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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494
|
#' @title p-value or consonance function
#' @name p_function
#'
#' @description Compute p-values and compatibility (confidence) intervals for
#' statistical models, at different levels. This function is also called
#' consonance function. It allows to see which estimates are compatible with
#' the model at various compatibility levels. Use `plot()` to generate plots
#' of the _p_ resp. _consonance_ function and compatibility intervals at
#' different levels.
#'
#' @param ci_levels Vector of scalars, indicating the different levels at which
#' compatibility intervals should be printed or plotted. In plots, these levels
#' are highlighted by vertical lines. It is possible to increase thickness for
#' one or more of these lines by providing a names vector, where the to be
#' highlighted values should be named `"emph"`, e.g
#' `ci_levels = c(0.25, 0.5, emph = 0.95)`.
#'
#' @inheritParams model_parameters
#' @inheritParams model_parameters.default
#' @inheritParams model_parameters.glmmTMB
#' @inheritParams standard_error
#'
#' @note
#' Curently, `p_function()` computes intervals based on Wald t- or z-statistic.
#' For certain models (like mixed models), profiled intervals may be more
#' accurate, however, this is currently not supported.
#'
#' @seealso See also [`equivalence_test()`] and [`p_significance()`] for
#' functions related to checking effect existence and significance.
#'
#' @details
#' ## Compatibility intervals and continuous _p_-values for different estimate values
#'
#' `p_function()` only returns the compatibility interval estimates, not the
#' related _p_-values. The reason for this is because the _p_-value for a
#' given estimate value is just `1 - CI_level`. The values indicating the lower
#' and upper limits of the intervals are the related estimates associated with
#' the _p_-value. E.g., if a parameter `x` has a 75% compatibility interval
#' of `(0.81, 1.05)`, then the _p_-value for the estimate value of `0.81`
#' would be `1 - 0.75`, which is `0.25`. This relationship is more intuitive and
#' better to understand when looking at the plots (using `plot()`).
#'
#' ## Conditional versus unconditional interpretation of _p_-values and intervals
#'
#' `p_function()`, and in particular its `plot()` method, aims at re-interpreting
#' _p_-values and confidence intervals (better named: _compatibility_ intervals)
#' in _unconditional_ terms. Instead of referring to the long-term property and
#' repeated trials when interpreting interval estimates (so-called "aleatory
#' probability", _Schweder 2018_), and assuming that all underlying assumptions
#' are correct and met, `p_function()` interprets _p_-values in a Fisherian way
#' as "_continuous_ measure of evidence against the very test hypothesis _and_
#' entire model (all assumptions) used to compute it"
#' (*P-Values Are Tough and S-Values Can Help*, lesslikely.com/statistics/s-values;
#' see also _Amrhein and Greenland 2022_).
#'
#' The common definition of p-values can be considered as "conditional"
#' interpretation:
#'
#' _The p-value is the probability of obtaining test results at least as
#' extreme as the result actually observed, under the assumption that the
#' null hypothesis is correct (Wikipedia)._
#'
#' However, this definition or interpretation is inadequate because it only
#' refers to the test hypothesis (often the null hypothesis), which is only
#' one component of the entire model that is being tested. Thus,
#' _Greenland et al. 2022_ suggest an "unconditional" interpretation.
#'
#' This interpretation as a continuous measure of evidence against the test
#' hypothesis and the entire model used to compute it can be seen in the
#' figure below (taken from *P-Values Are Tough and S-Values Can Help*,
#' lesslikely.com/statistics/s-values). The "conditional" interpretation of
#' _p_-values and interval estimates (A) implicitly assumes certain assumptions
#' to be true, thus the interpretation is "conditioned" on these assumptions
#' (i.e. assumptions are taken as given, only the hypothesis is tested). The
#' unconditional interpretation (B), however, questions _all_ these assumptions.
#'
#' A non-significant p-value could occur because the test hypothesis is false,
#' but could also be the result of any of the model assumptions being incorrect.
