---
title: "An Introduction to merTools"
author: "Jared Knowles and Carl Frederick"
date: "`r Sys.Date()`"
output: rmarkdown::html_vignette
vignette: >
  %\VignetteEngine{knitr::rmarkdown}
  %\VignetteIndexEntry{An Introduction to merTools}
  %\VignetteEncoding{UTF-8}
---

```{r setup, echo = FALSE, message=FALSE, warning=FALSE, results='hide'}
knitr::opts_chunk$set(
  cache=FALSE,
  comment="#>",
  collapse=TRUE, 
  echo=TRUE, 
  fig.width = 7
)
library(knitr); library(merTools)
```

## Introduction

Working with generalized linear mixed models (GLMM) and linear mixed models (LMM) 
has become increasingly easy with the advances in the `lme4` package recently. 
As we have found ourselves using these models more and more within our work, we, 
the authors, have developed a set of tools for simplifying and speeding up common 
tasks for interacting with `merMod` objects from `lme4`. This package provides 
those tools. 

## Illustrating Model Effects

As the complexity of the model fit grows, it becomes harder and harder to 
interpret the substantive effect of parameters in the model. 

Let's start with a medium-sized example model using the `InstEval` data provided 
by the `lme4` package. These data represent university lecture evaluations at 
ETH Zurich made by students. In this data, `s` is an individual student, 
`d` is an individual lecturer, `studage` is the semester the student 
is enrolled, `lectage` is how many semesters back the lecture with the 
rating took place, `dept` is the department of the lecture, and `y` is an integer 
1:5 representing the ratings of the lecture from "poor" to "very good":

```{r}
library(lme4)
head(InstEval)
str(InstEval)
```

Starting with a simple model: 

```{r}
m1 <- lmer(y ~ service + lectage + studage + (1|d) + (1|s), data=InstEval)
```

After fitting the model we can make use of the first function provided by
`merTools`, `fastdisp` which modifies the function `arm:::display` to more 
quickly display a summary of the model without calculating the model sigma:

```{r}
library(merTools)
fastdisp(m1)
```

We see some interesting effects. First, our decision to include student and 
lecturer effects seems justified as there is substantial variance within these 
groups. Second, there do appear to be some effects by age and for lectures 
given as a service by an outside lecturer. Let's look at these in more detail. 
One way to do this would be to plot the coefficients together in a line to 
see which deviate from 0 and in what direction. To get a confidence interval 
for our fixed effect coefficients we have a number of options that represent a 
tradeoff between coverage and computation time -- see `confint.merMod` for 
details. 

An alternative is to simulate values of the fixed effects from the posterior 
using the function `arm::sim`. Our next tool, `FEsim`, is a convenience wrapper 
to do this and provide an informative data frame of the results. 

```{r}
feEx <- FEsim(m1, 1000)
cbind(feEx[,1] , round(feEx[, 2:4], 3))
```

We can present these results graphically, using `ggplot2`: 

```{r}
library(ggplot2)
ggplot(feEx[feEx$term!= "(Intercept)", ]) + 
  aes(x = term, ymin = median - 1.96 * sd, 
      ymax = median + 1.96 * sd, y = median) + 
  geom_pointrange() + 
  geom_hline(yintercept = 0, size = I(1.1), color = I("red")) + 
  coord_flip() + 
  theme_bw() + labs(title = "Coefficient Plot of InstEval Model", 
                    x = "Median Effect Estimate", y = "Evaluation Rating")
```

However, an easier option is:

```{r}
plotFEsim(feEx) + 
  theme_bw() + labs(title = "Coefficient Plot of InstEval Model", 
                    x = "Median Effect Estimate", y = "Evaluation Rating")

```

## Random Effects

Next, we might be interested in exploring the random effects. Again, we create a 
dataframe of the values of the simulation of these effects for the individual 
levels. 

```{r}
reEx <- REsim(m1)
head(reEx)
```

The result is a dataframe with estimates of the values of each of the random 
effects provided by the `arm::sim()` function. *groupID* represents the identfiable 
level for the variable for one random effect, *term* represents whether the 
simulated values are for an intercept or which slope, and *groupFctr* identifies 
which of the `(1|x)` terms the values represent. To make unique identifiers 
for each term, we need to use both the `groupID` and the `groupFctr` term in case 
these two variables use overlapping label names for their groups. In this case:

```{r}
table(reEx$term)
table(reEx$groupFctr)
```

Most important is producing caterpillar or dotplots of these terms to explore 
their variation. This is easily accomplished with the `dotplot` function:

```{r, eval=FALSE, echo = TRUE}
lattice::dotplot(ranef(m1, condVar=TRUE))
```

However, these graphics do not provide much control over the results. Instead, 
we can use the `plotREsim` function in `merTools` to gain more control over 
plotting of the random effect simulations. 

```{r}
p1 <- plotREsim(reEx)
p1
```

The result is a ggplot2 object which can be modified however the user sees 
fit. Here, we've established that most student and professor effects are 
indistinguishable from zero, but there do exist extreme outliers with both 
high and low averages that need to be accounted for. 

