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# generic function ------------------------------------------------------
#' @importFrom insight get_statistic get_parameters get_sigma
#' @importFrom stats confint p.adjust.methods p.adjust
#' @keywords internal
.extract_parameters_generic <- function(model,
ci,
component,
merge_by = c("Parameter", "Component"),
standardize = NULL,
effects = "fixed",
robust = FALSE,
df_method = NULL,
p_adjust = NULL,
wb_component = FALSE,
verbose = TRUE,
...) {
# ==== check if standardization is required and package available
if (!is.null(standardize) && !requireNamespace("effectsize", quietly = TRUE)) {
insight::print_color("Package 'effectsize' required to calculate standardized coefficients. Please install it.\n", "red")
standardize <- NULL
}
# ==== model exceptions
if (inherits(model, c("crq", "crqs"))) {
merge_by <- c("Parameter", "Component")
}
# ==== for refit, we completely refit the model, than extract parameters, ci etc. as usual
if (!is.null(standardize) && standardize == "refit") {
model <- effectsize::standardize(model, verbose = FALSE)
standardize <- NULL
}
parameters <- insight::get_parameters(model, effects = effects, component = component, verbose = verbose)
statistic <- insight::get_statistic(model, component = component)
# check if all estimates are non-NA
parameters <- .check_rank_deficiency(parameters)
# ==== check if we really have a component column
if (!("Component" %in% names(parameters)) && "Component" %in% merge_by) {
merge_by <- setdiff(merge_by, "Component")
}
# ==== check Degrees of freedom
if (!.dof_method_ok(model, df_method)) {
df_method <- NULL
}
# ==== for ordinal models, first, clean parameter names and then indicate
# intercepts (alpha-coefficients) in the component column
if (inherits(model, "polr")) {
intercept_groups <- which(grepl("^Intercept:", parameters$Parameter))
parameters$Parameter <- gsub("Intercept: ", "", parameters$Parameter, fixed = TRUE)
} else if (inherits(model, "clm") && !is.null(model$alpha)) {
intercept_groups <- match(names(model$alpha), parameters$Parameter)
} else {
intercept_groups <- NULL
}
original_order <- parameters$.id <- 1:nrow(parameters)
# column name for coefficients, non-standardized
coef_col <- "Coefficient"
# ==== CI - only if we don't already have CI for std. parameters
if (!is.null(ci)) {
if (isTRUE(robust)) {
ci_df <- suppressMessages(ci_robust(model, ci = ci, verbose = verbose, ...))
} else if (!is.null(df_method)) {
ci_df <- suppressMessages(
ci(
model,
ci = ci,
effects = effects,
component = component,
method = df_method,
verbose = verbose
)
)
} else {
ci_df <- suppressMessages(ci(
model,
ci = ci,
effects = effects,
component = component,
verbose = verbose
))
}
if (!is.null(ci_df)) {
if (length(ci) > 1) ci_df <- bayestestR::reshape_ci(ci_df)
ci_cols <- names(ci_df)[!names(ci_df) %in% c("CI", merge_by)]
parameters <- merge(parameters, ci_df, by = merge_by)
} else {
ci_cols <- c()
}
} else {
ci_cols <- c()
}
# ==== p value
if (isTRUE(robust)) {
pval <- p_value_robust(model, ...)
} else if (!is.null(df_method)) {
pval <- p_value(
model,
effects = effects,
component = component,
method = df_method,
verbose = verbose
)
} else {
pval <- p_value(model,
effects = effects,
component = component,
verbose = verbose
)
}
if (!is.null(pval)) {
parameters <- merge(parameters, pval, by = merge_by)
}
# ==== standard error - only if we don't already have SE for std. parameters
std_err <- NULL
if (isTRUE(robust)) {
std_err <- standard_error_robust(model, ...)