#'
#' \if{html}{\cr \figure{unconditional_interpretation.png}{options: alt="Conditional versus unconditional interpretations of P-values"} \cr}
#'
#' "Emphasizing unconditional interpretations helps avoid overconfident and
#' misleading inferences in light of uncertainties about the assumptions used
#' to arrive at the statistical results." (_Greenland et al. 2022_).
#'
#' **Note:** The term "conditional" as used by Rafi and Greenland probably has
#' a slightly different meaning than normally. "Conditional" in this notion
#' means that all model assumptions are taken as given - it should not be
#' confused with terms like "conditional probability". See also _Greenland et al. 2022_
#' for a detailed elaboration on this issue.
#'
#' In other words, the term compatibility interval emphasizes "the dependence
#' of the _p_-value on the assumptions as well as on the data, recognizing that
#' _p_<0.05 can arise from assumption violations even if the effect under
#' study is null" (_Gelman/Greenland 2019_).
#'
#' ## Probabilistic interpretation of p-values and compatibility intervals
#'
#' Schweder (2018) resp. Schweder and Hjort (2016) (and others) argue that
#' confidence curves (as produced by `p_function()`) have a valid probabilistic
#' interpretation. They distinguish between _aleatory probability_, which
#' describes the aleatory stochastic element of a distribution _ex ante_, i.e.
#' before the data are obtained. This is the classical interpretation of
#' confidence intervals following the Neyman-Pearson school of statistics.
#' However, there is also an _ex post_ probability, called _epistemic_ probability,
#' for confidence curves. The shift in terminology from _confidence_ intervals
#' to _compatibility_ intervals may help emphasizing this interpretation.
#'
#' In this sense, the probabilistic interpretation of _p_-values and
#' compatibility intervals is "conditional" - on the data _and_ model assumptions
#' (which is in line with the _"unconditional"_ interpretation in the sense of
#' Rafi and Greenland).
#'
#' Ascribing a probabilistic interpretation to one realized confidence interval
#' is possible without repeated sampling of the specific experiment. Important
#' is the assumption that a _sampling distribution_ is a good description of the
#' variability of the parameter (_Vos and Holbert 2022_). At the core, the
#' interpretation of a confidence interval is "I assume that this sampling
#' distribution is a good description of the uncertainty of the parameter. If
#' that's a good assumption, then the values in this interval are the most
#' plausible or compatible with the data". The source of confidence in
#' probability statements is the assumption that the selected sampling
#' distribution is appropriate.
#'
#' "The realized confidence distribution is clearly an epistemic probability
#' distribution" (_Schweder 2018_). In Bayesian words, compatibility intervals
#' (or confidence distributons, or consonance curves) are "posteriors without
#' priors" (_Schweder, Hjort, 2003_).
#'
#' The _p_-value indicates the degree of compatibility of the endpoints of the
#' interval at a given confidence level with (1) the observed data and (2) model
#' assumptions. The observed point estimate (_p_-value = 1) is the value
#' estimated to be _most compatible_ with the data and model assumptions,
#' whereas values values far from the observed point estimate (where _p_
#' approaches 0) are least compatible with the data and model assumptions
#' (_Schweder and Hjort 2016, pp. 60-61; Amrhein and Greenland 2022_). In this
#' regards, _p_-values are statements about _confidence_ or _compatibility_:
#' The p-value is not an absolute measure of evidence for a model (such as the
#' null/alternative model), it is a continuous measure of the compatibility of
#' the observed data with the model used to compute it (_Greenland et al. 2016_,
#' _Greenland 2023_). Going one step further, and following _Schweder_, p-values
#' can be considered as _epistemic probability_ - "not necessarily of the
#' hypothesis being true, but of it _possibly_ being true" (_Schweder 2018_).
#' Hence, the interpretation of _p_-values might be guided using
#' [`bayestestR::p_to_pd()`].
#'
#' ## Probability or compatibility?
#'
#' We here presented the discussion of p-values and confidence intervals from the
#' perspective of two paradigms, one saying that probability statements can be
#' made, one saying that interpretation is guided in terms of "compatibility".
