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R statistics: ANOVA and linear regression

UQ Library 2024-09-17

What are we going to learn?

In this hands-on session, you will use R, RStudio to run analysis of variance (ANOVA) and linear regression models.

Specifically, you will learn:

  • visualize data in base R and using the ggplot2 package
  • analysis of variance (ANOVA) in base R
  • linear models in base R
  • the tidy model approach

Keep in mind

  • Everything we write today will be saved in your project. Please remember to save it in your H drive or USB if you are using a Library computer.
  • R is case sensitive: it will tell the difference between uppercase and lowercase.
  • Respect the naming rules for objects (no spaces, does not start with a number…)

Help

For any dataset or function doubts that you might have, don’t forget the three ways of getting help in RStudio:

  1. the shortcut command: ?functionname
  2. the help function: help(functionname)
  3. the keyboard shortcut: press F1 after writing a function name

Open RStudio

  • If you are using your own laptop please open RStudio
  • Make sure you have a working internet connection
  • On Library computers (the first time takes about 10 min.):
    • Log in with your UQ credentials (student account if you have two)
    • Make sure you have a working internet connection
    • Go to search at bottom left corner (magnifiying glass)
    • Open the ZENworks application
    • Look for RStudio
    • Double click on RStudio which will install both R and RStudio

Setting up

Install and load required packages for first sections

# install.packages("readr")
library(readr)       # for importing data
# install.packages("dplyr")
library(dplyr) # data manipulation package
# install.packages("ggplot2")
library(ggplot2) # data visualization
# install.packages("car")
library(car)         # Companion to Applied Regression package
# install.packages("performance")
library(performance) # Assessment of Regressmon Models performance

Remember to use Ctrl+Enter to execute a command from the script.

New project

  • Click the “File” menu button (top left corner), then “New Project”
  • Click “New Directory”
  • Click “New Project” (“Empty project” if you have an older version of RStudio)
  • In “Directory name”, type the name of your project, e.g. “dplyr_intro”
  • Select the folder where to locate your project: for example, the Documents/RProjects folder, which you can create if it doesn’t exist yet.
  • Click the “Create Project” button

Create a script

We will use a script to write code more comfortably.

  • Menu: Top left corner, click the green “plus” symbol, or press the shortcut (for Windows/Linux) Ctrl+Shift+N or (for Mac) Cmd+Shift+N. This will open an “Untitled1” file.
  • Go to “File > Save” or press (for Windows/Linux) Ctrl+S or (for Mac) Cmd+S. This will ask where you want to save your file and the name of the new file.
  • Call your file “process.R”

Introducing our data

The following section will be using data from Constable (1993) to explore how three different feeding regimes affect the size of sea urchins over time.

Sea urchins reportedly regulate their size according to the level of food available to regulate maintenance requirements. The paper examines whether a reduction in suture width (i.e., connection points between plates; see Fig 1 from constable 1993) is the basis for shrinking due to low food conditions.

Figure 1 from Constable 1993 paper showing sea urchin plates and suture width

The data in csv format is available from the tidymodels website and were assembled for a tutorial here.

urchins <- 
   # read in the data
   read_csv("https://tidymodels.org/start/models/urchins.csv") %>% 
   # change the names to be more description
   setNames(c("food_regime", "initial_volume", "width")) %>% 
   # convert food_regime from chr to a factor, helpful for modeling
   mutate(food_regime = factor(food_regime, 
                               levels = c("Initial", "Low", "High")))
urchins # see the data as a tibble
# A tibble: 72 × 3
   food_regime initial_volume width
   <fct>                <dbl> <dbl>
 1 Initial                3.5 0.01 
 2 Initial                5   0.02 
 3 Initial                8   0.061
 4 Initial               10   0.051
 5 Initial               13   0.041
 6 Initial               13   0.061
 7 Initial               15   0.041
 8 Initial               15   0.071
 9 Initial               16   0.092
10 Initial               17   0.051
# ℹ 62 more rows

We have 72 urchins with data on:

  • experimental feeding regime group with 3 levels (Initial, Low, or High)
  • size in milliliters at the start of the experiment (initial_volume)
  • suture width in millimeters at the end of the experiment (width, see Fig 1)

Statistics in R using base and stats

Visualize the data

Use a boxplot to visualize width versus food_regime as a factor and a scatterplot for width versus initial_volume as a continuous variable.

boxplot(width ~ food_regime, data = urchins)

plot(width ~ initial_volume, data = urchins)

We can see that there are some relationships between the response variable (width) and our two covariates (food_regime and initial volume). But what about the interaction between the two covariates?

