A mixed effects model for variances of binomialprobability as a responsee
Hi Ramon (and others reading this), Thanks for the response. I'm attaching my real data - it has these columns: subject - subject name (S1, S2,...) group - group name (G1, G2) - a subject can only belong to either of the two groups environment - environment name (E1, E2, E3). the next 27 columns (named n.1-n.27) are the number of trails in each replicate the following 27 columns (named k.1-k.27) are the number of successes out of the number of trials in each corresponding replicate (so k.1 is the number of success out of n.1 trials, and so on). Note that there are NA values in corresponding n and k cells in the table. Also, not all subjects were sampled from all 3 environments due to technical problems, so the data are not fully balanced. I know this table is a bit different from my earlier description of the data. It is so only and it is because I wanted to make it simple. Let me try and clarify, and hopefully all of the below will answer your questions. What may affect the variances of the success probabilities (proportions)? 1. The proportion itself (natural to binomially distributed data). See attached Fig1 that plots sample variances of success probabilities vs. their sample mean. 2. The number of trails in each replicate. As I said, the number of trails is inherent to the subject and the environment it was measured in, the experimenter has no control over it. As the attached Fig2 shows, subjects with a high average number of trials have lower sample variances of their success probabilities. The opposite however is not clear. The sample variances of subjects with a low average number of trials vary greatly. So obviously, the number of trails has an effect on the variance of the proportion but there's still a sizable fraction of variance (of the proportion variances) that are not explained by that. 3. The group - that's the effect I'm interested in. Fig1 and Fig2 show that the G1 dots have lower sample variances of success probabilities than G2 dots. 4. The environment. These environments were chosen at random and therefore I think they should be REs. (In all attached figures the environments isn't indicated) I've also attached a figure of the success probabilities vs, the number of trials (Fig3). I think the figures show pretty clearly that both number of trails, success probability, and group affect the variance of success probability, and therefore the model I'm looking for should estimate all of these. Thanks a lot, Nimrod
On Thu, Mar 27, 2014 at 4:39 AM, Ramon Diaz-Uriarte <rdiaz02 at gmail.com>wrote:
Dear Nimrod, Just my 2 cents (even less than 2): On Thu, 01-01-1970, at 01:00, nimrod.rubinstein < nimrod.rubinstein at gmail.com> wrote:
Hi all, I have the following data: 50 subjects that belong to 2 groups (25 in each group). For each subject
I
have replicated measurements (in the range of 15-30 replicates per
subject)
of the number of trails as well as the number successes out of these trails. Each single trial in each single replicate for each subject is assumed to be a Bernoulli experiment, therefore the number of successes
in
each replicate is assumed to be a binomially distributed random variable. To complicate things even more, for each subject from each group I have
not
1 but 3 series of these replicated measurements, from 3 different
environments (the 3 environments are the same for all subjects).
A few example lines of how my data looks like:
subject group environment number.trails number.successes
S1 G1 E1 10100,13209,17621 8500,11622,14684
S1 G1 E2 13322,12225,10024 10351,10222,7951
S1 G1 E3 9812,13500,13214 7245,10622,10684
.
.
.
S50 G2 E1 60547,75345,68412 12014,13214,15244
S50 G2 E2 50897,62541,61247 10141,13251,30645
S50 G2 E3 59214,84264,74156 17245,16425,11123
Where the comma separated number of successes correspond to the comma
separated number of trials in each replicate.
I want to test whether the variances of the success probabilities of
subjects from group G1 are significantly smaller than the variances of
the
success probabilities of subjects from group G2.
But, as you say in point 1. below (and in another reply), if this is really binomial, then you already know that if probabilities in G1 are different from probabilities in G2 your variances will differ. So I am not sure I even understand this hypothesis/question.
