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ggeffects (version 1.4.0)

hypothesis_test: (Pairwise) comparisons between predictions

Description

Function to test differences of adjusted predictions for statistical significance. This is usually called contrasts or (pairwise) comparisons. test_predictions() is an alias.

Usage

hypothesis_test(model, ...)

test_predictions(model, ...)

# S3 method for default hypothesis_test( model, terms = NULL, by = NULL, test = "pairwise", equivalence = NULL, scale = "response", p_adjust = NULL, df = NULL, ci_level = 0.95, collapse_levels = FALSE, verbose = TRUE, ci.lvl = ci_level, ... )

# S3 method for ggeffects hypothesis_test( model, by = NULL, test = "pairwise", equivalence = NULL, scale = "response", p_adjust = NULL, df = NULL, collapse_levels = FALSE, verbose = TRUE, ... )

Value

A data frame containing predictions (e.g. for test = NULL), contrasts or pairwise comparisons of adjusted predictions or estimated marginal means.

Arguments

model

A fitted model object, or an object of class ggeffects.

...

Arguments passed down to data_grid() when creating the reference grid and to marginaleffects::predictions() resp. marginaleffects::slopes(). For instance, arguments type or transform can be used to back-transform comparisons and contrasts to different scales. vcov can be used to calculate heteroscedasticity-consistent standard errors for contrasts. See examples at the bottom of this vignette for further details. Note the different ways to define the heteroscedasticity-consistent variance-covariance matrix for ggpredict() and hypothesis_test() resp. johnson_neyman(). For ggpredict(), the arguments are named vcov_fun and vcov_args, whereas for hypothesis_test() and johnson_neyman(), there is only the argument vcov. See ?marginaleffects::slopes for further details.

terms

Character vector with the names of the focal terms from model, for which contrasts or comparisons should be displayed. At least one term is required, maximum length is three terms. If the first focal term is numeric, contrasts or comparisons for the slopes of this numeric predictor are computed (possibly grouped by the levels of further categorical focal predictors).

by

Character vector specifying the names of predictors to condition on. Hypothesis test is then carried out for focal terms by each level of by variables. This is useful especially for interaction terms, where we want to test the interaction within "groups". by is only relevant for categorical predictors.

test

Hypothesis to test. By default, pairwise-comparisons are conducted. See section Introduction into contrasts and pairwise comparisons.

equivalence

ROPE's lower and higher bounds. Should be "default" or a vector of length two (e.g., c(-0.1, 0.1)). If "default", bayestestR::rope_range() is used. Instead of using the equivalence argument, it is also possible to call the equivalence_test() method directly. This requires the parameters package to be loaded. When using equivalence_test(), two more columns with information about the ROPE coverage and decision on H0 are added. Furthermore, it is possible to plot() the results from equivalence_test(). See bayestestR::equivalence_test() resp. parameters::equivalence_test.lm() for details.

scale

Character string, indicating the scale on which the contrasts or comparisons are represented. Can be one of:

  • "response" (default), which would return contrasts on the response scale (e.g. for logistic regression, as probabilities);

  • "link" to return contrasts on scale of the linear predictors (e.g. for logistic regression, as log-odds);

  • "probability" (or "probs") returns contrasts on the probability scale, which is required for some model classes, like MASS::polr();

  • "oddsratios" to return contrasts on the odds ratio scale (only applies to logistic regression models);

  • "irr" to return contrasts on the odds ratio scale (only applies to count models);

  • or a transformation function like "exp" or "log", to return transformed (exponentiated respectively logarithmic) contrasts; note that these transformations are applied to the response scale.

