\documentclass[12pt]{article}
%% vignette index specifications need to be *after* \documentclass{}
%\VignetteEngine{knitr::knitr}
%\VignetteIndexEntry{model evaluation}
%\VignettePackage{glmmTMB}
%\VignetteDepends{ggplot2}
%\VignetteDepends{car}
%\VignetteDepends{emmeans}
%\VignetteDepends{effects}
%\VignetteDepends{multcomp}
%\VignetteDepends{MuMIn}
%\VignetteDepends{DHARMa}
%\VignetteDepends{broom}
%\VignetteDepends{broom.mixed}
%\VignetteDepends{dotwhisker}
%\VignetteDepends{texreg}
%\VignetteDepends{xtable}
%\VignetteDepends{huxtable}
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\usepackage{hhline}
\usepackage{calc}
\usepackage{tabularx}
\usepackage{threeparttable} % maybe not available elsewhere?
\usepackage{wrapfig}
\usepackage{adjustbox}
\newcommand{\R}{{\sf R}}
\newcommand{\fixme}[1]{\textbf{\color{red} fixme: #1}}
\newcommand{\notimpl}[1]{\emph{\color{magenta} #1}}
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\title{Post-model-fitting procedures with \tcode{glmmTMB} models: diagnostics, inference, and model output}
\date{\today}
\author{}
\begin{document}
\maketitle

%\linenumbers
%% FIXME: pipeline for re-running stored objects
%% FIXME: improve owls fit so DHARMa looks OK?
%% FIXME: fix broom.mixed:tidy method
%% FIXME: huxtable issues

<<setopts,echo=FALSE,message=FALSE>>=
library("knitr")
opts_chunk$set(fig.width=5,fig.height=5,
               error=FALSE,
               out.width="0.8\\textwidth",echo=TRUE)
## https://tex.stackexchange.com/questions/148188/knitr-xcolor-incompatible-color-definition/254482
knit_hooks$set(document = function(x) {sub('\\usepackage[]{color}', '\\usepackage{xcolor}', x, fixed = TRUE)})
Rver <- paste(R.version$major,R.version$minor,sep=".")
used.pkgs <- c("glmmTMB","bbmle")  ## packages to report below
@ 

The purpose of this vignette is to describe (and test) the
functions in various downstream packages that are available for summarizing
and otherwise interpreting glmmTMB fits.
Some of the packages/functions discussed below may
not be suitable for inference on parameters of
the zero-inflation or dispersion
models, but will be restricted to the conditional-mean model.

<<packages,message=FALSE>>=
library(glmmTMB)
library(car)
library(emmeans)
library(effects)
library(multcomp)
library(MuMIn)
library(DHARMa)
library(broom)
library(broom.mixed)
library(dotwhisker)
library(ggplot2); theme_set(theme_bw())
library(texreg)
library(xtable)
## temporarily disabled: causes problems with <<caranova1>> chunk?
## library(huxtable)
## retrieve slow stuff
L <- load(system.file("vignette_data","model_evaluation.rda",
                      package="glmmTMB"))
@

A couple of example models:

% don't need to evaluate this since we have loaded owls_nb1 from model_evaluation.rda
<<examples,eval=TRUE>>=
owls_nb1 <- glmmTMB(SiblingNegotiation ~ FoodTreatment*SexParent +
                        (1|Nest)+offset(log(BroodSize)),
                    contrasts=list(FoodTreatment="contr.sum",
                                   SexParent="contr.sum"),
                    family = nbinom1,
                    zi = ~1, data=Owls)
@

<<fit_model3,cache=TRUE>>=
data("cbpp",package="lme4")
cbpp_b1 <- glmmTMB(incidence/size~period+(1|herd),
                   weights=size,family=binomial,
                   data=cbpp)
## simulated three-term Beta example
set.seed(1001)
dd <- data.frame(z=rbeta(1000,shape1=2,shape2=3),
                 a=rnorm(1000),b=rnorm(1000),c=rnorm(1000))
simex_b1 <- glmmTMB(z~a*b*c,family=beta_family,data=dd)
@

