gt goodness of fit methods {globaltest} | R Documentation

## Goodness of fit testing in regression models using Global Test

### Description

Tests the goodness of fit of a regression model against a specified alternative using the Global Test. Three main functions are provided: `gtPS` uses Penalized Splines, `gtKS` uses Kernel Smoothers and `gtLI` uses Linear Interactions. The other functions are for external use in combination with `gt`.

### Usage

    gtPS(response, null, data,
          model = c("linear", "logistic", "cox", "poisson", "multinomial"),
          ..., covs, bdeg = 3, nint= 10, pord = 2, interact = FALSE, robust = FALSE,
          termlabels = FALSE, returnZ = FALSE)

    gtKS(response, null, data,
          model = c("linear", "logistic", "cox", "poisson", "multinomial"),
          ..., covs, quant = .25, metric = c("euclidean", "pearson"),
          kernel=c("uniform", "exponential", "triangular", "neighbours", "gauss"),
          robust = FALSE, scale = TRUE, termlabels = FALSE, returnZ = FALSE)

    gtLI(response, null, data, ..., covs, iorder=2, termlabels = FALSE, standardize = FALSE)

    bbase(x, bdeg, nint)

    btensor(xs, bdeg, nint, pord, returnU=FALSE)

    reparamZ(Z, pord, K=NULL, tol = 1e-10, returnU=FALSE)

    reweighZ(Z, null.fit)

    sterms(object, ...)

### Arguments

`response` | The response vector of the regression model. May be supplied as a vector, as a `formula` object, or as an object of class `lm`, `glm` or `coxph`. In the last two cases, the specification of `null` is not required.
`null` | The null design matrix. May be given as a matrix or as a half `formula` object (e.g. `~a+b`).
`data` | Only used when `response` or `null` is given in formula form. An optional data frame, list or environment containing the variables used in the formulae.
`model` | The type of regression model to be tested. If omitted, the function will try to determine the model from the class and values of the `response` argument.
`...` | Any other arguments are also passed on to `gt`.
`covs` | A variable or a vector of variables that are the covariates the smooth terms are function of.
`bdeg` | A vector or a list of vectors which specifies the degree of the B-spline basis, with default `bdeg=3`.
`nint` | A vector or a list of vectors which specifies the number of intervals determined by equally-spaced knots, with default `nint=10`.
`pord` | A vector or a list of vectors which specifies the order of the differences indicating the type of the penalty imposed to the coefficients, with default `pord=2`.
`interact` | `TRUE` to consider a multidimensional smooth function of `covs`.
`termlabels` | `TRUE` to consider e.g. `s(log(cov))` instead of `s(cov)` when `null=~ log(cov)` and `covs` is missing.
`robust` | `TRUE` to obtain an overall test which combines multiple specifications of the B-spline basis arguments (when `bdeg`, `nint` and `pord` are lists) or multiple specifications of the bandwidth (when `quant` is a vector of quantiles).
`returnZ` | `TRUE` gives back the alternative design matrix used in the test.
`quant` | The smoothing bandwidth to be used, expressed as the percentile of the distribution of distance between observations, with default the 25th percentile. To investigate the sensitivity to different choices, `quant` can be a vector of percentiles. See also `robust` argument.
`metric` | A character string specifying the metric to be used. The available options are "euclidean" (the default), "pearson" and "mixed" (to be implemented). "mixed" distance is chosen automatically if some of the selected covariates are not numeric.
`kernel` | A character string giving the smoothing kernel to be used. This must be one of "uniform", "exponential", "triangular", "neighbours", or "Gauss", with default "uniform".
`scale` | `TRUE` to center and scale the covariates before computing the distance.
`iorder` | Order of the linear interactions, e.g. second order interactions, third order etc., with default `iorder=2`.
`standardize` | TRUE standardizes all covariates of the alternative to have unit second central moment. This makes sure that the test result is independent of the relative scaling of the covariates.
`x` | A numeric vector of values at which to evaluate the B-spline basis.
`xs` | A matrix or dataframe where the columns correspond to covariates values.
`returnU` | codeTRUE gives back the nonpenalized part.
`Z` | Alternative design matrix.
`K` | Penalty matrix (i.e. the penalty term is the quadratic form of K and the spline coefficients).
`tol` | Eigenvalues smaller than `tol` are considered zero.
`null.fit` | Fitted null model.
`object` | A `gt.object` from `gtPS`, `gtKS` or `gtLI`.

### Details

These are functions to test for specific types of lack of fit by using the Global Test. Suppose that we are concerned with the adequacy of some regression model `response ~ null`, such as `Y ~ X1 + X2`. The alternative model can be cast into the generic form `response ~ null + alternative`, which comprises different models that accomodate to different types of lack of fit. Thus, the specification of `alternative` is required. It identifies the type of lack of fit the test is directed against.