} else if (!is.null(df_method)) {
std_err <- standard_error(
model,
effects = effects,
component = component,
method = df_method,
verbose = verbose
)
} else {
std_err <- standard_error(model,
effects = effects,
component = component,
verbose = verbose
)
}
if (!is.null(std_err)) {
parameters <- merge(parameters, std_err, by = merge_by)
}
# ==== test statistic - fix values for robust estimation
if (isTRUE(robust)) {
parameters$Statistic <- parameters$Estimate / parameters$SE
} else if (!is.null(statistic)) {
parameters <- merge(parameters, statistic, by = merge_by)
}
# ==== degrees of freedom
if (!is.null(df_method)) {
df_error <- degrees_of_freedom(model, method = df_method)
} else {
df_error <- degrees_of_freedom(model, method = "any")
}
if (!is.null(df_error) && (length(df_error) == 1 || length(df_error) == nrow(parameters))) {
parameters$df_error <- df_error
}
# ==== Rematch order after merging
parameters <- parameters[match(original_order, parameters$.id), ]
# ==== Renaming
if ("Statistic" %in% names(parameters)) {
stat_type <- attr(statistic, "statistic", exact = TRUE)
if (!is.null(stat_type)) {
names(parameters) <- gsub("Statistic", gsub("(-|\\s)statistic", "", stat_type), names(parameters))
names(parameters) <- gsub("chi-squared", "Chi2", names(parameters))
}
}
names(parameters) <- gsub("(c|C)hisq", "Chi2", names(parameters))
names(parameters) <- gsub("Estimate", "Coefficient", names(parameters))
# ==== add intercept groups for ordinal models
if (inherits(model, c("polr", "clm")) && !is.null(intercept_groups)) {
parameters$Component <- "beta"
parameters$Component[intercept_groups] <- "alpha"
} else if (inherits(model, "clm2") && !is.null(model$Alpha)) {
intercept_groups <- match(names(model$Alpha), parameters$Parameter)
parameters$Component[parameters$Component == "conditional"] <- "beta"
parameters$Component[intercept_groups] <- "alpha"
}
# ==== remove Component column if not needed
if (.n_unique(parameters$Component) == 1) parameters$Component <- NULL
if (.n_unique(parameters$Effects) == 1 || effects == "fixed") parameters$Effects <- NULL
# ==== adjust p-values?
if (!is.null(p_adjust) && tolower(p_adjust) %in% stats::p.adjust.methods && "p" %in% colnames(parameters)) {
parameters$p <- stats::p.adjust(parameters$p, method = p_adjust)
}
# ==== remove all complete-missing cases
parameters <- parameters[apply(parameters, 1, function(i) !all(is.na(i))), ]
# ==== add within/between attributes
if (inherits(model, c("glmmTMB", "MixMod")) && isTRUE(wb_component)) {
parameters <- .add_within_between_effects(model, parameters)
}
# ==== Std Coefficients for other methods than "refit"
if (!is.null(standardize) && !isFALSE(standardize)) {
# give minimal attributes required for standardization
temp_pars <- parameters
class(temp_pars) <- c("parameters_model", class(temp_pars))
attr(temp_pars, "ci") <- ci
attr(temp_pars, "object_name") <- model # pass the model as is (this is a cheat - teehee!)