## Subtantive Effects

A logical next line of questioning is to see how much of the variation in a 
rating can be caused by changing the student rater and how much is due to the 
fixed effects we identified above. This is a very difficult problem to solve, 
but using simulation we can examine the model behavior under a range of scenarios 
to understand how the model is reflecting changes in the data. To do this, 
we use another set of functions available in `merTools`. 

The simplest option is to pick an observation at random and then modify its 
values deliberately to see how the prediction changes in response. `merTools` 
makes this task very simple:

```{r}
example1 <- draw(m1, type = 'random')
head(example1)
```

The `draw` function takes a random observation from the data in the model 
and extracts it as a dataframe. We can now do a number of operations to this 
observation:

```{r}
# predict it
predict(m1, newdata = example1)
# change values
example1$service <- "1"
predict(m1, newdata = example1)
```

More interesting, let's programatically modify this observation to see how the 
predicted value changes if we hold everything but one variable constant. 

```{r}
example2 <- wiggle(example1, varlist = "lectage", 
          valueslist = list(c("1", "2", "3", "4", "5", "6")))

example2
```

The function `wiggle` allows us to create a new dataframe with copies of the 
variable that modify just one value. Chaining together `wiggle` calls, we 
can see how the variable behaves under a number of different scenarios 
simultaneously. 

```{r}
example2$yhat <- predict(m1, newdata = example2)

ggplot(example2, aes(x = lectage, y = yhat)) + geom_line(aes(group = 1)) + 
  theme_bw() + ylim(c(1, 5)) +
  geom_hline(yintercept = mean(InstEval$y), linetype = 2) + 
  geom_hline(yintercept = mean(InstEval$y) + sd(InstEval$y), linetype = 3) + 
  geom_hline(yintercept = mean(InstEval$y) - sd(InstEval$y), linetype = 3)

```

The result allows us to graphically display the effect of each level of `lectage` 
on an observation that is otherwise identical. This is plotted here against a 
horizontal line representing the mean of the observed ratings, and two finer 
lines showing plus or minus one standard deviation of the mean. 

This is nice, but selecting a random observation is not very satisfying as it 
may not be very meaningful. To address this, we can instead take the average 
observation: 

```{r}
example3 <- draw(m1, type = 'average')
example3
```

Here, the average observation is identified based on either the modal observation 
for factors or on the mean for numeric variables. Then, the random effect 
terms are set to the level equivalent to the median effect -- very close 
to 0. 

```{r}
example3 <- wiggle(example1, varlist = "service", 
          valueslist = list(c("0", "1")))
example3$yhat <- predict(m1, newdata = example3)

ggplot(example3, aes(x = service, y = yhat)) + geom_line(aes(group = 1)) + 
  theme_bw() + ylim(c(1, 5)) +
  geom_hline(yintercept = mean(InstEval$y), linetype = 2) + 
  geom_hline(yintercept = mean(InstEval$y) + sd(InstEval$y), linetype = 3) + 
  geom_hline(yintercept = mean(InstEval$y) - sd(InstEval$y), linetype = 3)

```

Here we can see that for the average observation, whether the lecture is outside 
of the home department has a very slight negative effect on the overall rating. 
Might the individual professor or student have more of an impact on the overall 
rating? To answer this question we need to wiggle the same observation across 
a wide range of student or lecturer effects. 

How do we identify this range? `merTools` provides the `REquantile` function 
which helps to identify which levels of the grouping terms correspond to which 
quantile of the magnitude of the random effects:

```{r}
REquantile(m1, quantile = 0.25, groupFctr = "s")
REquantile(m1, quantile = 0.25, groupFctr = "d")
```

Here we can see that group level `r REquantile(m1, quantile = 0.25, groupFctr = "s")` 
corresponds to the 25th percentile of the effect for the student groups, and level 
`REquantile(m1, quantile = 0.25, groupFctr = "d")` corresponds to the 25th 
percentile for the instructor group. Using this information we can reassign 
a specific observation to varying magnitudes of grouping term effects to see 
how much they might influence our final prediction. 

```{r}
example4 <- draw(m1, type = 'average')
example4 <- wiggle(example4, varlist = "s", 
                      list(REquantile(m1, quantile = seq(0.1, 0.9, .1), 
                                 groupFctr = "s")))

example4$yhat <- predict(m1, newdata = example4)

ggplot(example4, aes(x = reorder(s, -yhat), y = yhat)) + 
  geom_line(aes(group = 1)) + 
  theme_bw() + ylim(c(1, 5)) +
  geom_hline(yintercept = mean(InstEval$y), linetype = 2) + 
  geom_hline(yintercept = mean(InstEval$y) + sd(InstEval$y), linetype = 3) + 
  geom_hline(yintercept = mean(InstEval$y) - sd(InstEval$y), linetype = 3)
```

This figure is very interesting because it shows that moving across the range 
of student effects can have a larger impact on the score than the fixed effects 
we observed above. That is, getting a "generous" or a "stingy" rater can have 
a substantial impact on the final rating. 