#' Cox and Hinkley say, "interval estimates cannot be taken as probability
#' statements" (_Cox and Hinkley 1979: 208_), which conflicts with the Schweder
#' and Hjort confidence distribution school. However, if you view interval
#' estimates as being intervals of values being consistent with the data,
#' this comes close to the idea of (epistemic) probability. We do not believe that
#' these two paradigms contradict or exclude each other. Rather, the aim is to
#' emphasize the one point of view or the other, i.e. to place the linguistic
#' nuances either on 'compatibility' or 'probability'.
#'
#' The main take-away is *not* to interpret p-values as dichotomous decisions
#' that distinguish between "we found an effect" (statistically significant)" vs.
#' "we found no effect" (statistically not significant) (_Altman and Bland 1995_).
#'
#' ## Compatibility intervals - is their interpretation "conditional" or not?
#'
#' The fact that the term "conditional" is used in different meanings in
#' statistics, is confusing. Thus, we would summarize the (probabilistic)
#' interpretation of compatibility intervals as follows: The intervals are built
#' from the data _and_ our modeling assumptions. The accuracy of the intervals
#' depends on our model assumptions. If a value is outside the interval, that
#' might be because (1) that parameter value isn't supported by the data, or (2)
#' the modeling assumptions are a poor fit for the situation. When we make bad
#' assumptions, the compatibility interval might be too wide or (more commonly
#' and seriously) too narrow, making us think we know more about the parameter
#' than is warranted.
#'
#' When we say "there is a 95% chance the true value is in the interval", that is
#' a statement of _epistemic probability_ (i.e. description of uncertainty related
#' to our knowledge or belief). When we talk about repeated samples or sampling
#' distributions, that is referring to _aleatoric_ (physical properties) probability.
#' Frequentist inference is built on defining estimators with known _aleatoric_
#' probability properties, from which we can draw _epistemic_ probabilistic
#' statements of uncertainty (_Schweder and Hjort 2016_).
#'
#' ## Functions in the parameters package to check for effect existence and significance
#'
#' The **parameters** package provides several options or functions to aid
#' statistical inference. Beyond `p_function()`, there are, for example:
#' - [`equivalence_test()`][equivalence_test.lm], to compute the (conditional)
#' equivalence test for frequentist models
#' - [`p_significance()`][p_significance.lm], to compute the probability of
#' *practical significance*, which can be conceptualized as a unidirectional
#' equivalence test
#' - the `pd` argument (setting `pd = TRUE`) in `model_parameters()` includes
#' a column with the *probability of direction*, i.e. the probability that a
#' parameter is strictly positive or negative. See [`bayestestR::p_direction()`]
#' for details. If plotting is desired, the [`p_direction()`][p_direction.lm]
#' function can be used, together with `plot()`.
#' - the `s_value` argument (setting `s_value = TRUE`) in `model_parameters()`
#' replaces the p-values with their related _S_-values (*Rafi and Greenland 2020*)
#' - finally, it is possible to generate distributions of model coefficients by
#' generating bootstrap-samples (setting `bootstrap = TRUE`) or simulating
#' draws from model coefficients using [`simulate_model()`]. These samples
#' can then be treated as "posterior samples" and used in many functions from
#' the **bayestestR** package.
#'
#' @return A data frame with p-values and compatibility intervals.
#'
#' @references
#' - Altman DG, Bland JM. Absence of evidence is not evidence of absence. BMJ.
#' 1995;311(7003):485. \doi{10.1136/bmj.311.7003.485}
#'
#' - Amrhein V, Greenland S. Discuss practical importance of results based on
#' interval estimates and p-value functions, not only on point estimates and
#' null p-values. Journal of Information Technology 2022;37:316–20.
#' \doi{10.1177/02683962221105904}
#'
#' - Cox DR, Hinkley DV. 1979. Theoretical Statistics. 6th edition.