std_parms <- effectsize::standardize_parameters(temp_pars, method = standardize)
parameters$Std_Coefficient <- std_parms$Std_Coefficient
parameters$SE <- attr(std_parms, "standard_error")
if (!is.null(ci)) {
parameters$CI_low <- std_parms$CI_low
parameters$CI_high <- std_parms$CI_high
}
coef_col <- "Std_Coefficient"
}
# ==== Reorder
col_order <- c(
"Parameter", coef_col, "SE", ci_cols, "t", "z", "t / F", "t/F",
"z / Chisq", "z/Chisq", "z / Chi2", "z/Chi2", "F", "Chi2",
"chisq", "chi-squared", "Statistic", "df", "df_error", "p",
"Component", "Response", "Effects"
)
parameters <- parameters[col_order[col_order %in% names(parameters)]]
# ==== add sigma
if (is.null(parameters$Component) || !"sigma" %in% parameters$Component) {
sig <- tryCatch(
{
suppressWarnings(insight::get_sigma(model))
},
error = function(e) {
NULL
}
)
attr(parameters, "sigma") <- as.numeric(sig)
}
rownames(parameters) <- NULL
parameters
}
# mixed models function ------------------------------------------------------
#' @importFrom stats confint
#' @keywords internal
.extract_parameters_mixed <- function(model,
ci = .95,
df_method = "wald",
standardize = NULL,
robust = FALSE,
p_adjust = NULL,
wb_component = FALSE,
...) {
# check if standardization is required and package available
if (!is.null(standardize) && !requireNamespace("effectsize", quietly = TRUE)) {
insight::print_color("Package 'effectsize' required to calculate standardized coefficients. Please install it.\n", "red")
standardize <- NULL
}
# for refit, we completely refit the model, than extract parameters,
# ci etc. as usual - therefor, we set "standardize" to NULL
if (!is.null(standardize) && standardize == "refit") {
model <- effectsize::standardize(model, verbose = FALSE)
standardize <- NULL
}
special_df_methods <- c("betwithin", "satterthwaite", "ml1", "kenward", "kr")
# get parameters and statistic
parameters <- insight::get_parameters(model, effects = "fixed", component = "all")
statistic <- insight::get_statistic(model, component = "all")
# check if all estimates are non-NA
parameters <- .check_rank_deficiency(parameters)
# sometimes, due to merge(), row-order messes up, so we save this here
original_order <- parameters$.id <- 1:nrow(parameters)
# remove SE column
parameters <- .remove_columns(parameters, c("SE", "Std. Error"))
# column name for coefficients, non-standardized
coef_col <- "Coefficient"
# Degrees of freedom
if (.dof_method_ok(model, df_method)) {
df <- degrees_of_freedom(model, df_method)
} else {
df <- Inf
}
df_error <- data.frame(
Parameter = parameters$Parameter,
df_error = as.vector(df),
stringsAsFactors = FALSE
)
# for KR-dof, we have the SE as well, to save computation time
df_error$SE <- attr(df, "se", exact = TRUE)
# CI - only if we don't already have CI for std. parameters
if (!is.null(ci)) {
if (isTRUE(robust)) {
ci_df <- suppressMessages(ci_robust(model, ci = ci, ...))
} else if (df_method %in% c("kenward", "kr")) {
# special handling for KR-CIs, where we already have computed SE
ci_df <- .ci_kenward_dof(model, ci = ci, df_kr = df_error)
} else {
ci_df <- ci(model, ci = ci, method = df_method, effects = "fixed")
}
if (length(ci) > 1) ci_df <- bayestestR::reshape_ci(ci_df)
ci_cols <- names(ci_df)[!names(ci_df) %in% c("CI", "Parameter")]
parameters <- merge(parameters, ci_df, by = "Parameter")
} else {
ci_cols <- c()
}
# standard error - only if we don't already have SE for std. parameters
if (!("SE" %in% colnames(parameters))) {
if (isTRUE(robust)) {
parameters <- merge(parameters, standard_error_robust(model, ...), by = "Parameter")
