Overview

(G)LMMs
Power
simglm package
Shiny Demo - Broken!

Linear Mixed Model (LMM)

Power

Power is the ability to statistically detect a true effect (i.e. non-zero population effect).
For simple models (e.g. t-tests, regression) there are closed form equations for generating power.
- R has routines for these: power.t.test, power.anova.test
- Gpower3

Power Example

n <- seq(4, 1000, 2)
power <- sapply(seq_along(n), function(i) 
  power.t.test(n = n[i], delta = .15, sd = 1, type = 'two.sample')$power)

Power for (G)LMM

Power for more complex models is not as straightforward;
- particularly with messy real world data.
There is software for GLMM models to generate power:
- Optimal Design: http://hlmsoft.net/od/
- MLPowSim: http://www.bristol.ac.uk/cmm/software/mlpowsim/
- Snijders, Power and Sample Size in Multilevel Linear Models.

Power is hard

In practice, power is hard.
Need to make many assumptions on data that has not been collected.
- Therefore, data assumptions made for power computations will likely differ from collected sample.
A power analysis needs to be flexible, exploratory, and well thought out.

Power is Fun?

Three common reasons to do power analysis:
1. Power evidence for grant/planning
2. Post Hoc to explore insignificant results
3. Monte Carlo studies

`simglm` Overview

simglm aims to simulate (G)LMMs with up to three levels of nesting (aim to add more later).
Flexible data generation allows:
- any number of covariates and discrete covariates
- change distribution of continuous covariates
- change random distribution
- unbalanced data
- missing data
- serial correlation

Power with `simglm`

Power with simglm takes on a Monte Carlo approach
- This can provide a more thorough analysis/understanding of power.
Always outputs a data frame
- Useful for plotting
- Data manipulation
- etc.
Serves as a wrapper around data generation process.

Power Analysis with `simglm`

Factorial Design:
1. Idenfity factors that influences power
2. Determine number of replications
3. Explore results
Future Development
1. Add ability for data generation and power model to differ

Simple Example

Suppose we wished to generate data for a simple logistic regression.

library(simglm)

fixed <- ~ 1 + act + diff
fixed_param <- c(0.1, 0.5, 0.3)
cov_param <- list(dist_fun = c('rnorm', 'rnorm'),



  var_type = c("single", "single"),



  opts = list(list(mean = 0, sd = 2),






  list(mean = 0, sd = 4)))
n <- 50
temp_single <- sim_glm(fixed = fixed, fixed_param = fixed_param, 




  cov_param = cov_param, 




  n = n, data_str = "single")

Output

head(temp_single)

##   X.Intercept.         act       diff       Fbeta  logistic sim_data ID
## 1            1 -0.02913722 -0.4430546 -0.04748497 0.4881310        1  1
## 2            1  0.66199364  2.1443743  1.07430910 0.7454155        1  2
## 3            1  1.44621026 -1.1909231  0.46582819 0.6143959        0  3
## 4            1 -0.26011629  3.4395304  1.00180096 0.7314125        0  4
## 5            1 -0.09984213  0.8485436  0.30464201 0.5755769        1  5
## 6            1 -2.72704127  3.3246515 -0.26612517 0.4338586        0  6

Simple Power Analysis

Suppose we wish to use the same generating model for a power analysis

pow_param <- c('(Intercept)', 'act', 'diff')
alpha <- .01
pow_dist <- "z"
pow_tail <- 2
replicates <- 100

power_out <- sim_pow_glm(fixed = fixed, fixed_param = fixed_param, 
                         cov_param = cov_param, 
                         n = n, data_str = "single", 
                         pow_param = pow_param, alpha = alpha,
                         pow_dist = pow_dist, pow_tail = pow_tail, 
                         replicates = replicates)

Output

power_out

## # A tibble: 3 × 6
##           var avg_test_stat sd_test_stat power num_reject num_repl
##        <fctr>         <dbl>        <dbl> <dbl>      <dbl>    <dbl>
## 1 (Intercept)      0.878713    0.6709319  0.01          1      100
## 2         act      2.342617    0.5777646  0.34         34      100
## 3        diff      2.609432    0.5506204  0.56         56      100