#' Chapman and Hall/CRC
#'
#' - Fraser DAS. The P-value function and statistical inference. The American
#' Statistician. 2019;73(sup1):135-147. \doi{10.1080/00031305.2018.1556735}
#'
#' - Gelman A, Greenland S. Are confidence intervals better termed "uncertainty
#' intervals"? BMJ (2019)l5381. \doi{10.1136/bmj.l5381}
#'
#' - Greenland S, Rafi Z, Matthews R, Higgs M. To Aid Scientific Inference,
#' Emphasize Unconditional Compatibility Descriptions of Statistics. (2022)
#' https://arxiv.org/abs/1909.08583v7 (Accessed November 10, 2022)
#'
#' - Greenland S, Senn SJ, Rothman KJ, Carlin JB, Poole C, Goodman SN, et al.
#' (2016). Statistical tests, P values, confidence intervals, and power: A
#' guide to misinterpretations. European Journal of Epidemiology. 31:337-350.
#' \doi{10.1007/s10654-016-0149-3}
#'
#' - Greenland S (2023). Divergence versus decision P-values: A distinction
#' worth making in theory and keeping in practice: Or, how divergence P-values
#' measure evidence even when decision P-values do not. Scand J Statist, 50(1),
#' 54-88.
#'
#' - Rafi Z, Greenland S. Semantic and cognitive tools to aid statistical
#' science: Replace confidence and significance by compatibility and surprise.
#' BMC Medical Research Methodology. 2020;20(1):244. \doi{10.1186/s12874-020-01105-9}
#'
#' - Schweder T. Confidence is epistemic probability for empirical science.
#' Journal of Statistical Planning and Inference (2018) 195:116–125.
#' \doi{10.1016/j.jspi.2017.09.016}
#'
#' - Schweder T, Hjort NL. Confidence and Likelihood. Scandinavian Journal of
#' Statistics. 2002;29(2):309-332. \doi{10.1111/1467-9469.00285}
#'
#' - Schweder T, Hjort NL. Frequentist analogues of priors and posteriors.
#' In Stigum, B. (ed.), Econometrics and the Philosophy of Economics: Theory
#' Data Confrontation in Economics, pp. 285-217. Princeton University Press,
#' Princeton, NJ, 2003
#'
#' - Schweder T, Hjort NL. Confidence, Likelihood, Probability: Statistical
#' inference with confidence distributions. Cambridge University Press, 2016.
#'
#' - Vos P, Holbert D. Frequentist statistical inference without repeated sampling.
#' Synthese 200, 89 (2022). \doi{10.1007/s11229-022-03560-x}
#'
#' @examplesIf requireNamespace("see")
#' model <- lm(Sepal.Length ~ Species, data = iris)
#' p_function(model)
#'
#' model <- lm(mpg ~ wt + as.factor(gear) + am, data = mtcars)
#' result <- p_function(model)
#'
#' # single panels
#' plot(result, n_columns = 2)
#'
#' # integrated plot, the default
#' plot(result)
#' @export
p_function <- function(model,
ci_levels = c(0.25, 0.5, 0.75, emph = 0.95),
exponentiate = FALSE,
effects = "fixed",
component = "all",
vcov = NULL,
vcov_args = NULL,
keep = NULL,
drop = NULL,
verbose = TRUE,
...) {
# degrees of freedom
dof <- insight::get_df(model, type = "wald")
# standard errors
se <- standard_error(
model,
effects = effects,
component = component,
vcov = vcov,
vcov_args = vcov_args
)$SE
if (is.null(dof) || length(dof) == 0 || .is_chi2_model(model, dof)) {
dof <- Inf
}
x <- do.call(rbind, lapply(seq(0, 1, 0.01), function(i) {
suppressMessages(.ci_dof(
model,
ci = i,
dof,
effects,
component,
method = "wald",
se = se,
vcov = NULL,
vcov_args = NULL,
verbose = TRUE
))
}))
# data for plotting
out <- x[!is.infinite(x$CI_low) & !is.infinite(x$CI_high), ]
out$CI <- round(out$CI, 2)
# most plausible value (point estimate)
point_estimate <- out$CI_low[which.min(out$CI)]
if (!is.null(keep) || !is.null(drop)) {
out <- .filter_parameters(out,
keep = keep,
drop = drop,
verbose = verbose
)
}
# transform non-Gaussian
if (isTRUE(exponentiate)) {
out$CI_low <- exp(out$CI_low)
out$CI_high <- exp(out$CI_high)
}
# data for p_function ribbon
data_ribbon <- datawizard::data_to_long(
out,
select = c("CI_low", "CI_high"),
values_to = "x"
)
# data for vertical CI level lines
out <- out[out$CI %in% ci_levels, ]
out$group <- 1
# emphasize focal hypothesis line
emphasize <- which(names(ci_levels) == "emph")
if (length(emphasize)) {
out$group[out$CI == ci_levels[emphasize]] <- 2
}
attr(out, "data") <- data_ribbon
attr(out, "point_estimate") <- point_estimate
attr(out, "pretty_names") <- suppressWarnings(format_parameters(model, ...))