# special handling for KR-SEs, which we already have computed from dof
} else if ("SE" %in% colnames(df_error)) {
se_kr <- df_error
se_kr$df_error <- NULL
parameters <- merge(parameters, se_kr, by = "Parameter")
} else {
parameters <- merge(parameters, standard_error(model, method = df_method, effects = "fixed"), by = "Parameter")
}
}
# p value
if (isTRUE(robust)) {
parameters <- merge(parameters, p_value_robust(model, ...), by = "Parameter")
} else {
if ("Pr(>|z|)" %in% names(parameters)) {
names(parameters)[grepl("Pr(>|z|)", names(parameters), fixed = TRUE)] <- "p"
} else if (df_method %in% special_df_methods) {
# special handling for KR-p, which we already have computed from dof
# parameters <- merge(parameters, .p_value_dof_kr(model, params = parameters, dof = df_error), by = "Parameter")
parameters <- merge(parameters, .p_value_dof(model, dof = df_error$df_error, method = df_method, se = df_error$SE), by = "Parameter")
} else {
parameters <- merge(parameters, p_value(model, dof = df, effects = "fixed"), by = "Parameter")
}
}
# adjust standard errors and test-statistic as well
if (isFALSE(robust) && df_method %in% special_df_methods) {
parameters$Statistic <- parameters$Estimate / parameters$SE
} else {
parameters <- merge(parameters, statistic, by = "Parameter")
}
# dof
if (!"df" %in% names(parameters)) {
if (!df_method %in% special_df_methods) {
df_error <- data.frame(
Parameter = parameters$Parameter,
df_error = degrees_of_freedom(model, method = "any"),
stringsAsFactors = FALSE
)
}
if (!is.null(df_error) && nrow(df_error) == nrow(parameters)) {
if ("SE" %in% colnames(df_error)) {
df_error$SE <- NULL
}
parameters <- merge(parameters, df_error, by = "Parameter")
}
}
# Rematch order after merging
parameters <- parameters[match(original_order, parameters$.id), ]
# Renaming
names(parameters) <- gsub("Statistic", gsub("-statistic", "", attr(statistic, "statistic", exact = TRUE), fixed = TRUE), names(parameters))
names(parameters) <- gsub("Std. Error", "SE", names(parameters))
names(parameters) <- gsub("Estimate", "Coefficient", names(parameters))
names(parameters) <- gsub("t value", "t", names(parameters))
names(parameters) <- gsub("z value", "z", names(parameters))
# adjust p-values?
if (!is.null(p_adjust) && tolower(p_adjust) %in% stats::p.adjust.methods && "p" %in% colnames(parameters)) {
parameters$p <- stats::p.adjust(parameters$p, method = p_adjust)
}
# if we have within/between effects (from demean()), we can add a component
# column for nicer printing...
if (isTRUE(wb_component)) {
parameters <- .add_within_between_effects(model, parameters)
}
# Std Coefficients for other methods than "refit"
if (!is.null(standardize)) {
temp_pars <- parameters
class(temp_pars) <- c("parameters_model", class(temp_pars))
attr(temp_pars, "ci") <- ci
attr(temp_pars, "object_name") <- model # pass the model as is (this is a cheat - teehee!)
std_parms <- effectsize::standardize_parameters(temp_pars, method = standardize)
parameters$Std_Coefficient <- std_parms$Std_Coefficient
parameters$SE <- attr(std_parms, "standard_error")
if (!is.null(ci)) {
parameters$CI_low <- std_parms$CI_low
parameters$CI_high <- std_parms$CI_high
}
coef_col <- "Std_Coefficient"
}
# Reorder
order <- c("Parameter", coef_col, "SE", ci_cols, "t", "z", "df", "df_error", "p", "Component")
parameters <- parameters[order[order %in% names(parameters)]]
# add sigma
if (is.null(parameters$Component) || !"sigma" %in% parameters$Component) {
sig <- tryCatch(
{
suppressWarnings(insight::get_sigma(model))
},
error = function(e) {
NULL
}
)
attr(parameters, "sigma") <- as.numeric(sig)