Note: If the scale argument is not supported by the provided model, it is automaticaly changed to a supported scale-type (a message is printed when verbose = TRUE).

p_adjust

Character vector, if not NULL, indicates the method to adjust p-values. See stats::p.adjust() or stats::p.adjust.methods for details. Further possible adjustment methods are "tukey" or "sidak", and for johnson_neyman(), "fdr" (or "bh") and "esarey" (or its short-cut "es") are available options. Some caution is necessary when adjusting p-value for multiple comparisons. See also section P-value adjustment below.

df

Degrees of freedom that will be used to compute the p-values and confidence intervals. If NULL, degrees of freedom will be extracted from the model using insight::get_df() with type = "wald".

ci_level

Numeric, the level of the confidence intervals.

collapse_levels

Logical, if TRUE, term labels that refer to identical levels are no longer separated by "-", but instead collapsed into a unique term label (e.g., "level a-level a" becomes "level a"). See 'Examples'.

verbose

Toggle messages and warnings.

ci.lvl

Deprecated, please use ci_level.

Introduction into contrasts and pairwise comparisons

There are many ways to test contrasts or pairwise comparisons. A detailed introduction with many (visual) examples is shown in this vignette.

P-value adjustment for multiple comparisons

Note that p-value adjustment for methods supported by p.adjust() (see also p.adjust.methods), each row is considered as one set of comparisons, no matter which test was specified. That is, for instance, when hypothesis_test() returns eight rows of predictions (when test = NULL), and p_adjust = "bonferroni", the p-values are adjusted in the same way as if we had a test of pairwise comparisons (test = "pairwise") where eight rows of comparisons are returned. For methods "tukey" or "sidak", a rank adjustment is done based on the number of combinations of levels from the focal predictors in terms. Thus, the latter two methods may be useful for certain tests only, in particular pairwise comparisons.

For johnson_neyman(), the only available adjustment methods are "fdr" (or "bh") (Benjamini & Hochberg (1995)) and "esarey" (or "es") (Esarey and Sumner 2017). These usually return similar results. The major difference is that "fdr" can be slightly faster and more stable in edge cases, however, confidence intervals are not updated. Only the p-values are adjusted. "esarey" is slower, but confidence intervals are updated as well.

Global Options to Customize Tables when Printing

The verbose argument can be used to display or silence messages and warnings. Furthermore, options() can be used to set defaults for the print() and print_html() method. The following options are available, which can simply be run in the console:

  • ggeffects_ci_brackets: Define a character vector of length two, indicating the opening and closing parentheses that encompass the confidence intervals values, e.g. options(ggeffects_ci_brackets = c("[", "]")).

  • ggeffects_collapse_ci: Logical, if TRUE, the columns with predicted values (or contrasts) and confidence intervals are collapsed into one column, e.g. options(ggeffects_collapse_ci = TRUE).

  • ggeffects_collapse_p: Logical, if TRUE, the columns with predicted values (or contrasts) and p-values are collapsed into one column, e.g. options(ggeffects_collapse_p = TRUE). Note that p-values are replaced by asterisk-symbols (stars) or empty strings when ggeffects_collapse_p = TRUE, depending on the significance level.

  • ggeffects_collapse_tables: Logical, if TRUE, multiple tables for subgroups are combined into one table. Only works when there is more than one focal term, e.g. options(ggeffects_collapse_tables = TRUE).

  • ggeffects_output_format: String, either "text" or "html". Defines the default output format from ggpredict(). If "html", a formatted HTML table is created and printed to the view pane. If "text" or NULL, a formatted table is printed to the console, e.g. options(ggeffects_output_format = "html").

  • ggeffects_html_engine: String, either "tt" or "gt". Defines the default engine to use for printing HTML tables. If "tt", the tinytable package is used, if "gt", the gt package is used, e.g. options(ggeffects_html_engine = "gt").

Use options(<option_name> = NULL) to remove the option.

References

Esarey, J., & Sumner, J. L. (2017). Marginal effects in interaction models: Determining and controlling the false positive rate. Comparative Political Studies, 1–33. Advance online publication. doi: 10.1177/0010414017730080

See Also

There is also an equivalence_test() method in the parameters package (parameters::equivalence_test.lm()), which can be used to test contrasts or comparisons for practical equivalence. This method also has a plot() method, hence it is possible to do something like:

library(parameters)
ggpredict(model, focal_terms) |>
  equivalence_test() |>
  plot()