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#' Pool Model Parameters
#'
#' This function "pools" (i.e. combines) model parameters in a similar fashion
#' as `mice::pool()`. However, this function pools parameters from
#' `parameters_model` objects, as returned by
#' [model_parameters()].
#'
#' @param x A list of `parameters_model` objects, as returned by
#' [model_parameters()], or a list of model-objects that is supported by
#' `model_parameters()`.
#' @param ... Arguments passed down to `model_parameters()`, if `x` is a list
#' of model-objects. Can be used, for instance, to specify arguments like
#' `ci` or `ci_method` etc.
#' @inheritParams model_parameters.default
#' @inheritParams bootstrap_model
#' @inheritParams model_parameters.glmmTMB
#'
#' @note
#' Models with multiple components, (for instance, models with zero-inflation,
#' where predictors appear in the count and zero-inflation part, or models with
#' dispersion component) may fail in rare situations. In this case, compute
#' the pooled parameters for components separately, using the `component`
#' argument.
#'
#' Some model objects do not return standard errors (e.g. objects of class
#' `htest`). For these models, no pooled confidence intervals nor p-values
#' are returned.
#'
#' @details Averaging of parameters follows Rubin's rules (_Rubin, 1987, p. 76_).
#' The pooled degrees of freedom is based on the Barnard-Rubin adjustment for
#' small samples (_Barnard and Rubin, 1999_).
#'
#' @references
#' Barnard, J. and Rubin, D.B. (1999). Small sample degrees of freedom with
#' multiple imputation. Biometrika, 86, 948-955. Rubin, D.B. (1987). Multiple
#' Imputation for Nonresponse in Surveys. New York: John Wiley and Sons.
#'
#' @examplesIf require("mice") && require("datawizard")
#' # example for multiple imputed datasets
#' data("nhanes2", package = "mice")
#' imp <- mice::mice(nhanes2, printFlag = FALSE)
#' models <- lapply(1:5, function(i) {
#' lm(bmi ~ age + hyp + chl, data = mice::complete(imp, action = i))
#' })
#' pool_parameters(models)
#'
#' # should be identical to:
#' m <- with(data = imp, exp = lm(bmi ~ age + hyp + chl))
#' summary(mice::pool(m))
#'
#' # For glm, mice used residual df, while `pool_parameters()` uses `Inf`
#' nhanes2$hyp <- datawizard::slide(as.numeric(nhanes2$hyp))
#' imp <- mice::mice(nhanes2, printFlag = FALSE)
#' models <- lapply(1:5, function(i) {
#' glm(hyp ~ age + chl, family = binomial, data = mice::complete(imp, action = i))
#' })
#' m <- with(data = imp, exp = glm(hyp ~ age + chl, family = binomial))
#' # residual df
#' summary(mice::pool(m))$df
#' # df = Inf
#' pool_parameters(models)$df_error
#' # use residual df instead
#' pool_parameters(models, ci_method = "residual")$df_error
#' @return A data frame of indices related to the model's parameters.
#' @export
pool_parameters <- function(x,
exponentiate = FALSE,
effects = "fixed",
component = "all",
verbose = TRUE,
...) {
# check input, save original model -----
original_model <- random_params <- NULL
obj_name <- insight::safe_deparse_symbol(substitute(x))
if (all(vapply(x, insight::is_model, TRUE)) && all(vapply(x, insight::is_model_supported, TRUE))) {
original_model <- x[[1]]
# Add exceptions for models with uncommon components here ---------------
exception_model_class <- "polr"
# exceptions for "component" argument. Eg, MASS::polr has components
# "alpha" and "beta", and "component" needs to be set to all by default
if (identical(component, "conditional") && inherits(original_model, exception_model_class)) {
component <- "all"
}
x <- lapply(x, model_parameters, effects = effects, component = component, ...)
}
if (!all(vapply(x, inherits, TRUE, "parameters_model"))) {
insight::format_error(
"First argument `x` must be a list of `parameters_model` objects, as returned by the `model_parameters()` function."
)
}
if (is.null(original_model)) {
original_model <- .get_object(x[[1]])
}
if (isTRUE(attributes(x[[1]])$exponentiate) && verbose) {
insight::format_alert(
"Pooling on exponentiated parameters is not recommended. Please call `model_parameters()` with 'exponentiate = FALSE', and then call `pool_parameters(..., exponentiate = TRUE)`."