Challenge 1 - Use ggplot2 to make a plot visualizing the interaction between our two variables. Add a trendline to the data.

Hint: think about grouping and coloring.

ggplot(urchins,
       aes(x = initial_volume,
           y = width,
           col = food_regime)) +
   geom_point() +
   geom_smooth(method = "lm", se = FALSE) + # add a linear trendline with out a confidence interval e.g., se = FALSE
   scale_color_viridis_d(option = "plasma", end = 0.7)   # change to color blind friendly palette, end is a corrected hue value
`geom_smooth()` using formula = 'y ~ x'

Urchins that were larger in volume at the start of the experiment tended to have wider sutures at the end. Slopes of the lines look different so this effect may depend on the feeding regime indicating we should include an interaction term.

Analysis of Variance (ANOVA)

Information in this section was taken from rpubs.com and Data Analysis in R Ch 7.

We can do an ANOVA with the aov() function to test for differences in sea urchin suture width between our groups. We are technically running and analysis of covariance (ANCOVA) as we have both a continuous and a categorical variable. ANOVAs are for categorical variables and we will see that some of the post-hoc tests are not amenable to continuous variables.

aov() uses the model formula response variable ~ covariate1 + covariate2. The * denotes the inclusion of both main effects and interactions which we have done below. The formula below is equivalent to reponse ~ covar1 + covar2 + covar1:covar2 i.e., the main effect of covar 1 and covar 2, and the interaction between the two.

aov_urch <- aov(width ~ food_regime * initial_volume, 
                data = urchins)
summary(aov_urch)  # print the summary statistics
                           Df   Sum Sq  Mean Sq F value   Pr(>F)    
food_regime                 2 0.012380 0.006190  13.832 9.62e-06 ***
initial_volume              1 0.008396 0.008396  18.762 5.15e-05 ***
food_regime:initial_volume  2 0.004609 0.002304   5.149  0.00835 ** 
Residuals                  66 0.029536 0.000448                     
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Both the main effects and interaction are significant (p < 0.05) indicating a significant interactive effect between food regime and initial volume on urchin suture width. We need to do a pairwise-comparison to find out which factor levels and combination of the two covariates have the largest effect on width.

Pair-wise comparison

Run a Tukey’s Honestly Significant Difference (HSD) test - note it does not work for non-factors as per the warning message.

TukeyHSD(aov_urch)
  Tukey multiple comparisons of means
    95% family-wise confidence level

Fit: aov(formula = width ~ food_regime * initial_volume, data = urchins)

$food_regime
                     diff          lwr         upr     p adj
Low-Initial  -0.006791667 -0.021433881 0.007850548 0.5100502
High-Initial  0.023791667  0.009149452 0.038433881 0.0006687
High-Low      0.030583333  0.015941119 0.045225548 0.0000129

The comparison between High-Initial and High-Low food regimes are significant (p < 0.05).

Checking the model

We also want to check that our model is a good fit and does not violate any ANOVA assumptions:

  1. Data are independent and normally distributed.
  2. The residuals from the data are normally distributed.
  3. The variances of the sampled populations are equal.

Challenge 2 - Use a histogram and qqplots to visually check data are normal.

hist(urchins$width)

qqnorm(urchins$width)
qqline(urchins$width)

You could also run a Shapiro-Wilk test on the data:

shapiro.test(urchins$width)
    Shapiro-Wilk normality test

data:  urchins$width
W = 0.95726, p-value = 0.01552

The p-value is less than 0.05 so the data are significantly different from a normal distribution.

Check the model residuals. Plot the residuals vs fitted values - do not want too much deviation from 0.

plot(aov_urch, 1)

Can also plot the predicted values from the model with the acutal values.

plot(predict(aov_urch) ~ urchins$width)
abline(0, 1, col = "red") # plot a red line with intercept of 0 and slope of 1

Check the normality of residuals, run Shapiro-Wilk test on residuals:

plot(aov_urch, 2)

shapiro.test(resid(aov_urch))
    Shapiro-Wilk normality test

data:  resid(aov_urch)
W = 0.98456, p-value = 0.5244

The residuals fall on the Normal Q-Q plot diagonal and the Shapiro-Wilk result is non-significant (p > 0.05).

Check for homogeneity of variance

Challenge 3 - use the help documentation for leveneTest() from the car package to check homogenetity of variance on food_regime.