In other words, for each subject in each replicate a success probability can be estimated from the observed data. Then the variance of those
success
probabilities over all replicates from a specific environment can be estimated. I would like to know whether these variances are smaller in subjects from G1 vs. subjects from G2. The issues are: 1. The variance of a success probability depends on the success probability itself (natural to binomially distributed data). I need to account for this effect. 2. The number of trails (although at least in the hundreds for all subjects) varies several orders of magnitude among subjects. That by
itself
affects the accuracy of estimating the success probability, but in addition, I cannot rule out an inherent dependency between the number
of
observed trials and the success probability (there is no control over
the
number of trials in the experiment - it is observed). In other words, having a lower number of trails by itself may affect the success probability.
That last issue seems very problematic to me. If I understand correctly, we could think of a perverse situation where, say, you can never observe low success probabilities if those are related to number of trials around 0. Can you do a simple plot of probability of success (or its logit) vs number of trials, to rule out perverse scenarios? Is probability of success always larger than 0? And number of trials always sufficiently different from 0? And you say "varies by subject", so the number of trials is always the same for a subject? And the potential relationship prob <-> number of trials is due to among-subject variation? So you could approach the problem via a random effect for subject? If you compare G1 and G2 for number of trials: are there differences?
I though a simple way to test my hypothesis is to compute the success probability in each replicate as number.successes/number.trails, and then the sample mean and sample variance of these success probabilities over
all
replicates, as well as the mean number of trials over all replicates
(added
to my data as sample.mean, sample.var and mean.trials fields). Then I can use the lmer function in the lme4 package this way: null.model = lmer(sample.var ~ sample.mean + mean.trials +
(1|environment),
my.data, REML = F) alt.model = lmer(sample.var ~ sample.mean + mean.trials + group + (1|environment), my.data, REML = F) So fixed effects are: sample.mean, mean.trials and group, and random effects is environment since the three environments in my data are
simply a
random sample from many other possible environments.
I do not see how this would answer your questions, given the above concerns/issues and other possible approaches (just compare prob. between G1 and G2, accounting for environment). Best, R.
To test whether group has a significant effect I'll do: anova(null.model, alt.model). My concerns are: 1. Should I add subject as a random effect? My intuition is not to
since
subjects are unique to groups, which is the effect I'm after.
However, I do
want to account for the fact that sample variances of the same
subject from
the three different environments are correlated. 2. The response - sample variances, cannot be assumed to follow a
normal
distribution (they only take positive values to begin with and as far
as I
know (n-1)*sample.variance/population.variance ~ chi.square with df =
n-1)
and therefore the assumptions of a linear mixed effects model do not
strictly hold. Is there a generalized linear model that would be
appropriate for this?
Thanks a lot,
nimrod
[[alternative HTML version deleted]]
_______________________________________________ R-sig-mixed-models at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
--
Ramon Diaz-Uriarte
Department of Biochemistry, Lab B-25
Facultad de Medicina
Universidad Aut?noma de Madrid
Arzobispo Morcillo, 4
28029 Madrid
Spain
Phone: +34-91-497-2412
Email: rdiaz02 at gmail.com
ramon.diaz at iib.uam.es
http://ligarto.org/rdiaz
-------------- next part -------------- A non-text attachment was scrubbed... Name: Fig1.png Type: image/png Size: 6661 bytes Desc: not available URL: <https://stat.ethz.ch/pipermail/r-sig-mixed-models/attachments/20140327/2f26ba93/attachment-0003.png> -------------- next part -------------- A non-text attachment was scrubbed... Name: Fig2.png Type: image/png Size: 7407 bytes Desc: not available URL: <https://stat.ethz.ch/pipermail/r-sig-mixed-models/attachments/20140327/2f26ba93/attachment-0004.png> -------------- next part -------------- A non-text attachment was scrubbed... Name: Fig3.png Type: image/png Size: 16521 bytes Desc: not available URL: <https://stat.ethz.ch/pipermail/r-sig-mixed-models/attachments/20140327/2f26ba93/attachment-0005.png>