NULL
B <- rbind(B.intercept,B.slope,B.prob)
S <- B%*%vcov%*%t(B)
b <- as.vector(B%*%beta)
f <- function(b) {
mylevel <- level
if (!is.null(EB)) {
if (is.null(prob)) stop("Index of mixture-probability parameters needed")
pi0 <- family$linkinv(b[3])
mylevel <- 1-(1-pi0)/pi0*(EB)/(1-EB)
}
return(structure((family$linkfun(mylevel)-b[1])/b[2],level=mylevel))
}
xx <- f(b)
Dxx <- -1/b[2]*rbind(1,xx)
if (!is.null(EB))
Dxx <- numDeriv::grad(f,b)
se <- diag(t(Dxx)%*%S%*%Dxx)^0.5
res <- cbind(Estimate=xx,"Std.Err"=se)
alpha <- 1-ci.level
alpha.str <- paste(c(alpha/2,1-alpha/2)*100,"",sep="%")
res <- cbind(res,res[,1]-qnorm(1-alpha/2)*res[,2],res[,1]+qnorm(1-alpha/2)*res[,2])
colnames(res)[3:4] <- alpha.str
rownames(res) <- paste0(round(1000*attributes(xx)$level)/10,"%")
structure(res,b=b)
}
TN.zibreg <- function(object,data=model.frame(object),p=coef(object),intercept=1,slope=2,alpha=0.95,...) {
pp <- predict(object,link=FALSE,p=p,newdata=data)
X <- attributes(pp)$grad$beta
Z <- attributes(pp)$grad$gamma
db1 <- db2 <- matrix(0,nrow(X),ncol(X))
db1[,intercept] <- X[,intercept]
db2[,slope[1]] <- 1; db2[,slope[-1]] <- X[,slope[-1]]
b1 <- as.vector(db1%*%p[object$beta.idx])
b2 <- as.vector(db2%*%p[object$beta.idx])
ginv <- object$family$linkinv
dginv <- object$family$mu.eta ## D[linkinv]
g <- object$family$linkfun
dg <- function(x) 1/dginv(g(x)) ## Dh^-1 = 1/(h'(h^-1(x)))
pi0 <- ginv(pp[,2])
A2 <- dginv(pp[,2])
dpi0 <- rbind(apply(Z,2,function(z) A2*z))
h <- function(pi0) (alpha+pi0-1)/(alpha*pi0)
dh <- function(pi0) (1-alpha)/(alpha*pi0^2)
lev <- h(pi0)
eta <- g(lev)
detad2 <- rbind(apply(dpi0,2,function(z) dg(lev)*dh(pi0)*z))
val <- (eta-b1)/b2
dvald1 <- -(db1+db2*val)/b2
return(structure(val,grad=cbind(dvald1,detad2/b2),varnames="theta"))
## structure(g(coef(object)),grad=grad(g,coef(object)))
}
##' Regression model for binomial data with unkown group of immortals (zero-inflated binomial regression)
##'
##' @title Regression model for binomial data with unkown group of immortals
##' @param formula Formula specifying
##' @param formula.p Formula for model of disease prevalence
##' @param data data frame
##' @param family Distribution family (see the help page \code{family})
##' @param offset Optional offset
##' @param start Optional starting values
##' @param var Type of variance (robust, expected, hessian, outer)
##' @param ... Additional arguments to lower level functions
##' @author Klaus K. Holst
##' @export
##' @examples
##'
##' ## Simulation
##' n <- 2e3
##' x <- runif(n,0,20)
##' age <- runif(n,10,30)
##' z0 <- rnorm(n,mean=-1+0.05*age)
##' z <- cut(z0,breaks=c(-Inf,-1,0,1,Inf))
##' p0 <- lava:::expit(model.matrix(~z+age) %*% c(-.4, -.4, 0.2, 2, -0.05))
##' y <- (runif(n)<lava:::tigol(-1+0.25*x-0*age))*1
##' u <- runif(n)<p0