\section{model checking and diagnostics}

\subsection{\tcode{DHARMa}}

The \code{DHARMa} package provides diagnostics for hierarchical models. After running

% set to eval=FALSE since we have this stored in model_evaluation.rda
<<dharma_sim,eval=FALSE,message=FALSE>>=
owls_nb1_simres <- simulateResiduals(owls_nb1)
@

you can plot the results:

<<dharma_plotfig,fig.width=8,fig.height=4>>=
plot(owls_nb1_simres)
@

\code{DHARMa} provides lots of other methods based on the simulated residuals:
see \tcode{vignette("DHARMa", package="DHARMa")}

\subsubsection{issues}

\begin{itemize}
\item \code{DHARMa} will only work for models using families for which a simulate method has been implemented (in \code{TMB}, and appropriately reflected in \code{glmmTMB})
\end{itemize}

\section{Inference}

\subsection{\tcode{car::Anova}}

We can use \code{car::Anova()} to get traditional ANOVA-style tables from \code{glmmTMB} fits. A few limitations/reminders:

\begin{itemize}
\item these tables use Wald $\chi^2$ statistics for comparisons (neither likelihood ratio tests nor $F$ tests)
\item they apply to the fixed effects of the conditional component of the model only (other components \emph{might} work, but haven't been tested at all)
\item as always, if you want to do type 3 tests, you should probably set sum-to-zero contrasts on factors and center numerical covariates (see contrasts argument above)
\end{itemize}

<<caranova1>>=
if (requireNamespace("car") && getRversion() >= "3.6.0") {
    Anova(owls_nb1)  ## default type II
    Anova(owls_nb1,type="III")
}
@


\subsection{effects}

<<effects1,fig.width=8,fig.height=4>>=
effects_ok <- (requireNamespace("effects") && getRversion() >= "3.6.0")
if (effects_ok) {
    (ae <- allEffects(owls_nb1))
    plot(ae)
}
@

(the error can probably be ignored)

<<effects2, fig.width=12,fig.height=12>>=
if (effects_ok) {
  plot(allEffects(simex_b1))
}
@


\subsection{\tcode{emmeans}}

<<emmeans1>>=
emmeans(owls_nb1, poly ~ FoodTreatment | SexParent)
@

\subsection{\tcode{drop1}}

\code{stats::drop1} is a built-in R function that refits the model with various terms dropped. In its default mode it respects marginality (i.e., it will only drop the top-level interactions, not the main effects):

<<drop1_eval,cache=TRUE>>=
system.time(owls_nb1_d1 <- drop1(owls_nb1,test="Chisq"))
@
<<print_drop1>>=
print(owls_nb1_d1)
@

In principle, using \code{scope = . ~ . - (1|Nest)} should work to execute a ``type-3-like'' series of tests, dropping the main effects one at a time while leaving the interaction in (we have to use \code{- (1|Nest)} to exclude the random effects because \code{drop1} can't handle them). However, due to the way that R handles formulas, dropping main effects from an interaction of *factors* has no effect on the overall model. (It would work if we were testing the interaction of continuous variables.)

\subsubsection{issues}

The \code{mixed} package implements a true ``type-3-like'' parameter-dropping mechanism for \code{[g]lmer} models. Something like that could in principle be applied here.

\subsection{Model selection and averaging with \tcode{MuMIn}}

We can run \code{MuMIn::dredge(owls_nb1)} on the model to fit all possible submodels.
Since this takes a little while (45 seconds or so), we've instead loaded some previously computed results:

% stored in vignette_data/model_evaluation.rda ...
<<dredge1>>=
owls_nb1_dredge
@

<<plot_dredge1,fig.width=8,fig.height=8>>=
op <- par(mar=c(2,5,14,3))
plot(owls_nb1_dredge)
par(op) ## restore graphics parameters
@

Model averaging:

<<mumin_MA>>=
model.avg(owls_nb1_dredge)
@

\subsubsection{issues}

\begin{itemize}
\item may not work for Beta models because the \code{family} component ("beta") is not identical to the name of the family function (\code{beta_family()})? (Kamil Bartoń, pers. comm.)
\end{itemize}