}
rownames(parameters) <- NULL
parameters
}
.add_within_between_effects <- function(model, parameters) {
# This function checks whether the model contains predictors that were
# "demeaned" using the "demean()" function. If so, these columns have an
# attribute indicating the within or between effect, and in such cases,
# this effect is used as "Component" value. by this, we get a nicer print
# for model parameters...
# extract attributes that indicate within and between effects
within_effects <- .find_within_between(model, "within-effect")
between_effects <- .find_within_between(model, "between-effect")
# if there are no attributes, return
if (is.null(within_effects) && is.null(between_effects)) {
return(parameters)
}
if (is.null(parameters$Component)) {
parameters$Component <- "rewb-contextual"
}
if (!is.null(within_effects)) {
index <- unique(unlist(sapply(within_effects, function(i) {
grep(i, parameters$Parameter, fixed = TRUE)
})))
parameters$Component[index] <- "within"
}
if (!is.null(between_effects)) {
index <- unique(unlist(sapply(between_effects, function(i) {
grep(i, parameters$Parameter, fixed = TRUE)
})))
parameters$Component[index] <- "between"
}
interactions <- grep(":", parameters$Parameter, fixed = TRUE)
if (length(interactions)) {
parameters$Component[interactions] <- "interactions"
}
if (((!("within" %in% parameters$Component) || !("between" %in% parameters$Component)) && inherits(model, "merMod")) || all(parameters$Component == "rewb-contextual")) {
parameters$Component <- NULL
}
parameters
}
#' @importFrom stats model.frame
.find_within_between <- function(model, which_effect) {
mf <- stats::model.frame(model)
unlist(sapply(names(mf), function(i) {
if (!is.null(attr(mf[[i]], which_effect, exact = TRUE))) {
i
}
}))
}
# Bayes function ------------------------------------------------------
#' @importFrom bayestestR describe_posterior reshape_ci
#' @importFrom insight is_multivariate
#' @importFrom stats sd setNames na.omit
#' @keywords internal
.extract_parameters_bayesian <- function(model,
centrality = "median",
dispersion = FALSE,
ci = .89,
ci_method = "hdi",
test = c("pd", "rope"),
rope_range = "default",
rope_ci = 1.0,
bf_prior = NULL,
diagnostic = c("ESS", "Rhat"),
priors = TRUE,
standardize = NULL,
...) {
# check if standardization is required and package available
if (!is.null(standardize) && !requireNamespace("effectsize", quietly = TRUE)) {
insight::print_color("Package 'effectsize' required to calculate standardized coefficients. Please install it.\n", "red")
standardize <- NULL
}
# no ROPE for multi-response models
if (insight::is_multivariate(model)) {
test <- setdiff(test, c("rope", "p_rope"))
warning("Multivariate response models are not yet supported for tests 'rope' and 'p_rope'.", call. = FALSE)
}
# MCMCglmm need special handling
if (inherits(model, "MCMCglmm")) {
parameters <- bayestestR::describe_posterior(
model,
centrality = centrality,
dispersion = dispersion,
ci = ci,
ci_method = ci_method,
test = test,
rope_range = rope_range,
rope_ci = rope_ci,
diagnostic = "ESS",
...
)
} else if (!is.null(standardize)) {
parameters <- bayestestR::describe_posterior(
model,
centrality = centrality,
dispersion = dispersion,
ci = ci,
ci_method = ci_method,
test = test,
rope_range = rope_range,
rope_ci = rope_ci,
bf_prior = bf_prior,
diagnostic = diagnostic,
priors = priors,
...
)
# Don't test BF on standardized params
test_no_BF <- test[!test %in% c("bf", "bayesfactor", "bayes_factor")]
if (length(test_no_BF) == 0) test_no_BF <- NULL
std_post <- effectsize::standardize_posteriors(model, method = standardize)
std_parameters <- bayestestR::describe_posterior(
std_post,
centrality = centrality,
dispersion = dispersion,
ci = ci,
ci_method = ci_method,
test = test_no_BF,
rope_range = rope_range,
rope_ci = rope_ci,
...
)
parameters <- merge(std_parameters, parameters[c("Parameter", setdiff(colnames(parameters), colnames(std_parameters)))], sort = FALSE)
} else {
parameters <- bayestestR::describe_posterior(
model,
centrality = centrality,
dispersion = dispersion,
ci = ci,
ci_method = ci_method,
test = test,
rope_range = rope_range,
rope_ci = rope_ci,
bf_prior = bf_prior,
diagnostic = diagnostic,
priors = priors,
...