By using `gtPS`, the alternative is given by a user specified sum of smooth functions of continuous covariates, e.g. `alternative= ~ s(X1)` when `covs="X1"` and `alternative= ~ s(X1) + s(X2)` when `covs=c("X1","X2")`. Smooth terms are constructed using P-splines as proposed by Eilers and Marx (1996). This approach consists in constructing a B-spline basis of degree `bdeg` with `nint + 1` equidistant knots, where a difference penalty of order `pord` is applied to the basis coefficients. If `interact=TRUE`, the alternative is given by a multidimensional smooth function of `covs`, which is represented by a tensor product of marginal B-splines bases and Kronecker sum of the marginal penalties, e.g. `alternative= ~ s(X1,X2)` when `covs=c("X1","X2")` and `interact=TRUE`.

By using `gtKS` the alternative is given by a user specified multidimensional smooth term, e.g. `alternative= ~ s(X1, X2)` when `covs=c("X1","X2")`. Multidimensional smooth terms are represented by a kernel smoother defined by a distance measure (`metric`), a kernel shape (`kernel`) and a bandwidth (`quant`). Because the test is sensitive to the chosen value of `quant`, it is possible to specify `quant` as a vector of different values in combination with `robust=TRUE`. Distance measures for factor covariates and for the situation that both continuous and factor covariates are present are constructed as in le Cessie and van Houwelingen (1995), e.g. `covs=c("X1","X2")` and `distance="mixed"` when `X1` continuous and `X2` factor (to be implemented).

By using `gtLI`, the alternative is given by all the possible ith-order linear interactions between `covs`, e.g. `alternative= ~ X1:X2 + X1:X3 + X2:X3` when `covs=c("X1","X2","X3")` and `iorder=2`.

The remaining functions are meant for constructing the alternative design matrix that will be used in the `alternative` argument of the `gt` function. `bbase` constructs the B-spline basis for the covariate `x`. This function is based on the functions provided by Eilers and Marx (1996). `btensor` builts a tensor product of B-splines for the covariates `xs`, which is reparameterized according with a Kroneker sum of penalties. `reparamZ` reparameterizes the alternative design matrix (e.g. a spline basis `B`) according with the order of differences `pord` or via the spectral decomposition of a roughness matrix `K`. When several smooth terms are to be combined, `reweighZ` assigns equal weight to each component term.

See the vignette for more examples.

### Value

The function returns an object of class `gt.object`. Several operations and diagnostic plots can be made from this object.

### Methods

sterms

  (gt.object): Prints the smooth terms specified by `gtPS`, `gtKS` or `gtLI`.

### Note

Currently linear (normal), logistic, multinomial logistic and Poisson regression models with canonical links and Cox's proportional hazards regression model are supported.

### Author(s)

Aldo Solari: aldo.solari@unimib.it

### References

Eilers, Marx (1996). Flexible smoothing with B-splines and penalties. Statistical Science, 11: 89-121.

le Cessie, van Houwelingen (1995). Testing the Fit of a Regression Model Via Score Tests in Random Effects Models. Biometrics 51: 600-614.

For references related to applications of the test, see the vignette GlobalTest.pdf included with this package.

### See Also

The `gt` function. The `gt.object` and useful functions associated with that object.

### Examples

     # Random data
        set.seed(0)
        X1<-runif(50)
        s1 <- function(x) exp(2 * x)
        e <- rnorm(50)
        Y <-  s1(X1) + e

        ### gtPS
        res<-gtPS(Y~X1)
        res@result
        sterms(res)

        # model input
        rdata<-data.frame(Y,X1)
        nullmodel<-lm(Y~X1,data=rdata)
        gtPS(nullmodel)

        # formula input and termlabels
        gtPS(Y~exp(2*X1),data=rdata)
        gtPS(Y~exp(2*X1),covs="exp(2 * X1)",data=rdata)
        sterms(gtPS(Y~exp(2*X1),data=rdata,termlabels=TRUE))

        # P-splines arguments
        gtPS(Y~X1, bdeg=3, nint=list(a=10, b=30), pord=0)
        gtPS(Y~X1, bdeg=3, nint=list(a=10, b=30), pord=0, robust=TRUE)

        # Random data: additive model
        X2<-runif(50)
        s2 <- function(x) 0.2 * x^11 * (10 * (1 - x))^6 + 10 * (10 * x)^3 * (1 - x)^10
        Y <-  s1(X1) + s2(X2) + e
        gtPS(Y~X1+X2)
        gtPS(Y~X1+X2, covs="X2")
        sterms(gtPS(Y~X1+X2, nint=list(a=c(10,30), b=20)))

        # Random data: smooth surface
        s12 <- function(a, b, sa = 1, sb = 1) {
                (pi^sa * sb) * (1.2 * exp(-(a - 0.2)^2/sa^2 - (b - 0.3)^2/sb^2) +
                0.8 * exp(-(a - 0.7)^2/sa^2 - (b - 0.8)^2/sb^2))
                }
        Y <- s12(X1,X2) + e

        # Tensor product of P-splines
        res<-gtPS(Y~X1*X2, interact=TRUE)
        res@result
        sterms(res)

        ### gtKS
        res<-gtKS(Y~X1*X2)
        res@result
        sterms(res)
        gtKS(Y~X1*X2, quant=seq(.05,.95,.05), robust=TRUE)

        ### gtLI
        library(MASS)
        data(Boston)
        gtLI(medv~., data=Boston, standardize=TRUE)

[Package globaltest version 5.46.0 Index]