class(out) <- c("parameters_p_function", "see_p_function", "data.frame")
out
}
#' @rdname p_function
#' @export
consonance_function <- p_function
#' @rdname p_function
#' @export
confidence_curve <- p_function
# methods ----------------------
#' @export
plot.parameters_p_function <- function(x, ...) {
insight::check_if_installed("see")
NextMethod()
}
#' @export
format.parameters_p_function <- function(x,
digits = 2,
format = NULL,
ci_width = NULL,
ci_brackets = TRUE,
pretty_names = TRUE,
...) {
# print
dat <- lapply(split(x, x$CI), function(i) {
ci <- as.character(i$CI)[1]
out <- datawizard::data_rename(
i,
select = c("CI_low", "CI_high"),
replacement = c(sprintf("CI_low_%s", ci), sprintf("CI_high_%s", ci))
)
out$CI <- NULL
out$group <- NULL
out
})
out <- do.call(datawizard::data_merge, list(dat, by = "Parameter"))
attr(out, "pretty_names") <- attributes(x)$pretty_names
insight::format_table(
out,
digits = digits,
ci_width = ci_width,
ci_brackets = ci_brackets,
format = format,
pretty_names = pretty_names
)
}
#' @export
print.parameters_p_function <- function(x,
digits = 2,
ci_width = "auto",
ci_brackets = TRUE,
pretty_names = TRUE,
...) {
cat(.print_p_function(
x,
digits,
ci_width,
ci_brackets,
pretty_names = pretty_names,
format = "text",
...
))
}
#' @export
print_md.parameters_p_function <- function(x,
digits = 2,
ci_width = "auto",
ci_brackets = c("(", ")"),
pretty_names = TRUE,
...) {
.print_p_function(x, digits, ci_width, ci_brackets, pretty_names, format = "markdown", ...)
}
#' @export
print_html.parameters_p_function <- function(x,
digits = 2,
ci_width = "auto",
ci_brackets = c("(", ")"),
pretty_names = TRUE,
...) {
.print_p_function(x, digits, ci_width, ci_brackets, pretty_names, format = "html", ...)
}
# helper ----------
.print_p_function <- function(x,
digits = 2,
ci_width = "auto",
ci_brackets = c("(", ")"),
pretty_names = TRUE,
format = "html",
...) {
formatted_table <- format(
x,
digits = digits,
format = format,
ci_width = ci_width,
ci_brackets = ci_brackets,
pretty_names = pretty_names,
...
)
insight::export_table(
formatted_table,
format = format,
caption = "Consonance Function",
...
)
}
# model <- lm(Sepal.Length ~ Species, data = iris)
# for later use: highlight p-value for secific parameter estimate values
# stat <- insight::get_statistic(model)
# se <- parameters::standard_error(model)
# estimate to test against - compute p-value for specific estimate
# null_estimate <- 1.5
# p <- 2 * stats::pt(abs(stat$Statistic[3]) - (null_estimate / se$SE[3]), df = 147, lower.tail = FALSE)
# bayestestR::p_to_pd(p)
|