Varying Arguments

Now suppose we wish to vary the following arguments:
- Vary n - 50 vs 150
- vary effect size on diff - .3 vs .45

terms_vary <- list(n = c(50, 150),
                   fixed_param = list(c(0.1, 0.5, 0.3), 
                                      c(0.1, 0.5, 0.45)))

power_out <- sim_pow_glm(fixed = fixed, fixed_param = fixed_param, 
                         cov_param = cov_param, 
                         n = n, data_str = "single", 
                         pow_param = pow_param, alpha = alpha,
                         pow_dist = pow_dist, pow_tail = pow_tail, 
                         replicates = replicates, 
                         terms_vary = terms_vary)

Output

power_out

## Source: local data frame [12 x 8]
## Groups: var, n [?]
## 
##            var     n  fixed_param avg_test_stat sd_test_stat power
##         <fctr> <dbl>       <fctr>         <dbl>        <dbl> <dbl>
## 1  (Intercept)    50  0.1,0.5,0.3     0.7778328    0.5863240  0.00
## 2  (Intercept)    50 0.1,0.5,0.45     0.8364212    0.6377631  0.01
## 3  (Intercept)   150  0.1,0.5,0.3     0.8629973    0.5814426  0.00
## 4  (Intercept)   150 0.1,0.5,0.45     0.9183353    0.6879182  0.01
## 5          act    50  0.1,0.5,0.3     2.4246997    0.6222346  0.44
## 6          act    50 0.1,0.5,0.45     2.2247451    0.6688308  0.34
## 7          act   150  0.1,0.5,0.3     4.3196568    0.6233962  0.99
## 8          act   150 0.1,0.5,0.45     3.9515646    0.6332452  0.97
## 9         diff    50  0.1,0.5,0.3     2.7887204    0.4892985  0.73
## 10        diff    50 0.1,0.5,0.45     3.0747886    0.3988745  0.89
## 11        diff   150  0.1,0.5,0.3     4.7892881    0.5025082  1.00
## 12        diff   150 0.1,0.5,0.45     5.6060130    0.2823105  1.00
## # ... with 2 more variables: num_reject <dbl>, num_repl <dbl>

Move to Mixed Models

It is simple to move from single level to multilevel or mixed models.

fixed <- ~1 + time + diff + act + time:act
random <- ~1 + time
fixed_param <- c(0, 0.2, 0.1, 0.3, 0.05)
random_param <- list(random_var = c(3, 2), rand_gen = "rnorm")
cov_param <- list(dist_fun = c('rnorm', 'rnorm'),
                  var_type = c("lvl1", "lvl2"),
                  opts = list(list(mean = 0, sd = 3),
                              list(mean = 0, sd = 2)))
n <- 50
p <- 6
data_str <- "long"

temp_long <- sim_glm(fixed = fixed, random = random, fixed_param = fixed_param,
                     random_param = random_param, cov_param = cov_param,
                     n = n, p = p, k = NULL, data_str = data_str)

Output

head(temp_long)

##   X.Intercept. time        diff        act   time.act        b0        b1
## 1            1    0 -6.76572749 -0.3932853  0.0000000 -1.947485 -2.295427
## 2            1    1  0.15530420 -0.3932853 -0.3932853 -1.947485 -2.295427
## 3            1    2  0.07605058 -0.3932853 -0.7865707 -1.947485 -2.295427
## 4            1    3 -1.11192544 -0.3932853 -1.1798560 -1.947485 -2.295427
## 5            1    4 -4.17141062 -0.3932853 -1.5731413 -1.947485 -2.295427
## 6            1    5  4.77024867 -0.3932853 -1.9664267 -1.947485 -2.295427
##         Fbeta    randEff   logistic         prob sim_data withinID clustID
## 1 -0.79455835  -1.947485  -2.742044 6.053757e-02        0        1       1
## 2  0.07788055  -4.242913  -4.165032 1.529175e-02        0        2       1
## 3  0.25029093  -6.538340  -6.288049 1.854935e-03        0        3       1
## 4  0.31182906  -8.833767  -8.521938 1.990136e-04        0        4       1
## 5  0.18621627 -11.129195 -10.942978 1.768142e-05        0        5       1
## 6  1.26071793 -13.424622 -12.163904 5.215325e-06        0        6       1