)
}
if (length(ci) > 1) {
parameters <- bayestestR::reshape_ci(parameters)
}
# Remove unnecessary columns
if ("CI" %in% names(parameters) && .n_unique(parameters$CI) == 1) {
parameters$CI <- NULL
}
if ("ROPE_CI" %in% names(parameters) && .n_unique(parameters$ROPE_CI) == 1) {
parameters$ROPE_CI <- NULL
}
if ("ROPE_low" %in% names(parameters) & "ROPE_high" %in% names(parameters)) {
parameters$ROPE_low <- NULL
parameters$ROPE_high <- NULL
}
parameters
}
# SEM function ------------------------------------------------------
#' @keywords internal
.extract_parameters_lavaan <- function(model, ci = 0.95, standardize = FALSE, ...) {
if (!requireNamespace("lavaan", quietly = TRUE)) {
stop("Package 'lavaan' required for this function to work. Please install it by running `install.packages('lavaan')`.")
}
# check for valid parameters
if (!is.logical(standardize)) {
if (!(standardize %in% c("all", "std.all", "latent", "std.lv", "no_exogenous", "std.nox"))) {
warning("'standardize' should be one of TRUE, 'all', 'std.all', 'latent', 'std.lv', 'no_exogenous' or 'std.nox'. Returning unstandardized solution.", call. = FALSE)
standardize <- FALSE
}
}
# CI
if (length(ci) > 1) {
ci <- ci[1]
warning(paste0("lavaan models only accept one level of CI :( Keeping the first one: `ci = ", ci, "`."))
}
# collect dots
dot_args <- list(...)
# list all argument names from the `lavaan` function
dot_args <- dot_args[names(dot_args) %in% c(
"zstat",
"pvalue",
"standardized",
"fmi",
"level",
"boot.ci.type",
"cov.std",
"fmi.options",
"rsquare",
"remove.system.eq",
"remove.eq",
"remove.ineq",
"remove.def",
"remove.nonfree",
"add.attributes",
"output",
"header"
)]
# Get estimates
data <- do.call(lavaan::parameterEstimates, c(
list(object = model, se = TRUE, ci = TRUE, level = ci),
dot_args
))
label <- data$label
# check if standardized estimates are requested, and if so, which type
if (isTRUE(standardize) || !is.logical(standardize)) {
if (is.logical(standardize)) {
standardize <- "all"
}
type <- switch(
standardize,
"all" = ,
"std.all" = "std.all",
"latent" = ,
"std.lv" = "std.lv",
"no_exogenous" = ,
"std.nox" = "std.nox",
"std.all"
)
data <- lavaan::standardizedsolution(model, se = TRUE, level = ci, type = type, ...)
names(data)[names(data) == "est.std"] <- "est"
}
if (inherits(model, "blavaan")) {
params <- data.frame(
To = data$lhs,
Operator = data$op,
From = data$rhs,
Coefficient = data$est,
SE = data$se,
CI_low = data$ci.lower,
CI_high = data$ci.upper,
stringsAsFactors = FALSE
)
} else {
params <- data.frame(
To = data$lhs,
Operator = data$op,
From = data$rhs,
Coefficient = data$est,
SE = data$se,
CI_low = data$ci.lower,
CI_high = data$ci.upper,
p = data$pvalue,
stringsAsFactors = FALSE
)
}
if (!is.null(label)) {
params$Label <- label
}
params$Type <- ifelse(params$Operator == "=~", "Loading",
ifelse(params$Operator == "~", "Regression",
ifelse(params$Operator == "~~", "Correlation",
ifelse(params$Operator == ":=", "Defined",
ifelse(params$Operator == "~1", "Mean", NA)
)
)
)
)
params$Type <- ifelse(as.character(params$From) == as.character(params$To), "Variance", params$Type)
if ("p" %in% colnames(params)) {
params$p <- ifelse(is.na(params$p), 0, params$p)
}
if ("group" %in% names(data)) {
params$Group <- data$group
}
params
}
# tools -------------------------
.check_rank_deficiency <- function(p, verbose = TRUE) {
if (anyNA(p$Estimate)) {
if (isTRUE(verbose)) warning(sprintf("Model matrix is rank deficient. Parameters %s were not estimable.", paste(p$Parameter[is.na(p$Estimate)], collapse = ", ")), call. = FALSE)
p <- p[!is.na(p$Estimate), ]
}
p
}
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