\subsection{\tcode{multcomp} for multiple comparisons and \emph{post hoc} tests}

<<glht_use>>=
g1 <- glht(cbpp_b1, linfct = mcp(period = "Tukey"))
summary(g1)
@

\section{Extracting coefficients, coefficient plots and tables}

\subsection{\tcode{broom} and friends}

The \code{broom} and \code{broom.mixed} packages are designed to extract information from a broad range of models in a convenient (tidy) format; the dotwhisker package builds on this platform to draw elegant coefficient plots.

<<broom_mixed,fig.height=3,fig.width=5>>=
if (requireNamespace("broom.mixed") && requireNamespace("dotwhisker")) {
  t1 <- broom.mixed::tidy(owls_nb1, conf.int = TRUE)
  t1 <- transform(t1,
                  term=sprintf("%s.%s", component, term))

  if (packageVersion("dotwhisker")>"0.4.1") {
    dw <- dwplot(t1)
  } else {
    owls_nb1$coefficients <- TRUE  ## hack!
    dw <- dwplot(owls_nb1,by_2sd=FALSE)
  }
  print(dw+geom_vline(xintercept=0,lty=2))
}
@


\subsubsection{issues}

(these are more general \code{dwplot} issues)


\begin{itemize}
\item use black rather than color(1) when there's only a single model, i.e. only add aes(colour=model) conditionally?
- draw points even if std err / confint are NA (draw \code{geom_point()} as well as \code{geom_pointrange()}? need to apply all aesthetics, dodging, etc. to both ...)
\item for glmmTMB models, allow labeling by component? or should this be done by manipulating the tidied frame first? (i.e.: \code{tidy(.) \%>\% tidyr::unite(term,c(component,term))})
\end{itemize}

\subsection{coefficient tables with \tcode{xtable}}

The \code{xtable} package can output data frames as \LaTeX\ tables;
this isn't quite as elegant as \code{stargazer} etc., but is not a bad
start. I've sprinkled lots of hard line-breaks, spaces, and newlines in below: someone who was better at \TeX\ could certainly do a better job. (\code{xtable} can also produce HTML output.)

<<xtable_prep>>=
ss <- summary(owls_nb1)
## print table; add space, 
pxt <- function(x,title) {
  cat(sprintf("{\n\n\\textbf{%s}\n\\ \\\\\\vspace{2pt}\\ \\\\\n",title))
  print(xtable(x), floating=FALSE); cat("\n\n")
  cat("\\ \\\\\\vspace{5pt}\\ \\\\\n")
}

<<xtable_sum,eval=FALSE>>=
pxt(lme4::formatVC(ss$varcor$cond),"random effects variances")
pxt(coef(ss)$cond,"conditional fixed effects")
pxt(coef(ss)$zi,"conditional zero-inflation effects")
@

<<xtable_sum_real,results="asis",echo=FALSE>>=
if (requireNamespace("xtable")) {
  pxt(lme4::formatVC(ss$varcor$cond),"random effects variances")
  pxt(coef(ss)$cond,"conditional fixed effects")
  pxt(coef(ss)$zi,"conditional zero-inflation effects")
}
@

\subsection{coefficient tables with \tcode{texreg}}

For now, to avoid needing to import the \tcode{texreg} package,
we are providing the required \tcode{extract.glmmTMB} in a separate
R file that you can import with \tcode{source()}, as follows:

<<texreg1,results="asis">>=
source(system.file("other_methods","extract.R",package="glmmTMB"))
texreg(owls_nb1,caption="Owls model", label="tab:owls")
@

See output in Table~\ref{tab:owls}.