##' y[u==0] <- 0
##' d <- data.frame(y=y,x=x,u=u*1,z=z,age=age)
##' head(d)
##'
##' ## Estimation
##' e0 <- zibreg(y~x*z,~1+z+age,data=d)
##' e <- zibreg(y~x,~1+z+age,data=d)
##' compare(e,e0)
##' e
##' PD(e0,intercept=c(1,3),slope=c(2,6))
##'
##' B <- rbind(c(1,0,0,0,20),
##' c(1,1,0,0,20),
##' c(1,0,1,0,20),
##' c(1,0,0,1,20))
##' prev <- summary(e,pr.contrast=B)$prevalence
##'
##' x <- seq(0,100,length.out=100)
##' newdata <- expand.grid(x=x,age=20,z=levels(d$z))
##' fit <- predict(e,newdata=newdata)
##' plot(0,0,type="n",xlim=c(0,101),ylim=c(0,1),xlab="x",ylab="Probability(Event)")
##' count <- 0
##' for (i in levels(newdata$z)) {
##' count <- count+1
##' lines(x,fit[which(newdata$z==i)],col="darkblue",lty=count)
##' }
##' abline(h=prev[3:4,1],lty=3:4,col="gray")
##' abline(h=prev[3:4,2],lty=3:4,col="lightgray")
##' abline(h=prev[3:4,3],lty=3:4,col="lightgray")
##' legend("topleft",levels(d$z),col="darkblue",lty=seq_len(length(levels(d$z))))
zibreg <- function(formula,formula.p=~1,data,family=stats::binomial(),offset=NULL,start,var="hessian",...) {
md <- cbind(model.frame(formula,data),model.frame(formula.p,data))
y <- md[,1]
X <- model.matrix(formula,data)
Z <- model.matrix(formula.p,data)
beta.idx <- seq(ncol(X)); gamma.idx <- seq(ncol(Z))+ncol(X)
if (missing(start)) start <- rep(0,ncol(X)+ncol(Z))
op <- nlminb(start,function(x)
-zibreg_logL(x[beta.idx],x[gamma.idx],y,X,Z),
gradient=function(x)
-zibreg_score(x[beta.idx],x[gamma.idx],y,X,Z),...)
beta <- op$par[beta.idx]; gamma <- op$par[gamma.idx]
cc <- c(beta,gamma)
names(cc) <- c(colnames(X),paste0("pr:",colnames(Z)))
bread <- Inverse(zibreg_information(beta,gamma,y,X,Z,offset,type="hessian",...))
if (tolower(var[1])%in%c("robust","sandwich")) {
meat <- zibreg_information(beta,gamma,y,X,Z,offset,family,type="outer",...)
V <- bread%*%meat%*%bread
} else {
V <- bread
}
n <- length(y)
colnames(V) <- rownames(V) <- names(cc)
res <- list(coef=cc,opt=op,beta=beta,gamma=gamma,
beta.idx=beta.idx,gamma.idx=gamma.idx,bread=bread*n,
formula=formula,formula.p=formula.p, y=y, X=X, Z=Z, offset=offset, vcov=V, model.frame=md,family=family)
class(res) <- "zibreg"
res$fitted.values <- predict(res)
return(res)
}
##' @export
vcov.zibreg <- function(object,...) object$vcov
##' @export
coef.zibreg <- function(object,...) object$coef
##' @export
family.zibreg <- function(object,...) object$family
##' @export
predict.zibreg <- function(object,p=coef(object),gamma,newdata,link=TRUE,subdist=FALSE,...) {
newf <- as.formula(paste("~",as.character(object$formula)[3]))
if (missing(newdata)) {
X <- object$X; Z <- object$Z
} else {
X <- model.matrix(newf,newdata)
Z <- model.matrix(object$formula.p,newdata)
}
if (length(p)==length(object$beta)+length(object$gamma)) {
gamma <- p[object$gamma.idx]
p <- p[object$beta.idx]