But, we can do even better. First, we can move beyond the average observation 
by taking advantage of the `varList` option to the function which allows us to 
specify a subset of the data to compute an average for. 

```{r}
subExample <- list(studage = "2", lectage = "4")
example5 <- draw(m1, type = 'average', varList = subExample)
example5
```

Now we have the average observation with a student age of 2 and a lecture age 
of 4. We can then follow the same procedure as before to explore the effects 
on our subsamples. Before we do that, let's fit a slightly more complex model 
that includes a random slope. 

```{r}
data(VerbAgg)
m2 <- glmer(r2 ~ Anger + Gender + btype + situ +
                (1|id) + (1 + Gender|item), family = binomial, 
              data = VerbAgg)

example6 <- draw(m2, type = 'average', varList = list("id" = "149"))
example6$btype <- "scold"
example6$situ <- "self"


tempdf <- wiggle(example6, varlist = "Gender", list(c("M", "F")))
tempdf <- wiggle(tempdf, varlist = "item", 
                    list(unique(VerbAgg$item)))
tempdf$yhat <- predict(m2, newdata = tempdf, type = "response", 
                       allow.new.levels = TRUE)

ggplot(tempdf, aes(x = item, y = yhat, group = Gender)) + 
  geom_line(aes(color = Gender))+ 
  theme_bw() + ylim(c(0, 1)) + 
  theme(axis.text.x = element_text(angle = 20, hjust=1), 
        legend.position = "bottom") + labs(x = "Item", y = "Probability")

```

Here we've shown that the effect of both the intercept and the gender slope on 
item simultaneously affect our predicted value. This results in the two lines 
for predicted values across the items not being parallel. While we can see this 
by looking at the results of the summary of the model object, using `fastdisp`  
in the `merTools` package for larger models, it is not intuitive what that 
effect looks like across different scenarios. `merTools` has given us the 
machinery to investigate this. 

## Uncertainty

The above examples make use of simulation to show the model behavior after
changing some values in a dataset. However, until now, we've focused on using 
point estimates to represent these changes. The use of predicted point estimates 
without incorporating any uncertainty can lead to overconfidence in the precision 
of the model. 

In the `predictInterval` function, discussed in more detail in another package 
vignette, we provide a way to incorporate three out of the four types of 
uncertainty inherent in a model. These are:

1. Overall model uncertainty
2. Uncertainty in fixed effect values
3. Uncertainty in random effect values
4. Uncertainty in the distribution of the random effects

1-3 are incorporated in the results of `predictInterval`, while capturing 4 
would require making use of the `bootMer` function -- options discussed in 
greater detail elsewhere. The main advantage of `predictInterval` is that it is 
fast. By leveraging the power of the `arm::sim()` function, we are able to 
generate prediction intervals for individual observations from very large models 
very quickly. And, it works a lot like `predict`: 

```{r}
exampPreds <- predictInterval(m2, newdata = tempdf, 
                              type = "probability", level = 0.8)

tempdf <- cbind(tempdf, exampPreds)

ggplot(tempdf, aes(x = item, y = fit, ymin = lwr, ymax = upr, 
                   group = Gender)) + 
  geom_ribbon(aes(fill = Gender), alpha = I(0.2), color = I("black"))+ 
  theme_bw() + ylim(c(0, 1)) + 
  theme(axis.text.x = element_text(angle = 20), 
        legend.position = "bottom")+ labs(x = "Item", y = "Probability")
```

Here we can see there is barely any gender difference in terms of area of 
potential prediction intervals. However, by default, this approach includes the 
residual variance of the model. If we instead focus just on the uncertainty of 
the random and fixed effects, we get:

```{r}
exampPreds <- predictInterval(m2, newdata = tempdf, 
                              type = "probability", 
                              include.resid.var = FALSE, level = 0.8)
tempdf <- cbind(tempdf[, 1:8], exampPreds)

ggplot(tempdf, aes(x = item, y = fit, ymin = lwr, ymax = upr, 
                   group = Gender)) + 
  geom_ribbon(aes(fill = Gender), alpha = I(0.2), color = I("black"))+ 
  geom_line(aes(color = Gender)) + 
  theme_bw() + ylim(c(0, 1)) + 
  theme(axis.text.x = element_text(angle = 20), 
        legend.position = "bottom") + labs(x = "Item", y = "Probability")

```

Here, more difference emerges, but we see that the differences are not very 
precise. 