)
}
# only pool for specific component -----
original_x <- x
if ("Component" %in% colnames(x[[1]]) && !insight::is_empty_object(component) && component != "all") {
x <- lapply(x, function(i) {
i <- i[i$Component == component, ]
i$Component <- NULL
i
})
if (verbose) {
insight::format_alert(paste0("Pooling applied to the ", component, " model component."))
}
}
# preparation ----
params <- do.call(rbind, x)
len <- length(x)
ci <- attributes(original_x[[1]])$ci
if (is.null(ci)) ci <- 0.95
parameter_values <- x[[1]]$Parameter
# exceptions ----
# check for special models, like "htest", which have no "Parameter" columns
if (!"Parameter" %in% colnames(params)) {
# check for possible column names
if (all(c("Parameter1", "Parameter2") %in% colnames(params))) {
# create combined Parameter column
params$Parameter <- paste0(params$Parameter1, " and ", params$Parameter2)
# remove old columns
params$Parameter1 <- NULL
params$Parameter2 <- NULL
# update values
parameter_values <- paste0(x[[1]]$Parameter1, " and ", x[[1]]$Parameter2) #
}
# fix coefficient column
colnames(params)[colnames(params) == "r"] <- "Coefficient"
colnames(params)[colnames(params) == "rho"] <- "Coefficient"
colnames(params)[colnames(params) == "tau"] <- "Coefficient"
colnames(params)[colnames(params) == "Estimate"] <- "Coefficient"
colnames(params)[colnames(params) == "Difference"] <- "Coefficient"
}
# split multiply (imputed) datasets by parameters,
# but only for fixed effects. Filter random effects,
# and save parameter names from fixed effects for later use...
if (effects == "all" && "Effects" %in% colnames(params) && "random" %in% params$Effects) {
random_params <- params[params$Effects == "random", ]
params <- params[params$Effects != "random", ]
parameter_values <- x[[1]]$Parameter[x[[1]]$Effects != "random"]
}
# split by component
if (!is.null(params$Component) && insight::n_unique(params$Component) > 1) {
component_values <- x[[1]]$Component
estimates <- split(
params,
list(
factor(params$Parameter, levels = unique(parameter_values)),
factor(params$Component, levels = unique(component_values))
)
)
} else {
component_values <- NULL
estimates <- split(
params,
factor(params$Parameter, levels = unique(parameter_values))
)
}
# pool estimates etc. -----
pooled_params <- do.call(rbind, lapply(estimates, function(i) {
# if we split by "component", some of the data frames might be empty
# in this case, just skip...
if (nrow(i) > 0) {
# pooled estimate
pooled_estimate <- mean(i$Coefficient)
# special models that have no standard errors (like "htest" objects)
if (is.null(i$SE) || all(is.na(i$SE))) {
out <- data.frame(
Coefficient = pooled_estimate,
SE = NA,
CI_low = NA,
CI_high = NA,
Statistic = NA,
df_error = NA,
p = NA,
stringsAsFactors = FALSE
)
if (verbose) {
insight::format_alert("Model objects had no standard errors. Cannot compute pooled confidence intervals and p-values.")