}
ginv <- object$family$linkinv
dginv <- object$family$mu.eta ## D[linkinv]
Xbeta <- as.vector(X%*%p)
Zgamma <- as.vector(Z%*%gamma)
if (!link) {
res <- cbind(beta=Xbeta,gamma=Zgamma)
return(structure(res,grad=list(beta=X,gamma=Z)))
}
Pred <- ginv(Xbeta)
p0 <- ginv(Zgamma)
A1 <- dginv(Xbeta)
A2 <- dginv(Zgamma)
if (subdist) {
dgamma <- apply(Z,2,function(z) A2*z)
dbeta <- apply(X,2,function(x) A1*x)
res <- cbind(subdist=Pred,pr=p0)
return(structure(res,grad=list(subdist=dbeta,pr=dgamma)))
}
Pred <- p0*Pred
A1 <- p0*A1
A2 <- Pred*dginv(Zgamma)
dgamma <- apply(Z,2,function(z) A2*z)
dbeta <- apply(X,2,function(x) A1*x)
attributes(Pred)$grad <- cbind(dbeta,p0*dgamma)
return(Pred)
}
##' @export
residuals.zibreg <- function(object,newdata,...) {
if (missing(newdata)) {
y <- object$y
} else {
y <- model.frame(object$formula,newdata)[,1]
}
y-predict(object,newdata=newdata,...)
}
##' @export
summary.zibreg <- function(object,level=0.95,pr.contrast,...) {
alpha <- 1-level
alpha.str <- paste(c(alpha/2,1-alpha/2)*100,"",sep="%")
cc <- cbind(coef(object),diag(vcov(object))^0.5)
pval <- 2*(pnorm(abs(cc[,1]/cc[,2]),lower.tail=FALSE))
qq <- qnorm(1-alpha/2)
cc <- cbind(cc[,1],cc[,1]-qq*cc[,2],cc[,1]+qq*cc[,2],pval)
colnames(cc) <- c("Estimate",alpha.str,"P-value")
pr.names <- unlist(lapply(rownames(cc)[object$gamma.idx],
function(x) substr(x,4,nchar(x))))
if (missing(pr.contrast)) {
withIntercept <- pr.names[1]=="(Intercept)"
pr.contrast <- diag(length(object$gamma.idx))
if (withIntercept) pr.contrast[,1] <- 1
}
pr.cc <- cbind(pr.contrast%*%cc[object$gamma.idx,1],
diag((pr.contrast)%*%vcov(object)[object$gamma.idx,object$gamma.idx]%*%t(pr.contrast))^0.5)
pr.cc <- object$family$linkinv(cbind(pr.cc[,1],pr.cc[,1]-qq*pr.cc[,2],pr.cc[,1]+qq*pr.cc[,2]))
colnames(pr.cc) <- colnames(cc)[1:3]
## B <- cbind(0,cbind(0,pr.contrast))
## print(compare(object,contrast=B))
pr.rnames <- c()
for (i in seq_len(nrow(pr.contrast))) {
Bidx <- which(pr.contrast[i,]!=0)
Bval <- pr.contrast[i,Bidx]; Bval[Bval==1] <- ""
pr.rnames <- c(pr.rnames,
paste0(paste0(Bval,paste0("{",pr.names[Bidx],"}"),collapse=" + ")))
}
rownames(pr.cc) <- pr.rnames
return(structure(list(coef=cc, prevalence=pr.cc),class="summary.zibreg"))
}
##' @export
print.summary.zibreg <- function(x,...) {
print(x$coef,...)
cat("\nPrevalence probabilities:\n")
print(x$prevalence,...)
}
##' @export
print.zibreg <- function(x,...) {
print(summary(x,...))
}
##' @export
logLik.zibreg <- function(object,beta=object$beta,gamma=object$gamma,data,offset=object$offset,indiv=FALSE,...) {
if (!missing(data)) {
y <- model.frame(object$formula,data)[,1]
X <- model.matrix(object$formula,data)
Z <- model.matrix(object$formula.p,data)
return(zibreg_logL(beta,gamma,y,X,Z,offset,object$family,indiv=indiv,...))
