Aim of the ggeffects-package
Results of regression models are typically presented as tables that are easy to understand. For more complex models that include interaction or quadratic / spline terms, tables with numbers are less helpful and more difficult to interpret. In such cases, the visualization of marginal effects is far easier to understand and allows to intuitively get the idea of how predictors and outcome are associated, even for complex models.
ggeffects computes marginal effects at the mean (MEM) or at representative values (MER) from statistical models and returns the result as tidy data frame, especially for further use with ggplot. Definitions can be found here.
Since the focus lies on plotting the data (the marginal effects), at least one model term needs to be specified for which the effects are computed. It is also possible to compute marginal effects for model terms, grouped by the levels of another model’s predictor. The package also allows plotting marginal effects for two-, three- or four-way-interactions, or for specific values of a model term only. Examples are shown below.
Short technical note
ggpredict(), ggemmeans() and ggeffect() always return predicted values for the response of a model (or response distribution for Bayesian models).
Typically, ggpredict() returns confidence intervals based on the standard errors as returned by the predict()-function, assuming normal distribution (+/- 1.96 * SE). If predict() for a certain class does not return standard errors (for example, merMod-objects), these are calculated manually, by following steps: matrix-multiply X by the parameter vector B to get the predictions, then extract the variance-covariance matrix V of the parameters and compute XVX' to get the variance-covariance matrix of the predictions. The square-root of the diagonal of this matrix represent the standard errors of the predictions, which are then multiplied by 1.96 for the confidence intervals.
For mixed models, if type = "re" or type = "re.zi", the uncertainty in the random effects is accounted for when calculating the standard errors. Hence, in such cases, the intervals may be considered as prediction intervals.
Consistent and tidy structure
The returned data frames always have the same, consistent structure and column names, so it’s easy to create ggplot-plots without the need to re-write the arguments to be mapped in each ggplot-call. x and predicted are the values for the x- and y-axis. conf.low and conf.high could be used as ymin and ymax aesthetics for ribbons to add confidence bands to the plot. group can be used as grouping-aesthetics, or for faceting.
The examples shown here mostly use ggplot2-code for the plots, however, there is also a plot()-method, which is described in the vignette Plotting Marginal Effects.
Marginal effects at the mean
ggpredict() computes predicted values for all possible levels and values from a model’s predictors. In the simplest case, a fitted model is passed as first argument, and the term in question as second argument. Use the raw name of the variable for the terms-argument only - you don’t need to write things like poly(term, 3) or I(term^2) for the terms-argument.
As you can see, ggpredict() (and ggeffect() or ggemmeans()) has a nice print()-method, which takes care of printing not too many rows (but always an equally spaced range of values, including minimum and maximum value of the term in question) and giving some extra information. This is especially useful when predicted values are shown depending on the levels of other terms (see below).
The output shows the predicted values for the response at each value from the term c12hour. The data is already in shape for ggplot:
Two-Way, Three-Way- and Four-Way-Interactions
To plot the marginal effects of interaction terms, simply specify these terms in the terms-argument.
Since the terms-argument accepts up to four model terms, you can also compute marginal effects for a 3-way-interaction or 4-way-interaction. To plot the marginal effects of three interaction terms, just like before, specify all three terms in the terms-argument.
# fit model with 3-way-interaction
fit <- lm(neg_c_7 ~ c12hour * barthtot * c161sex, data = efc)
# select only levels 30, 50 and 70 from continuous variable Barthel-Index
mydf <- ggpredict(fit, terms = c("c12hour", "barthtot [30,50,70]", "c161sex"))
ggplot(mydf, aes(x, predicted, colour = group)) +
geom_line() +
facet_wrap(~facet)
4-way-interactions are rather confusing to print and plot. When plotting, multiple plots (for each level of the fourth interaction term) are plotted for the remaining three interaction terms. This can easily be done using the plot()-method.
Printing factor levels instead of numeric values
By default, to quickly create plot where data points can be connected with lines (i.e. to use a continuous x-axis-scale), the x-value is numeric, even if the first variable in terms (which is represented by the x-column in the returned data frame) is categorical. Since ggeffects supports labelled data (see also next section), plots are always correctly annotated, and a discrete scale is automatically used (see vignette Plotting Marginal Effects).
If numeric values instead of factor levels for x are required, use the argument x.as.factor = FALSE (or its alias, x.cat = FALSE). This will print numeric values instead of the factor levels in the console.
Here are some examples, first we fit a model where two variables are factors with character factor levels (we use sjmisc::to_label() to convert the labelled data into factors):
By default, x is numeric, or put differently, printing the results will cause factors as x to become numeric…
… unless you change this behaviour with x.as.factor = TRUE.
Labelling the data
ggeffects makes use of the sjlabelled-package and supports labelled data. If the data from the fitted models is labelled, the value and variable label attributes are usually copied to the model frame stored in the model object. ggeffects provides various getter-functions to access these labels, which are returned as character vector and can be used in ggplot’s lab()- or scale_*()-functions.
get_title() - a generic title for the plot, based on the model family, like “predicted values” or “predicted probabilities”get_x_title() - the variable label of the first model term in terms.get_y_title() - the variable label of the response.get_legend_title() - the variable label of the second model term in terms.get_x_labels() - value labels of the first model term in terms.get_legend_labels() - value labels of the second model term in terms.
The data frame returned by ggpredict(), ggemmeans() or ggeffect() must be used as argument to one of the above function calls.