Again, only works for factor groups.

leveneTest(width ~ food_regime, data = urchins)
Levene's Test for Homogeneity of Variance (center = median)
      Df F value  Pr(>F)  
group  2  4.4224 0.01559 *
      69                  
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

The Levene’s Test is significant for food_regime (not what we want) and there are a few options to deal with this. You can ignore this violation based on your own a priori knowledge of the distribution of the population being samples, drop the p-value significance, or use a different test.

Linear Model

lm_urch <- lm(width ~ food_regime * initial_volume, 
              data = urchins)
summary(lm_urch)
Call:
lm(formula = width ~ food_regime * initial_volume, data = urchins)

Residuals:
      Min        1Q    Median        3Q       Max 
-0.045133 -0.013639  0.001111  0.013226  0.067907 

Coefficients:
                                 Estimate Std. Error t value Pr(>|t|)    
(Intercept)                     0.0331216  0.0096186   3.443 0.001002 ** 
food_regimeLow                  0.0197824  0.0129883   1.523 0.132514    
food_regimeHigh                 0.0214111  0.0145318   1.473 0.145397    
initial_volume                  0.0015546  0.0003978   3.908 0.000222 ***
food_regimeLow:initial_volume  -0.0012594  0.0005102  -2.469 0.016164 *  
food_regimeHigh:initial_volume  0.0005254  0.0007020   0.748 0.456836    
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 0.02115 on 66 degrees of freedom
Multiple R-squared:  0.4622,    Adjusted R-squared:  0.4215 
F-statistic: 11.35 on 5 and 66 DF,  p-value: 6.424e-08

In the output, we have the model call, residuals, and the coefficients. The first coefficient is the (Intercept) and you might notice the food_regimeInitial is missing. The function defaults to an effects parameterization where the intercept is the reference or baseline of the categorical group - Initial in this case.

You can change the reference level of a factor using the relevel() function.

The estimates of the remaining group levels of food_regime represents the effect of being in that group. To calculate the group coefficients for all group levels you add the estimates for the level to the intercept (first group level) estimate. For example, the estimate for the ‘Initial’ feeding regime is 0.0331 and we add the estimate of ‘Low’ (0.0331 + 0.0197) to get the mean maximum size of 0.0528 mm for width.

For the continuous covariate, the estimate represents the change in the response variable for a unit increase in the covariate. ‘Initial Volume’s’ estimate of 0.0015 represents a 0.0015 mm increase (the estimate is positive) in width per ml increase in urchin initial volume.

We can get ANOVA test statistics on our linear model using the anova() in base or Anova() from the car package.

anova(lm_urch)
Analysis of Variance Table

Response: width
                           Df    Sum Sq   Mean Sq F value    Pr(>F)    
food_regime                 2 0.0123801 0.0061900 13.8321 9.616e-06 ***
initial_volume              1 0.0083962 0.0083962 18.7621 5.154e-05 ***
food_regime:initial_volume  2 0.0046088 0.0023044  5.1494  0.008354 ** 
Residuals                  66 0.0295358 0.0004475                      
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Anova(lm_urch)
Anova Table (Type II tests)

Response: width
                              Sum Sq Df F value    Pr(>F)    
food_regime                0.0168653  2 18.8434 3.358e-07 ***
initial_volume             0.0083962  1 18.7621 5.154e-05 ***
food_regime:initial_volume 0.0046088  2  5.1494  0.008354 ** 
Residuals                  0.0295358 66                      
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

These are effectively the same as the aov() model we ran before.

Note: The statistics outputs are the same comparing the aov() and anova() models while the Anova() model is not exactly the same. The Anova() output tells us it was a Type II test and the aov() documentation says it is only for balanced designs which means the Type 1 test is the applied (see here). The type of test can be set for Anova() but not the others. Here, the overall take-away from the different ANOVA functions are comparable.

Challenge 4 - use the check_model() documentation to apply the function to our lm_urch model.

The performance package has a handy function check_model() that will check several aspects of your model in one go:

check_model(lm_urch)

Challenge 5 - conduct your own ANOVA or linear regression using the mgp dataset from {ggplot2}.

  1. Test whether # of cylinders and/or engine displacement affect fuel efficiency.
  2. Make a plot to visualize the relationship.