}
# regular models that have coefficients and standard errors
} else {
# pooled standard error
ubar <- mean(i$SE^2)
tmp <- ubar + (1 + 1 / len) * stats::var(i$Coefficient)
pooled_se <- sqrt(tmp)
# pooled degrees of freedom, Barnard-Rubin adjustment for small samples
df_column <- grep("(\\bdf\\b|\\bdf_error\\b)", colnames(i), value = TRUE)[1]
if (length(df_column)) {
pooled_df <- .barnad_rubin(m = nrow(i), b = stats::var(i$Coefficient), t = tmp, dfcom = unique(i[[df_column]]))
# validation check length
if (length(pooled_df) > 1 && length(pooled_se) == 1) {
pooled_df <- round(mean(pooled_df, na.rm = TRUE))
}
} else {
pooled_df <- Inf
}
# pooled statistic
pooled_statistic <- pooled_estimate / pooled_se
# confidence intervals
alpha <- (1 + ci) / 2
fac <- suppressWarnings(stats::qt(alpha, df = pooled_df))
out <- data.frame(
Coefficient = pooled_estimate,
SE = pooled_se,
CI_low = pooled_estimate - pooled_se * fac,
CI_high = pooled_estimate + pooled_se * fac,
Statistic = pooled_statistic,
df_error = pooled_df,
p = 2 * stats::pt(abs(pooled_statistic), df = pooled_df, lower.tail = FALSE),
stringsAsFactors = FALSE
)
}
out
} else {
NULL
}
}))
# pool random effect variances -----
pooled_random <- NULL
if (!is.null(random_params)) {
estimates <- split(random_params, factor(random_params$Parameter, levels = unique(random_params$Parameter)))
pooled_random <- do.call(rbind, lapply(estimates, function(i) {
pooled_estimate <- mean(i$Coefficient, na.rm = TRUE)
data.frame(
Parameter = unique(i$Parameter),
Coefficient = pooled_estimate,
Effects = "random",
stringsAsFactors = FALSE
)
}))
pooled_params$Effects <- "fixed"
}
# reorder ------
pooled_params$Parameter <- parameter_values
columns <- c("Parameter", "Coefficient", "SE", "CI_low", "CI_high", "Statistic", "df_error", "p", "Effects", "Component")
pooled_params <- pooled_params[intersect(columns, colnames(pooled_params))]
# final attributes -----
# exponentiate coefficients and SE/CI, if requested
pooled_params <- .exponentiate_parameters(pooled_params, NULL, exponentiate)
if (!is.null(pooled_random)) {
pooled_params <- merge(pooled_params, pooled_random, all = TRUE, sort = FALSE)
}
# add back component column
if (!is.null(component_values)) {
pooled_params$Component <- component_values
}
# this needs to be done extra here, cannot call ".add_model_parameters_attributes()"
pooled_params <- .add_pooled_params_attributes(
pooled_params,
model_params = original_x[[1]],
model = original_model,
ci,
exponentiate,
verbose = verbose
)
attr(pooled_params, "object_name") <- obj_name
# pool sigma ----
sig <- unlist(insight::compact_list(lapply(original_x, function(i) {
attributes(i)$sigma
})))
if (!insight::is_empty_object(sig)) {
attr(pooled_params, "sigma") <- mean(sig, na.rm = TRUE)
}
class(pooled_params) <- c("parameters_model", "see_parameters_model", class(pooled_params))
pooled_params
}
# helper ------
.barnad_rubin <- function(m, b, t, dfcom = 999999) {
# fix for z-statistic
if (is.null(dfcom) || all(is.na(dfcom)) || all(is.infinite(dfcom))) {
return(Inf)
}
lambda <- (1 + 1 / m) * b / t
lambda[lambda < 1e-04] <- 1e-04
dfold <- (m - 1) / lambda^2
dfobs <- (dfcom + 1) / (dfcom + 3) * dfcom * (1 - lambda)
dfold * dfobs / (dfold + dfobs)
}
.add_pooled_params_attributes <- function(pooled_params, model_params, model, ci, exponentiate, verbose = TRUE) {
info <- insight::model_info(model, verbose = FALSE)
pretty_names <- attributes(model_params)$pretty_names
if (length(pretty_names) < nrow(model_params)) {
pretty_names <- c(pretty_names, model_params$Parameter[(length(pretty_names) + 1):nrow(model_params)])
}
attr(pooled_params, "ci") <- ci
attr(pooled_params, "exponentiate") <- exponentiate
attr(pooled_params, "pretty_names") <- pretty_names
attr(pooled_params, "verbose") <- verbose
attr(pooled_params, "ordinal_model") <- attributes(model_params)$ordinal_model
attr(pooled_params, "model_class") <- attributes(model_params)$model_class
attr(pooled_params, "bootstrap") <- attributes(model_params)$bootstrap
attr(pooled_params, "iterations") <- attributes(model_params)$iterations
attr(pooled_params, "ci_method") <- attributes(model_params)$ci_method
attr(pooled_params, "digits") <- attributes(model_params)$digits
attr(pooled_params, "ci_digits") <- attributes(model_params)$ci_digits
attr(pooled_params, "p_digits") <- attributes(model_params)$p_digits
# column name for coefficients
coef_col <- .find_coefficient_type(info, exponentiate)
attr(pooled_params, "coefficient_name") <- coef_col
attr(pooled_params, "zi_coefficient_name") <- if (isTRUE(exponentiate)) {
"Odds Ratio"
} else {
"Log-Odds"
}
# formula
attr(pooled_params, "model_formula") <- insight::find_formula(model, verbose = FALSE)
pooled_params
}
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