Doing Power

Power is also easily extended.

pow_param <- c('time', 'diff', 'act')
alpha <- .01
pow_dist <- "z"
pow_tail <- 2
replicates <- 20

power_out <- sim_pow_glm(fixed = fixed, random = random, 
                     fixed_param = fixed_param, 
                     random_param = random_param, cov_param = cov_param, 
                     k = NULL, n = n, p = p,
                     data_str = data_str, unbal = FALSE, pow_param = pow_param, 
                     alpha = alpha, pow_dist = pow_dist, pow_tail = pow_tail,
                     replicates = replicates)

Output

power_out

## # A tibble: 3 × 6
##      var avg_test_stat sd_test_stat power num_reject num_repl
##   <fctr>         <dbl>        <dbl> <dbl>      <dbl>    <dbl>
## 1    act      12.06197     46.70227  0.20          4       20
## 2   diff      11.89673     45.13827  0.25          5       20
## 3   time      18.78877     79.36869  0.05          1       20

Vary Arguments

Perhaps our effect size estimate is conservative.

terms_vary <- list(fixed_param = list(c(0, 0.2, 0.1, 0.3, 0.05), 
                                      c(0, 0.2, 0.3, 0.3, 0.05)))

power_out <- sim_pow_glm(fixed = fixed, random = random, 
                     fixed_param = fixed_param, 
                     random_param = random_param, cov_param = cov_param, 
                     k = NULL, n = n, p = p,
                     data_str = data_str, unbal = FALSE, pow_param = pow_param, 
                     alpha = alpha, pow_dist = pow_dist, pow_tail = pow_tail,
                     replicates = replicates, 
                     terms_vary = terms_vary)

Output

power_out

## Source: local data frame [6 x 7]
## Groups: var [?]
## 
##      var        fixed_param avg_test_stat sd_test_stat power num_reject
##   <fctr>             <fctr>         <dbl>        <dbl> <dbl>      <dbl>
## 1    act 0,0.2,0.1,0.3,0.05     1.1914255    0.8114762  0.10          2
## 2    act 0,0.2,0.3,0.3,0.05    22.9059014   96.3531136  0.15          3
## 3   diff 0,0.2,0.1,0.3,0.05     1.3071639    0.8681348  0.05          1
## 4   diff 0,0.2,0.3,0.3,0.05    17.4774138   62.2814403  0.95         19
## 5   time 0,0.2,0.1,0.3,0.05     0.9281452    0.7670600  0.05          1
## 6   time 0,0.2,0.3,0.3,0.05    12.1678311   49.9607401  0.05          1
## # ... with 1 more variables: num_repl <dbl>

Shiny App

Note: This app currently looks nice, but is utterly broken!

shiny::runGitHub('simglm', username = 'lebebr01', subdir = 'inst/shiny_examples/demo')

or

devtools::install_github('lebebr01/simglm')
library(simglm)
run_shiny()

Must have following packages installed: simglm, shiny, shinydashboard, ggplot2, lme4, DT.

`simglm` timeline

Aim to have this package submitted to CRAN by the end of March.
Fix Shiny application.
For now look for the package on GitHub http://github.com/lebebr01/simglm

Questions?

Twitter: @blebeau11
Website: http://brandonlebeau.org
Slides: http://brandonlebeau.org/2017/02/24/csp2017.html
GitHub: http://github.com/lebebr01/simglm

Make Power Fun (Again?)

Brandon LeBeau

University of Iowa

Overview

Linear Mixed Model (LMM)

Power

Power Example

Power for (G)LMM

Power is hard

Power is Fun?

`simglm` Overview

Power with `simglm`

Power Analysis with `simglm`

Simple Example

Output

Simple Power Analysis

Output

Varying Arguments

Output

Move to Mixed Models

Output

Doing Power

Output

Vary Arguments

Output

Shiny App

`simglm` timeline

Questions?