Hint: Check out the documentation for the dataset ?mpg to see the varaibles in the dataset. Are the variables the right data type? Suggest saving the dataset locally in your environment i.e., mpg2 <- mpg so you can change data types if necessary.

mpg2 <-  mpg
mpg2$cyl <- as.factor(mpg$cyl) # convert cyl from numeric to factor

# base R ANOVA
aov_cars <- aov(hwy ~ cyl * displ, data = mpg2)
summary(aov_cars)
             Df Sum Sq Mean Sq F value   Pr(>F)    
cyl           3   4836  1612.1  142.69  < 2e-16 ***
displ         1    219   218.8   19.37 1.66e-05 ***
cyl:displ     2    642   321.1   28.42 9.65e-12 ***
Residuals   227   2565    11.3                     
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
TukeyHSD(aov_cars, "cyl")
  Tukey multiple comparisons of means
    95% family-wise confidence level

Fit: aov(formula = hwy ~ cyl * displ, data = mpg2)

$cyl
            diff        lwr       upr     p adj
5-4  -0.05246914  -4.508182  4.403244 0.9999898
6-4  -5.97968433  -7.355259 -4.604110 0.0000000
8-4 -11.17389771 -12.593534 -9.754261 0.0000000
6-5  -5.92721519 -10.385582 -1.468848 0.0038274
8-5 -11.12142857 -15.593586 -6.649271 0.0000000
8-6  -5.19421338  -6.622156 -3.766270 0.0000000
# linear model
lm_cars <- lm(hwy ~ cyl * displ, data = mpg2)
summary(lm_cars)
Call:
lm(formula = hwy ~ cyl * displ, data = mpg2)

Residuals:
    Min      1Q  Median      3Q     Max 
-6.6698 -2.0533 -0.4563  1.6948 13.1597 

Coefficients: (1 not defined because of singularities)
            Estimate Std. Error t value Pr(>|t|)    
(Intercept)   46.601      2.586  18.018  < 2e-16 ***
cyl5           2.887      1.773   1.628  0.10484    
cyl6         -10.221      3.795  -2.693  0.00760 ** 
cyl8         -35.626      4.390  -8.114 3.07e-14 ***
displ         -8.295      1.193  -6.954 3.74e-11 ***
cyl5:displ        NA         NA      NA       NA    
cyl6:displ     4.318      1.440   2.998  0.00302 ** 
cyl8:displ     9.591      1.376   6.969 3.43e-11 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 3.361 on 227 degrees of freedom
Multiple R-squared:  0.6896,    Adjusted R-squared:  0.6814 
F-statistic: 84.05 on 6 and 227 DF,  p-value: < 2.2e-16
Anova(lm_cars) # from the car package
Note: model has aliased coefficients
      sums of squares computed by model comparison

Anova Table (Type II tests)

Response: hwy
           Sum Sq  Df F value    Pr(>F)    
cyl        207.16   3  6.1123 0.0005139 ***
displ      218.78   1 19.3655 1.661e-05 ***
cyl:displ  642.17   2 28.4211 9.654e-12 ***
Residuals 2564.50 227                      
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
ggplot(data = mpg2,
       aes(x = displ,
           y = hwy,
           color = cyl)) +
  geom_point() +
  geom_smooth(method = "lm") 
`geom_smooth()` using formula = 'y ~ x'

The inbetween…

Before going into Tidymodels, it should be mentioned there are many excellent linear regression packages. To name a few:

  • nlme
  • lmer
  • lmerTest
  • glmmTMB
  • and more…

The packages vary in the methods, how to specify random factors, etc. The model outputs also tend to be not so friendly to export into a table and document.

Introducing Tidymodels

Like the tidyverse package, the Tidymodels framework is a collection of packages for modeling and machine learning following the tidyverse principles.

This section is modified from the first Tidymodels article.

Load more packages

# install.packages("tidymodels")
library(tidymodels) # for parsnip package and rest of tidymodels
# install.packages("dotwhisker")
# dotwhiskers was archived from CRAN in 2024, see:
# https://github.com/fsolt/dotwhisker/issues/115
# if unavailable, can be installed from GitHub:
# remotes::install_github('fsolt/dotwhisker')
library(dotwhisker)# for visualizing regression results
# install.packages("parsnip")
library(parsnip)

Build and fit a model

Let’s apply a standard two-way analysis of variance (ANOVA) model to the dataset as we did before. For this kind of model, ordinary least squares is a good initial approach.