}
zibreg_logL(beta,gamma,object$y,object$X,object$Z,offset,object$family,indiv=indiv,...)
}
zibreg_logL <- function(beta,gamma,y,X,Z,offset=NULL,family=stats::binomial(),indiv=FALSE,...) {
ginv <- family$linkinv
n <- nrow(X)
Xbeta <- as.vector(X%*%beta)
Zgamma <- as.vector(Z%*%gamma)
p0 <- ginv(Zgamma)
if (!is.null(offset)) Xbeta <- Xbeta+offset
Pr <- p0*ginv(Xbeta)
loglik <- y*log(Pr)+(1-y)*log(1-Pr)
if (indiv) return(loglik)
loglik <- sum(loglik)
structure(loglik,nobs=n,df=length(beta)+length(gamma),class="logLik")
}
##' @export
score.zibreg <- function(x,beta=x$beta,gamma=x$gamma,data,offset=x$offset,indiv=FALSE,...) {
if (!missing(data)) {
y <- model.frame(x$formula,data)[,1]
X <- model.matrix(x$formula,data)
Z <- model.matrix(x$formula.p,data)
s <- zibreg_score(beta,gamma,y,X,Z,offset,x$family,indiv=indiv,...)
} else {
s <- zibreg_score(beta,gamma,x$y,x$X,x$Z,offset,x$family,indiv=indiv,...)
}
if (indiv) colnames(s) <- names(x$coef) else names(s) <- names(x$coef)
return(s)
}
zibreg_score <- function(beta,gamma,y,X,Z,offset=NULL,family=stats::binomial(),indiv=FALSE,...) {
ginv <- family$linkinv
dginv <- family$mu.eta ## D[linkinv]
Xbeta <- as.vector(X%*%beta)
Zgamma <- as.vector(Z%*%gamma)
p0 <- ginv(Zgamma)
if (!is.null(offset)) Xbeta <- Xbeta+offset
Pr <- p0*ginv(Xbeta)
A0 <- (y/Pr - (1-y)/(1-Pr))
A1 <- A0*p0*dginv(Xbeta)
A2 <- A0*ginv(Xbeta)*dginv(Zgamma)
dbeta <- apply(X,2,function(x) A1*x)
dgamma <- apply(Z,2,function(z) A2*z)
ss <- cbind(dbeta,dgamma)
if (indiv) return(ss)
colSums(ss)
}
##' @export
information.zibreg <- function(x,beta=x$beta,gamma=x$gamma,data,offset=x$offset,type=c("robust","outer","obs"),...) {
if (!missing(data)) {
y <- model.frame(x$formula,data)[,1]
X <- model.matrix(x$formula,data)
Z <- model.matrix(x$formula.p,data)
I <- zibreg_information(beta,gamma,y,X,Z,offset,x$family,type=type,...)
} else {
I <- zibreg_information(beta,gamma,x$y,x$X,x$Z,offset,x$family,type=type,...)
}
colnames(I) <- rownames(I) <- names(x$coef)
return(I)
}
zibreg_information <- function(beta,gamma,y,X,Z,offset=NULL,family=stats::binomial(),type=c("outer","obs","robust"),...) {
if (tolower(type[1])%in%c("obs","hessian")) {
beta.idx <- seq(ncol(X)); gamma.idx <- seq(ncol(Z))+ncol(X)
I <- -numDeriv::jacobian(function(x)
zibreg_score(x[beta.idx],x[gamma.idx],y,X,Z,offset,family,...),c(beta,gamma))
return(I)
}
if (tolower(type[1])%in%c("robust","sandwich")) {
I <- zibreg_information(beta,gamma,y,X,Z,offset,family,type="obs")
J <- zibreg_information(beta,gamma,y,X,Z,offset,family,type="outer")
return(J%*%Inverse(I)%*%J)
}
S <- zibreg_score(beta,gamma,y,X,Z,offset,family,indiv=TRUE,...)
crossprod(S)
}
|