\subsection{coefficient tables with \tcode{huxtable}}

The \code{huxtable} package allows output in either \LaTeX\ or HTML: this example is tuned for \LaTeX. \emph{The current version (5.0.0) is giving us a little bit of trouble, so we've temporarily disabled evaluation of this code chunk \ldots}

<<huxtable,results="asis",eval=FALSE>>=
## library("huxtable")
cc <- c("intercept (mean)"="(Intercept)",
        "food treatment (starvation)"="FoodTreatment1",
        "parental sex (M)"="SexParent1",
        "food $\\times$ sex"="FoodTreatment1:SexParent1")
h0 <- huxreg(" "=owls_nb1, # give model blank name so we don't get '(1)'
             tidy_args=list(effects="fixed"),
             coefs=cc,
             error_pos="right",
             statistics="nobs" # don't include logLik and AIC
             )
names(h0)[2:3] <- c("estimate","std. err.")
## allow use of math notation in name
h1 <- set_cell_properties(h0,row=5,col=1,escape_contents=FALSE)
cat(to_latex(h1,tabular_only=TRUE))
@    


\subsubsection{issues}

\begin{itemize}
  \item \code{huxtable} needs quite a few additional \LaTeX\ packages: use \code{report_latex_dependencies()} to see what they are.
\end{itemize}

\section{influence measures}

\emph{Influence measures} quantify the effects of particular observations, or groups of observations, on the results of a statistical model; \emph{leverage} and \emph{Cook's distance} are the two most common formats for influence measures. If a \href{https://en.wikipedia.org/wiki/Projection_matrix}{projection matrix} (or ``hat matrix'') is available, influence measures can be computed efficiently; otherwise, the same quantities can be estimated by brute-force methods, refitting the model with each group or observation successively left out.

We've adapted the \tcode{car::influence.merMod} function to handle \tcode{glmmTMB} models; because it uses brute force, it can be slow, especially if evaluating the influence of individual observations.  For now, it is included as a separate source file rather than exported as a method (see below), although it may be included in the package (or incorporated in the \tcode{car} package) in the future.

<<load_infl>>=
source(system.file("other_methods","influence_mixed.R", package="glmmTMB"))
@ 


<<infl, eval=FALSE>>=
owls_nb1_influence_time <- system.time(
  owls_nb1_influence <- influence_mixed(owls_nb1, groups="Nest")
)
@

Re-fitting the model with each of the \Sexpr{length(unique(Owls$Nest))} nests excluded takes \Sexpr{round(owls_nb1_influence_time[["elapsed"]])} seconds (on an old Macbook Pro). The \tcode{car::infIndexPlot()} function is one way of displaying the results:

<<plot_infl>>=
car::infIndexPlot(owls_nb1_influence)
@ 

Or, you can transform the results and plot them however you like:

<<plot_infl2,fig.width=10,fig.height=6,out.width="\\textwidth">>=
inf <- as.data.frame(owls_nb1_influence[["fixed.effects[-Nest]"]])
inf <- transform(inf,
                 nest=rownames(inf),
                 cooks=cooks.distance(owls_nb1_influence))
inf$ord <- rank(inf$cooks)
if (require(reshape2)) {
  inf_long <- melt(inf, id.vars=c("ord","nest"))
  gg_infl <- (ggplot(inf_long,aes(ord,value))
    + geom_point()
    + facet_wrap(~variable, scale="free_y")
    ## n.b. may need expand_scale() in older ggplot versions ?
    + scale_x_reverse(expand=expansion(mult=0.15))
    + scale_y_continuous(expand=expansion(mult=0.15))
    + geom_text(data=subset(inf_long,ord>24),
                aes(label=nest),vjust=-1.05)
  )
  print(gg_infl)
}
@ 


\section{to do}

\begin{itemize}
\item more plotting methods (\code{sjplot})
\item output with \code{memisc}
\item AUC etc. with \code{ModelMetrics}
\end{itemize}

<<save_out,echo=FALSE>>=
## store time-consuming stuff
save("owls_nb1",
     "owls_nb1_simres",
     "owls_nb1_dredge",
     "owls_nb1_influence",
     "owls_nb1_influence_time",
     file="../inst/vignette_data/model_evaluation.rda",
     version=2 ## for compatibility with R < 3.6.0
     )
@
\end{document}