For Tidymodels, we need to specify the following:

  1. The functional form using the parsnip package.
  2. The method for fitting the model by setting the engine.

We will specify the functional form or model type as “linear regression” as there is a numeric outcome with a linear slope and intercept. We can do this with:

linear_reg()  
Linear Regression Model Specification (regression)

Computational engine: lm 

On its own, not that interesting. Next, we specify the method for fitting or training the model using the set_engine() function. The engine value is often a mash-up of the software that can be used to fit or train the model as well as the estimation method. For example, to use ordinary least squares, we can set the engine to be lm.

The documentation page for linear_reg() lists the possible engines. We’ll save this model object as lm_mod.

lm_mod <- 
linear_reg() %>% 
   set_engine("lm")

Next, the model can be estimated or trained using the fit() function and the model formula we used for the ANOVA:

width ~ initial_volume * food_regime

lm_fit <- 
   lm_mod %>% 
   fit(width ~ initial_volume * food_regime, data = urchins)

lm_fit
parsnip model object


Call:
stats::lm(formula = width ~ initial_volume * food_regime, data = data)

Coefficients:
                   (Intercept)                  initial_volume  
                     0.0331216                       0.0015546  
                food_regimeLow                 food_regimeHigh  
                     0.0197824                       0.0214111  
 initial_volume:food_regimeLow  initial_volume:food_regimeHigh  
                    -0.0012594                       0.0005254  

We can use the tidy() function for our lm object to output model parameter estimates and their statistical properties. Similar to summary() but the results are more predictable and useful format.

tidy(lm_fit)
# A tibble: 6 × 5
  term                            estimate std.error statistic  p.value
  <chr>                              <dbl>     <dbl>     <dbl>    <dbl>
1 (Intercept)                     0.0331    0.00962      3.44  0.00100 
2 initial_volume                  0.00155   0.000398     3.91  0.000222
3 food_regimeLow                  0.0198    0.0130       1.52  0.133   
4 food_regimeHigh                 0.0214    0.0145       1.47  0.145   
5 initial_volume:food_regimeLow  -0.00126   0.000510    -2.47  0.0162  
6 initial_volume:food_regimeHigh  0.000525  0.000702     0.748 0.457   

This output can be used to generate a dot-and-whisker plot of our regression results using the dotwhisker package:

tidy(lm_fit) %>% 
   dwplot(dot_args = list(size = 2, color = "black"),
          whisker_args = list(color = "black"),
          vline = geom_vline(xintercept = 0, 
                             color = "grey50",
                             linetype = 2))

Use a model to predict

Say that it would be interesting to make a plot of the mean body size for urchins that started the experiment with an initial volume of 20 ml.

First, lets make some new example data to predict for our graph:

new_points <- expand.grid(initial_volume = 20,
                          food_regime = c("Initial", "Low", "High"))
new_points
  initial_volume food_regime
1             20     Initial
2             20         Low
3             20        High

We can then use the predict() function to find the mean values at 20 ml initial volume.

With tidymodels, the types of predicted values are standardized so that we can use the same syntax to get these values.

Let’s generate the mean suture width values:

mean_pred <- predict(lm_fit, new_data = new_points)
mean_pred
# A tibble: 3 × 1
   .pred
   <dbl>
1 0.0642
2 0.0588
3 0.0961

When making predictions, the tidymodels convention is to always produce a tibble of results with standardized column names. This makes it easy to combine the original data and the predictions in a usable format:

conf_int_pred <- predict(lm_fit, 
                         new_data = new_points,
                         type = "conf_int")
conf_int_pred
# A tibble: 3 × 2
  .pred_lower .pred_upper
        <dbl>       <dbl>
1      0.0555      0.0729
2      0.0499      0.0678
3      0.0870      0.105 
# now combine:
plot_data <- 
   new_points %>% 
   bind_cols(mean_pred, conf_int_pred)

plot_data
  initial_volume food_regime      .pred .pred_lower .pred_upper
1             20     Initial 0.06421443  0.05549934  0.07292952
2             20         Low 0.05880940  0.04986251  0.06775629
3             20        High 0.09613343  0.08696233  0.10530453
# and plot:
ggplot(plot_data, 
       aes(x = food_regime)) +
   geom_point(aes(y = .pred)) +
   geom_errorbar(aes(ymin = .pred_lower,
                     ymax = .pred_upper),
                 width = .2) +
   labs(y = "urchin size")

There is also an example of a Bayesian model in the tidymodels article I have not included here.

Close project

Closing RStudio will ask you if you want to save your workspace and scripts. Saving your workspace is usually not recommended if you have all the necessary commands in your script.

Useful links